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Corporate Value, Managerial Stockholdings and Investments of Japanese Firms

Chen, Carl R.; Guo, Weiyu; Mande, Vivek - In: Journal of international financial management and accounting 17 (2006) 1, pp. 29-51

Persistent link: https://www.econbiz.de/10007095703

From T-Bills to Stocks: Seasonal Anomalies Revisited

Chen, Carl R.; Chan, Anthony - In: Journal of business finance & accounting : JBFA 24 (1997) 5, pp. 573-592

Persistent link: https://www.econbiz.de/10006998330

Mean Reversion in the United Kingdom Stock Market and its Implications for a Profitable Trading Strategy

Sauer, David A.; Chen, Carl R. - In: Journal of business finance & accounting : JBFA 23 (1996) 9-10, pp. 1379-1396

Persistent link: https://www.econbiz.de/10007002674

Financial Ratio Adjustment Dynamics and Interest Rate Expectations

Chen, Carl R.; Ainina, Fall - In: Journal of business finance & accounting : JBFA 21 (1994) 8, pp. 1111-1126

Persistent link: https://www.econbiz.de/10007014151

Underwriter Spread, Underwriter Reputation, and IPO Underpricing: A Simultaneous Equation Analysis

Chen, Carl R.; Mohan, Nancy J. - In: Journal of business finance & accounting : JBFA 29 (2002) 3-4, pp. 521-540

Persistent link: https://www.econbiz.de/10006973821

Hourly index return autocorrelation and conditional volatility in an EAR–GJR-GARCH model with generalized error distribution

Chen, Carl R.; Su, Yuli; Huang, Ying - In: Journal of empirical finance 15 (2008) 4, pp. 789

Persistent link: https://www.econbiz.de/10008075043

Stock and option market divergence in the presence of noisy information

Chen, Carl R.; Diltz, J. David; Huang, Ying; Lung, Peter P. - In: Journal of banking & finance 35 (2011) 8, pp. 2001-2021

Persistent link: https://www.econbiz.de/10009030538

Hourly index return autocorrelation and conditional volatility in an EAR–GJR-GARCH model with generalized error distribution

Chen, Carl R.; Su, Yuli; Huang, Ying - In: Journal of empirical finance 15 (2008) 4, pp. 789-799

Persistent link: https://www.econbiz.de/10008880796

Hourly Index Return Autocorrelation and Conditional Volatility in an EAR-GJR-GARCH Model with Generalized Error Distribution

Chen, Carl R.; Su, Yuli; Huang, Ying Sophie - 2008

We study the autocorrelation and conditional volatility of the hourly Dow Jones Industrial Index return data from October 1974 to September 2002 using an exponential asymmetric AR-GARCH specification with a generalized error distribution. Our findings document a positive autocorrelation in...

Persistent link: https://www.econbiz.de/10014214785

The Impact of the Sarbanes-Oxley Act on Firms Going Private

Mohan, Nancy; Chen, Carl R. - 2007

We study the impact of Sarbanes-Oxley Act (SOX) on the characteristics of firms going private based upon a sample of 147 companies during the period of June 13, 2000 to October 3, 2003. We partition the sample into pre-SOX and post-SOX periods, and cluster analysis is employed to identify firms...

Persistent link: https://www.econbiz.de/10014054363