陈龙博士为长江商学院金融学教授，在2008年至2011年期间，任华盛顿大学奥林商学院金融学副教授。2001年于多伦多大学获得金融学博士学位，并具有丰富的教学经验。学术上长期从事股票和债券市场的资产定价，回报预测，和价格波动的研究，大量研究成果发表在世界顶级的金融学杂志上。

资产定价实证及资产定价应用理论，企业金融和红利分配决定

Selected Publications:

• Corporate Yield Spreads and Bond Liquidity, with David Lesmond and Jason Wei, Journal of Finance, 62 (2007), 119-149; ranked by Journal of Finance as one of the top ten most cited articles from Journal of Finance.
• The Expected Value Premium, with Ralitsa Petkova and Lu Zhang, Journal of Financial Economics, 87 (2008), 269-280.
• Expected Returns, Yield Spreads, and Asset Pricing Tests, with Murillo Campello and Lu Zhang, Review of Financial Studies, 21(3) (2008), 1297-1338.
• On the Reversal of Dividend and Return Predictability: A Tale of Two Periods, Journal of Financial Economics, 92(1) (2009), 128-151.
• On the Relation between the Credit Spread Puzzle and the Equity Premium Puzzle, with Pierre Collin-Dufresne and Robert Goldstein, Review of Financial Studies, 22(9) (2009), 3367-3409.
• Return Decomposition, with Xinlei Zhao, Review of Financial Studies, 22(12) (2009), 5213-5249; ranked by RFS as one of the most cited RFS papers published in 2009.
• Do Time-Varying Risk Premiums Explain Labor Market Performance? With Lu Zhang, Journal of Financial Economics, 99(2) (2011), 385-399.
• Dividend Smoothing and Predictability, with Zhi Da and Richard Priestley, forthcoming, Management Science.
• Are Financial Constraints Priced? Evidence from Firm Fundamentals and Stocks, with Murillo Campello, Journal of Money, Credit, and Banking, 42 (2010), 1185-1198.
• On the Relation between the Market-to-Book Ratio, Growth opportunity, and Leverage Ratio, with Shelly Zhao, Finance Research Letters, 3(2006) 253-266.
• Mechanical Mean Reversion of Leverage Ratios, with Shelly Zhao, Economic Letters, 95 (2007) 223-229.