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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TOTAL CITATIONS
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Top 31,060

in Total Papers Citations

28

Scholarly Papers (6)

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1.

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

Downloads 25,937 ( 222)
Citation 22

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

Financial Analysts Journal, Forthcoming
Number of pages: 89 Posted: 14 Oct 2020 Last Revised: 07 Mar 2023
Hendrik Bessembinder, Te-Feng Chen, Goeun Choi and K.C. John Wei
W.P. Carey School of Business, Hong Kong Polytechnic University, Loyola Marymount University - College of Business Administration and Hong Kong Polytechnic University
Downloads 13,906 (672)
Citation 6

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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, Loyola Marymount University - College of Business Administration and Hong Kong Polytechnic University
Downloads 12,031 (865)
Citation 16

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2.

How Should Investors' Long-Term Returns be Measured? 

Number of pages: 53 Posted: 02 Aug 2023 Last Revised: 06 Nov 2024
Hendrik Bessembinder, Te-Feng Chen, Goeun Choi and K.C. John Wei
W.P. Carey School of Business, Hong Kong Polytechnic University, Loyola Marymount University - College of Business Administration and Hong Kong Polytechnic University
Downloads 1,061 (44,810)
Citation 3

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3.

Extracting Extrapolative Beliefs from Market Prices: An Augmented Present-Value Approach

Number of pages: 64 Posted: 18 May 2021 Last Revised: 21 Aug 2023
Stefano Cassella, Te-Feng Chen, Huseyin Gulen and Yan Liu
Tilburg University- School of Economics and Management, Hong Kong Polytechnic University, Mitchell E. Daniels, Jr School of Business, Purdue University and Purdue University
Downloads 763 (70,004)
Citation 3

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Present value, Structural estimation, Expectations, Extrapolation bias, Behavioral, Sentiment, Predictive regression, Discount rate, Dividend growth

4.

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 599 (95,741)

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

5.

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

Downloads 577 (100,121)

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, Loyola Marymount University - College of Business Administration and Hong Kong Polytechnic University
Downloads 308 (205,358)

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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, Loyola Marymount University - College of Business Administration and Hong Kong Polytechnic University
Downloads 269 (236,686)

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6.

Illiquidity Shocks: U.S. and International Evidence

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 51 Posted: 20 Oct 2017 Last Revised: 25 Jul 2022
Te-Feng Chen, Tarun Chordia and K.C. John Wei
Hong Kong Polytechnic University, Emory University - Department of Finance and Hong Kong Polytechnic University
Downloads 201 (316,202)

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Illiquidity shocks; Continuation; Reversal; Market Crash