陈龙博士曾在美国任教多年，长期教授投资和融资课程，获得美国华盛顿大学(Washington University in St. Louis)奥林商学院终身教职(tenure)荣誉，并在美国荣获商学院优秀教师奖。

陈龙博士在2011年被选为北京五星金融论坛(由北京大学、清华大学、人民大学、中央财经大学和长江商学院发起的最高金融学术交流论坛)主席，其大量研究成果发表在世界顶级金融学杂志上，是所有顶级金融杂志的审稿人和多家金融杂志的编委。

陈龙博士在学术上长期从事利率及货币政策、股票和债券市场资产定价、回报预测、价格波动以及投融资决策的研究，其领衔的资产定价研究中心致力于发展成为中国最一流的诠释中国资本市场的研究中心。研究对象包括投资(股票市场、债券市场、衍生产品市场及私募等)和融资(利率市场、信贷市场与中小企业贷款)等领域，为社会、企业、政府提供最一流的学术研究平台、研究产品和咨询。

近年来，陈龙教授深度关注互联网、大数据和金融等相关课题，并于2013年成立互联网•大数据•金融研究中心，致力于深入研究互联网金融的本质、发展现状、规律与未来趋势，并同当前互联网主流公司进行高端访谈，探讨其商业模式、当前布局，同时撰写研究报告和案例，剖析互联网对各行业的冲击及各行业在互联网影响下的业态。

在学术研究之外，陈龙教授曾经担任职业期货操作手和上市公司独立董事,并为美国大型对冲基金和企业做投融资咨询顾问。

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.

Working Papers：

An Alternative Three-Factor Model, With Robert Novy-Marx and Lu Zhang

What Drives Stock Price Movements? With Xinlei Zhao

What Moves Aggregate Investment? With Zhi Da and Borja Larrain

Myopic Extrapolation, Price Momentum, and Price Reversal, with Claudia Moise and Xinlei Zhao; presented at EFA 2009 and WFA 2010

Fresh Momentum, with Ohad Kadan and Kose Engin

Inflation and Credit Risk, with Hui Chen