Forecasting crashes: Trading volume, past returns, and conditional skewness in stock prices J Chen, H Hong, JC Stein Journal of financial Economics 61 (3), 345-381, 2001 | 2206 | 2001 |
Asymmetric correlations of equity portfolios A Ang, J Chen Journal of financial Economics 63 (3), 443-494, 2002 | 2100 | 2002 |
Asymmetric correlations of equity portfolios A Ang, J Chen Journal of financial Economics 63 (3), 443-494, 2002 | 2100 | 2002 |
Does fund size erode mutual fund performance? The role of liquidity and organization J Chen, H Hong, M Huang, JD Kubik American Economic Review 94 (5), 1276-1302, 2004 | 2036 | 2004 |
Downside risk A Ang, J Chen, Y Xing The Review of Financial Studies 19 (4), 1191-1239, 2006 | 1658 | 2006 |
Breadth of ownership and stock returns J Chen, H Hong, JC Stein Journal of financial Economics 66 (2-3), 171-205, 2002 | 1590 | 2002 |
CAPM over the long run: 1926–2001 A Ang, J Chen Journal of Empirical Finance 14 (1), 1-40, 2007 | 685 | 2007 |
Intertemporal CAPM and the cross-section of stock returns J Chen | 280 | 2002 |
Outsourcing mutual fund management: firm boundaries, incentives, and performance J Chen, H Hong, W Jiang, JD Kubik The Journal of Finance 68 (2), 523-558, 2013 | 266 | 2013 |
Does Fund Size Erode Performance? Organizational Diseconomies and Active Money Management J Chen, H Hong, M Huang, JD Kubik American Economic Review 94 (5), 1276-302, 2004 | 182* | 2004 |
Yield curve predictors of foreign exchange returns A Ang, J Chen | 157 | 2010 |
Do hedge funds profit from mutual-fund distress? J Chen, S Hanson, H Hong, JC Stein National Bureau of Economic Research, 2008 | 114 | 2008 |
Discussion of “Momentum and autocorrelation in stock returns” J Chen, H Hong The Review of Financial Studies 15 (2), 565-574, 2002 | 68 | 2002 |
Downside Correlation and Expected Stock Returns ฃ A Ang, J Chen, Y Xing | 62* | |
Strategic mutual fund tournaments J Chen, EN Hughson, N Stoughton Available at SSRN 2023805, 2018 | 34 | 2018 |
Downside risk J Chen, A Ang, Y Xing The Review of Financial Studies 19 (4), 1191-1239, 2006 | 8 | 2006 |
Limits on Arbitrage J Chen, H Hong, JC Stein | 6 | 2006 |
Downside risk J Chen, A Ang, Y Xing NBER Working Paper, 2005 | 2 | 2005 |
Outsourcing Mutual Fund Management: Firm Boundaries, Incentives, and Performance (Digest Summary) J Chen, H Hong, W Jiang, JD Kubik | 2* | |
Currency investing throughout recent centuries J Chen Available at SSRN 4692257, 2023 | 1 | 2023 |