Qingqing Chen

Government of the United States of America - Office of the Comptroller of the Currency (OCC)

400 7th Street SW

Washington, DC 20219

United States

  • Government of the United States of America - Office of the Comptroller of the Currency (OCC)

SCHOLARLY PAPERS

5

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1,080

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30

Scholarly Papers (5)

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1.

Risk and Risk Management in the Credit Card Industry

Downloads 463 (130,848)
Citation 29

Risk and Risk Management in the Credit Card Industry

Number of pages: 62 Posted: 16 Jun 2015 Last Revised: 24 Aug 2022
Florentin Butaru, Qingqing Chen, Brian J. Clark, Sanmay Das, Andrew W. Lo and Akhtar R. Siddique
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Government of the United States of America - Office of the Comptroller of the Currency (OCC), Rensselaer Polytechnic Institute (RPI), Washington University in St. Louis, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 369 (168,521)
Citation 12

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credit risk, consumer finance, credit cards, risk management, machine learning, big data

Risk and Risk Management in the Credit Card Industry

NBER Working Paper No. w21305
Number of pages: 66 Posted: 29 Jun 2015 Last Revised: 20 Mar 2022
Florentin Butaru, Qingqing Chen, Brian J. Clark, Sanmay Das, Andrew W. Lo and Akhtar R. Siddique
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Government of the United States of America - Office of the Comptroller of the Currency (OCC), Rensselaer Polytechnic Institute (RPI), Washington University in St. Louis, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 94 (586,560)
Citation 17

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2.

Market Integration in China

World Bank Policy Research Working Paper No. 5630
Number of pages: 28 Posted: 20 Apr 2016
Qingqing Chen, Chor-Ching Goh, Lixin Colin Xu, Bo Sun and Lixin Colin Xu
Government of the United States of America - Office of the Comptroller of the Currency (OCC), The World Bank, World Bank, University of Virginia Darden School of Business and Cheung Kong Graduate School of Business
Downloads 299 (214,711)

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Economic Theory & Research, Banks & Banking Reform, Debt Markets, Emerging Markets, Access to Finance

3.

Predictability of Equity Returns over Different Time Horizons: A Nonparametric Approach

Number of pages: 70 Posted: 06 Jun 2019
Qingqing Chen and Yongmiao Hong
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Cornell University - Department of Economics
Downloads 168 (371,104)
Citation 1

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Asset Return Predictability, bootstrap, Hypothesis Testing, Kernel, Nonlinearity, Signal-to-Noise

4.

Market Integration in the People’s Republic of China

Asian Development Review, Vol. 28, No. 1, pp. 72-93, 2011
Number of pages: 22 Posted: 23 Jun 2011
Qingqing Chen, Chor-Ching Goh, Sun Bo and Lixin Colin Xu
Government of the United States of America - Office of the Comptroller of the Currency (OCC), The World Bank, affiliation not provided to SSRN and Cheung Kong Graduate School of Business
Downloads 113 (516,621)

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market integration, economic cooperation, domestic integration, labor

5.

An Intraday Analysis of Related Investment Vehicles Traded in the NYSE and AMEX

Number of pages: 33 Posted: 06 Jun 2019
Qingqing Chen
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 37 (916,805)

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Liquidity, Information, Momentum