Huafeng (Jason) Chen

Fudan University - Fanhai International School of Finance (FISF)

220 Handan Road

Shanghai, 200433

China

  • Fudan University - Fanhai International School of Finance (FISF)

SCHOLARLY PAPERS

15

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SSRN CITATIONS
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128

CROSSREF CITATIONS

74

Scholarly Papers (15)

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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
Downloads 2,726 (5,981)
Citation 19

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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 1,449 (16,486)
Citation 1

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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 1,260 (20,320)
Citation 35

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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 1,163 ( 22,897)

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 1,163 (22,494)
Citation 71

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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

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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 1,130 (23,864)
Citation 5

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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, 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 854 (35,585)
Citation 19

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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: 65 Posted: 29 Feb 2016 Last Revised: 13 Jul 2021
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 443 (82,825)
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 365 (103,600)
Citation 3

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

9.

Measuring Operating Leverage

Review of Asset Pricing Studies
Number of pages: 131 Posted: 01 May 2018 Last Revised: 02 Aug 2021
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 336 (113,630)
Citation 2

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operating leverage, fixed costs, stock returns, factor models

10.

Asset Pledgeability and Firm Innovation

Number of pages: 59 Posted: 03 Sep 2017 Last Revised: 11 Apr 2021
Huafeng (Jason) Chen, Xiaofei Pan, Meijun Qian, Yiping Wu and Qing Xia
Fudan University - Fanhai International School of Finance (FISF), University of Wollongong, Australian National University (ANU) - College of Business and Economics, Shanghai University of Finance and Economics and University of Nottingham, Ningbo
Downloads 208 (185,195)
Citation 2

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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 81 (375,917)

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Market Efficiency, Equilibrium Asset Pricing

12.

Predicting Returns Out of Sample: A Naïve Model Averaging Approach

Number of pages: 106 Posted: 27 Sep 2019 Last Revised: 18 Oct 2021
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 (PBCSF)
Downloads 65 (424,352)

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out of sample tests, naïve model averaging, market returns, ridge regression

13.

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 63 (431,146)

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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 SUSTech Business School
Downloads 59 (445,323)

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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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