"Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty."

Chen, Hui, Michael Michaux, and Nikolai Roussanov. Journal of Finance. Forthcoming. Download Paper.

"Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets."

Chen, Hui, Scott Joslin, and Sophie Ni. Review of Financial Studies Vol. 32, No. 1 (2019): 228-265. Download Paper.

"Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle."

Chen, Hui, Rui Cui, Zhiguo He, and Konstantin Milbradt. Review of Financial Studies Vol. 31, No. 3 (2018): 852-897. Appendix. Download Paper.

"Macroeconomic Risk and Debt Overhang."

Chen, Hui, and Gustavo Manso. Review of Corporate Finance Studies Vol. 6, No. 1 (2017): 1-38.

"Dynamic Asset Allocation with Ambiguous Return Predictability."

Chen, Hui, Nengjiu Ju and Jianjun Miao. Review of Economic Dynamics Vol. 17, No. 4 (2014): 799-823. Download Paper.

"Measuring the 'Dark Matter' in Asset Pricing Models."

Hui Chen, Leonid Kogan and Winson Wei Dou. Springdale, UT: September 2013.

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