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Convenience yield, realised volatility and jumps : evidence from non-ferrous metals

Omura, Akihiro; Li, Bin; Chung, Richard; Todorova, Neda - In: Economic modelling 70 (2018), pp. 496-510

Persistent link: https://www.econbiz.de/10012027980

The relationship between volatility and expected returns : some evidence for Australia

Darrat, Ali F.; Li, Bin; Benkato, Omar M. - In: International journal of business and economics 10 (2011) 1, pp. 27-43

Persistent link: https://www.econbiz.de/10009309718

Accuracy of consensus expectations for top-down earnings share forecasts for two S&P indexes

Chung, Richard; Kryzanowski, Lawrence - In: Applied financial economics 9 (1999) 3, pp. 233-238

Persistent link: https://www.econbiz.de/10001454461

The relative role of beta and other fundamental variables in explaining expected stock returns : Hong Kong evidence

Cheung, Joseph K. - In: Advances in investment analysis and portfolio … 4 (1997), pp. 77-94

Persistent link: https://www.econbiz.de/10001229800

The profitability of trading strategies based on book value and earnings in Hong Kong : market inefficiency vs. risk premia

Cheung, Joseph K. - In: Journal of international financial management and accounting 8 (1997) 3, pp. 204-233

Persistent link: https://www.econbiz.de/10001235615

Robustness of selectivity and timing measures of performance based on quadratic and dummy variable regressions

Chung, Richard - In: International review of financial analysis 6 (1997) 3, pp. 257-262

Persistent link: https://www.econbiz.de/10001248791

Alpha-beta-churn of equity picks by institutional investors and the robust superiority of hedge funds

Chung, Richard; Fung, Scott; Patel, Jayendu - In: Review of quantitative finance and accounting 45 (2015) 2, pp. 363-405

Persistent link: https://www.econbiz.de/10011333108

CEO incentive compensation and stock returns : evidence from Australia

Pham, Hai Yen; Chung, Richard; Roca, Eduardo; Bao, Ben-Hsien - In: Corporate ownership & control : international … 13 (2015/2016) 4, pp. 24-37

Persistent link: https://www.econbiz.de/10011667691

REIT stock market volatility and expected returns

Chung, Richard; Fung, Scott; Shilling, James D.; … - In: Real estate economics : journal of the American Real … 44 (2016) 4, pp. 968-995

Persistent link: https://www.econbiz.de/10011603513

Alpha-Beta-Churn of Equity Picks by Institutional Investors and the Robust Superiority of Hedge Funds

Chung, Richard - 2015

The empirical literature on investment performance suggests that only hedge funds among institutional investors have delivered consistent superior performance. We examine whether this stylized fact holds when we narrow focus to long-equity holdings. In our sample period of 1997-2006, the...

Persistent link: https://www.econbiz.de/10013017566