| Open source cross-sectional asset pricing AY Chen, T Zimmermann FEDS Working Paper, 2021 | 346 | 2021 |
| Carbohydrate-binding molecules inhibit viral fusion and entry by crosslinking membrane glycoproteins E Leikina, H Delanoe-Ayari, K Melikov, MS Cho, A Chen, AJ Waring, ... Nature immunology 6 (10), 995-1001, 2005 | 331 | 2005 |
| Zeroing in on the Expected Returns of Anomalies AY Chen, M Velikov Journal of Financial and Quantitative Analysis, 2023 | 130* | 2023 |
| Publication Bias and the Cross-Section of Stock Returns AY Chen, T Zimmermann The Review of Asset Pricing Studies, 2020 | 97 | 2020 |
| The Limits of p‐Hacking: Some Thought Experiments AY Chen The Journal of Finance 76 (5), 2447-2480, 2021 | 79 | 2021 |
| External habit in a production economy: A model of asset prices and consumption volatility risk AY Chen The Review of Financial Studies 30 (8), 2890-2932, 2017 | 62* | 2017 |
| Fusion-pore expansion during syncytium formation is restricted by an actin network A Chen, E Leikina, K Melikov, B Podbilewicz, MM Kozlov, ... Journal of cell science 121 (21), 3619-3628, 2008 | 55 | 2008 |
| Missing values handling for machine learning portfolios AY Chen, J McCoy Journal of Financial Economics 155, 103815, 2024 | 29* | 2024 |
| Has the inflation risk premium fallen? Is it now negative? AY Chen, E Engstrom, OV Grishchenko FEDS Notes, 2016 | 18 | 2016 |
| Most claimed statistical findings in cross-sectional return predictability are likely true AY Chen arXiv preprint arXiv:2206.15365, 2022 | 14 | 2022 |
| A general equilibrium model of the value premium with time-varying risk premia AY Chen The Review of Asset Pricing Studies 8 (2), 337-374, 2018 | 14 | 2018 |
| The Stock Market–Real Economy "Disconnect": A Closer Look AY Chen, M Ibert, F Vazquez-Grande FEDS Notes, 14-2, 2020 | 11 | 2020 |
| Does peer-reviewed research help predict stock returns? AY Chen, A Lopez-Lira, T Zimmermann arXiv preprint arXiv:2212.10317, 2022 | 9* | 2022 |
| Publication bias in asset pricing research AY Chen, T Zimmermann arXiv preprint arXiv:2209.13623, 2022 | 9 | 2022 |
| Do t-Statistic Hurdles Need to Be Raised? AY Chen Management Science, 2024 | 8* | 2024 |
| In Full-Information Estimates, Long-Run Risks Explain at Most a Quarter of P/D Variance, and Habit Explains Even Less AY Chen, R Wasyk, F Winkler Critical Finance Review 10 (3), 329-381, 2021 | 8* | 2021 |
| High-throughput asset pricing AY Chen, C Dim arXiv preprint arXiv:2311.10685, 2023 | 7 | 2023 |
| Has the inflation risk premium fallen A Chen, E Engstrom, O Grishchenko Is it now negative, 2016 | 6 | 2016 |
| An irrelevance theorem for risk aversion and time-varying risk AY Chen, F Palomino Available at SSRN 4893955, 2019 | 5* | 2019 |
| The Stock Market–Real Economy AY Chen, M Ibert, F Vazquez-Grande FEDS Notes, 14-2, 2020 | 2 | 2020 |
Mihail VelikovAssistant Professor of Finance, Pennsylvania State UniversityCorreu electrònic verificat a psu.edu
