Author Page for Huafeng (Jason) Chen

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

Fudan University - Fanhai International School of Finance (FISF), Connor, Clark, and Lunn Investment Management, Tsinghua University and Shanghai Advanced Institute of Finance, Shanghai Jiaotong University

Downloads 2,474 (5,264)

Citation 16

Abstract:

2.

Firm Specific Information and the Cost of Equity Capital

Number of pages: 34 Posted: 08 Jun 2006 Last Revised: 16 Apr 2018

Philip G. Berger, Huafeng (Jason) Chen and Feng Li

University of Chicago - Booth School of Business, Fudan University - Fanhai International School of Finance (FISF) and Shanghai Advanced Institute of Finance, Shanghai Jiaotong University

Downloads 1,359 (14,115)

Citation 1

Abstract:

3.

Do Non-Financial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers

Review of Finance, Forthcoming

Number of pages: 47 Posted: 24 Mar 2008 Last Revised: 28 Sep 2010

Huafeng (Jason) Chen, Marcin T. Kacperczyk and Hernan Ortiz-Molina

Fudan University - Fanhai International School of Finance (FISF), Imperial College London - Accounting, Finance, and Macroeconomics and University of British Columbia (UBC) - Sauder School of Business

Downloads 1,176 (17,595)

Citation 23

Abstract:

4.

Labor Unions, Operating Flexibility, and the Cost of Equity

Downloads 1,095 ( 19,583)

2

Labor Unions, Operating Flexibility, and the Cost of Equity

AFA 2008 New Orleans Meetings Paper

Number of pages: 56 Posted: 21 Sep 2006 Last Revised: 25 Aug 2012

Huafeng (Jason) Chen, Marcin T. Kacperczyk and Hernan Ortiz-Molina

Fudan University - Fanhai International School of Finance (FISF), Imperial College London - Accounting, Finance, and Macroeconomics and University of British Columbia (UBC) - Sauder School of Business

Downloads 1,095 (19,227)

Citation 46

Abstract:

Labor Unions, Operating Flexibility, and the Cost of Equity

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming

Posted: 30 Jun 2009

Huafeng (Jason) Chen, Marcin T. Kacperczyk and Hernan Ortiz-Molina

Fudan University - Fanhai International School of Finance (FISF), Imperial College London - Accounting, Finance, and Macroeconomics and University of British Columbia (UBC) - Sauder School of Business

Abstract:

5.

Do Cash Flows of Growth Stocks Really Grow Faster?

Journal of Finance, Forthcoming

Number of pages: 60 Posted: 03 Aug 2011 Last Revised: 13 Nov 2016

Huafeng (Jason) Chen

Fudan University - Fanhai International School of Finance (FISF)

Downloads 1,032 (21,324)

Citation 3

Abstract:

6.

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

Fudan University - Fanhai International School of Finance (FISF) and Connor, Clark, and Lunn Investment Management

Downloads 791 (31,282)

Citation 6

Abstract:

7.

Do the Notes to the Financial Statements Provide Information about the Degree of Subjectivity in Accruals?

Number of pages: 56 Posted: 29 Feb 2016 Last Revised: 17 Jan 2019

Huafeng (Jason) Chen, Jason V. Chen and Feng Li

Fudan University - Fanhai International School of Finance (FISF), University of Illinois at Chicago and Shanghai Advanced Institute of Finance, Shanghai Jiaotong University

Downloads 370 (82,307)

Citation 4

Abstract:

8.

Firm Life Expectancy and the Heterogeneity of the Book-to-Market Effect

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 59 Posted: 22 Jun 2006 Last Revised: 17 Nov 2010

Huafeng (Jason) Chen

Fudan University - Fanhai International School of Finance (FISF)

Downloads 350 (87,814)

Abstract:

9.

