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Asset pricing when returns are nonnormal : fama-french factors versus higher-order systematic comoments

Chung, Y. Peter; Schill, Michael J. - In: The journal of business : B 79 (2006) 2, pp. 923-940

Persistent link: https://www.econbiz.de/10003310424

The win-loss ratio as an ability signal of mutual fund managers : a measure that is less influenced by luck

Chung, Y. Peter; Kim, Thomas - In: Financial markets and portfolio management 29 (2015) 4, pp. 301-335

Persistent link: https://www.econbiz.de/10011444859

Asymmetric correlation as an explanation for the effect of asset skewness on equity returns

Chung, Y. Peter; Kim, Thomas S. - In: Asia-Pacific journal of financial studies 46 (2017) 5, pp. 686-699

Persistent link: https://www.econbiz.de/10011779392

Venture capital exits and investments : the influences of market run-up, market timing, and media attention

Chung, Y. Peter; Liu, Yun; Smith, Richard L. - In: The Quarterly Journal of Finance : QJF 13 (2023) 4, pp. 1-23

Persistent link: https://www.econbiz.de/10014490215

The variation in variance risk premium and its predictive power : evidence from option market sentiments

Chung, Y. Peter; Yoon, Sun-Joong - In: The quarterly journal of finance 10 (2020) 3, pp. 1-46

Persistent link: https://www.econbiz.de/10012627370

Profitability of monumentum strategies in the international equity markets

Chan, Kalok; Hameed, Allaudeen; Tong, Wilson H. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 153-172

Persistent link: https://www.econbiz.de/10001510053

What determines the domestic bias and foreign bias? : Evidence from mutual fund equity allocations worldwide

Chan, Kalok; Covrig, Vicentiu; Ng, Lilian K. - In: The journal of finance : the journal of the American … 60 (2005) 3, pp. 1495-1534

Persistent link: https://www.econbiz.de/10002890924

Portfolio concentration and closed-end fund discounts : evidence from the China market

Chan, Kalok; Kot, Hung Wan; Li, Desmond - In: Emerging markets review 9 (2008) 2, pp. 129-143

Persistent link: https://www.econbiz.de/10003723964

Why investors do not buy cheaper securities : evidence from a natural experiment

Chan, Kalok; Wang, Baolian; Yang, Zhishu - In: Journal of banking & finance 101 (2019), pp. 59-76

Persistent link: https://www.econbiz.de/10012162623

Distribution of Individual Stock Performances and Fund Manager’s Stock Picking Ability

Chung, Y. Peter - 2010

We find that the performance distribution of the individual stocks inside a mutual fund can toss out additional information about the fund manager's stock picking ability. When a mutual fund contains mostly mediocre-performing stocks but one super-performer, it is likely that the overall fund...

Persistent link: https://www.econbiz.de/10013138124