Li-Wen Chen

National Chung Cheng University

Min-Shiung, Chia-Yi, 621

Taiwan

  • National Chung Cheng University

SCHOLARLY PAPERS

8

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Scholarly Papers (8)

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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 National University of Kaohsiung
Downloads 1,975 (16,167)
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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 National University of Kaohsiung
Downloads 1,452 (26,017)

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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 National University of Kaohsiung
Downloads 639 (81,017)
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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, National University of Kaohsiung and National University of Kaohsiung - Department of Finance
Downloads 618 (84,441)
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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 319 (183,134)
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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 National University of Kaohsiung
Downloads 263 (223,698)

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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
National University of Kaohsiung, National Chung Cheng University and National Cheng Kung University
Downloads 114 (461,643)

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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, National University of Kaohsiung and Durham Business School
Downloads 100 (507,090)

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