Hui Chen

Associate Professor of Finance

Biography | Selected Publications

“Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure.” Chen, Hui (2010). Journal of Finance, 65(6): 2171-2212. (2010)

Asset Pricing with Uncertainty about the Long Run, with Michal Pakos, Janauary 2008

Asymmetric Information, Monetary Policy and Bond Returns," with Pietro Veronesi, Janauary 2008

Idiosyncratic Risks, Asymmetric Information, and Entrepreneurial Financing, with Jianjun Miao and Neng Wang, January 2008

Can Information Costs Explain the Equity Premium and Stock Market Participation Puzzles?, November 2006 (2007)

Solving Asset Pricing Models with Recursive Preferences, September 2007

Market Conditions and Strategic Release of Information, June 2004


Contact Information
Office: E62-637
Tel: (617) 324-3896
Fax: (617) 258-6855
Support Staff
Name: Safia Albaiti
Tel: (617) 253-9747

Research Center(s)

General Expertise
Asset pricing; Bond markets; Bond pricing; Credit-default swap; Derivatives; Financial engineering; Liquidity; Options; Options pricing valuation; Risk management