Shanghai University of Finance and Economics
Longchong Chen is an award-winning quantitative researcher specialised in programming, quantitative risk management and systemic trading. He has worked with industry professionals and international academics on multiple research projects utilising his expertise on techniques. Mr. Chen is finalising his honoured degree at Shanghai University of Finance and Economics and has been admitted to the 1st-ranked university in China, Tsinghua University, to continue his research career in quantitative finance.
The authors investigate the role of past volatility in the cross section of returns on US stocks, equity mutual funds and corporate bond funds.