Author Page for Hui Chen

Columbia University - Columbia Business School, Economics, Massachusetts Institute of Technology and Columbia University - Columbia Business School, Finance

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Citation 55

Abstract:

Market Timing, Investment, and Risk Management

NBER Working Paper No. w16808

Number of pages: 55 Posted: 28 Feb 2011 Last Revised: 06 Jun 2021

Patrick Bolton, Hui Chen and Neng Wang

Columbia University - Columbia Business School, Economics, Massachusetts Institute of Technology and Columbia University - Columbia Business School, Finance

Downloads 59 (484,917)

Citation 15

Abstract:

3.

Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads

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Citation 15

2

Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads

Journal of Financial Economics, Forthcoming

Number of pages: 67 Posted: 21 Mar 2012 Last Revised: 27 Feb 2020

Hui Chen, Yu Xu and Jun Yang

Massachusetts Institute of Technology, University of Delaware and Bank of Canada

Downloads 1,581 (15,674)

Citation 5

Abstract:

Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads

NBER Working Paper No. w18367

Number of pages: 62 Posted: 08 Sep 2012 Last Revised: 10 Mar 2022

Hui Chen, Yu Xu and Jun Yang

Massachusetts Institute of Technology, University of Delaware and Bank of Canada

Downloads 32 (619,887)

Citation 7

Abstract:

4.

A Unified Theory of Tobin's Q, Corporate Investment, Financing, and Risk Management

Downloads 1,546 ( 16,473)

Citation 197

2

A Unified Theory of Tobin's Q, Corporate Investment, Financing, and Risk Management

Journal of Finance, Forthcoming , AFA 2010 Atlanta Meetings Paper

Number of pages: 50 Posted: 19 Mar 2009 Last Revised: 12 Jul 2011

Patrick Bolton, Hui Chen and Neng Wang

Columbia University - Columbia Business School, Economics, Massachusetts Institute of Technology and Columbia University - Columbia Business School, Finance

Downloads 1,346 (19,973)

Citation 59

Abstract:

A Unified Theory of Tobin's Q, Corporate Investment, Financing, and Risk Management

NBER Working Paper No. w14845

Number of pages: 57 Posted: 07 Apr 2009 Last Revised: 26 Jul 2010

Patrick Bolton, Hui Chen and Neng Wang

Columbia University - Columbia Business School, Economics, Massachusetts Institute of Technology and Columbia University - Columbia Business School, Finance

Downloads 200 (206,919)

Abstract:

5.

Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets

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Citation 27

2

Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets

AFA 2013 San Diego Meetings Paper

Number of pages: 68 Posted: 19 Mar 2012 Last Revised: 24 Mar 2019

Hui Chen, Scott Joslin and Sophie Xiaoyan Ni

Massachusetts Institute of Technology, University of Southern California - Department of Finance and Business Economics and Hong Kong Baptist University (HKBU)

Downloads 1,380 (19,198)

Citation 3

Abstract:

Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets

NBER Working Paper No. w25573

Number of pages: 49 Posted: 26 Feb 2019 Last Revised: 18 May 2022

Hui Chen, Scott Joslin and Sophie Xiaoyan Ni

Massachusetts Institute of Technology, University of Southern California - Department of Finance and Business Economics and Hong Kong Baptist University (HKBU)

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Citation 17

Abstract:

6.

Measuring 'Dark Matter' in Asset Pricing Models

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Citation 17

2

Measuring 'Dark Matter' in Asset Pricing Models

Journal of Finance, Forthcoming, NBER Working Paper Series, The Rodney L. White Center Working Papers Series at the Wharton School, The Jacobs Levy Equity Management Center for Quantitative Financial Research Working Papers Series, The Wharton School Research Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 60 Posted: 19 Sep 2013 Last Revised: 25 Jan 2022

Hui Chen, Winston Wei Dou and Leonid Kogan

Massachusetts Institute of Technology, The Wharton School, University of Pennsylvania and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 1,260 (22,047)

Citation 17

Abstract:

Measuring “Dark Matter” in Asset Pricing Models

NBER Working Paper No. w26418

Number of pages: 61 Posted: 03 Dec 2019 Last Revised: 09 Mar 2022

Hui Chen, Winston Wei Dou and Leonid Kogan

Massachusetts Institute of Technology, The Wharton School, University of Pennsylvania and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 63 (472,997)

Abstract:

7.

Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty

Downloads 1,018 ( 30,564)

Citation 25

2

Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty

Journal of Finance, Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 79 Posted: 22 Jun 2012 Last Revised: 11 Aug 2020

Hui Chen, Michael Michaux and Nikolai L. Roussanov

Massachusetts Institute of Technology, University of Southern California - Marshall School of Business and University of Pennsylvania - The Wharton School

Downloads 997 (31,011)

Citation 21

Abstract:

Houses as Atms? Mortgage Refinancing and Macroeconomic Uncertainty

NBER Working Paper No. w19421

Number of pages: 76 Posted: 20 Sep 2013 Last Revised: 13 Feb 2022

Hui Chen, Michael Michaux and Nikolai L. Roussanov

Massachusetts Institute of Technology, University of Southern California - Marshall School of Business and University of Pennsylvania - The Wharton School

Downloads 21 (700,276)

Citation 5

Abstract:

8.

Debt, Taxes, and Liquidity

Downloads 903 ( 36,178)

2

Debt, Taxes, and Liquidity

Columbia Business School Research Paper No. 14-17

Number of pages: 43 Posted: 13 Mar 2014 Last Revised: 22 Nov 2014

Patrick Bolton, Hui Chen and Neng Wang

Columbia University - Columbia Business School, Economics, Massachusetts Institute of Technology and Columbia University - Columbia Business School, Finance

Downloads 877 (37,178)

Abstract:

Debt, Taxes, and Liquidity

NBER Working Paper No. w20009

Number of pages: 61 Posted: 31 Mar 2014 Last Revised: 05 Mar 2022

Patrick Bolton, Hui Chen and Neng Wang

Columbia University - Columbia Business School, Economics, Massachusetts Institute of Technology and Columbia University - Columbia Business School, Finance

Downloads 26 (661,273)

Abstract:

9.

Rare Disasters and Risk Sharing with Heterogeneous Beliefs

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Citation 17

2

Rare Disasters and Risk Sharing with Heterogeneous Beliefs

AFA 2011 Denver Meetings Paper

Number of pages: 49 Posted: 18 Mar 2010 Last Revised: 02 Sep 2013

Hui Chen, Scott Joslin and Ngoc-Khanh Tran

Massachusetts Institute of Technology, University of Southern California - Department of Finance and Business Economics and Finance Dept., Pamplin College of Business, Virginia Tech

Downloads 805 (41,816)

Citation 17

Abstract:

Rare Disasters and Risk Sharing with Heterogeneous Beliefs

NBER Working Paper No. w16035

Number of pages: 52 Posted: 04 Jun 2010 Last Revised: 25 Apr 2022

Hui Chen, Scott Joslin and Ngoc-Khanh Tran

Massachusetts Institute of Technology, University of Southern California - Department of Finance and Business Economics and Finance Dept., Pamplin College of Business, Virginia Tech

Downloads 44 (552,386)

Abstract:

10.

Stock Return Volatility and Capital Structure Decisions

PBCSF-NIFR Research Paper No. 13-04

Number of pages: 42 Posted: 29 Oct 2013 Last Revised: 19 Feb 2016

Hui Chen, Hao Wang and Hao Zhou

Massachusetts Institute of Technology, Tsinghua University and SUSTech Business School

Downloads 815 (41,698)

Citation 8

Abstract:

11.

Dynamic Asset Allocation with Ambiguous Return Predictability

AFA 2010 Atlanta Meetings Paper

Number of pages: 46 Posted: 02 Mar 2009 Last Revised: 14 Apr 2011

Hui Chen, Nengjiu Ju and Jianjun Miao

Massachusetts Institute of Technology, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Boston University - Department of Economics

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Citation 25

Abstract:

12.

Entrepreneurial Finance and Nondiversifiable Risk

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Citation 38

2

Entrepreneurial Finance and Nondiversifiable Risk

Review of Financial Studies, Forthcoming

Number of pages: 64 Posted: 27 Mar 2009 Last Revised: 07 Jul 2010

Hui Chen, Jianjun Miao and Neng Wang

Massachusetts Institute of Technology, Boston University - Department of Economics and Columbia University - Columbia Business School, Finance

Downloads 703 (50,185)

Citation 9

Abstract:

Entrepreneurial Finance and Non-Diversifiable Risk

NBER Working Paper No. w14848

Number of pages: 45 Posted: 07 Apr 2009 Last Revised: 27 Jan 2022

Hui Chen, Jianjun Miao and Neng Wang

Massachusetts Institute of Technology, Boston University - Department of Economics and Columbia University - Columbia Business School, Finance

Downloads 55 (501,304)

Citation 1

Abstract:

13.

