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How well do asset allocation managers allocate assets?

Chan, Anthony; Chen, Carl R. - Federal Reserve Bank of New York - 1990

Persistent link: https://www.econbiz.de/10005512213

A cross-sectional analysis of mutual funds' market timing and security selection skill

Chen, Carl R.; Lee, Cheng F.; Rahman, Shafiqur; Chan, … - Federal Reserve Bank of New York - 1990

Persistent link: https://www.econbiz.de/10005512220

Ranking of finance programs in the Asia-Pacific region: An update

Chan, Kam C.; Chen, Carl R.; Lung, Peter P. - In: Pacific-Basin Finance Journal 13 (2005) 5, pp. 584-600

Persistent link: https://www.econbiz.de/10005372443

Mean reversion in asset returns with varying debt and equity components: Evidence and implications from preferred stock

Chen, Carl R.; Sauer, David A. - In: The Quarterly Review of Economics and Finance 37 (1997) 3, pp. 683-696

Persistent link: https://www.econbiz.de/10005388489

Determinants of Japanese Yen interest rate swap spreads: Evidence from a smooth transition vector autoregressive model

Huang, Ying; Chen, Carl R.; Camacho, Maximo - In: Journal of Futures Markets 28 (2008) 1, pp. 82-107

This study investigates the determinants of variations in the yield spreads between Japanese yen interest rate swaps and Japan government bonds for a period from 1997 to 2005. A smooth transition vector autoregressive (STVAR) model and generalized impulse response functions are used to analyze...

Persistent link: https://www.econbiz.de/10011197197

SELECTIVITY, MARKET TIMING, AND RANDOM BETA BEHAVIOR OF MUTUAL FUNDS: A GENERALIZED MODEL

Chen, Carl R.; Stockum, Steve - In: Journal of Financial Research 9 (1986) 1, pp. 87-96

Persistent link: https://www.econbiz.de/10010889390

BOOK REVIEW

Chen, Carl R. - In: Journal of Financial Research 24 (2001) 2, pp. 309-310

Persistent link: https://www.econbiz.de/10010889538

Information flow between the stock and option markets: Where do informed traders trade?

Chen, Carl R.; Lung, Peter P.; Tay, Nicholas S.P. - In: Review of financial economics : RFE 14 (2005) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10006422977

Discount rate changes, stock market returns, volatility, and trading volume: Evidence from intraday data and implications for market efficiency

Chen, Carl R.; Mohan, Nancy J.; Steiner, Thomas L. - In: Journal of banking & finance 23 (1999) 6, pp. 897-924

Persistent link: https://www.econbiz.de/10005899031

Tobin's q, managerial ownership, and analyst coverage

Chen, Carl R.; Steiner, Thomas L. - In: Journal of economics and business 52 (2000) 4, pp. 365

Persistent link: https://www.econbiz.de/10005956735

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