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A general equilibrium model of the value premium with time-varying risk premia
Chen, Andrew Y. - In: Review of asset pricing studies 8 (2018) 2, pp. 337-374
Persistent link: https://www.econbiz.de/10012002307
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External habit in a production economy : a model of asset prices and consumption volatility risk
Chen, Andrew Y. - In: The review of financial studies 30 (2017) 8, pp. 2890-2932
Persistent link: https://www.econbiz.de/10011755640
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Publication bias and the cross-section of stock returns
Chen, Andrew Y.; Zimmermann, Tom - In: Review of asset pricing studies : RAPS 10 (2020) 2, pp. 249-289
Persistent link: https://www.econbiz.de/10012236196
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Open source cross-sectional asset pricing
Chen, Andrew Y.; Zimmermann, Tom - In: Critical finance review 11 (2022) 2, pp. 207-264
Persistent link: https://www.econbiz.de/10013455617
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Zeroing in on the expected returns of anomalies
Chen, Andrew Y.; Velikov, Mihail - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 3, pp. 968-1004
Persistent link: https://www.econbiz.de/10014309323