Te-Feng Chen

Hong Kong Polytechnic University

Hung Hom, Kowloon

Hong Kong

  • Hong Kong Polytechnic University

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SCHOLARLY PAPERS

6

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10

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8

Scholarly Papers (6)

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1.

Do Global Stocks Outperform US Treasury Bills?

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Citation 8

Do Global Stocks Outperform US Treasury Bills?

Number of pages: 85 Posted: 09 Jul 2019
Hendrik Bessembinder, Te-Feng Chen, Goeun Choi and K.C. John Wei
W.P. Carey School of Business, Hong Kong Polytechnic University, Tulane University - A.B. Freeman School of Business and Hong Kong Polytechnic University
Downloads 8,307 (877)
Citation 6

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Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks

Number of pages: 84 Posted: 14 Oct 2020 Last Revised: 27 Aug 2021
Hendrik Bessembinder, Te-Feng Chen, Goeun Choi and K.C. John Wei
W.P. Carey School of Business, Hong Kong Polytechnic University, Tulane University - A.B. Freeman School of Business and Hong Kong Polytechnic University
Downloads 1,727 (12,536)
Citation 4

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2.

Chinese and Global ADRs: The U.S. Investor Experience

Downloads 203 (191,581)

Chinese and Global ADRs: The U.S. Investor Experience

Financial Analysts Journal, Forthcoming
Number of pages: 26 Posted: 26 Jan 2021 Last Revised: 08 Apr 2021
Hendrik Bessembinder, Te-Feng Chen, Goeun Choi and K.C. John Wei
W.P. Carey School of Business, Hong Kong Polytechnic University, Tulane University - A.B. Freeman School of Business and Hong Kong Polytechnic University
Downloads 129 (281,360)

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American Depository Receipts: The Long-Term U.S. Investor Experience

Number of pages: 25 Posted: 15 Jan 2021
Hendrik Bessembinder, Te-Feng Chen, Goeun Choi and K.C. John Wei
W.P. Carey School of Business, Hong Kong Polytechnic University, Tulane University - A.B. Freeman School of Business and Hong Kong Polytechnic University
Downloads 74 (404,409)

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3.

Volatility-of-Volatility Risk in Asset Pricing

Review of Asset Pricing Studies, Forthcoming
Number of pages: 74 Posted: 27 Feb 2021 Last Revised: 12 Jul 2021
Te-Feng Chen, Tarun Chordia, San-Lin Chung and Ji-Chai Lin
Hong Kong Polytechnic University, Emory University - Department of Finance, National Taiwan University - Department of Finance and Hong Kong PolyU
Downloads 184 (208,335)

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Volatility-of-Volatility, Volatility Risk, Conditional Asset Pricing Model, Market Crashes

4.

Illiquidity Shocks and Asymmetric Stock Market Reactions Around the World: Is Underreaction or Illiquidity Spiral the Culprit?

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 76 Posted: 20 Oct 2017 Last Revised: 26 Oct 2018
Te-Feng Chen and K.C. John Wei
Hong Kong Polytechnic University and Hong Kong Polytechnic University
Downloads 99 (335,397)

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Illiquidity shocks; Underreaction; Illiquidity spiral; Capital constraints; Cross-section of stock returns

5.

The Profitability Effect: Insights from International Equity Markets

European Financial Management, Vol. 24, Issue 4, pp. 545-580, 2018
Number of pages: 36 Posted: 17 Sep 2018
Te-Feng Chen, Lei Sun, K.C. John Wei and Feixue Xie
Hong Kong Polytechnic University, Boston Consulting Group - Shanghai, Hong Kong Polytechnic University and University of Texas at El Paso - College of Business Administration - Department of Economics and Finance
Downloads 1 (800,643)
Citation 2
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profitability effect, Profitability factor, cross‐sectional returns, investment CAPM, behavioral finance, international equity markets

6.

Option-Implied Equity Risk and the Cross-Section of Stock Returns

Financial Analysts Journal, Forthcoming
Posted: 28 Mar 2016 Last Revised: 24 Apr 2021
Te-Feng Chen, San-Lin Chung and Wei-Che Tsai
Hong Kong Polytechnic University, National Taiwan University - Department of Finance and Oregon State University

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Idiosyncratic skewness; option-implied beta; expected stock returns; equity risk; equity options