Chen Long (finance)
Appearance
Chen Long | |
---|---|
Nationality | Chinese |
Alma mater | University of Toronto |
Occupation | Director of Luohan Academy |
Chen Long (Chinese: 陈龙; pinyin: Chén Lóng) currently serves as the director of Luohan Academy,[1] the think tank[2] of Alibaba. Before this, he was the chief strategy officer of Ant Financial Group[3] since 2014. Chen received his Ph.D. in Finance from University of Toronto, and was a tenured professor at Olin Business School, Washington University in St. Louis. After returning to China in 2010, Chen took the position of the Associate Dean of Cheung Kong Graduate School of Business (CKGSB), Professor of Finance.
Publications
[edit]- Corporate Yield Spreads and Bond Liquidity,[4] with David Lesmond and Jason Wei, Journal of Finance, 62 (2007), 119-149;
- The Expected Value Premium,[5] with Ralitsa Petkova and Lu Zhang, Journal of Financial Economics, 87 (2008), 269-280.
- Expected Returns, Yield Spreads, and Asset Pricing Tests,[6] 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,[7] Journal of Financial Economics, 92(1) (2009), 128-151.
- On the Relation between the Credit Spread Puzzle and the Equity Premium Puzzle,[8] with Pierre Collin-Dufresne and Robert Goldstein, Review of Financial Studies, 22(9) (2009), 3367-3409.
- Return Decomposition,[9] with Xinlei Zhao, Review of Financial Studies, 22(12) (2009), 5213-5249.
- Do Time-Varying Risk Premiums Explain Labor Market Performance?[10] With Lu Zhang, forthcoming, Journal of Financial Economics.
- Are Financial Constraints Priced? Evidence from Firm Fundamentals and Stocks,[11] with Murillo Campello, 2009, Journal of Money, Credit, and Banking.
- Dividend Smoothing and Predictability,[12] with Zhi Da and Richard Priestley, Management Science, 2012.
- What Drives Stock Price Movements?[13] With Zhi Da and Xinlei Zhao, lead article, Review of Financial Studies, 2012.
- Mechanical Mean Reversion of Leverage Ratios,[14] with Shelly Zhao, Economic Letters, 95 (2007) 223-229.
References
[edit]- ^ "Alibaba Gathers Nobel Laureates and Scientists for "Luohan Academy"". Pandaily. 2018-06-27. Retrieved 2018-12-04.
- ^ 于小明. "Luohan to study tech's effect on society - USA - Chinadaily.com.cn". usa.chinadaily.com.cn. Retrieved 2018-12-10.
- ^ "Prof Chen Long Completes Executive Trio at Alibaba - CKGSB". CKGSB. Retrieved 2018-12-04.
- ^ Chen, Long; Lesmond, David A.; Wei, Jason (2007-01-11). "Corporate Yield Spreads and Bond Liquidity". The Journal of Finance. 62 (1): 119–149. doi:10.1111/j.1540-6261.2007.01203.x. ISSN 0022-1082.
- ^ Long, Chen; Ralitsa, Petkova; Lu, Zhang, 张橹 (9 April 2007). "The Expected Value Premium". SSRN 978746.
{{cite journal}}
: Cite journal requires|journal=
(help)CS1 maint: multiple names: authors list (link) - ^ Campello, Murillo; Chen, Long; Zhang, Lu (2006). "Expected Returns, Yield Spreads, and Asset Pricing Tests" (PDF). SSRN Working Paper Series. doi:10.2139/ssrn.491403. ISSN 1556-5068. S2CID 8301496. SSRN 491403.
- ^ Chen, Long (2008). "On the Reversal of Return and Dividend Growth Predictability: A Tale of Two Periods". SSRN Working Paper Series. doi:10.2139/ssrn.971278. ISSN 1556-5068. S2CID 154234854. SSRN 971278.
- ^ Chen, Long; Collin-Dufresne, Pierre; Goldstein, Robert S. (2008). "On the Relation between the Credit Spread Puzzle and the Equity Premium Puzzle". SSRN Working Paper Series. doi:10.2139/ssrn.687473. ISSN 1556-5068. S2CID 16415402. SSRN 687473.
- ^ Chen, Long; Zhao, Xinlei Shelly (2008). "Return Decomposition". SSRN Working Paper Series. doi:10.2139/ssrn.762601. ISSN 1556-5068. S2CID 235318803. SSRN 762601.
- ^ Long, Chen; Lu, Zhang, 张橹 (2010-03-01). "Do Time-Varying Risk Premiums Explain Labor Market Performance?". SSRN 1576810.
{{cite journal}}
: Cite journal requires|journal=
(help)CS1 maint: multiple names: authors list (link) - ^ Murillo, Campello; Long, Chen (2010-02-10). "Are Financial Constraints Priced? Evidence from Firm Fundamentals and Stock Returns". SSRN 686426.
{{cite journal}}
: Cite journal requires|journal=
(help) - ^ Chen, Long; Da, Zhi; Priestley, Richard (October 2012). "Dividend Smoothing and Predictability". Management Science. 58 (10): 1834–1853. doi:10.1287/mnsc.1120.1528. hdl:11250/93696. ISSN 0025-1909.
- ^ Chen, Long; Da, Zhi; Zhao, Xinlei (2013-02-23). "What Drives Stock Price Movements?". Review of Financial Studies. 26 (4): 841–876. doi:10.1093/rfs/hht005. ISSN 0893-9454.
- ^ Chen, Long; Zhao, Xinlei (May 2007). "Mechanical mean reversion of leverage ratios". Economics Letters. 95 (2): 223–229. doi:10.1016/j.econlet.2006.10.008. ISSN 0165-1765.