Feedback and Contagion through Distressed Competition

The Rodney L. White Center Working Papers Series at the Wharton School, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 61 Posted: 05 Feb 2020 Last Revised: 10 Sep 2020

Hui Chen, Winston Wei Dou, Hongye Guo and Yan Ji

Massachusetts Institute of Technology, The Wharton School, University of Pennsylvania, University of Pennsylvania and Hong Kong University of Science & Technology (HKUST)

Downloads 691 (52,529)

Citation 2

Abstract:

14.

Generalized Transform Analysis of Affine Processes and Applications in Finance

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Citation 14

2

Generalized Transform Analysis of Affine Processes and Applications in Finance

Number of pages: 43 Posted: 17 Feb 2009 Last Revised: 22 Sep 2011

Hui Chen and Scott Joslin

Massachusetts Institute of Technology and University of Southern California - Department of Finance and Business Economics

Downloads 620 (59,054)

Citation 13

Abstract:

Generalized Transform Analysis of Affine Processes and Applications in Finance

NBER Working Paper No. w16906

Number of pages: 66 Posted: 28 Mar 2011 Last Revised: 13 Mar 2022

Hui Chen and Scott Joslin

Massachusetts Institute of Technology and University of Southern California - Department of Finance and Business Economics

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Abstract:

15.

Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets

Downloads 587 ( 64,057)

Citation 8

2

Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2018-82, PBCSF-NIFR Research Paper

Number of pages: 81 Posted: 04 Dec 2018 Last Revised: 05 May 2022

Hui Chen, Zhuo Chen, Zhiguo He, Jinyu Liu and Rengming Xie

Massachusetts Institute of Technology, Tsinghua University - PBC School of Finance, University of Chicago - Finance, University of International Business and Economics (UIBE) - School of Banking and Finance and CITIC Securities

Downloads 572 (65,519)

Citation 7

Abstract:

Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets

NBER Working Paper No. w26520

Number of pages: 81 Posted: 03 Dec 2019 Last Revised: 19 Dec 2021

Hui Chen, Zhuo Chen, Zhiguo He, Jinyu Liu and Rengming Xie

Massachusetts Institute of Technology, Tsinghua University - PBC School of Finance, University of Chicago - Finance, University of International Business and Economics (UIBE) - School of Banking and Finance and CITIC Securities

Downloads 15 (751,106)

Citation 1

Abstract:

16.

Deep Structural Estimation: With an Application to Option Pricing

Number of pages: 57 Posted: 12 Mar 2021

Hui Chen, Antoine Didisheim and Simon Scheidegger

Massachusetts Institute of Technology, Swiss Finance Institute, UNIL and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)

Downloads 473 (83,924)

Abstract:

17.

The Debt-Equity Spread

Number of pages: 69 Posted: 25 Oct 2021 Last Revised: 15 Dec 2021

Hui Chen, Zhiyao Chen and Jun Li

Massachusetts Institute of Technology, The Chinese University of Hong Kong (CUHK) - Department of Finance and University of Texas at Dallas

Downloads 396 (102,936)

Abstract:

18.

Macroeconomic Risk and Debt Overhang

Number of pages: 52 Posted: 12 Nov 2014

Hui Chen and Gustavo Manso

Massachusetts Institute of Technology and University of California, Berkeley - Haas School of Business

Downloads 208 (199,685)

Citation 16

Abstract:

19.

Quantifying Liquidity and Default Risks of Corporate Bonds Over the Business Cycle

NBER Working Paper No. w20638

Number of pages: 61 Posted: 03 Nov 2014 Last Revised: 23 May 2022

Hui Chen, Rui Cui, Zhiguo He and Konstantin Milbradt

Massachusetts Institute of Technology, University of Chicago - Finance, University of Chicago - Finance and Northwestern University - Kellogg School of Management - Department of Finance

Downloads 93 (371,942)

Citation 25

Abstract:

20.

Online Appendix for 'Feedback and Contagion through Distressed Competition'

Number of pages: 29 Posted: 27 Jul 2020 Last Revised: 08 Sep 2020

Hui Chen, Winston Wei Dou, Hongye Guo and Yan Ji

Massachusetts Institute of Technology, The Wharton School, University of Pennsylvania, University of Pennsylvania and Hong Kong University of Science & Technology (HKUST)

Downloads 59 (481,568)

Citation 3

Abstract:

21.

Online Appendix for 'Measuring the 'Dark Matter' in Asset Pricing Models'

Number of pages: 45 Posted: 21 Oct 2019 Last Revised: 25 Jan 2022

Hui Chen, Winston Wei Dou and Leonid Kogan

Massachusetts Institute of Technology, The Wharton School, University of Pennsylvania and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 50 (514,159)

Citation 5

Hui Chen

Massachusetts Institute of Technology

National Bureau of Economic Research (NBER)

21

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