Huafeng (Jason) Chen

Tsinghua University - PBC School of Finance

No. 43, Chengdu Road

Haidian District

Beijing 100083

China

  • Tsinghua University - PBC School of Finance

SCHOLARLY PAPERS

13

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Scholarly Papers (13)

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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, Zhuo Chen and Feng Li
Tsinghua University - PBC School of Finance, Connor, Clark, and Lunn Investment Management, Tsinghua University and Shanghai Advanced Institute of Finance, Shanghai Jiaotong University
Downloads 2,423 (5,038)
Citation 4

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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, Tsinghua University - PBC School of Finance and Shanghai Advanced Institute of Finance, Shanghai Jiaotong University
Downloads 1,271 (14,604)
Citation 7

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information quality, the cost of equity capital, firm-specific information

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
Tsinghua University - PBC School of Finance, Imperial College London - Accounting, Finance, and Macroeconomics and University of British Columbia (UBC) - Sauder School of Business
Downloads 1,172 (16,597)
Citation 12

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debt pricing, non-financial stakeholders, labor unions, shareholder-bondholder conflicts

4.

Labor Unions, Operating Flexibility, and the Cost of Equity

Downloads 1,087 ( 18,576)

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
Tsinghua University - PBC School of Finance, Imperial College London - Accounting, Finance, and Macroeconomics and University of British Columbia (UBC) - Sauder School of Business
Downloads 1,087 (18,224)
Citation 27

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labor unions, operating flexibility, cost of equity

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
Tsinghua University - PBC School of Finance, Imperial College London - Accounting, Finance, and Macroeconomics and University of British Columbia (UBC) - Sauder School of Business

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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
Tsinghua University - PBC School of Finance
Downloads 997 (21,162)
Citation 1

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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
Tsinghua University - PBC School of Finance and Connor, Clark, and Lunn Investment Management
Downloads 769 (30,633)
Citation 12

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

7.

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
Tsinghua University - PBC School of Finance
Downloads 346 (84,130)
Citation 11

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book-to-market effect, firm life expectancy, delisting, equity duration

8.

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
Tsinghua University - PBC School of Finance, University of Illinois at Chicago and Shanghai Advanced Institute of Finance, Shanghai Jiaotong University
Downloads 335 (87,257)

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textual analysis; accruals quality; accruals persistence; accrual anomaly

9.

Another Look at Operating Leverage and Stock Returns

Number of pages: 71 Posted: 01 May 2018 Last Revised: 30 Oct 2018
Huafeng (Jason) Chen, Jason V. Chen, Feng Li and Pengfei Li
Tsinghua University - PBC School of Finance, University of Illinois at Chicago, Shanghai Advanced Institute of Finance, Shanghai Jiaotong University and School of Economics & Management, Tsinghua University
Downloads 147 (194,373)

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operating leverage, fixed costs; stock returns, factor models

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
Tsinghua University - PBC School of Finance, University of Wollongong, Australian National University (ANU) - College of Business and Economics and Shanghai University of Finance and Economics
Downloads 123 (223,771)

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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, Tsinghua University - PBC School of Finance and University of British Columbia (UBC) - Sauder School of Business
Downloads 50 (379,758)

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Market Efficiency, Equilibrium Asset Pricing

12.

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

Number of pages: 98 Posted: 15 Nov 2016
Huafeng (Jason) Chen
Tsinghua University - PBC School of Finance
Downloads 36 (430,980)

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13.

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
Tsinghua University - PBC School of Finance, University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC)

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