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Asset pricing when returns are nonnormal : fama-french factors versus higher-order systematic comoments

Chung, Y. Peter; Schill, Michael J. - In: The journal of business : B 79 (2006) 2, pp. 923-940

Persistent link: https://www.econbiz.de/10003310424

The win-loss ratio as an ability signal of mutual fund managers : a measure that is less influenced by luck

Chung, Y. Peter; Kim, Thomas - In: Financial markets and portfolio management 29 (2015) 4, pp. 301-335

Persistent link: https://www.econbiz.de/10011444859

Distribution of Individual Stock Performances and Fund Manager’s Stock Picking Ability

Chung, Y. Peter - 2010

We find that the performance distribution of the individual stocks inside a mutual fund can toss out additional information about the fund manager's stock picking ability. When a mutual fund contains mostly mediocre-performing stocks but one super-performer, it is likely that the overall fund...

Persistent link: https://www.econbiz.de/10013138124

Asymmetric correlation as an explanation for the effect of asset skewness on equity returns

Chung, Y. Peter; Kim, Thomas S. - In: Asia-Pacific journal of financial studies 46 (2017) 5, pp. 686-699

Persistent link: https://www.econbiz.de/10011779392

Venture capital exits and investments : the influences of market run-up, market timing, and media attention

Chung, Y. Peter; Liu, Yun; Smith, Richard L. - In: The Quarterly Journal of Finance : QJF 13 (2023) 4, pp. 1-23

Persistent link: https://www.econbiz.de/10014490215

The overseas listing decision : new evidence of proximity preference

Sarkissian, Sergei; Schill, Michael J. - In: The review of financial studies 17 (2004) 3, pp. 769-810

Persistent link: https://www.econbiz.de/10002149090

The illusory nature of momentum profits

Lesmond, David A.; Schill, Michael J.; Zhou, Chunsheng - In: Journal of financial economics 71 (2004) 2, pp. 349-380

Persistent link: https://www.econbiz.de/10001898305