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Chen, Yong's
Scholarly Papers
Click on the title of any column to sort the table by that
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Aggregate Statistics |
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Total
Downloads
4,306 |
Total
Citations
83 |
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1.
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Chen, Yong
Texas A&M University (TAMU) - Department of Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
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18 Mar 05
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Last Revised:
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19 Apr 10
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1,446
(4,965)
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31
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Hedge funds, Return timing, Volatility timing, Bootstrap, Persistence
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2.
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Cao, Charles
Pennsylvania State University Chen, Yong
Texas A&M University (TAMU) - Department of Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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22 Jan 10
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Last Revised:
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06 Dec 12
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1,022
(8,944)
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16
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Hedge funds, liquidity timing, investment value, liquidity reaction, performance persistence
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3.
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Chen, Yong
Texas A&M University (TAMU) - Department of Finance
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25 Mar 08
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Last Revised:
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08 Feb 10
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936
(10,247)
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6
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Hedge funds, Derivatives use, Risk taking, Risk shifting, Liquidation risk, Flow-performance relation
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4.
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Measuring the Timing Ability and Performance of Bond Mutual Funds
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Versions (2)
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Chen, Yong
Texas A&M University (TAMU) - Department of Finance Ferson, Wayne E.
University of Southern California Peters, Helen
Boston College - Department of Finance
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Posted:
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08 Sep 09
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Last Revised:
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07 Feb 10
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335
(42,261)
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14
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Chen, Yong
Texas A&M University (TAMU) - Department of Finance Ferson, Wayne E.
University of Southern California Peters, Helen
Boston College - Department of Finance
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320
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14
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Mutual funds, Market timing, Bond funds, Investment performance evaluation
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Chen, Yong
Texas A&M University (TAMU) - Department of Finance Ferson, Wayne E.
University of Southern California Peters, Helen
Boston College - Department of Finance
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15
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14
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5.
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Timing Ability in the Focus Market of Hedge Funds
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Chen, Yong
Texas A&M University (TAMU) - Department of Finance
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Posted:
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22 Mar 05
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Last Revised:
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16 Jun 08
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313
(45,775)
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15
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Chen, Yong
Texas A&M University (TAMU) - Department of Finance
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30 May 07
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Last Revised:
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16 Jun 08
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0
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Hedge funds, market timing, focus market, performance persistence
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Chen, Yong
Texas A&M University (TAMU) - Department of Finance
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313
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15
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Hedge funds, market timing, focus market, performance persistence
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6.
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Chen, Yong
Texas A&M University (TAMU) - Department of Finance Cliff, Michael T.
Analysis Group Zhao, Haibei
Georgia State University - Department of Finance
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24 Aug 11
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Last Revised:
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16 Mar 12
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177
(83,971)
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1
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Fund performance evaluation, hedge funds, mixture distribution, EM algorithm, performance persistence
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7.
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Chen, Yong
Texas A&M University (TAMU) - Department of Finance Qin, Nan
Virginia Polytechnic Institute & State University
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77
(159,787)
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Mutual funds, smart money, corporate bond funds, fund flows, performance persistence
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