Chen Wang

Latest

• Factor Rebalancing
• The Macro Alibi: Subjective Risk Attribution in Analyst Scenarios
• The Information Cliff
• Speed Limits in Asset Prices
• Long-Short Interest Rate Confusion
• Quantity, Risk, and Return
• Pre-Refunding Announcement Gains in U.S. Treasurys
• The Impact of Beliefs on Credit Markets: Evidence from Rating Agencies
• Under- and Overreaction in Yield Curve Expectations
• Rediscover Predictability: Information from the Relative Prices of Long-term and Short-term Dividends
• Delegation Uncertainty