Alex Chinco

City University of NY, Baruch College, Zicklin School of Business

One Bernard Baruch Way

New York , NY 10010

United States

http://www.alexchinco.com

SCHOLARLY PAPERS

16

DOWNLOADS

8,615

SSRN CITATIONS

372

CROSSREF CITATIONS

77

Scholarly Papers (16)

1.

Survey Curious? Start-Up Guide and Best Practices For Running Surveys and Experiments Online

Number of pages: 35 Posted: 24 Nov 2020
University of Chicago - Booth School of Business, City University of NY, Baruch College, Zicklin School of Business, Boston College - Carroll School of Management and University of Chicago - Booth School of Business
Downloads 1,726 (18,939)
Citation 7

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Online, Surveys, Experiments, Finance, Economics, Research Methods

2.

A New Test Of Risk Factor Relevance

Journal of Finance, Forthcoming
Number of pages: 58 Posted: 13 Dec 2019 Last Revised: 11 Apr 2022
City University of NY, Baruch College, Zicklin School of Business, Boston College - Carroll School of Management and University of Chicago - Booth School of Business
Downloads 1,488 (23,816)
Citation 34

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Risk Factors, Expected Returns, Asset Pricing

3.
Downloads 1,182 (33,401)
Citation 98

Sparse Signals in the Cross-Section of Returns

Number of pages: 50 Posted: 16 May 2015 Last Revised: 17 Feb 2017
Alex Chinco, Adam D. Clark-Joseph and Mao Ye
City University of NY, Baruch College, Zicklin School of Business, University of Illinois at Urbana-Champaign and Cornell University
Downloads 1,032 (39,877)
Citation 2

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Return Predictability, Out-of-Sample Fit, Sparsity, The LASSO

Sparse Signals in the Cross-Section of Returns

NBER Working Paper No. w23933
Number of pages: 55 Posted: 16 Oct 2017 Last Revised: 25 May 2023
Alex Chinco, Adam D. Clark-Joseph and Mao Ye
City University of NY, Baruch College, Zicklin School of Business, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign
Downloads 150 (355,700)
Citation 90

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4.

The Passive-Ownership Share Is Double What You Think It Is

Number of pages: 63 Posted: 10 Sep 2022 Last Revised: 11 Apr 2024
Alex Chinco and Marco Sammon
City University of NY, Baruch College, Zicklin School of Business and Harvard Business School
Downloads 1,175 (33,662)
Citation 2

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Passive Ownership, Index-Linked Investing, Prearranged Trades, Index Funds, Internal Indexing, Reconstitution Day

5.
Downloads 577 (87,665)
Citation 23

The Sound of Many Funds Rebalancing

Number of pages: 59 Posted: 16 Apr 2016 Last Revised: 12 May 2020
Alex Chinco and Vyacheslav Fos
City University of NY, Baruch College, Zicklin School of Business and Boston College - Department of Finance
Downloads 576 (86,791)
Citation 16

Abstract:

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Noise, Thresholds, Complexity, Indexing

The Sound of Many Funds Rebalancing

CEPR Discussion Paper No. DP13561
Number of pages: 57 Posted: 07 Mar 2019 Last Revised: 11 Mar 2019
Alex Chinco and Vyacheslav Fos
City University of NY, Baruch College, Zicklin School of Business and Boston College - Department of Finance
Downloads 1 (1,157,277)
Citation 12
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Complexity, Indexing, noise, thresholds

6.
Downloads 453 (117,845)
Citation 25

Estimating the Anomaly Base Rate

Chicago Booth Research Paper No. 19-10, Fama-Miller Working Paper
Number of pages: 62 Posted: 01 Mar 2019 Last Revised: 20 Nov 2019
Alex Chinco, Andreas Neuhierl and Michael Weber
City University of NY, Baruch College, Zicklin School of Business, Washington University in St. Louis - John M. Olin Business School and University of Chicago - Finance
Downloads 343 (160,292)
Citation 4

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Return Predictability, Data Mining, Empirical Bayes, Penalized Regressions

Estimating the Anomaly Base Rate

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-135
Number of pages: 62 Posted: 21 Nov 2019
Alex Chinco, Andreas Neuhierl and Michael Weber
City University of NY, Baruch College, Zicklin School of Business, Washington University in St. Louis - John M. Olin Business School and University of Chicago - Finance
Downloads 81 (557,169)
Citation 3

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Return Predictability, Data Mining, Empirical Bayes, Penalized Regressions

Estimating the Anomaly Base Rate

NBER Working Paper No. w26493
Number of pages: 62 Posted: 27 Nov 2019 Last Revised: 22 May 2023
Alex Chinco, Andreas Neuhierl and Michael Weber
City University of NY, Baruch College, Zicklin School of Business, Washington University in St. Louis - John M. Olin Business School and University of Chicago - Finance
Downloads 29 (882,705)
Citation 4

