| 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 | 314 | 2005 |
| Open source cross-sectional asset pricing AY Chen, T Zimmermann Critical Finance Review, Forthcoming, 2021 | 247 | 2021 |
| Zeroing in on the Expected Returns of Anomalies AY Chen, M Velikov Journal of Financial and Quantitative Analysis, 2023 | 102* | 2023 |
| Publication Bias and the Cross-Section of Stock Returns AY Chen, T Zimmermann The Review of Asset Pricing Studies, 2020 | 77 | 2020 |
| The Limits of p‐Hacking: Some Thought Experiments AY Chen The Journal of Finance 76 (5), 2447-2480, 2021 | 60* | 2021 |
| 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 |
| 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 | 51* | 2017 |
| 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 | 12 | 2022 |
| The Stock Market–Real Economy "Disconnect": A Closer Look AY Chen, M Ibert, F Vazquez-Grande FEDS Notes, 14-2, 2020 | 10 | 2020 |
| 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 | 10 | 2018 |
| Missing values handling for machine learning portfolios AY Chen, J McCoy Journal of Financial Economics 155, 103815, 2024 | 9* | 2024 |
| Do t-statistic hurdles need to be raised AY Chen arXiv preprint arXiv:2204.10275, 2022 | 7* | 2022 |
| A likelihood-based comparison of macro asset pricing models AY Chen, R Wasyk, F Winkler FEDS Working Paper, 2017 | 6* | 2017 |
| Has the inflation risk premium fallen A Chen, E Engstrom, O Grishchenko Is it now negative, 2016 | 6 | 2016 |
| Publication bias in asset pricing research AY Chen, T Zimmermann arXiv preprint arXiv:2209.13623, 2022 | 4 | 2022 |
| An irrelevance theorem for risk aversion and time-varying risk AY Chen, F Palomino Available at SSRN 3148254, 2019 | 4* | 2019 |
| Peer-reviewed theory does not help predict the cross-section of stock returns AY Chen, A Lopez-Lira, T Zimmermann Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2023 | 2 | 2023 |
| High-Throughput Asset Pricing AY Chen, C Dim arXiv preprint arXiv:2311.10685, 2023 | | 2023 |
| Financing Concerns in April 2020 Appear Worse Than in 2008 Based on Earnings Calls AY Chen, J Yang Available at SSRN 3592929, 2020 | | 2020 |
Mihail VelikovAssistant Professor of Finance, Pennsylvania State UniversityVerified email at psu.edu
