Research

Chen, J., Jiang, G. J., Liu, C., & Zhu, D. (2026). Positivity and Long-lasting Momentum, Journal of Empirical Finance, 87, 101694

Chen, J., Gao, R. R., & Jiang, G. J. (2025). Do Robinhood investors care about ESG? Applied Economics, 57(58), 9979–9994.

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., & Zhu, D. (2021). Breaking VIX at open: Evidence of uncertainty creation and resolution. Journal of Banking & Finance, 124, p.106060.