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Chen, Joseph's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
16,211 |
Total
Citations
1,218 |
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1.
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Ang, Andrew Columbia Business School - Finance and Economics Chen, Joseph University of California, Davis - Graduate School of Management
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2,771
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109
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book-to-market effect, value effect, conditional CAPM, momentum effect, reversal effect, time-varying beta
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2.
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Ang, Andrew Columbia Business School - Finance and Economics Chen, Joseph University of California, Davis - Graduate School of Management Xing, Yuhang Rice University
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2,511
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14
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asymmetric risk, cross-sectional asset pricing, downside correlation, downside risk, momentum effect
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3.
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Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices
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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
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Posted:
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03 Jan 00
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Last Revised:
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17 Oct 10
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1,702
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115
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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
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74
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115
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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
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1,628
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115
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4.
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Ang, Andrew Columbia Business School - Finance and Economics Chen, Joseph University of California, Davis - Graduate School of Management
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25 Jan 10
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Last Revised:
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15 Jun 11
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1,669
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13
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carry trade, cross section of foreign exchange rates, predictability, term structure, uncovered interest rate parity
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5.
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Downside Risk
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Ang, Andrew Columbia Business School - Finance and Economics Chen, Joseph University of California, Davis - Graduate School of Management Xing, Yuhang Rice University
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Posted:
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30 Dec 04
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Last Revised:
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15 Jun 11
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1,276
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103
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Chen, Joseph University of California, Davis - Graduate School of Management Ang, Andrew Columbia Business School - Finance and Economics Xing, Yuhang Rice University
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0
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Chen, Joseph University of California, Davis - Graduate School of Management Ang, Andrew Columbia Business School - Finance and Economics Xing, Yuhang Rice University
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182
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103
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Ang, Andrew Columbia Business School - Finance and Economics Chen, Joseph University of California, Davis - Graduate School of Management Xing, Yuhang Rice University
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1,094
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103
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asymmetric risk, cross-sectional asset pricing, downside risk, first-order risk aversion, higher-order moments
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6.
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Chen, Joseph University of California, Davis - Graduate School of Management
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1,255
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53
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7.
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Chen, Joseph University of California, Davis - Graduate School of Management Ang, Andrew Columbia Business School - Finance and Economics
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1,246
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199
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8.
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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
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27 Feb 03
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Last Revised:
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12 Feb 10
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1,143
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163
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9.
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Breadth of Ownership and Stock Returns
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Show Abstracts |
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Versions (2)
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hide multiple versions |
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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
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Posted:
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03 Jan 01
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Last Revised:
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08 Sep 09
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992
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246
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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
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92
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246
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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
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900
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246
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10.
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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
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665
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38
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11.
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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
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19 Mar 06
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Last Revised:
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30 Aug 12
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585
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20
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12.
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Ang, Andrew Columbia Business School - Finance and Economics Chen, Joseph University of California, Davis - Graduate School of Management Xing, Yuhang Rice University
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119
(120,033)
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9
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13.
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Chen, Joseph University of California, Davis - Graduate School of Management Ang, Andrew Columbia Business School - Finance and Economics
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104
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109
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14.
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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
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103
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26
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15.
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Chen, Joseph University of California, Davis - Graduate School of Management Hughson, Eric N. University of California, Davis - Graduate School of Management Stoughton, Neal WU Vienna University of Economics and Business
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17 Mar 12
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Last Revised:
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24 Oct 12
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70
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tournaments, mutual funds, risk
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Records 1 -
15
of 15 matches
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1
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