Chen Wang

University of Notre Dame - Mendoza College of Business

Assistant Professor of Finance

Notre Dame, IN 46556-5646

United States

http://chenwang.one/

SCHOLARLY PAPERS

4

DOWNLOADS

612

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Factor Demand and Factor Returns

Number of pages: 55 Posted: 13 Feb 2019 Last Revised: 13 Jan 2021
Cameron Peng and Chen Wang
London School of Economics & Political Science (LSE) - Department of Finance and University of Notre Dame - Mendoza College of Business
Downloads 224 (156,577)

Abstract:

Loading...

Factor Rebalancing, Mutual Funds, Price Pressure, Factor Returns

2.

Rediscover Predictability: Information from the Relative Prices of Long-Term and Short-Term Dividends

Fisher College of Business Working Paper No. 2018-03-016, Charles A. Dice Center Working Paper No. 2018-16, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 69 Posted: 14 Feb 2018 Last Revised: 17 Oct 2018
Ye Li and Chen Wang
Ohio State University and University of Notre Dame - Mendoza College of Business
Downloads 198 (175,939)
Citation 3

Abstract:

Loading...

return predictability, cash flow predictability, dividend strip price, ICAPM, time-varying expected return

3.

Under- and Over-Reaction in Yield Curve Expectations

Number of pages: 98 Posted: 05 Dec 2019 Last Revised: 14 Apr 2020
Chen Wang
University of Notre Dame - Mendoza College of Business
Downloads 95 (312,198)
Citation 3

Abstract:

Loading...

expectations formation, yield curve, autocorrelation averaging, bond return predictability

4.

Delegation Uncertainty

Columbia Business School Research Paper No. 15-54, Fisher College of Business Working Paper No. 2018-03-022, Charles A. Dice Center Working Paper No. 2018-22
Number of pages: 71 Posted: 25 Apr 2015 Last Revised: 27 Nov 2018
Ye Li and Chen Wang
Ohio State University and University of Notre Dame - Mendoza College of Business
Downloads 95 (312,198)

Abstract:

Loading...

Model Uncertainty, Delegated Portfolio Management, Ambiguity Premium, Heterogeneous Belief, Cross-Sectional Asset Pricing