Lecturer
Department of Finance

Chen Chen

1004 ROLLINS HALL
NORFOLK VA 23529

Articles

Chen, C., Saha, O., Shafaati, M., Stivers, C. and Sun, L. (2026). Predicting stock returns of past-winner stocks and bond returns of past-loser stocks with a stock’s 52-week price anchor. Journal of Banking & Finance 186.
Chen, C., Doukas, J. and Zhang, R. (2025). Are CSR incidents truly bad news?. Journal of Financial Research.
Chen, C., Cohen, A., Liang, Q. and Sun, L. (2025). Maxing out short-term reversals in weekly stock returns. Journal of Empirical Finance 82.
Chen, C., Liang, Q., Stivers, C. and Sun, L. (2024). Short selling and the pricing of PIN information risk. Journal of Financial Markets 71 , pp. 100931.
Chen, C., Stivers, C. and Sun, L. (2024). Short-term momentum and reversals, turnover, and a stock’s price-to-52-week-high ratio. Journal of Empirical Finance 79 , pp. 101556.
Shen, J., Najand, M. and Chen, C. (2024). The Influence of Emotions on Cross-Section Returns: Tests for Cognitive Appraisal Theory. Journal of Behavioral Finance 25 (4) , pp. 420-435.
Shen, J., Chen, C. and Liu, Z. (2023). Does environmental investment pay off?—portfolio analyses of the E in ESG during political conflicts and public health crises. Journal of Financial Research.
Chen, C. and Doukas, J. (2022). Stock price synchronicity, cognitive biases, and momentum. European Financial Management 28 (1) , pp. 59-112.
Yung, K. and Chen, C. (2018). Managerial ability and firm risk-taking behavior. Review of Quantitative Finance and Accounting 51.