Jian Chen is Professor of Finance at the School of Economics and the Paula and Gregory Chow Institute for Studies in Economics, Xiamen University. Professor Chen’s primary research fields are fintech, asset pricing, and financial engineering. He is interested in issues related to cryptocurrency pricing, behavior asset pricing, labor finance, return predictability, application of machine learning and AI in finance, option market, and China's financial market. His papers in these areas have been published in the Management Science, Journal of Financial and Quantitative Analysis, Journal of Economic Dynamics and Control, Journal of International Money and Finance, Journal of Futures Markets, Journal of Financial Research (in Chineses), and Journal of Management Sciences in China. Before joining Xiamen University, Professor Chen was working for Dagong Credit Rating Ltd., as an analyst for bond rating and structural financing. He earned a PhD in finance from the Essex Business School.
Selected Publications:
1. Employee sentiment and stock returns (with Guohao Tang, Jiaquan Yao, and Guofu Zhou), Journal of Economic Dynamics and Control, 2023, 149, 104636.
2. Global disaster risk matters (with Jiaquan Yao, Qunzi Zhang, and Xiaoneng Zhu), Management Science, 2023, 69,576-597.
3. Investor attention and stock returns (with Guohao Tang, Jiaquan Yao, and Guofu Zhou), Journal of Financial and Quantitative Anlysis, 2022, 57, 455-484.
4. Bid and ask prices of index put options: Which predicts the underlying stock returns? (with Yangshu Liu), Journal of Futures Markets, 2020, 40, 1337-1353.
5. Option implied tail risk and predictability of stock return (with Yifan Zhang, Jimin Hong), Journal of Management Sciences In China (in Chinese), 2019, 10, 72-81.
6. The world predictive power of U.S. equity market skewness (with Fuwei Jiang, Shuyu Xue, and Jiaquan Yao), Journal of International Money and Finance, 2019, 96, 210-227.
7. Realized skewness of Chinese stock market and the predictability of stock return (with Yifan Zhang), Journal of Financial Research (in Chinese), 2018, 9: 107-125。
8. Economic policy uncertainty in China and stock market expected returns (with Fuwei Jiang and Guoshi Tong), Accounting and Finance, 2017, 57(5), 1265-1286.
9. Financial development and regulation in China, Emerging Market Finance and Trade, 2017, 53: 1705. (Invited for Guest Editor’s Introduction)
10. International volatility risk and Chinese stock return predictability (with Fuwei Jiang, Yangshu Liu, and Jun Tu), Journal of International Money and Finance, 2017, 70: 183-203.
11. Chinese stock market volatility and the role of U.S. economic variables (with Hongyi Li, Fuwei Jiang, and Weidong Xu), Pacific-Basin Finance Journal, 2016, 39, 70-83.
12. Asset allocation in the Chinese stock market: The role of return predictability (with Fuwei Jiang and Jun Tu), Journal of Portfolio Management, 2015, 41(China issue): 71-83.
13. An option pricing method based on the fanning preference, Journal of Manangement Sciences in China (in Chinese), 2014, 3:27-36.
