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Improved inference for fund alphas using high-dimensional cross-sectional tests
Cheng, Tingting; Yan, Cheng; Yan, Yayi - In: Journal of empirical finance 61 (2021), pp. 57-81
Persistent link: https://www.econbiz.de/10012693236
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In search of the optimal number of fund subgroups
Yan, Cheng; Cheng, Tingting - In: Journal of empirical finance 50 (2019), pp. 78-92
Persistent link: https://www.econbiz.de/10012169933
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Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds
Cai, Biqing; Cheng, Tingting; Yan, Cheng - In: Journal of empirical finance 49 (2018), pp. 81-106
Persistent link: https://www.econbiz.de/10012117724
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Can foreign equity funds outperform their benchmarks? : new evidence from fund-holding data for China
Zhang, Jinhua; Wang, Guipu; Yan, Cheng - In: Economic modelling 90 (2020), pp. 11-20
Persistent link: https://www.econbiz.de/10012428017
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Evaluating the size of the bootstrap method for fund performance evaluation
Cheng, Tingting; Yan, Cheng - In: Economics letters 156 (2017), pp. 36-41
Persistent link: https://www.econbiz.de/10011822349
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De facto time-varying indices-based benchmarks for mutual fund returns
Cheng, Tingting; Yan, Cheng; Yan, Yayi - In: The journal of financial research : the journal of the … 46 (2023) 2, pp. 469-496
Persistent link: https://www.econbiz.de/10014302383
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Mutual fund centrality and the remote acquisitions of listed firms in China
Chen, Shenglan; Li, Jing; Liu, Xiaoling; Yan, Cheng - In: The European journal of finance 29 (2023) 14, pp. 1649-1677
Persistent link: https://www.econbiz.de/10014387969
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Investor flow-chasing and price-performance puzzle : evidence from global infrastructure funds
Xu, Ruihui; Zhang, Xuliang; Gozgor, Giray; Lau, Chi Keung; … - In: Research in international business and finance 65 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014432627