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Hsiu-lang Chen
Hsiu-lang Chen
Associate Professor of Finance, University of Illinois Chicago
在 uic.edu 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
The value of active mutual fund management: An examination of the stockholdings and trades of fund managers
HL Chen, N Jegadeesh, R Wermers
Journal of Financial and quantitative Analysis 35 (3), 343-368, 2000
10812000
On mutual fund investment styles
LKC Chan, HL Chen, J Lakonishok
The Review of Financial Studies 15 (5), 1407-1437, 2002
6892002
Does prior performance affect a mutual fund’s choice of risk? Theory and further empirical evidence
H Chen, GG Pennacchi
Journal of Financial and Quantitative Analysis 44 (4), 745-775, 2009
2692009
Style momentum within the S&P-500 index
HL Chen, W De Bondt
Journal of Empirical Finance 11 (4), 483-507, 2004
1782004
Portfolio style: Return-based attribution using quantile regression
GW Bassett, HL Chen
Economic applications of quantile regression, 293-305, 2002
1732002
On corporate divestiture
HL Chen, RJ Guo
Review of Quantitative Finance and Accounting 24, 399-421, 2005
822005
Quantile style: return-based attribution using regression quantiles
G Bassett, HL Chen
Empirical Economics 26 (1), 293-305, 2001
562001
On Russell index reconstitution
HL Chen
Review of Quantitative Finance and Accounting 26, 409-430, 2006
542006
WHAT DOES βSMB > 0 REALLY MEAN?
H Chen, G Bassett
Journal of Financial Research 37 (4), 543-552, 2014
292014
On characteristics momentum
H Chen
The Journal of Behavioral Finance 4 (3), 137-156, 2003
292003
Cross-market investor sentiment in commodity exchange-traded funds
HL Chen
Credit and Capital Markets–Kredit und Kapital, 171-206, 2015
132015
Closing and cloning in open-end mutual funds
HL Chen, S Gao, X Hu
Journal of Banking & Finance 36 (4), 1210-1223, 2012
122012
Style migration and the cross-section of average stock returns
HL Chen, R Wermers
Available at SSRN 687375, 2010
122010
Does individual fund shareholder structure matter? A study of exclusive funds in Brazil
H Chen, RF Malaquias
Review of Economics & Finance 12, 1-15, 2018
102018
Do stock index futures prices overreact relative to cash prices
HY Park, HL Chen, EF Pierzak
Derivatives Quarterly 4 (2), 63-71, 1997
51997
Information diffusion of upstream and downstream industry-wide earnings surprises and its implications
HL Chen
Review of Quantitative Finance and Accounting 51 (3), 751-784, 2018
42018
Valuation Risk in Mutual Fund Portfolio Disclosure
HL Chen
The Review of Asset Pricing Studies 12 (1), 243-288, 2022
22022
Active mutual funds and their passive ETF investments
HL Chen
Journal of Financial Research 47, 367-399, 2024
12024
Style Migration and the Cross-Section of Stock Returns
HL Chen, R Wermers
AFA 2011 Denver Meetings Paper, UIC College of Business Administration …, 2010
12010
A Collection of Wisdom in Predicting Sector Returns
HL Chen, J Stejskalova
Available at SSRN 4837127, 2024
2024
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