Shaojun Jenny Chen

Connor, Clark, and Lunn Investment Management

2200 - 1111 West Georgia Street

Vancouver, V6T 1Z4

Canada

University of British Columbia (UBC)

2329 West Mall

Vancouver, British Columbia BC V6T 1Z4

Canada

  • University of British Columbia (UBC)

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Empirical Investigation of an Equity Pairs Trading Strategy

forthcoming, Management Science
Number of pages: 47 Posted: 17 Mar 2009 Last Revised: 09 Apr 2017
Huafeng (Jason) Chen, Shaojun Jenny Chen, Shaojun Jenny Chen, Zhuo Chen and Feng Li
Fudan University - Fanhai International School of Finance (FISF), University of British Columbia (UBC)Connor, Clark, and Lunn Investment Management, Tsinghua University - PBC School of Finance and Shanghai Advanced Institute of Finance, Shanghai Jiaotong University
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Citation 26

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2.

Investment-Cash Flow Sensitivity Cannot Be a Good Measure of Financial Constraints: Evidence from the Time Series

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 49 Posted: 17 Mar 2009 Last Revised: 12 May 2011
Huafeng (Jason) Chen, Shaojun Jenny Chen and Shaojun Jenny Chen
Fudan University - Fanhai International School of Finance (FISF) and University of British Columbia (UBC)Connor, Clark, and Lunn Investment Management
Downloads 899 (44,404)
Citation 19

Abstract:

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investment-cash flow sensitivity, financial constraints, credit crunch, measurement error