Carl R. Chen

University of Dayton

300 College Park

Dayton, OH 45469-2251

United States

SCHOLARLY PAPERS

23

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CITATIONS
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68

Scholarly Papers (23)

1.

Ranking Finance Journals Using Author Affiliation Index

Financial Management Association (FMA) Annual Conference Paper (2006)
Number of pages: 37 Posted: 12 Mar 2007
Carl R. Chen and Ying Sophie Huang
University of Dayton and Zhejiang University, School of Management
Downloads 1,570 (10,714)

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Finance journal ranking, author affiliation index

2.

Author Affiliation Index, Finance Journal Ranking, and the Pattern of Authorship

Journal of Corporate Finance, Vol. 13, pp. 1008-1026, 2007
Number of pages: 51 Posted: 03 Apr 2007 Last Revised: 07 Jun 2009
Carl R. Chen and Ying Sophie Huang
University of Dayton and Zhejiang University, School of Management
Downloads 359 (81,984)

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Finance journal ranking, author affiliation index, authorship pattern

3.

Underwriter Spread, Underwriter Reputation, and IPO Underpricing: A Simultaneous Equation Analysis

Journal of Business Finance & Accounting, Vol. 29, pp. 521-540, 2002
Number of pages: 20 Posted: 17 May 2002
Carl R. Chen and Nancy Mohan
University of Dayton and University of Dayton
Downloads 28 (474,486)
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4.

Settlement Procedures and Stock Market Efficiency

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 41 Posted: 06 Sep 2014
Emily Lin and Carl R. Chen
St. John’s University and University of Dayton
Downloads 26 (484,935)

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Expiration-day effect, liquidity, market efficiency, price discovery, intraday seasonality, spillover, market depth

5.

Who is Publishing? An Analysis of Finance Research Productivity in the European Region

Journal of Business Finance & Accounting, Vol. 31, No. 3-4, pp. 401-437, April 2004
Number of pages: 37 Posted: 04 Jul 2004
Kam C. Chan, Carl R. Chen and Thomas L. Steiner
Western Kentucky University - Department of Accounting and Finance, University of Dayton and University of Dayton
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6.

Corporate Value, Managerial Stockholdings and Investments of Japanese Firms

Journal of International Financial Management & Accounting, Vol. 17, No. 1, pp. 29-51, April 2006
Number of pages: 23 Posted: 08 May 2006
Carl R. Chen, Weiyu Guo and Vivek Mande
University of Dayton, University of Nebraska at Omaha - Department of Finance, Banking & Law and California State University, Fullerton - Department of Accounting
Downloads 22 (507,253)
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7.

Global Ranking of Accounting Programmes and the Elite Effect in Accounting Research

Accounting and Finance, Vol. 47, No. 2, pp. 187-220, June 2007
Number of pages: 34 Posted: 08 Jun 2007
Carl R. Chen, Kam C. Chan and Louis T. W. Cheng
University of Dayton, Pace University and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 18 (530,545)
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Optimism Biases Among Brokerage and Non-Brokerage Firms' Equity Recommendations: Agency Costs in the Investment Industry

Financial Management, Vol. 27, No. 1, pp. 17-30, Spring 1998
Number of pages: 14 Posted: 13 Jan 2005
University of Dayton, University of Dayton and University of Arizona
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Optimism Biases Among Brokerage and Non-Brokerage Firms' Equity Recommendations: Agency Costs in the Investment Industry

Financial Management, Spring 1998
Posted: 15 Jun 1998
University of Arizona, University of Dayton and University of Dayton

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9.

Mutual Fund Governance and Performance: A Quantile Regression Analysis of Morningstar's Stewardship Grade

Corporate Governance: An International Review, Vol. 19, Issue 4, pp. 311-333, 2011
Number of pages: 23 Posted: 05 Jul 2011
Carl R. Chen
University of Dayton
Downloads 4 (617,855)
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Corporate Governance, Board of Director Mechanisms, Stewardship, CSR Mechanisms, Executive Compensation, Board Policy Issues, Corporate Governance Rating/Index, Firm‐Level Governance Outcomes

10.

Pedigree or Placement? An Analysis of Research Productivity in Finance

Financial Review, Vol. 44, No. 1, pp. 87-111, February 2009
Number of pages: 25 Posted: 20 Jan 2009
Kam C. Chan, Carl R. Chen and Hung-Gay Fung
Pace University, University of Dayton and University of Missouri at Saint Louis - College of Business Administration
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11.

Financial Research in the European Region: A Long-Term Assessment (1990-2008)

European Financial Management, Vol. 17, Issue 2, pp. 391-411, 2011
Number of pages: 21 Posted: 01 Mar 2011
Kam C. Chan, Chih-Hsiang Chang and Carl R. Chen
Pace University, National University of Kaohsiung and University of Dayton
Downloads 3 (625,847)
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financial research, assessment

12.

Business Cycles and Net Buying Pressure in the S&P 500 Futures Options

European Financial Management, Vol. 16, Issue 4, pp. 624-657, September 2010
Number of pages: 34 Posted: 24 Aug 2010
Kam C. Chan, Carl R. Chen and Peter P. Lung
Pace University, University of Dayton and University of Texas at Arlington
Downloads 2 (635,688)
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13.

Mean Reversion in the United Kingdom Stock Market and its Implications for a Profitable Trading Strategy

Journal of Business Finance & Accounting, Vol. 23, No. 9-10, pp. 1379-1395, 2008
Number of pages: 17 Posted: 02 Feb 2011
David A. Sauer and Carl R. Chen
University of Dayton and University of Dayton
Downloads 1 (648,295)
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mean reversion, stock market efficiency

14.

Mutual Fund Governance and Performance: A Quantile Regression Analysis of Morningstar’s Stewardship Grade

Corporate Governance: An International Review, Vol. 19, pp. 311-333, 2011
Posted: 05 Feb 2012
Carl R. Chen and Ying Sophie Huang
University of Dayton and Zhejiang University, School of Management

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Corporate Governance, Board of Director Mechanisms, Stewardship, Executive Compensation

15.

Hourly Index Return Autocorrelation and Conditional Volatility in an EAR-GJR-GARCH Model with Generalized Error Distribution

Journal of Empirical Finance, Vol. 15, No. 4, pp. 789-798, 2008
Posted: 12 Sep 2008
Carl R. Chen, Yuli Su and Ying Sophie Huang
University of Dayton, affiliation not provided to SSRN and Zhejiang University, School of Management

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Autocorrelation, Conditional volatility, Hourly returns, EAR-GARCH

16.

Determinants of Japanese Yen Interest Rate Swap Spreads: Evidence from a Smooth Transition Vector Autoregressive Model

Journal of Futures Markets, 2008 (28), No.1, pp82-107
Posted: 26 Mar 2007 Last Revised: 12 Sep 2008
Ying Sophie Huang, Carl R. Chen and Maximo Camacho
Zhejiang University, School of Management, University of Dayton and Autonomous University of Barcelona - Department of Economics

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Japanese yen interest rate swap, smooth transition VAR, regime switching

17.

The Effect of Fed Monetary Policy Regimes on the US Interest Rate Swap Spreads

Review of Financial Economics, 2007 (16), No. 4, pp375-399
Posted: 08 Mar 2007 Last Revised: 12 Sep 2008
Ying Sophie Huang and Carl R. Chen
Zhejiang University, School of Management and University of Dayton

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Swap spread, Economic shocks, Fed policies, Impulse response, Variance decomposition

18.

The Impact of the Sarbanes-Oxley Act on Firms Going Private

Research in Accounting Regulation, Vol. 19, 2006
Posted: 28 Nov 2006
Nancy Mohan and Carl R. Chen
University of Dayton and University of Dayton

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Sarbanes-Oxley Act, going private, cluster analysis

19.

Production in the Finance Literature, Institutional Reputation, and Labor Mobility in Academia: A Global Perspective

Financial Management, Vol. 31, No. 4, 2002
Posted: 25 Mar 2003
Kam C. Chan, Carl R. Chen and Thomas L. Steiner
Western Kentucky University - Department of Accounting and Finance, University of Dayton and University of Dayton

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20.

Are All Security Analysts Equal?

Journal of Financial Research, Forthcoming
Posted: 05 Sep 2001
Carl R. Chen, Kam C. Chan and Thomas L. Steiner
University of Dayton, Western Kentucky University - Department of Accounting and Finance and University of Dayton

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21.

Managerial Ownership and Conflicts: A Nonlinear Simultaneous Equation Analysis of Managerial Ownership, Risk Taking, Debt Policy and Dividend Policy

Financial Review, February 1999
Posted: 25 Dec 1998
Carl R. Chen and Thomas L. Steiner
University of Dayton and University of Dayton

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22.

Mean Reversion in Asset Returns with Varying Debt and Equity Components: Evidence and Implications from Preferred Stock

QUARTERLY REVIEW OF ECONOMICS AND FINANCE, Vol. 37 No. 3, Fall 1997
Posted: 24 Sep 1997
Carl R. Chen and David A. Sauer
University of Dayton and University of Dayton

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23.

Risk-Taking Behavior and Management Ownership in Depository Institutions

J. OF FINANCIAL RESEARCH
Posted: 18 Mar 1997
University of Dayton, University of Dayton and University of Central Florida

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Other Papers (2)

Total Downloads: 52
1.

Mispricing and the Cross-Section of Stock Returns

Number of pages: 49 Posted: 21 Mar 2007
Carl R. Chen, Peter P. Lung and F. Albert Wang
University of Dayton, University of Dayton and University of Dayton - School of Business Administration - Department of Economics and Finance
Downloads 40

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model-based mispricing, mispricing strategy, contrarian strategy, return predictability, price-dividend ratio, overreaction to growth, cross-section of stock returns

2.

Stock Market Mispricing: Inflation Illusion or Resale Option?

Number of pages: 66 Posted: 15 Mar 2006
Carl R. Chen, Peter P. Lung and F. Albert Wang
University of Dayton, University of Dayton and University of Dayton - School of Business Administration - Department of Economics and Finance
Downloads 12

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equity mispricing, overconfidence, heterogeneous beliefs, resale option, inflation illusion, short-sales constraints, asset price bubbles