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Zhang, Lu Campello, Murillo Tsang, Albert Petkova, Ralitsa Krishnan, Gopal Da, Zhi Yu, Wei Goldstein, Robert S. Collin-Dufresne, Pierre Pevzner, Mikhail Srinidhi, Bin Zhao, Xinlei Christ, Margaret H. Zhang, Weina Zhang, Gaiyan Larrain, Borja Priestley, Richard Ng, Jeff Guo, Hui Ouyang, Shumiao Mintchik, Natalia Huang, Yadong Xiong, Wei Lesmond, David A. Wei, Jason Aier, Jagadison K. Zhao, Xinlei Shelly Bierstaker, James Ege, Matthew Hirst, Giles Budhwar, Pawan Cooper, Brian K. Bierstaker, James L. He, Guanming Zhao, Ning Spence, Michael Liao, Chih-Hsien Yu, Li Bolton, Patrick Holmström, Bengt Maskin, Eric Pissaridēs, Christophoros A. Sun, Tao Li, Zhang Sun, Tianshu Yang, Liyan Li, Yong Luo, Xuan Ma, Yingju Zhu, Feng West, Michael A. All co-authors growth returns market expected premium data stock firms financial corporate predictability earnings return audit aggregate spreads equity csr rates value bond time risk positive factor cross evidence long using kapitaleinkommen relation ratio price fees historical asset pricing quality reports spread puzzle default consumption neoclassical ratios use average study model low social concerns adoption higher capital predictable sharing ante future cash rate risikoprämie unternehmensanleihe tests mandatory smoothing book significantly momentum net postwar period forecast responsibility fee
Composed dividend growth value premium capital income yield spreads corporate social responsibility credit spread equity premium csr reports ifrs adoption expected value expected returns asset pricing corporate bond risk premium ex ante corporate social mandatory ifrs spread puzzle social responsibility pricing tests financial reporting dividend smoothing risk premiums stock returns premium expected growth predictability pro forma market book cash flow default rates rates sharpe sharpe ratios aggregate consumption consumption data long horizon expected dividend corporate disclosure financial audit portfolio management portfolio selection data privacy returns yield spreads asset responsibility csr market aggregate aggregate employment stock price average returns postwar period equity returns market excess excess returns payroll growth share price cross listings relation credit puzzle equity premium puzzle stock market time varying labor market neoclassical factors equity market return dividend auditor resignations relation market book ratio leverage ratio data sharing privacy concerns cross section bond returns fee cut csr reporting examine whether employment growth long run factor model hml return dividend price electronic banking yield curve fee remuneration equity premium puzzle big data tale periods market beta
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Long Chen Alternative spellings: Chen Long Chen Long B: 1969 Biblio: Cheung Kong Graduate School of Business, Peking University, China ; Institute of Internet Finance, Peking University, China ; Ph.D. in Finance, Univ. of Toronto 2001
Profession Economist
Affiliations Luohan Academy Bei jing da xue Olin Business School George Mason University Michigan State University University of Toronto
Publishing years Series NBER Working Paper (4) Working paper / National Bureau of Economic Research, Inc. (4) Ross School of Business working paper series (2) Rotman School of Management working paper / University of Toronto Rotman School of Management (1) NBER working paper series (1) AFA 2006 Boston Meetings Paper (1) Ross School of Business Paper (1) AFA 2007 Chicago Meetings Paper (1) Simon School Working Paper (1) Working paper (1) AFA 2005 Philadelphia Meetings (1) 14th Annual Conference on Financial Economics and Accounting (1) 
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