厦门大学学者库

学者信息

陈坚 (Jian Chen)

经济学院

按发表年份分组
2024
2023
2022
2020
2019
合作者

已发表成果：

WOK 论文 14 篇;中文核心 4 篇;图书及章节 1 本;

  • Employee sentiment and stock returns

    JOURNAL OF ECONOMIC DYNAMICS & CONTROL,0165-1889,2023-04.
    Chen, Jian; Tang, Guohao; Yao, Jiaquan; Zhou, Guofu
    WOS:000959763200001   10.1016/j.jedc.2023.104636
    收录情况：SSCI

  • Investor Attention and Stock Returns

    JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,0022-1090,2022-03.
    Chen, Jian; Tang, Guohao; Yao, Jiaquan; Zhou, Guofu
    WOS:000748865500004   10.1017/S0022109021000090
    收录情况：SSCI

  • Global Disaster Risk Matters

    MANAGEMENT SCIENCE,0025-1909,2022-03.
    Chen, Jian; Yao, Jiaquan; Zhang, Qunzi; Zhu, Xiaoneng
    WOS:000827226200001   EI:20230513527206   10.1287/mnsc.2022.4328
    收录情况：SCIE、EI、SSCI

  • Bid and ask prices of index put options: Which predicts the underlying stock returns?

    JOURNAL OF FUTURES MARKETS,0270-7314,2020-09.
    Chen, Jian; Liu, Yangshu
    WOS:000528684200001   10.1002/fut.22121
    收录情况：SSCI

  • The world predictive power of US equity market skewness risk

    JOURNAL OF INTERNATIONAL MONEY AND FINANCE,0261-5606,2019-09.
    Chen, J; Jiang, FW; Xue, SY; Yao, JQ
    WOS:000471244700013   10.1016/j.jimonfin.2019.05.003
    收录情况：SSCI、CPCI-S、CPCI-SSH

  • Economic policy uncertainty in China and stock market expected returns

    ACCOUNTING AND FINANCE,0810-5391,2017-12.
    Chen, Jian; Jiang, Fuwei; Tong, Guoshi
    WOS:000428347600002   10.1111/acfi.12338
    收录情况：SSCI、CPCI-S、CPCI-SSH

  • International volatility risk and Chinese stock return predictability

    JOURNAL OF INTERNATIONAL MONEY AND FINANCE,0261-5606,2017-02.
    Chen, Jian; Jiang, Fuwei; Liu, Yangshu; Tu, Jun
    WOS:000390732900009   10.1016/j.jimonfin.2016.08.007
    收录情况：SSCI

  • Forecasting Chinese Stock Market Volatility With Economic Variables

    EMERGING MARKETS FINANCE AND TRADE,1540-496X,2017 .
    Cai, Weixian; Chen, Jian; Hong, Jimin; Jiang, Fuwei
    WOS:000395307300003   10.1080/1540496X.2015.1093878
    收录情况：SSCI

  • Time-Varying Variance Risk Premium and the Predictability of Chinese Stock Market Return

    EMERGING MARKETS FINANCE AND TRADE,1540-496X,2017 .
    Chen, Jian; He, Chen; Zhang, Jing
    WOS:000407391800004   10.1080/1540496X.2016.1186010
    收录情况：SSCI

  • Financial Development and Regulation in China

    EMERGING MARKETS FINANCE AND TRADE,1540-496X,2017 .
    Chen, Jian
    WOS:000407391800001   10.1080/1540496X.2017.1364567
    收录情况：SSCI

  • Chinese stock market volatility and the role of US economic variables

    PACIFIC-BASIN FINANCE JOURNAL,0927-538X,2016-09.
    Chen, Jian; Jiang, Fuwei; Li, Hongyi; Xu, Weidong
    WOS:000384781700006   10.1016/j.pacfin.2016.05.013
    收录情况：SSCI

  • Medical Insurance Effects on Household Durable Goods Consumption: Evidence from China

    EMERGING MARKETS FINANCE AND TRADE,1540-496X,2016-02.
    Cai, Weixian; Chen, Jian; Ding, Hui
    WOS:000368693000012   10.1080/1540496X.2016.1110461
    收录情况：SSCI

  • Risk aversion, fanning preference and volatility smirk on S&P 500 index options

    APPLIED ECONOMICS,0003-6846,2016.
    Chen, Jian; Ma, Chenghu
    WOS:000374962700001   10.1080/00036846.2015.1137548
    收录情况：SSCI

  • The role of variance risk premium in predicting excess stock market return: out-of-sample evidences

    APPLIED ECONOMICS LETTERS,1350-4851,2015-11-22.
    Chen, Jian; Shen, Liya; Wang, Xiaoke; Zuo, Haomiao
    WOS:000360259300006   10.1080/13504851.2015.1034831
    收录情况：SSCI

  • 期权隐含信息提取及对股票市场的影响:基于机器学习的视角

    计量经济学报,2096-9732,2024-01-15.
    陈坚;唐国豪;姚加权
    CSCD核心库

  • 中国股票市场的已实现偏度与收益率预测

    金融研究,1002-7246,2018.
    陈坚;张轶凡
    CSSCI 文科一类核心

  • 中国股票市场尾部风险与收益率预测——基于Copula与极值理论的VaR对比研究

    厦门大学学报(哲学社会科学版),0438-0460,2014-07-28.
    陈坚
    CSSCI 文科一类核心

  • 基于扇形偏好的期权定价方法

    管理科学学报,1007-9807,2014-03-15.
    陈坚
    CSSCI 文科最优

  • 一般均衡期权定价方法：理论与实证研究. (专著). 厦门大学出版社, 2014年06月.