关注
Joseph Chen
Joseph Chen
在 ucdavis.edu 的电子邮件经过验证
标题
引用次数
引用次数
年份
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
22062001
Asymmetric correlations of equity portfolios
A Ang, J Chen
Journal of financial Economics 63 (3), 443-494, 2002
21002002
Asymmetric correlations of equity portfolios
A Ang, J Chen
Journal of financial Economics 63 (3), 443-494, 2002
21002002
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
20362004
Downside risk
A Ang, J Chen, Y Xing
The Review of Financial Studies 19 (4), 1191-1239, 2006
16582006
Breadth of ownership and stock returns
J Chen, H Hong, JC Stein
Journal of financial Economics 66 (2-3), 171-205, 2002
15902002
CAPM over the long run: 1926–2001
A Ang, J Chen
Journal of Empirical Finance 14 (1), 1-40, 2007
6852007
Intertemporal CAPM and the cross-section of stock returns
J Chen
2802002
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
2662013
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
1572010
Do hedge funds profit from mutual-fund distress?
J Chen, S Hanson, H Hong, JC Stein
National Bureau of Economic Research, 2008
1142008
Discussion of “Momentum and autocorrelation in stock returns”
J Chen, H Hong
The Review of Financial Studies 15 (2), 565-574, 2002
682002
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
342018
Downside risk
J Chen, A Ang, Y Xing
The Review of Financial Studies 19 (4), 1191-1239, 2006
82006
Limits on Arbitrage
J Chen, H Hong, JC Stein
62006
Downside risk
J Chen, A Ang, Y Xing
NBER Working Paper, 2005
22005
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
12023
系统目前无法执行此操作,请稍后再试。
文章 1–20