Research

Chen, J., Gao, R. R., & Jiang, G. J. (2024). Do Robinhood investors care about ESG? Applied Economics, Forthcoming.

Chen, J., & Jiang, G. J. (2025). High-Beta stock valuation around macroeconomic announcements. Financial Review, 60, 95–120.

Chen, J., Chen, L. H., & Jiang, G. J. (2024). Information intensity and pricing of systematic earnings announcement risk. International Review of Finance, 24(3), 358–392. Leading Article

Chen, J., Jiang, G.J., Yuan, C. and Zhu, D., 2021. Breaking VIX at open: Evidence of uncertainty creation and resolution. Journal of Banking & Finance, 124, p.106060.