Yixin Chen

University of Rochester - Simon Business School

Assistant Professor

Rochester, NY 14627

United States

SCHOLARLY PAPERS

4

DOWNLOADS

1,115

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Famous Firms, Earnings Clusters, and the Stock Market

Number of pages: 70 Posted: 26 Oct 2020 Last Revised: 28 Mar 2022
University of Rochester - Simon Business School, Harvard University - Business School (HBS) and Harvard Business School
Downloads 589 (68,683)

Abstract:

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Macro Announcement, Earnings Announcement, Pre-announcement Drift, Disagreement

2.

Tomorrow Is Another Day: Stocks Overweighted by Active Mutual Funds Predict the Next-Day Market

Number of pages: 65 Posted: 16 Aug 2021 Last Revised: 04 May 2022
Purdue University - Krannert School of Management, University of Rochester - Simon Business School and Harvard University - Business School (HBS)
Downloads 275 (163,586)

Abstract:

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Market Predictability, Active Mutual Funds, Market Efficiency

3.

Identifying Stock-Picking Skills with Counterfactual Portfolios

Number of pages: 80 Posted: 06 Feb 2019 Last Revised: 17 Jun 2022
Yixin Chen
University of Rochester - Simon Business School
Downloads 162 (266,231)
Citation 1

Abstract:

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Active Mutual Fund, Performance Evaluation, Stochastic Dominance

4.

Firm Characteristics and Stock Price Levels: A Long-Term Discount Rate Perspective

Number of pages: 69 Posted: 09 Apr 2020 Last Revised: 12 Jul 2022
Yixin Chen and Ron Kaniel
University of Rochester - Simon Business School and University of Rochester - Simon Business School
Downloads 89 (409,889)

Abstract:

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Asset Pricing Anomaly, Stock Price, Discount Rate