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- Phone：010-85188858
- Fax：010-85186800
- E-mail
- Office Hours：by appointment-
schedule by email
- Professor of Finance
- Ph.D., University of Toronto
- Research Areas: Empirical asset pricing and applied asset pricing theory, corporate financing and payout decisions.
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Introduction
Dr. Chen Long is a Professor of Finance at CKGSB. From 2001 to 2008, Dr. Chen served as Assistant Professor of Finance at Michigan State University, where he received an Excellence in Teaching award in 2003. Dr. Chen serves as referee at numerous finance journals, including the Journal of Finance, Review of Financial Studies, and Journal of Money, Credit and Banking. He received his Ph.D. in Finance from the University of Toronto in 2001.
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Selected Publications
- Corporate Yield Spreads and Bond Liquidity, with David Lesmond and Jason Wei, Journal of Finance, 62 (2007), 119-149; ranked by Journal of Finance as one of the top ten most cited articles from Journal of Finance.
- The Expected Value Premium, with Ralitsa Petkova and Lu Zhang, Journal of Financial Economics, 87 (2008), 269-280.
- Expected Returns, Yield Spreads, and Asset Pricing Tests, with Murillo Campello and Lu Zhang, Review of Financial Studies, 21(3) (2008), 1297-1338.
- On the Reversal of Dividend and Return Predictability: A Tale of Two Periods, Journal of Financial Economics, 92(1) (2009), 128-151.
- On the Relation between the Credit Spread Puzzle and the Equity Premium Puzzle, with Pierre Collin-Dufresne and Robert Goldstein, Review of Financial Studies, 22(9) (2009), 3367-3409.
- Return Decomposition, with Xinlei Zhao, Review of Financial Studies, 22(12) (2009), 5213-5249; ranked by RFS as one of the most cited RFS papers published in 2009.
- Do Time-Varying Risk Premiums Explain Labor Market Performance? With Lu Zhang, Journal of Financial Economics, 99(2) (2011), 385-399.
- Dividend Smoothing and Predictability, with Zhi Da and Richard Priestley, forthcoming, Management Science.
- Are Financial Constraints Priced? Evidence from Firm Fundamentals and Stocks, with Murillo Campello, Journal of Money, Credit, and Banking, 42 (2010), 1185-1198.
- On the Relation between the Market-to-Book Ratio, Growth opportunity, and Leverage Ratio, with Shelly Zhao, Finance Research Letters, 3(2006) 253-266.
- Mechanical Mean Reversion of Leverage Ratios, with Shelly Zhao, Economic Letters, 95 (2007) 223-229.
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