| cv_ke_kevin_chen.pdf |
Ke (Kevin) Chen
EDUCATION
Ph.D. Economics, University of Illinois at Urbana Champaign 2010 (Expected)
M.S. Statistics, University of Illinois at Urbana Champaign 2008
M.A. Economics, University of British Columbia, Canada 2003
B.A. Economics, Central University for Nationalities, China
RESEARCH INTERESTS
Financial Economics
(Empirical Asset Pricing, Financial Analyst Recommendations and Forecasts, Default Risk, Market Microstructure, Behavioral Finance);
Applied Econometrics
WORKING PAPERS
''Hazardous Analysts: Reputation Management Incentives and the Duration of Recommendations'' with Dan Bernhardt
''Contagious Default''
''Is Cash Flow Really King? Earnings Quality and Stock Returns''
WORK IN PROGRESS
''Liquidity Dynamics and Stock Returns: a Bayesian Nonparametric Approach ''
''After Filing Chapter 11''
'Multi-Period Corporate Default Prediction Using Joint Model of Accelerated Failure Time and Longitudinal Data ''
SELECTED COURSES IN FINANCE AND STATISTICS
Ph.D. Level Finance Courses:
Finance Theory, Investments, Corporate Finance, Empirical Analysis of Equity Returns, Market Microstructure, Banking and Payments.
Ph.D. Level Statistics Courses:
Mathematical Statistics I II, Statistical Learning, Computational Statistics, Financial Time Series Analysis, Bayesian Statistics, Nonparametric Econometrics, Spatial Econometrics, Large Sample Theory.
MBA Courses:
Fixed Income Asset Pricing, Financial Engineering: Mathematical Models of Option Pricing and their Estimation.
HONERS AND AWARDS
Summer Research Grants, University of Illinois at Urbana Champaign, 2008
Graduate School Fellowship, University of Illinois at Urbana Champaign, 2008
Graduate Tuition Scholarship, University of British Columbia, 2002
Academic Excellence Scholarship, Central University for Nationalities, 1998
Outstanding Student Scholarship, Central University for Nationalities, 1998
WORK EXPERIENCE
Research Assistant, University of Illinois at Urbana-Champaign, 2004
Worked on projects on market microstructure and default risks. Extracted and analyzed large scale databases such as CRSP, COMPUSTAT, I/B/E/S and Moody's Default Risk Service Database.
Developed and implemented algorithms in Matlab, S-plus and SAS macro.
TEACHING EXPERIENCE
Teaching Assistant, Monetary Policy, International Economics (MSPE), UIUC, Spring 2005
Teaching Assistant, Macroeconomics (EMBA), UIUC, Fall 2006
Teaching Assistant, Intermediate Microeconomics , UIUC, Fall 2003 - Spring 2009
COMPUTER SKILLS AND DATABASE
Comptuer skills:
Matlab, SAS, S-plus, R, Stata, Eviews, Mathematica
Database:
CRSP, COMPUSTAT, I/B/E/S, First Call, SDC Platinum, Thomson Financial 13f institutional database, Moody's Default Risk Service Database
REFERENCES
Dan Bernhardt (Advisor)
IBE Distinguished Professor of Economics and Finance
Departments of Economics
University of Illinois at Urbana-Champaign
Urbana, Illinois 61801
Phone: (217)244-5708
Fax: (217)244-6678
E-mail: danber@ad.uiuc.edu
Murillo Campello
Alan J. and Joyce D. Baltz Professor of Finance
Department of Finance
University of Illinois at Urbana-Champaign
Champaign, IL 61820
Phone: (217) 333-9498
Fax: (217) 244-3102
E-mail: campello@illinois.edu
Anil K. Bera
Professor of Economics
Department of Economics
University of Illinois at Urbana-Champaign
Urbana, Illinois 61801
Phone: (217)333-4596
Fax: (217) 244 6571
E-mail: abera@ad.uiuc.edu