Huafeng (Jason) Chen

Fudan University - Fanhai International School of Finance (FISF)

220 Handan Road

Shanghai, 200433

China

SCHOLARLY PAPERS

15

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9,293

SSRN CITATIONS
Rank 7,011

SSRN RANKINGS

Top 7,011

in Total Papers Citations

86

CROSSREF CITATIONS

74

Scholarly Papers (15)

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
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 2,515 (5,392)
Citation 18

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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, Fudan University - Fanhai International School of Finance (FISF) and Shanghai Advanced Institute of Finance, Shanghai Jiaotong University
Downloads 1,389 (14,324)
Citation 1

Abstract:

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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
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 1,184 (18,261)
Citation 31

Abstract:

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

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 1,097 (20,106)
Citation 52

Abstract:

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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
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:

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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
Fudan University - Fanhai International School of Finance (FISF)
Downloads 1,053 (21,687)
Citation 3

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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
Fudan University - Fanhai International School of Finance (FISF) and Connor, Clark, and Lunn Investment Management
Downloads 811 (31,659)
Citation 11

Abstract:

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

7.

The Number of Estimates in Footnotes and Accruals

Number of pages: 56 Posted: 29 Feb 2016 Last Revised: 05 May 2020
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 388 (81,242)
Citation 4

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textual analysis; accruals quality; accruals persistence; accrual anomaly

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 354 (90,346)

Abstract:

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

9.

Measuring Operating Leverage

Number of pages: 82 Posted: 01 May 2018 Last Revised: 04 May 2020
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 202 (161,378)
Citation 1

Abstract:

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operating leverage, fixed costs; stock returns, factor models

10.

Asset Pledgeability and Firm Innovation

Number of pages: 52 Posted: 03 Sep 2017 Last Revised: 07 May 2020
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 151 (208,316)
Citation 1

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Asset pledgeability, Financing Capacity, Collateral, Patent

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 58 (387,258)

Abstract:

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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
Fudan University - Fanhai International School of Finance (FISF)
Downloads 44 (436,765)

Abstract:

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13.

Predicting Returns Out of Sample: A Naïve Model Averaging Approach

Number of pages: 72 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 29 (504,002)

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out of sample tests, Naïve model averaging, market returns

14.

Countercyclical Risk Aversion: Evidence from 10 Million Auto Insurance Transactions in China

Number of pages: 58 Posted: 10 Apr 2020
Huafeng (Jason) Chen, Yinglu Deng, Pengfei Li and Hao Zhou
Fudan University - Fanhai International School of Finance (FISF), Tsinghua University - School of Economics & Management, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 18 (569,446)

Abstract:

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Risk Aversion, Countercyclical, Auto Insurance

15.

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)

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