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Investment-Horizon Spillovers: Evidence From Decomposing Trading-Volume Variance

Number of pages: 49 Posted: 04 Jan 2015 Last Revised: 02 Jun 2016
Alex Chinco and Mao Ye
City University of NY, Baruch College, Zicklin School of Business and Cornell University
Downloads 268 (207,973)
Citation 2

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Investment Horizon, Trading Volume, Wavelet Variance

Investment-Horizon Spillovers

Number of pages: 36 Posted: 05 Jun 2016 Last Revised: 25 Jul 2017
Alex Chinco and Mao Ye
City University of NY, Baruch College, Zicklin School of Business and Cornell University
Downloads 121 (421,625)

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Investment Horizon, Trading Volume, Wavelet Variance

8.
Downloads 385 (142,102)

Modeling Managers As EPS Maximizers

Fisher College of Business Working Paper No. 2023-03-006, Charles A. Dice Center Working Paper 2023-06
Number of pages: 80 Posted: 07 Apr 2023 Last Revised: 03 Apr 2024
Itzhak Ben-David and Alex Chinco
Ohio State University (OSU) - Department of Finance and City University of NY, Baruch College, Zicklin School of Business
Downloads 373 (146,125)

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Earnings Per Share, Corporate Policies, Earnings Yield, Value vs. Growth, Leverage, Equity Issuance, Share Repurchases, Cash Holdings, Capital Budgeting, M&A Payment Method, Accretion, Dilution

Modeling Managers as Eps Maximizers

NBER Working Paper No. w31125
Number of pages: 70 Posted: 10 Apr 2023 Last Revised: 19 Jul 2023
Itzhak Ben-David and Alex Chinco
Ohio State University (OSU) - Department of Finance and City University of NY, Baruch College, Zicklin School of Business
Downloads 12 (1,056,726)
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9.

Model Identification vs. Market Efficiency

Number of pages: 36 Posted: 12 Feb 2021 Last Revised: 23 Jan 2023
Alex Chinco
City University of NY, Baruch College, Zicklin School of Business
Downloads 358 (154,186)

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Model Identification, Market Efficiency, Random Anchoring Errors

10.

The Ex Ante Likelihood Of Bubbles

Number of pages: 46 Posted: 05 Feb 2020 Last Revised: 04 Oct 2021
Alex Chinco
City University of NY, Baruch College, Zicklin School of Business
Downloads 226 (247,149)
Citation 11

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Limits To Arbitrage, Speculative Bubbles, Social Interactions

11.

Proving You Can Pick Stocks Without Revealing How

Number of pages: 46 Posted: 08 Dec 2022 Last Revised: 13 Jan 2024
Alex Chinco
City University of NY, Baruch College, Zicklin School of Business
Downloads 192 (287,117)

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Zero-Knowledge Proofs, Homomorphic Encryption, Emerging Managers, Active Management, Cross-sectional Predictability

12.

Feature-Selection Risk

Number of pages: 42 Posted: 17 Oct 2014 Last Revised: 03 Jul 2015
Alex Chinco
City University of NY, Baruch College, Zicklin School of Business
Downloads 135 (386,278)
Citation 4

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Feature-Selection Risk, Sparsity, Market Dimensions, Behavioral Finance

13.

Trading on Coincidences

Number of pages: 33 Posted: 12 Nov 2014 Last Revised: 14 Mar 2015
Alex Chinco
City University of NY, Baruch College, Zicklin School of Business
Downloads 126 (407,613)

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Market Scale, Cognitive Control, Behavioral Finance, Coincidences

14.

Misinformed Speculators and Mispricing in the Housing Market

NBER Working Paper No. w19817
Number of pages: 42 Posted: 17 Jan 2014 Last Revised: 24 Feb 2023
Alex Chinco and Christopher J. Mayer
City University of NY, Baruch College, Zicklin School of Business and Columbia University - Columbia Business School, Finance
Downloads 79 (559,005)
Citation 24

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15.

Investment-Horizon Spillovers

NBER Working Paper No. w23650
Number of pages: 37 Posted: 11 Aug 2017 Last Revised: 13 Feb 2023
Alex Chinco and Mao Ye
City University of NY, Baruch College, Zicklin School of Business and University of Illinois at Urbana-Champaign
Downloads 71 (593,562)

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16.

Necessary Evidence for a Risk Factor's Relevance

NBER Working Paper No. w27227
Number of pages: 49 Posted: 26 May 2020 Last Revised: 25 May 2023
City University of NY, Baruch College, Zicklin School of Business, Boston College - Carroll School of Management and University of Chicago - Booth School of Business
Downloads 53 (686,345)
Citation 1

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