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Yong Chen
Yong Chen
David R. Norcom Professor of Finance, Texas A&M University
Overená e-mailová adresa na: mays.tamu.edu - Domovská stránka
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Citované v
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Do market timing hedge funds time the market?
Y Chen, B Liang
Journal of Financial and Quantitative Analysis 42 (4), 827-856, 2007
3732007
Can hedge funds time market liquidity?
C Cao, Y Chen, B Liang, A Lo
Journal of Financial Economics 109 (2), 493–516, 2013
3722013
Measuring the timing ability and performance of bond mutual funds
Y Chen, W Ferson, H Peters
Journal of Financial Economics 98 (1), 72-89, 2010
312*2010
Derivatives use and risk taking: Evidence from the hedge fund industry
Y Chen
Journal of Financial and Quantitative Analysis 46 (4), 1073-1106, 2011
1652011
Sophisticated investors and market efficiency: Evidence from a natural experiment
Y Chen, B Kelly, W Wu
Journal of Financial Economics 139 (2), 316-341, 2020
1312020
The behavior of investor flows in corporate bond mutual funds
Y Chen, N Qin
Management Science 63 (5), 1365-1381, 2017
1212017
Arbitrage trading: The long and the short of it
Y Chen, Z Da, D Huang
Review of Financial Studies 32 (4), 1608-1646, 2019
1092019
Timing ability in the focus market of hedge funds
Y Chen
Journal of Investment Management 5 (2), 66-98, 2007
1062007
Hedge funds: The good, the bad, and the lucky
Y Chen, MT Cliff, H Zhao
Journal of Financial and Quantitative Analysis 52 (3), 1081-1109, 2017
102*2017
Hedge funds and stock price formation
C Cao, Y Chen, WN Goetzmann, B Liang
Financial Analysts Journal 74 (3), 54-68, 2018
94*2018
Sentiment Trading and Hedge Fund Returns
Y Chen, B Han, J Pan
Journal of Finance 76 (4), 2001-2033, 2021
87*2021
Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity
Y Chen, GW Eaton, BS Paye
Journal of Financial Economics 130 (1), 48-73, 2018
792018
How many good and bad fund managers are there, really?
W Ferson, Y Chen
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine …, 2020
75*2020
Short Selling Efficiency
Y Chen, Z Da, D Huang
Journal of Financial Economics 145 (2), 387-408, 2022
382022
Shadow of Loss: Mutual Fund Tail Behavior and Investor Flows
Y Chen, W Dai
Available at SSRN 3709082, 2025
5*2025
A Hiding Place? Diversification, Financialization, and Return Comovement in Commodity Markets
Y Chen, W Dai, SM Sorescu
Available at SSRN 3287568, 2022
5*2022
Seeking Green? Mutual Fund Investment in ESG Stocks
Y Chen, W Dai
Available at SSRN 4378284, 2023
42023
Anomalies as New Hedge Fund Factors
Y Chen, SZ Li, Y Tang, G Zhou
Journal of Financial and Quantitative Analysis, forthcoming, 2025
3*2025
Large Funds and Corporate Bond Market Fragility
Y Chen, M Du, Z Sun
Available at SSRN 4084495, 2024
3*2024
Interest in the Short Interest: The Rise of Private Sector Data
Y Chen, M Kim, JM McInnis, W Zhao
Available at SSRN 4468667, 2023
12023
Systém momentálne nemôže vykonať operáciu. Skúste to neskôr.
Články 1–20