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Valuation risk in mutual fund portfolio disclosure

Chen, Hsiu-lang - In: Review of asset pricing studies : RAPS 12 (2022) 1, pp. 243-288

Persistent link: https://www.econbiz.de/10012878862

Information diffusion of upstream and downstream industry-wide earnings surprises and its implications

Chen, Hsiu-lang - In: Review of quantitative finance and accounting 51 (2018) 3, pp. 751-784

Persistent link: https://www.econbiz.de/10012038391

Active mutual funds and their passive ETF investments

Chen, Hsiu-lang - In: The journal of financial research : the journal of the … 47 (2024) 2, pp. 367-399

Persistent link: https://www.econbiz.de/10014551459

Consumption, inflation risk, and real interest rates : an empirical analysis

Chan, Louis K. C. - In: The journal of business : B 67 (1994) 1, pp. 69-96

Persistent link: https://www.econbiz.de/10001157492

Unanticipated monetary policy and real economic activity : some cross-regime evidence

Chan, Louis K. C. - In: Journal of monetary economics 22 (1988), pp. 439-459

Persistent link: https://www.econbiz.de/10001054504

Cross-Market Investor Sentiment in Commodity Exchange-Traded Funds

Chen, Hsiu-Lang - In: Credit and Capital Markets – Kredit und Kapital 48 (2015) 2, pp. 171-206

This study shows how the investor sentiment in the stock market affects prices of commodity exchange-traded funds (ETFs). The study provides quantitative evidence that the tracking errors of commodity ETFs differ in the bullish versus the bearish stock market, and the aggregate tracking error of...

Persistent link: https://www.econbiz.de/10014521560

Does prior performance affect a mutual fund's choice of risk? : theory and further empirical evidence

Chen, Hsiu-lang; Pennacchi, George G. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 745-775

Persistent link: https://www.econbiz.de/10003901147

Closing and cloning in open-end mutual funds

Chen, Hsiu-lang; Gao, Sheldon; Hu, Xiaoqing - In: Journal of banking & finance 36 (2012) 4, pp. 1210-1223

Persistent link: https://www.econbiz.de/10009558562

What does βsmb > 0 really mean?

Chen, Hsiu-lang; Bassett, Gilbert W. - In: The journal of financial research 37 (2014) 4, pp. 543-551

Persistent link: https://www.econbiz.de/10011547580

Style momentum within the S&P-500 index

Chen, Hsiu-lang; De Bondt, Werner Franciscus Marcel - In: Journal of empirical finance 11 (2004) 4, pp. 483-507

Persistent link: https://www.econbiz.de/10002145207