Publications - Assistant Professor

Publications

Wen CHEN

Title:

Assistant Professor

Education Background:

PhD in Finance, University of Maryland, College Park
BS in Physics, University of Science and Technology of China

Email

wenchen@cuhk.edu.cn

Office Address

Phone

Teaching Area

Finance

Other

Research

Information Economics, Machine Learning, Market Microstructure, and Asset Pricing

Personal Website

https://myweb.cuhk.edu.cn/wenchen/Home/Index

Publications:

1. “Dynamic Market Making and Asset Pricing”, with Yajun Wang,R&R at RFS

2. "Whence LASSO? A Rational Interpretation with Implications for Market Efficiency",with Bo Hu and Liyan Yang,working paper

3. “Benchmarking Concerns and Attention Allocation", with Bo Hu and Yajun Wang, working paper