Carl R. Chen

University of Dayton

300 College Park

Dayton, OH 45469-2251

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 39,440

SSRN RANKINGS

Top 39,440

in Total Papers Downloads

2,199

SSRN CITATIONS
Rank 41,341

SSRN RANKINGS

Top 41,341

in Total Papers Citations

7

CROSSREF CITATIONS

13

Scholarly Papers (15)

1.

Ranking Finance Journals Using Author Affiliation Index

Financial Management Association (FMA) Annual Conference Paper (2006)
Number of pages: 37 Posted: 12 Mar 2007
Carl R. Chen and Ying Sophie Huang
University of Dayton and Zhejiang University, School of Management
Downloads 1,597 (20,022)

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Finance journal ranking, author affiliation index

2.

Author Affiliation Index, Finance Journal Ranking, and the Pattern of Authorship

Journal of Corporate Finance, Vol. 13, pp. 1008-1026, 2007
Number of pages: 51 Posted: 03 Apr 2007 Last Revised: 07 Jun 2009
Carl R. Chen and Ying Sophie Huang
University of Dayton and Zhejiang University, School of Management
Downloads 394 (130,424)
Citation 4

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Finance journal ranking, author affiliation index, authorship pattern

3.

How Do Credit Market Accessibility and Legal Protection Shape Corporate Innovation?

Number of pages: 55 Posted: 11 Nov 2019
Danlin Shen, Carl R. Chen, Xinyan Yan and Zhihong Yi
China University of Mining and Technology (Beijing), University of Dayton, University of South Florida and Renmin University of China
Downloads 92 (475,565)
Citation 1

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Credit market accessibility; corporate innovation; financial constraints; legal protection

4.

Settlement Procedures and Stock Market Efficiency

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 41 Posted: 06 Sep 2014
Emily Lin, Emily Lin and Carl R. Chen
National Chiao Tung UniversitySt. John’s University and University of Dayton
Downloads 91 (478,893)
Citation 1

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Expiration-day effect, liquidity, market efficiency, price discovery, intraday seasonality, spillover, market depth

Optimism Biases Among Brokerage and Non-Brokerage Firms' Equity Recommendations: Agency Costs in the Investment Industry

Number of pages: 14 Posted: 13 Jan 2005
University of Dayton, University of Dayton and University of Arizona
Downloads 25 (861,551)

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Optimism Biases Among Brokerage and Non-Brokerage Firms' Equity Recommendations: Agency Costs in the Investment Industry

Financial Management, Spring 1998
Posted: 15 Jun 1998
University of Arizona, University of Dayton and University of Dayton

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6.

Mutual Fund Governance and Performance: A Quantile Regression Analysis of Morningstar’s Stewardship Grade

Corporate Governance: An International Review, Vol. 19, pp. 311-333, 2011
Posted: 05 Feb 2012
Carl R. Chen and Ying Sophie Huang
University of Dayton and Zhejiang University, School of Management

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Corporate Governance, Board of Director Mechanisms, Stewardship, Executive Compensation

7.

Hourly Index Return Autocorrelation and Conditional Volatility in an EAR-GJR-GARCH Model with Generalized Error Distribution

Journal of Empirical Finance, Vol. 15, No. 4, pp. 789-798, 2008
Posted: 12 Sep 2008
Carl R. Chen, Yuli Su and Ying Sophie Huang
University of Dayton, affiliation not provided to SSRN and Zhejiang University, School of Management

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Autocorrelation, Conditional volatility, Hourly returns, EAR-GARCH

8.

Determinants of Japanese Yen Interest Rate Swap Spreads: Evidence from a Smooth Transition Vector Autoregressive Model

Journal of Futures Markets, 2008 (28), No.1, pp82-107
Posted: 26 Mar 2007 Last Revised: 12 Sep 2008
Ying Sophie Huang, Carl R. Chen and Maximo Camacho
Zhejiang University, School of Management, University of Dayton and Autonomous University of Barcelona - Department of Economics

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Japanese yen interest rate swap, smooth transition VAR, regime switching

9.

The Effect of Fed Monetary Policy Regimes on the US Interest Rate Swap Spreads

Review of Financial Economics, 2007 (16), No. 4, pp375-399
Posted: 08 Mar 2007 Last Revised: 12 Sep 2008
Ying Sophie Huang and Carl R. Chen
Zhejiang University, School of Management and University of Dayton

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Swap spread, Economic shocks, Fed policies, Impulse response, Variance decomposition

10.

The Impact of the Sarbanes-Oxley Act on Firms Going Private

Research in Accounting Regulation, Vol. 19, 2006
Posted: 28 Nov 2006
Nancy Mohan and Carl R. Chen
University of Dayton and University of Dayton

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Sarbanes-Oxley Act, going private, cluster analysis

11.

Production in the Finance Literature, Institutional Reputation, and Labor Mobility in Academia: A Global Perspective

Financial Management, Vol. 31, No. 4, 2002
Posted: 25 Mar 2003
Kam C. Chan, Carl R. Chen and Thomas L. Steiner
Western Kentucky University - Department of Accounting and Finance, University of Dayton and University of Dayton

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12.

Are All Security Analysts Equal?

Posted: 05 Sep 2001
Carl R. Chen, Kam C. Chan and Thomas L. Steiner
University of Dayton, Western Kentucky University - Department of Accounting and Finance and University of Dayton

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14.

Mean Reversion in Asset Returns with Varying Debt and Equity Components: Evidence and Implications from Preferred Stock

QUARTERLY REVIEW OF ECONOMICS AND FINANCE, Vol. 37 No. 3, Fall 1997
Posted: 24 Sep 1997
Carl R. Chen and David A. Sauer
University of Dayton and University of Dayton

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15.

Risk-Taking Behavior and Management Ownership in Depository Institutions

J. OF FINANCIAL RESEARCH
Posted: 18 Mar 1997
University of Dayton, University of Dayton and University of Central Florida

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Other Papers (2)

Total Downloads: 101
1.

Mispricing and the Cross-Section of Stock Returns

Number of pages: 49 Posted: 21 Mar 2007
Carl R. Chen, Peter P. Lung and F. Albert Wang
University of Dayton, University of Dayton and University of Dayton - School of Business Administration - Department of Economics and Finance
Downloads 64

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model-based mispricing, mispricing strategy, contrarian strategy, return predictability, price-dividend ratio, overreaction to growth, cross-section of stock returns

2.

Stock Market Mispricing: Inflation Illusion or Resale Option?

Number of pages: 66 Posted: 15 Mar 2006
Carl R. Chen, Peter P. Lung and F. Albert Wang
University of Dayton, University of Dayton and University of Dayton - School of Business Administration - Department of Economics and Finance
Downloads 37

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equity mispricing, overconfidence, heterogeneous beliefs, resale option, inflation illusion, short-sales constraints, asset price bubbles