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Tren Ma

University of Nottingham

University Park

Nottingham, NG7 2RD

United Kingdom

  • University of Nottingham

SCHOLARLY PAPERS

4

DOWNLOADS

1,550

TOTAL CITATIONS

3

Scholarly Papers (4)

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1.

A Multivariate Covariate-Enhanced False Discovery Rate Method: Evidence from Technical Trading in Currency Markets

Number of pages: 109 Posted: 06 Mar 2024 Last Revised: 23 Jun 2026
Ilias Filippou, Po-Hsuan Hsu, Tren Ma, Georgios Sermpinis and Mark P. Taylor
Florida State University, National Tsing Hua University - Department of Quantitative Finance, University of Nottingham, University of Glasgow and Washington University in St. Louis - John M. Olin Business School
Downloads 872

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Multiple testing, Multivariate functional false discovery rate, Informative covariates, Technical analysis, Foreign exchange markets.

2.

Mutual Funds’ Conditional Performance Free of Data Snooping Bias

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 107 Posted: 11 Jan 2021 Last Revised: 23 Dec 2024
Po-Hsuan Hsu, Ioannis Kyriakou, Tren Ma and Georgios Sermpinis
National Tsing Hua University - Department of Quantitative Finance, Bayes Business School (formerly Cass), City, University of London, University of Nottingham and University of Glasgow
Downloads 339
Citation 3

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Multiple testing, Functional false discovery rate, Informative covariates, Mutual funds, Alphas

3.

ChatGPT, Data Breaches, and Market Reactions

Number of pages: 40 Posted: 12 Feb 2025 Last Revised: 30 Jun 2026
Fearghal Kearney, Tren Ma, Hadi Movaghari and Georgios Sermpinis
Queen's University Belfast - Queen's Management School, University of Nottingham, University of Glasgow - Adam Smith Business School and University of Glasgow
Downloads 230

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Large Language Models, Operational Risk, Data Breaches, Unstructured Information Pro- cessing, Decision Support Systems

4.

Assessing Hedge Fund Performance with an Information-based Multiple Test

Number of pages: 82 Posted: 08 Sep 2025 Last Revised: 27 Jul 2026
Po-Hsuan Hsu, Tren Ma, Ioannis Psaradellis and Georgios Sermpinis
National Tsing Hua University - Department of Quantitative Finance, University of Nottingham, University of Edinburgh Business School and University of Glasgow
Downloads 109

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Data Snooping, Multiple Testing, Multivariate Family-Wise Error Rate, Informative Covariates, Hedge Fund