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Andrew Y. Chen
Andrew Y. Chen
Principal Economist, Federal Reserve Board
Verified email at frb.gov - Homepage
Title
Cited by
Cited by
Year
Carbohydrate-binding molecules inhibit viral fusion and entry by crosslinking membrane glycoproteins
E Leikina, H Delanoe-Ayari, K Melikov, MS Cho, A Chen, AJ Waring, ...
Nature immunology 6 (10), 995-1001, 2005
3172005
Open source cross-sectional asset pricing
AY Chen, T Zimmermann
Critical Finance Review, Forthcoming, 2021
2622021
Zeroing in on the Expected Returns of Anomalies
AY Chen, M Velikov
Journal of Financial and Quantitative Analysis, 2023
107*2023
Publication Bias and the Cross-Section of Stock Returns
AY Chen, T Zimmermann
The Review of Asset Pricing Studies, 2020
812020
The Limits of p‐Hacking: Some Thought Experiments
AY Chen
The Journal of Finance 76 (5), 2447-2480, 2021
64*2021
Fusion-pore expansion during syncytium formation is restricted by an actin network
A Chen, E Leikina, K Melikov, B Podbilewicz, MM Kozlov, ...
Journal of cell science 121 (21), 3619-3628, 2008
552008
External habit in a production economy: A model of asset prices and consumption volatility risk
AY Chen
The Review of Financial Studies 30 (8), 2890-2932, 2017
51*2017
Has the inflation risk premium fallen? Is it now negative?
AY Chen, E Engstrom, OV Grishchenko
FEDS Notes, 2016
182016
Most claimed statistical findings in cross-sectional return predictability are likely true
AY Chen
arXiv preprint arXiv:2206.15365, 2022
132022
Missing values handling for machine learning portfolios
AY Chen, J McCoy
Journal of Financial Economics 155, 103815, 2024
11*2024
A general equilibrium model of the value premium with time-varying risk premia
AY Chen
The Review of Asset Pricing Studies 8 (2), 337-374, 2018
112018
The Stock Market–Real Economy "Disconnect": A Closer Look
AY Chen, M Ibert, F Vazquez-Grande
FEDS Notes, 14-2, 2020
102020
Do t-statistic hurdles need to be raised
AY Chen
arXiv preprint arXiv:2204.10275, 2022
7*2022
In Full-Information Estimates, Long-Run Risks Explain at Most a Quarter of P/D Variance, and Habit Explains Even Less
AY Chen, R Wasyk, F Winkler
Critical Finance Review 10 (3), 329-381, 2021
6*2021
Has the inflation risk premium fallen
A Chen, E Engstrom, O Grishchenko
Is it now negative, 2016
62016
Publication bias in asset pricing research
AY Chen, T Zimmermann
arXiv preprint arXiv:2209.13623, 2022
42022
An irrelevance theorem for risk aversion and time-varying risk
AY Chen, F Palomino
Available at SSRN 3148254, 2019
4*2019
Does peer-reviewed research help predict stock returns?
AY Chen, A Lopez-Lira, T Zimmermann
CFR Working Paper, 2024
2*2024
High-Throughput Asset Pricing
AY Chen, C Dim
arXiv preprint arXiv:2311.10685, 2023
12023
Financing Concerns in April 2020 Appear Worse Than in 2008 Based on Earnings Calls
AY Chen, J Yang
Available at SSRN 3592929, 2020
2020
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