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

SCHOLARLY PAPERS

2

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CITATIONS
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15

Scholarly Papers (2)

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, Zhuo Chen and Feng Li
Tsinghua University - PBC School of Finance, Connor, Clark, and Lunn Investment Management, Tsinghua University - PBC School of Finance and Shanghai Advanced Institute of Finance, Shanghai Jiaotong University
Downloads 1,323 (5,398)
Citation 4

Abstract:

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 and Shaojun Jenny Chen
Tsinghua University - PBC School of Finance and Connor, Clark, and Lunn Investment Management
Downloads 578 (29,959)
Citation 11

Abstract:

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