学者信息
已发表成果：
WOK 论文 14 篇;中文核心 4 篇;图书及章节 1 本;
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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
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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
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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.