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Yong Chen
Yong Chen
David R. Norcom Professor of Finance, Texas A&M University
Verified email at mays.tamu.edu - Homepage
Title
Cited by
Cited by
Year
Can hedge funds time market liquidity?
C Cao, Y Chen, B Liang, A Lo
Journal of Financial Economics 109 (2), 493–516, 2013
3472013
Do market timing hedge funds time the market?
Y Chen, B Liang
Journal of Financial and Quantitative Analysis 42 (4), 827-856, 2007
3412007
Measuring the timing ability and performance of bond mutual funds
Y Chen, W Ferson, H Peters
Journal of Financial Economics 98 (1), 72-89, 2010
294*2010
Derivatives use and risk taking: Evidence from the hedge fund industry
Y Chen
Journal of Financial and Quantitative Analysis 46 (4), 1073-1106, 2011
1582011
Sophisticated investors and market efficiency: Evidence from a natural experiment
Y Chen, B Kelly, W Wu
Journal of Financial Economics 139 (2), 316-341, 2020
1172020
The behavior of investor flows in corporate bond mutual funds
Y Chen, N Qin
Management Science 63 (5), 1365-1381, 2017
1072017
Timing ability in the focus market of hedge funds
Y Chen
Journal of Investment Management 5 (2), 66-98, 2007
1052007
Hedge funds: The good, the bad, and the lucky
Y Chen, MT Cliff, H Zhao
Journal of Financial and Quantitative Analysis 52 (3), 1081-1109, 2017
93*2017
Arbitrage trading: The long and the short of it
Y Chen, Z Da, D Huang
Review of Financial Studies 32 (4), 1608-1646, 2019
832019
Hedge funds and stock price formation
C Cao, Y Chen, WN Goetzmann, B Liang
Financial Analysts Journal 74 (3), 54-68, 2018
79*2018
How many good and bad fund managers are there, really?
W Ferson, Y Chen
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine …, 2020
72*2020
Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity
Y Chen, GW Eaton, BS Paye
Journal of Financial Economics 130 (1), 48-73, 2018
702018
Sentiment Trading and Hedge Fund Returns
Y Chen, B Han, J Pan
Journal of Finance 76 (4), 2001-2033, 2021
67*2021
Short Selling Efficiency
Y Chen, Z Da, D Huang
Journal of Financial Economics 145 (2), 387-408, 2022
282022
A Hiding Place? Diversification, Financialization, and Return Comovement in Commodity Markets
Y Chen, W Dai, SM Sorescu
Available at SSRN 3287568, 2022
5*2022
Shadow of Loss: Mutual Fund Tail Behavior and Investor Flows
Y Chen, W Dai
Available at SSRN 3709082, 2024
4*2024
Anomalies as New Hedge Fund Factors
Y Chen, SZ Li, Y Tang, G Zhou
Available at SSRN 4320496, 2024
2*2024
Large Funds and Corporate Bond Market Fragility
Y Chen, M Du, Z Sun
Available at SSRN 4084495, 2024
2*2024
Seeking Green? Mutual Fund Investment in ESG Stocks
Y Chen, W Dai
Available at SSRN 4378284, 2023
22023
Interest in the Short Interest: The Rise of Private Sector Data
Y Chen, M Kim, JM McInnis, W Zhao
Available at SSRN 4468667, 2023
12023
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