Zilin Chen

Southwestern University of Finance and Economics (SWUFE) - School of Finance

Chengdu, 610074

China

SCHOLARLY PAPERS

4

DOWNLOADS

436

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Private Subsidiaries’ Information Disclosure and the Cross-Sectional Equity Returns of Public Parent Firms

Number of pages: 61 Posted: 18 Nov 2019 Last Revised: 20 Jul 2021
Turan G. Bali, Ran Chang, Zilin Chen and Jun Tu
Georgetown University - Robert Emmett McDonough School of Business, Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management, Southwestern University of Finance and Economics (SWUFE) - School of Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads 226 (166,443)

Abstract:

Loading...

Private subsidiaries; public parent firms; limited attention; limits to arbitrage; return predictability.

2.

Another Presidential Puzzle? Presidential Economic Approval Rating and the Cross-Section of Stock Returns

Number of pages: 63 Posted: 17 Mar 2021 Last Revised: 04 Jun 2021
Zilin Chen, Zhi Da, Dashan Huang and Liyao Wang
Southwestern University of Finance and Economics (SWUFE) - School of Finance, University of Notre Dame - Mendoza College of Business, Singapore Management University - Lee Kong Chian School of Business and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
Downloads 167 (218,685)

Abstract:

Loading...

Presidential puzzle, political cycle, presidential economic approval rating, presidential job approval rating, sentiment

3.

Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns

Number of pages: 29 Posted: 09 Jan 2021
Ya Qian, Jun Tu, Alla Petukhina and Zilin Chen
Humboldt University of Berlin, Singapore Management University, Humboldt University of Berlin - Institute for Statistics and Econometrics and Southwestern University of Finance and Economics (SWUFE) - School of Finance
Downloads 43 (498,759)

Abstract:

Loading...

information arrival, volatility modelling, jump, sentiment, GARCH

4.

Concept Links and Return Momentum

Posted: 02 Aug 2021
Qianqian Du, Dawei Liang, Zilin Chen and Jun Tu
Southwest University of Finance and Economics, Southwestern University of Finance and Economics (SWUFE), Southwestern University of Finance and Economics (SWUFE) - School of Finance and Singapore Management University - Lee Kong Chian School of Business

Abstract:

Loading...

Concept stocks; Momentum effects; Asset classifications; Category learning