Dr Yen Chen


NameDr Yen Chen
Job titleSenior Lecturer
Research instituteChrist Church Business School

Research outputs

Stock markets, currency markets, and money markets

Chen, Y. 2022. Stock markets, currency markets, and money markets.

A structural VAR analysis on the linkages of China’s stock market with global financial markets

Chen, Y. 2017. A structural VAR analysis on the linkages of China’s stock market with global financial markets.

An empirical investigation on the temporal properties of China's GDP

Chen, Y., Quan, L. and Liu, Y. 2013. An empirical investigation on the temporal properties of China's GDP. China Economic Review. 27, pp. 69-81. https://doi.org/10.1016/j.chieco.2013.07.007

Rational speculative bubbles in the Asian stock markets: tests on deterministic explosive bubbles and stochastic explosive root bubbles

Chen, Y. and Quan, L. 2013. Rational speculative bubbles in the Asian stock markets: tests on deterministic explosive bubbles and stochastic explosive root bubbles. Journal of Asset Management. 14 (3), pp. 195-208. https://doi.org/10.1057/jam.2013.13

What drives stock prices? Fundamentals, bubbles and investor behaviour

Chen, Y. and Fraser, P. 2010. What drives stock prices? Fundamentals, bubbles and investor behaviour. Applied Financial Economics. 20 (18), pp. 1461-1477. https://doi.org/10.1080/09603107.2010.498345
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