Tao Chen
Names
Identifer
Contact
Affiliations
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Nanyang Technological University
/ Nanyang Business School
/ Division of Banking and Finance
Research profile
author of:
- Does credit rating conservatism matter for corporate tax avoidance? (RePEc:bla:acctfi:v:61:y:2021:i:4:p:5681-5730)
by Tao Chen & Sidney Leung & Lingmin Xie - Windfalls of emperors' sojourns: Stock market reactions to Chinese firms hosting high-ranking government officials (RePEc:bla:stratm:v:38:y:2017:i:8:p:1668-1687)
by Douglas A. Schuler & Wei Shi & Robert E. Hoskisson & Tao Chen - Does Information Asymmetry Affect Corporate Tax Aggressiveness? (RePEc:cup:jfinqa:v:52:y:2017:i:05:p:2053-2081_00)
by Chen, Tao & Lin, Chen - Institutions, board structure, and corporate performance: Evidence from Chinese firms (RePEc:eee:corfin:v:32:y:2015:i:c:p:217-237)
by Chen, Tao - How does analysts' forecast quality relate to corporate investment efficiency? (RePEc:eee:corfin:v:43:y:2017:i:c:p:217-240)
by Chen, Tao & Xie, Lingmin & Zhang, Yuanyuan - Tariff uncertainty and firm innovation: Evidence from the U.S.–China Permanent Normal Trade Relation (RePEc:eee:empfin:v:62:y:2021:i:c:p:12-27)
by Chen, Tao & Gao, Huasheng & Wang, Yuxi - Marginal cost of risk-based capital and risk-taking (RePEc:eee:jbfina:v:103:y:2019:i:c:p:130-145)
by Chen, Tao & Goh, Jing Rong & Kamiya, Shinichi & Lou, Pingyi - Financial innovation: The bright and the dark sides (RePEc:eee:jbfina:v:72:y:2016:i:c:p:28-51)
by Beck, Thorsten & Chen, Tao & Lin, Chen & Song, Frank M. - Do analysts matter for governance? Evidence from natural experiments (RePEc:eee:jfinec:v:115:y:2015:i:2:p:383-410)
by Chen, Tao & Harford, Jarrad & Lin, Chen - Institutional shareholders and corporate social responsibility (RePEc:eee:jfinec:v:135:y:2020:i:2:p:483-504)
by Chen, Tao & Dong, Hui & Lin, Chen - Financial Innovation: The Bright and the Dark Sides (RePEc:hkm:wpaper:052012)
by Thorsten Beck & Tao Chen & Chen Lin & Frank M. Song - Financial Flexibility and Corporate Cash PolicyAbstract: Debt capacity creates financial flexibility and collateral-based debt capacity is the least sensitive to cash flow shocks. Using variation in r (RePEc:hkm:wpaper:052017)
by Tao Chen & Jarrad Harford & Chen Lin