Another Look at Operating Leverage and Stock Returns

Number of pages: 82 Posted: 01 May 2018 Last Revised: 06 Dec 2019

Huafeng (Jason) Chen, Jason V. Chen, Feng Li and Pengfei Li

Fudan University - Fanhai International School of Finance (FISF), University of Illinois at Chicago, Shanghai Advanced Institute of Finance, Shanghai Jiaotong University and Tsinghua University - PBC School of Finance

Downloads 181 (171,623)

Citation 1

Abstract:

10.

Does Property Rights Protection Affect Firm Innovation? Evidence from the Chinese Property Rights Law Enactment

Number of pages: 50 Posted: 03 Sep 2017 Last Revised: 01 Jun 2018

Huafeng (Jason) Chen, Xiaofei Pan, Meijun Qian and Yiping Wu

Fudan University - Fanhai International School of Finance (FISF), University of Wollongong, Australian National University (ANU) - College of Business and Economics and Shanghai University of Finance and Economics

Downloads 139 (215,775)

Citation 1

Abstract:

11.

The Real Effects of Market Inefficiency: Aggregate Versus Cross-Sectional Mispricing

Number of pages: 34 Posted: 24 Apr 2018

Harjoat Singh Bhamra, Huafeng (Jason) Chen and Lorenzo Garlappi

Imperial College Business School, Fudan University - Fanhai International School of Finance (FISF) and University of British Columbia (UBC) - Sauder School of Business

Downloads 54 (386,769)

Abstract:

12.

Internet Appendix for 'Do Cash Flows of Growth Stocks Really Grow Faster?'

Number of pages: 98 Posted: 15 Nov 2016

Huafeng (Jason) Chen

Fudan University - Fanhai International School of Finance (FISF)

Downloads 41 (433,309)

Abstract:

13.

Predicting Returns Out of Sample: A Naïve Model Averaging Approach

Number of pages: 48 Posted: 27 Sep 2019 Last Revised: 20 Nov 2019

Huafeng (Jason) Chen, Liang Jiang and Weiwei Liu

Fudan University - Fanhai International School of Finance (FISF), Fudan University - Fanhai International School of Finance (FISF) and Tsinghua University, PBC School of Finance, Students

Downloads 23 (519,985)

Abstract:

14.

Average Stock Variance and Market Returns: Evidence of Time-Varying Predictability at the Daily Frequency

Journal of Portfolio Management, Forthcoming, https://doi.org/10.3905/jpm.2011.37.4.086

Posted: 21 May 2019

Huafeng (Jason) Chen, Hernan Ortiz-Molina and Siliang Zhang

Fudan University - Fanhai International School of Finance (FISF), University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC)

Huafeng (Jason) Chen

Fudan University - Fanhai International School of Finance (FISF)

14

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Scholarly Papers (14)

Empirical Investigation of an Equity Pairs Trading Strategy

Abstract:

Firm Specific Information and the Cost of Equity Capital

Abstract:

Do Non-Financial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers

Abstract:

Labor Unions, Operating Flexibility, and the Cost of Equity

Labor Unions, Operating Flexibility, and the Cost of Equity

Abstract:

Labor Unions, Operating Flexibility, and the Cost of Equity

Abstract:

Do Cash Flows of Growth Stocks Really Grow Faster?

Abstract:

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

Abstract:

Do the Notes to the Financial Statements Provide Information about the Degree of Subjectivity in Accruals?

Abstract:

Firm Life Expectancy and the Heterogeneity of the Book-to-Market Effect

Abstract:

Another Look at Operating Leverage and Stock Returns

Abstract:

Does Property Rights Protection Affect Firm Innovation? Evidence from the Chinese Property Rights Law Enactment

Abstract:

The Real Effects of Market Inefficiency: Aggregate Versus Cross-Sectional Mispricing

Abstract:

Internet Appendix for 'Do Cash Flows of Growth Stocks Really Grow Faster?'

Abstract:

Predicting Returns Out of Sample: A Naïve Model Averaging Approach

Abstract:

Average Stock Variance and Market Returns: Evidence of Time-Varying Predictability at the Daily Frequency

Abstract: