Li-Wen Chen

National Chung Cheng University

Min-Shiung, Chia-Yi, 621

Taiwan

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 13,450

SSRN RANKINGS

Top 13,450

in Total Papers Downloads

3,748

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (8)

1.

Investor Attention, Visual Price Pattern, and Momentum Investing

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 74 Posted: 13 Jul 2013 Last Revised: 12 Aug 2014
Li-Wen Chen and Hsin-Yi Yu
National Chung Cheng University and University of Edinburgh - Organisation StudiesNational University of KaohsiungUniversity of Edinburgh - Accounting and Finance
Downloads 1,568 (11,560)
Citation 1

Abstract:

Loading...

Momentum; Technical Analysis; Limited Attention; Visual; Illusion

2.

The Formation Process of Winners and Losers in Momentum Investing

Number of pages: 67 Posted: 28 May 2015
Li-Wen Chen, Wen-Kai Wang and Hsin-Yi Yu
National Chung Cheng University, National University of Kaohsiung - Department of Finance and University of Edinburgh - Organisation StudiesNational University of KaohsiungUniversity of Edinburgh - Accounting and Finance
Downloads 654 (41,598)

Abstract:

Loading...

Momentum; Historical Price; Price Movement

3.

Nearness to the 52-Week High and Low Prices, Past Returns, and Average Stock Returns

29th Australasian Finance and Banking Conference 2016
Number of pages: 60 Posted: 19 Jun 2016
Li-Wen Chen and Hsin-Yi Yu
National Chung Cheng University and University of Edinburgh - Organisation StudiesNational University of KaohsiungUniversity of Edinburgh - Accounting and Finance
Downloads 474 (62,701)
Citation 1

Abstract:

Loading...

52-week high, 52-week low, past returns, momentum

4.

Evolution of Historical Prices in Momentum Investing

Journal of Financial Markets, Forthcoming
Number of pages: 48 Posted: 03 Aug 2017
Li-Wen Chen, Hsin-Yi Yu and Wen-Kai Wang
National Chung Cheng University, University of Edinburgh - Organisation StudiesNational University of KaohsiungUniversity of Edinburgh - Accounting and Finance and National University of Kaohsiung - Department of Finance
Downloads 431 (70,382)

Abstract:

Loading...

Momentum, Historical price evolution, Extrapolation; Overreaction

5.

What Skills Do Star Fund Managers Possess?

Number of pages: 41 Posted: 22 Mar 2009
Li-Wen Chen, Andy T. Adams and Richard Taffler
National Chung Cheng University, University of Edinburgh - Accounting and Finance and Manchester Business School
Downloads 267 (120,419)
Citation 1

Abstract:

Loading...

Growth-oriented equity mutual funds, Growth timing, Timing skill

6.

Anchoring Bias and Value Strategy

Number of pages: 41 Posted: 24 Apr 2011 Last Revised: 29 May 2012
Li-Wen Chen and Hsin-Yi Yu
National Chung Cheng University and University of Edinburgh - Organisation StudiesNational University of KaohsiungUniversity of Edinburgh - Accounting and Finance
Downloads 212 (151,364)

Abstract:

Loading...

Anchoring bias, Earnings-price ratio, Value strategy

7.

The Asymmetric Influence of Fund Flow on Fund Performance

Number of pages: 23 Posted: 14 Jun 2010 Last Revised: 16 Jun 2010
Hsin-Yi Yu, Li-Wen Chen and Yusin Lee
University of Edinburgh - Organisation StudiesNational University of KaohsiungUniversity of Edinburgh - Accounting and Finance, National Chung Cheng University and National Cheng Kung University
Downloads 83 (313,640)

Abstract:

Loading...

Fund cash flow, Fund performance, Asymmetric influence

8.

Discretionary Disclosure of Customer Information and Average Stock Returns

Number of pages: 52 Posted: 25 Aug 2012 Last Revised: 12 Jul 2013
Li-Wen Chen, Hsin-Yi Yu and Chia-Tien Hsieh
National Chung Cheng University, University of Edinburgh - Organisation StudiesNational University of KaohsiungUniversity of Edinburgh - Accounting and Finance and Durham Business School
Downloads 59 (377,723)

Abstract:

Loading...

Corporate Disclosure, Customer, Information Risk, Stock Returns, Order Imbalance