Institution: Washington University in St. Louis
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://www.olin.wustl.edu/facultyandresearch/Faculty/Pages/FacultyDetail.aspx?username=chenl
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| All Time | 0.00 | 11.44 | 0.00 | 0.50 | 11.94 | 90% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2009 | Return Decomposition | The Review of Financial Studies | A | 2 |
| 2009 | On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle | The Review of Financial Studies | A | 3 |
| 2009 | On the reversal of return and dividend growth predictability: A tale of two periods | Journal of Financial Economics | A | 1 |
| 2008 | Expected returns, yield spreads, and asset pricing tests | The Review of Financial Studies | A | 3 |
| 2008 | The expected value premium | Journal of Financial Economics | A | 3 |
| 2007 | Corporate Yield Spreads and Bond Liquidity | Journal of Finance | A | 3 |
| 2007 | Mechanical mean reversion of leverage ratios | Economics Letters | C | 2 |