Jiun-Lin Chen

University of Adelaide

No 233 North Terrace, School of Commerce

Adelaide, South Australia 5005

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

  • University of Adelaide

SCHOLARLY PAPERS

5

DOWNLOADS

552

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (5)

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1.

Real Option Component of Cash Holdings, Business Cycle, and Stock Returns

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 32 Posted: 21 Nov 2014 Last Revised: 10 May 2019
Jiun-Lin Chen, Z. Tingting Jia and Ping-Wen Sun
University of Adelaide, University of Arkansas at Little Rock and Minjiang University - Newhuadu Business School
Downloads 151 (250,407)
Citation 1

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cash holdings, real option, factor model, GDP growth rate

2.

Heterogeneity of Institutional Ownership and Stock Price Delay

Number of pages: 81 Posted: 15 Feb 2018
Jiun-Lin Chen, Shih-Cheng Lee, Chien‐Ting Lin and Ping-Wen Sun
University of Adelaide, Yuan Ze University, Deakin University - School of Accounting, Economics and Finance and Minjiang University - Newhuadu Business School
Downloads 130 (281,511)

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institutional ownership, stock price delay, market frictions, information asymmetry, information efficiency

3.

The Predictability Implied by Consumption-Based Asset Pricing Models: A Review of the Theory and Empirical Evidence

Journal of Risk Model Validation 12(2), 103–128 DOI: 10.21314/JRMV.2018.190
Number of pages: 32 Posted: 12 Sep 2011 Last Revised: 10 Nov 2018
Jiun-Lin Chen and Hyoseok (David) Hwang
University of Adelaide and University of Wisconsin at Eau Claire
Downloads 115 (307,889)

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Return predictability, Consumption-based asset pricing model, Habit model, Long-run risks model, Time-varying expected return

4.

Investment Horizons, Systematic Risk, and Managerial Skills of Institutional Investors

Number of pages: 50 Posted: 27 Feb 2018
Jiun-Lin Chen, Shih-Cheng Lee, Chien‐Ting Lin and Ping-Wen Sun
University of Adelaide, Yuan Ze University, Deakin University - School of Accounting, Economics and Finance and Minjiang University - Newhuadu Business School
Downloads 107 (323,732)
Citation 1

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institutional investors; investment horizons; portfolio risk; portfolio characteristics

5.

Flow Toxicity and Bank Equity Holdings

Number of pages: 55 Posted: 06 Sep 2018
Wei-Ling Song, Jianfeng Hu, Gary C. Sanger and Jiun-Lin Chen
Louisiana State University, Singapore Management University - Lee Kong Chian School of Business, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and University of Adelaide
Downloads 49 (496,239)

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the Volcker Rule, bank market making, flow toxicity, market microstructure, bank equity holdings