"Do Hedge Funds Profit From Mutual-Fund Distress?"
(with
Samuel Hanson
Harrison Hong and
Jeremy
Stein)
(Current Version, December 2007):
Adobe
PDF Version
"Outsourcing Mutual Fund Management: Firm Boundaries, Incentives and Performance"
(with
Harrison Hong and
Jeffrey Kubik)
(Current Version, November 2007):
Adobe
PDF Version
"Intertemporal CAPM and the Cross-Section of Stock Return"
(Current Version, June 2003):
Adobe
PDF Version
"CAPM Over the Long Run: 1926-2001"
(with Andrew Ang)
Journal of Empirical Finance, Volume 14, Number 1, January 2007, 1-40.
Adobe
PDF Version
"Downside Risk"
(with Andrew Ang
and Yuhang Xing)
The Review of Financial Studies, Volume 19, Number 4, 2006, 1191-1239.
Adobe PDF Version
"Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization"
(with
Harrison Hong,
Ming Huang, and
Jeffrey Kubik)
American Economic Review, Volume 94, Number 5, December 2004, 1276-1302.
Adobe
PDF Version
"Breadth of Ownership and Stock Returns"
(with Harrison Hong and
Jeremy
Stein)
Journal of Financial Economics, Volume 66, Issue 2-3, November 2002, 171-205.
Adobe
PDF Version
"Asymmetric Correlations of Equity Portfolios"
(with Andrew Ang)
Journal of Financial Economics , Volume 63, Issue 3, March 2002, 443-494.
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PDF Version
"Forecasting Crashes : Trading Volume, Past Returns, and Conditional Skewness in Stock Prices"
(with Harrison Hong and
Jeremy
Stein) Journal
of Financial Economics, Volume 61, Issue 3, September 2001, 345-381.
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PDF Version
"Discussion Comments on Momentum and Autocorrelation in Stock Returns"
(with Harrison Hong)
Review of Financial Studies, Volume 15, Number 2, Special 2002, 565-574.
Adobe
PDF Version
You can e-mail me at: joe.chen@marshall.usc.edu
For the ASCII version, "telnet towel.blinkenlights.nl"
