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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Top 6,507

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127

CROSSREF CITATIONS

75

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 2,902 (6,782)
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 1,533 (18,505)
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 1,319 (23,201)
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 1,208 (26,477)

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 1,208 (26,021)
Citation 72

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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 1,185 (27,201)
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 888 (41,001)
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

Management Science, forthcoming
Number of pages: 61 Posted: 29 Feb 2016 Last Revised: 13 Dec 2022
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 536 (79,310)
Citation 4

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textual analysis; accruals quality; accruals persistence; accrual anomaly

8.

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 444 (99,538)
Citation 2

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operating leverage, fixed costs, stock returns, factor models

9.

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 378 (119,906)
Citation 3

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

10.

Asset Pledgeability and Firm Innovation

Number of pages: 59 Posted: 03 Sep 2017 Last Revised: 11 Jan 2022
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 258 (179,581)
Citation 3

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Asset pledgeability, Financing Capacity, Collateral, Patent

11.

Predicting Returns Out of Sample: A Naïve Model Averaging Approach

Number of pages: 101 Posted: 27 Sep 2019 Last Revised: 17 Oct 2022
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 119 (351,809)

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

12.

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 105 (381,796)

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Market Efficiency, Equilibrium Asset Pricing

13.

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 83 (443,651)

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Risk Aversion, Countercyclical, Auto Insurance

14.

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 73 (477,442)

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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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