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 | 1081 | 2000 |
On mutual fund investment styles LKC Chan, HL Chen, J Lakonishok The Review of Financial Studies 15 (5), 1407-1437, 2002 | 689 | 2002 |
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 | 269 | 2009 |
Style momentum within the S&P-500 index HL Chen, W De Bondt Journal of Empirical Finance 11 (4), 483-507, 2004 | 178 | 2004 |
Portfolio style: Return-based attribution using quantile regression GW Bassett, HL Chen Economic applications of quantile regression, 293-305, 2002 | 173 | 2002 |
On corporate divestiture HL Chen, RJ Guo Review of Quantitative Finance and Accounting 24, 399-421, 2005 | 82 | 2005 |
Quantile style: return-based attribution using regression quantiles G Bassett, HL Chen Empirical Economics 26 (1), 293-305, 2001 | 56 | 2001 |
On Russell index reconstitution HL Chen Review of Quantitative Finance and Accounting 26, 409-430, 2006 | 54 | 2006 |
WHAT DOES βSMB > 0 REALLY MEAN? H Chen, G Bassett Journal of Financial Research 37 (4), 543-552, 2014 | 29 | 2014 |
On characteristics momentum H Chen The Journal of Behavioral Finance 4 (3), 137-156, 2003 | 29 | 2003 |
Cross-market investor sentiment in commodity exchange-traded funds HL Chen Credit and Capital Markets–Kredit und Kapital, 171-206, 2015 | 13 | 2015 |
Closing and cloning in open-end mutual funds HL Chen, S Gao, X Hu Journal of Banking & Finance 36 (4), 1210-1223, 2012 | 12 | 2012 |
Style migration and the cross-section of average stock returns HL Chen, R Wermers Available at SSRN 687375, 2010 | 12 | 2010 |
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 | 10 | 2018 |
Do stock index futures prices overreact relative to cash prices HY Park, HL Chen, EF Pierzak Derivatives Quarterly 4 (2), 63-71, 1997 | 5 | 1997 |
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 | 4 | 2018 |
Valuation Risk in Mutual Fund Portfolio Disclosure HL Chen The Review of Asset Pricing Studies 12 (1), 243-288, 2022 | 2 | 2022 |
Active mutual funds and their passive ETF investments HL Chen Journal of Financial Research 47, 367-399, 2024 | 1 | 2024 |
Style Migration and the Cross-Section of Stock Returns HL Chen, R Wermers AFA 2011 Denver Meetings Paper, UIC College of Business Administration …, 2010 | 1 | 2010 |
A Collection of Wisdom in Predicting Sector Returns HL Chen, J Stejskalova Available at SSRN 4837127, 2024 | | 2024 |