From Wikipedia, the free encyclopedia
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
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
^
"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 . 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 . 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 .
^ 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 .