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Directory

Carl Chen

Professor & William J. Hoben Chair in Finance

Full-Time Faculty

School of Business Administration: Economics and Finance

Contact

Email: Carl Chen
Phone: 937-229-2418
Website: Visit Site

Courses Taught

  • FIN 360 - Investments
  • FIN 480 - Options and Futures Markets
  • MBA 621 - Derivatives and Risk Management

Degrees

  • University of Georgia, PhD
  • Auburn University, MS
  • National Taiwan University, BA

Research Interests

  • Asset pricing and information
  • Corporate governance
  • Executive compensations
  • Mutual funds and hedge funds

Selected Publications

  • An, H., Chen, C., Wu, Q., Zhang, T. Corporate Innovations: Do Diverse Boards Help? To appear in Journal of Financial and Quantitative Analysis.
  • Lin, E., Chen, C. (2019). Settlement Procedures and Stock Market Efficiency. Journal of Futures Markets, 39, 164-185.
  • Feng, Z. Y., Chen, C., Tseng, Y. J. (2018). Do Capital Markets Value Corporate Social Responsibility? Evidence from Seasoned Equity Offerings. Journal of Banking and Finance (SSCI), 94, 54-74.
  • Chen, C., Li, Y., Luo, D., Zhang, T. (2017). Helping Hands or Grabbing Hands? An Analysis of Political Connections and Firm Value. Journal of Banking and Finance, 80, 71-89.
  • Chen, C., Huang, Y., Zhang, T. (2015). Non-Interest Income, Trading, and Bank Risk. Journal of Financial Services Research, 51(1), 19-53.
  • Chen, C., Chen, Y., Chu, C. (2014). The Incentive Effects of Executive Stock Options on Corporate Innovative Activities. Financial Management, 43, 271-290.
  • Chen, C., Huang, Y. (2014). What Type of Traders and Orders Profit from the Futures Market Trading? Journal of Derivatives, 21, 49-62.
  • Chen, C., Diltz, D., Huang, Y., Lung, P. (2011). Stock and Option Market Divergence in the Presence of Noisy Information. Journal of Banking and Finance, 35, 2001-2020.
  • Chen, C., Guo, W., Tay, N. (2010). Are Member Firms of Corporate Groups Less Risky? Financial Management, 39, 59-82.
  • Chen, C., Chan, K., Lung, P. (2010). Net Buying Pressure and Implied Volatility in S&P 500 Index Futures Options: The Effect of Market Cycles and Intraday Trading. European Financial Management, 16, 624-657.
  • Chen, C., Lung, P., Wang, F. A. (2009). Stock Market Mispricing: Money Illusion or Resale Option? Journal of Financial and Quantitative Analysis, 44, 1125-1147.
  • Huang, Y., Chen, C., Camacho, M. (2008). Determinants of Japanese Yen Interest Rate Swap Spreads: Evidence from a Smooth Transition Vector Autoregressive Model. Journal of Futures Markets, 28, 82-107.
  • Chen, C., Su, Y., Huang, Y. (2008). Hourly Index Return Autocorrelation and Conditional Volatility in an EAR-GJR-GARCH Model with Generalized Error Distribution. Journal of Empirical Finance, 15, 789-798.
  • Chen, C., Huang, Y. (2007). Author Affiliation Index, Finance Journal Ranking, and the Pattern of Authorship. Journal of Corporate Finance, 13, 1008-1026.
  • Chen, C., Steiner, T., Whyte, A. (2006). Does Stock Option-Based Executive Compensation Induce Risk-Taking? An Analysis of the Banking Industry. Journal of Banking and Finance, 30, 915-946.
  • Chan, K., Chen, C., Steiner, T. (2002). Production in Finance Literature, Institutional Reputation, and Labor Mobility in the Academia: A Global Perspective. Financial Management, (Winter) 131-156.