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Hourly index return autocorrelation and conditional volatility in an EAR-GJR-GARCH model with generalized error distribution
Chen, Carl R.; Su, Yuli; Huang, Ying - In: Journal of empirical finance 15 (2008) 4, pp. 789-798
Persistent link: https://www.econbiz.de/10003759773
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The effect of Fed monetary policy regimes on the US interest rate swap spreads
Huang, Ying; Chen, Carl R. - In: Review of financial economics : RFE 16 (2007) 4, pp. 375-399
Persistent link: https://www.econbiz.de/10003616474
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Some evidence on yield changes and the systematic risk of bonds
Chen, Carl R. - In: Quarterly journal of business and economics : QJBE 28 (1989) 1, pp. 43-54
Persistent link: https://www.econbiz.de/10001089345
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Tobin's Q, managerial ownership, and analyst coverage : a nonlinear simultaneous equations model
Chen, Carl R.; Steiner, Thomas Lorenz - In: Journal of economics & business 52 (2000) 4, pp. 365-382
Persistent link: https://www.econbiz.de/10001508308
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Risk aversion, market segmentation, and the firm size effect : some empirical evidence
Chen, Carl R.; Lin, James Wuh - In: Advances in investment analysis and portfolio … 5 (1998), pp. 235-252
Persistent link: https://www.econbiz.de/10001404523
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Selectivity, market timing, and random beta behavior of mutual funds : a generalized model
Chen, Carl R. - In: The journal of financial research 9 (1986) 1, pp. 87-101
Persistent link: https://www.econbiz.de/10001019918
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Mean reversion in asset returns with varying debt and equity components : evidence and implications from preferred stock
Chen, Carl R. - In: The quarterly review of economics and finance : journal … 37 (1997) 3, pp. 683-696
Persistent link: https://www.econbiz.de/10001230616
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The link between monetary policy and savings and loans
Chan, Anthony - In: The journal of applied business research 4 (1988) 2, pp. 71-80
Persistent link: https://www.econbiz.de/10001157335
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Japanese toehold investment in US companies : some empirical evidence
Chen, Carl R. - In: Advances in Pacific Basin business, economics, and finance 2 (1996), pp. 245-262
Persistent link: https://www.econbiz.de/10001211241
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Money demand : aggregation bias and the dispersion of income
Chan, Anthony - In: The quarterly review of economics and finance : journal … 32 (1992) 2, pp. 3-29
Persistent link: https://www.econbiz.de/10001133229