Xuanjuan Chen

Shanghai University of Finance and Economics

Professor

777 Guoding Road

Shanghai, AK Shanghai 200433

China

  • Shanghai University of Finance and Economics

SCHOLARLY PAPERS

14

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TOTAL CITATIONS
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Top 15,676

in Total Papers Citations

50

Scholarly Papers (14)

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1.

In Search of Habitat

Number of pages: 72 Posted: 19 Apr 2012 Last Revised: 04 Jun 2021
Xuanjuan Chen, Zhenzhen Sun, Tong Yao and Tong Yu
Shanghai University of Finance and Economics, University of Massachusetts Dartmouth, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati - Department of Finance - Real Estate
Downloads 1,257 (35,280)

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Preferred habitat; bond yield; quantitative easing

2.

Can Mutual Funds Profit from Post Earnings Announcement Drift? The Role of Competition

Journal of Banking and Finance, Forthcoming
Number of pages: 61 Posted: 14 Mar 2012 Last Revised: 08 Mar 2020
Ashiq Ali, Xuanjuan Chen, Tong Yao and Tong Yu
University of Texas at Dallas - Naveen Jindal School of Management, Shanghai University of Finance and Economics, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati - Department of Finance - Real Estate
Downloads 1,197 (37,881)
Citation 5

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mutual funds, competition, post earnings announcement drift, anomaly

3.

Do Mutual Funds Profit from the Accruals Anomaly?

AFA 2007 Chicago Meetings, Journal of Accounting Research, Forthcoming
Number of pages: 41 Posted: 21 Mar 2006 Last Revised: 03 Feb 2008
Ashiq Ali, Xuanjuan Chen, Tong Yao and Tong Yu
University of Texas at Dallas - Naveen Jindal School of Management, Shanghai University of Finance and Economics, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati - Department of Finance - Real Estate
Downloads 861 (60,252)
Citation 3

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accruals anomaly, mutual fund, arbitrage risk

4.

Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 53 Posted: 24 May 2013 Last Revised: 23 Sep 2021
Xuanjuan Chen, Jing-Zhi Huang, Zhenzhen Sun, Tong Yao and Tong Yu
Shanghai University of Finance and Economics, Pennsylvania State University - University Park - Department of Finance, University of Massachusetts Dartmouth, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati - Department of Finance - Real Estate
Downloads 622 (92,211)
Citation 8

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Corporate Bond Holdings, Liquidity Clientele, Corporate Bond Liquidity and Spreads

5.

Prudent Man or Agency Problem? On the Performance of Insurance Mutual Funds

Number of pages: 46 Posted: 26 Oct 2004
Xuanjuan Chen, Tong Yao and Tong Yu
Shanghai University of Finance and Economics, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati - Department of Finance - Real Estate
Downloads 602 (96,117)
Citation 10

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Mutual fund performance, flow, agency problem, insurance

6.

On the Predictability of Chinese Stock Returns

Number of pages: 39 Posted: 22 Mar 2007 Last Revised: 03 Dec 2010
Xuanjuan Chen, Kenneth Kim, Tong Yao and Tong Yu
Shanghai University of Finance and Economics, Tongji University - School of Economics and Management, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati - Department of Finance - Real Estate
Downloads 483 (126,296)
Citation 11

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anomalies, return predictability, emerging markets, China

7.

Intangible Assets, Going-for-Broke and Asset Risk Taking of Property and Liability Insurance Firms

Number of pages: 36 Posted: 11 Aug 2006
Tong Yu, Bing-Xuan Lin, Henry R. Oppenheimer and Xuanjuan Chen
University of Cincinnati - Department of Finance - Real Estate, University of Rhode Island, University of Rhode Island - Area of Finance and Insurance and Shanghai University of Finance and Economics
Downloads 321 (200,550)
Citation 3

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intangible assets, franchise value, gambling, asset allocation, insurance

8.

Do Financial Regulations Shape the Functioning of Financial Institutions’ Risk Management in ABS Investment?

Review of Financial Studies, Forthcoming
Number of pages: 61 Posted: 24 Jul 2017 Last Revised: 14 Nov 2019
Xuanjuan Chen, Eric James Higgins, Han Xia and Hong Zou
Shanghai University of Finance and Economics, Kansas State University - College of Business Administration, University of Texas at Dallas - Naveen Jindal School of Management and The University of Hong Kong - Faculty of Business and Economics
Downloads 273 (237,918)
Citation 1

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financial institutions; asset-backed securities; risk management; financial regulations

9.

Intangible Assets and Firm Asset Risk Taking: An Analysis of Property and Liability Insurance Firms

Number of pages: 35 Posted: 23 Apr 2008
Tong Yu, Bing-Xuan Lin, Henry R. Oppenheimer and Xuanjuan Chen
University of Cincinnati - Department of Finance - Real Estate, University of Rhode Island, University of Rhode Island - Area of Finance and Insurance and Shanghai University of Finance and Economics
Downloads 268 (242,444)
Citation 1

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intangible assets, franchise value, gambling, asset allocation, insurance

10.

Catastrophic Losses and Insurer Profitability: Evidence from 9/11

Number of pages: 35 Posted: 06 Jun 2006
Xuanjuan Chen, Helen I. Doerpinghaus, Bing-Xuan Lin and Tong Yu
Shanghai University of Finance and Economics, University of South Carolina - Darla Moore School of Business, University of Rhode Island and University of Cincinnati - Department of Finance - Real Estate
Downloads 206 (313,537)
Citation 1

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catastrophic losses, WTC attack, growth, claim, earnings forecast, insurance

11.

Learning and Incentive: A Study on Analyst Response to Pension Underfunding

Number of pages: 45 Posted: 20 Mar 2011 Last Revised: 06 Aug 2012
Xuanjuan Chen, Tong Yao, Tong Yu and Ting Zhang
Shanghai University of Finance and Economics, University of Iowa - Henry B. Tippie College of Business, University of Cincinnati - Department of Finance - Real Estate and University of Dayton - School of Business Administration
Downloads 203 (317,906)
Citation 2

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pension funding, analyst forecasts, learning, incentive

12.

Industry Screening: Evidence from Seasoned Equity Offerings

Number of pages: 39 Posted: 17 May 2005
Leroy D. Brooks, Xuanjuan Chen and Tong Yu
John Carroll University - Boler School of Business, Shanghai University of Finance and Economics and University of Cincinnati - Department of Finance - Real Estate
Downloads 183 (349,761)
Citation 1

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Asymmetric information, adverse selection, industry effect, screening

13.

Does Operating Risk Affect Portfolio Risk? Evidence from Insurers' Securities Holding

Journal of Corporate Finance, Forthcoming
Number of pages: 46 Posted: 16 Dec 2019 Last Revised: 23 Feb 2020
Xuanjuan Chen, Zhenzhen Sun, Tong Yao and Tong Yu
Shanghai University of Finance and Economics, University of Massachusetts Dartmouth, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati - Department of Finance - Real Estate
Downloads 121 (492,552)
Citation 4

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Operating Risk; Investment Risk; Credit Risk, Financing Constraints

14.

Financial Crisis, Systemic Risk, and Performance of Financial Risk Insurers

Number of pages: 43 Posted: 24 Aug 2010 Last Revised: 11 Mar 2013
Frank Chen, Xuanjuan Chen, Zhenzhen Sun and Tong Yu
University of Rhode Island - College of Business Administration, Shanghai University of Finance and Economics, University of Massachusetts Dartmouth and University of Cincinnati - Department of Finance - Real Estate
Downloads 81 (646,573)

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financial crisis, systemic risk, financial contagion