Te-Feng Chen

Hong Kong Polytechnic University

Hung Hom, Kowloon

Hong Kong

  • Hong Kong Polytechnic University

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SCHOLARLY PAPERS

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Scholarly Papers (5)

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1.

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
Arizona State University, Hong Kong Polytechnic University, Arizona State University (ASU) - Finance Department and Hong Kong Polytechnic University
Downloads 5,438 (1,501)
Citation 7

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2.

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 81 (335,749)

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

3.

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

Number of pages: 101 Posted: 14 Oct 2020
Hendrik Bessembinder, Te-Feng Chen, Goeun Choi and K.C. John Wei
Arizona State University, Hong Kong Polytechnic University, Arizona State University (ASU) - Finance Department and Hong Kong Polytechnic University
Downloads 11 (645,365)

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4.

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 (719,848)
Citation 1
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profitability effect, Profitability factor, cross‐sectional returns, investment CAPM, behavioral finance, international equity markets

5.

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

Financial Analysts Journal, Forthcoming
Posted: 28 Mar 2016 Last Revised: 01 Apr 2016
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