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Joseph Chen

SSRN Author Rank: 981 by Downloads and 342 by Citations

 

University of California, Davis - Graduate School of Management


 One Shields Avenue
 Davis, CA 95616
 United States
 (530) 752-7155 (Phone)
 (530) 752-2924 (Fax)
 email address


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. Joseph Chen's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
19,478
Total
Citations
1,215
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
CAPM Over the Long-Run: 1926-2001 | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2004 San Diego Meetings
Number of Pages in PDF File: 41
Ang, Andrew
Columbia Business School - Finance and Economics
Chen, Joseph
University of California, Davis - Graduate School of Management
Posted:
23 Nov 03
2,918
(2,388)
106

2.  
Downside Correlation and Expected Stock Returns | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2002 Berlin Meetings Presented Paper; USC Finance & Business Econ. Working Paper No. 01-25
Number of Pages in PDF File: 47
Ang, Andrew
Columbia Business School - Finance and Economics
Chen, Joseph
University of California, Davis - Graduate School of Management
Xing, Yuhang
Rice University
Posted:
09 Nov 01
2,738
(2,619)
14

3.  
Ang, Andrew
Columbia Business School - Finance and Economics
Chen, Joseph
University of California, Davis - Graduate School of Management
Posted:
25 Jan 10
Last Revised:
15 Jun 11
2,079
(3,896)
16

4.   Incl. Electronic Paper
Chen, Joseph
University of California, Davis - Graduate School of Management
Hong, Harrison G.
Princeton University - Department of Economics
Stein, Jeremy C.
Harvard University - Department of Economics
Posted:
03 Jan 00
Last Revised:
17 Oct 10
1,849
(5,465)
105

5.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Chen, Joseph
University of California, Davis - Graduate School of Management
Xing, Yuhang
Rice University
Posted:
30 Dec 04
Last Revised:
15 Jun 11
1,672
(6,537)
103

6.  
Intertemporal CAPM and the Cross-Section of Stock Returns | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2002 Berlin Meetings Discussion Paper
Number of Pages in PDF File: 56
Chen, Joseph
University of California, Davis - Graduate School of Management
Posted:
03 Mar 02
1,572
(6,552)
53

7.  
Asymmetric Correlations of Equity Portfolios | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2001 Barcelona Meetings
Number of Pages in PDF File: 56
Chen, Joseph
University of California, Davis - Graduate School of Management
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
19 May 00
1,507
(7,247)
200

8.  
Chen, Joseph
University of California, Davis - Graduate School of Management
Hong, Harrison G.
Princeton University - Department of Economics
Huang, Ming
Cornell University - Samuel Curtis Johnson Graduate School of Management
Kubik, Jeffrey D.
Syracuse University - Department of Economics
Posted:
27 Feb 03
Last Revised:
12 Feb 10
1,304
(9,378)
160

9.   Incl. Electronic Paper
Chen, Joseph
University of California, Davis - Graduate School of Management
Hong, Harrison G.
Princeton University - Department of Economics
Stein, Jeremy C.
Harvard University - Department of Economics
Posted:
03 Jan 01
Last Revised:
08 Sep 09
1,033
(14,313)
248

10.  
Chen, Joseph
University of California, Davis - Graduate School of Management
Hong, Harrison G.
Princeton University - Department of Economics
Huang, Ming
Cornell University - Samuel Curtis Johnson Graduate School of Management
Kubik, Jeffrey D.
Syracuse University - Department of Economics
Posted:
20 Jun 03
753
(21,973)
40

11.  
Chen, Joseph
University of California, Davis - Graduate School of Management
Hong, Harrison G.
Princeton University - Department of Economics
Jiang, Wenxi
Yale University - School of Management
Kubik, Jeffrey D.
Syracuse University - Department of Economics
Posted:
19 Mar 06
Last Revised:
30 Aug 12
749
(20,968)
18

12.  
CAPM Over the Long Run: 1926-2001 | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w11903
Number of Pages in PDF File: 54
Chen, Joseph
University of California, Davis - Graduate School of Management
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
24 Jan 06
233
(96,273)
106

13.  
Downside Risk and the Momentum Effect | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w8643
Number of Pages in PDF File: 48
Ang, Andrew
Columbia Business School - Finance and Economics
Chen, Joseph
University of California, Davis - Graduate School of Management
Xing, Yuhang
Rice University
Posted:
14 Dec 01
169
(130,823)
9

14.  
Chen, Joseph
University of California, Davis - Graduate School of Management
Stoughton, Neal
Vienna University of Economics and Business
Posted:
17 Mar 12
Last Revised:
24 Oct 12
144
(131,491)
1

15.  
Chen, Joseph
University of California, Davis - Graduate School of Management
Hanson, Samuel Gregory
Harvard Business School
Hong, Harrison G.
Princeton University - Department of Economics
Stein, Jeremy C.
Harvard University - Department of Economics
Posted:
08 Feb 08
132
(161,056)
27


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