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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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Empirical investigation of an equity pairs trading strategy
Chen, Huafeng Jason
;
Chen, Shaojun
;
Chen, Zhuo
;
Li, Feng
- In:
Management science : journal of the Institute for …
65
(
2019
)
1
,
pp. 370-389
Persistent link: https://www.econbiz.de/10011991494
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2
Average stock variance and market returns : evidence of time-varying predictability at the daily frequency
Chen, Huafeng Jason
;
Ortiz-Molina, Hernán
;
Zhang, …
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
4
,
pp. 86-95
Persistent link: https://www.econbiz.de/10009273883
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3
Do cash flows of growth stocks really grow faster?
Chen, Huafeng Jason
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2279-2330
Persistent link: https://www.econbiz.de/10011764447
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