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Shan Chen

Southwestern University of Finance and Economics (SWUFE), School of Finance

Chengdu, 610074

China

  • Southwestern University of Finance and Economics (SWUFE), School of Finance

SCHOLARLY PAPERS

3

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1,014

TOTAL CITATIONS

6

Scholarly Papers (3)

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1.

A Unified Duration-based Explanation of the Value, Profitability, and Investment Anomalies

Journal of Empirical Finance, Volume 84 (2025), 101645.
Number of pages: 58 Posted: 19 Dec 2018 Last Revised: 16 Sep 2025
Shan Chen and Tao Li
Southwestern University of Finance and Economics (SWUFE), School of Finance and City University of Hong Kong (CityU) - Department of Economics & Finance
Downloads 568 (120,007)
Citation 6

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Equity Duration, Duration Transition, Term Structure of Equity Returns, Value Premium, Profitability Premium, Investment Premium

2.

Dissecting the Expected Investment Growth Premium

Number of pages: 72 Posted: 27 Jul 2023
Shan Chen and Xujun Liu
Southwestern University of Finance and Economics (SWUFE), School of Finance and Shanghai University of Finance and Economics
Downloads 279 (272,209)

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Expected Investment Growth Premium, External Growth, Internal Growth, Cross-Section of Equity Return

3.

The Positive Investment Premium in China

Number of pages: 52 Posted: 27 Aug 2023 Last Revised: 05 Jul 2025
Shan Chen, Xujun Liu and Shuyu Xue
Southwestern University of Finance and Economics (SWUFE), School of Finance, Shanghai University of Finance and Economics and Southwestern University of Finance and Economics (SWUFE)
Downloads 167 (449,518)

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Cross-section of stock returns, Assets Growth, Investment Premium, Chinese Market