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Downside risk measures and equity returns in the NYSE

Chen, Dar-hsin; Chen, Chun-Da; Chen, Jianguo - In: Applied economics 41 (2009) 7/9, pp. 1055-1070

Persistent link: https://www.econbiz.de/10003842299

Industry versus country effects in stock returns : the significance of value-weighted versus equal-weighted estimation

Chen, Jianguo; Young, Martin R.; Bennett, Andrea - In: International Journal of Portfolio Analysis and Management 1 (2013) 3, pp. 278-287

Persistent link: https://www.econbiz.de/10010190460

Latent Accounting Growth, Corporate Financing Decisions, and Return Predictability

Oad Rajput, Suresh Kumar - 2014

We analyse interactions of simultaneous shifts in comprehensive balance sheet items annually and identify common (latent) factors, which are consistent across years. Five factors are interpreted to reflect five major decisions in businesses: Financial Flexibility, Short-term Credit, Long-term...

Persistent link: https://www.econbiz.de/10013066402

Does feedback trading drive returns of cross-listed shares?

Chen, Jing; Dong, Yizhe; Hou, Wenxuan; McMillan, David G. - In: Journal of international financial markets, … 53 (2018), pp. 179-199

Persistent link: https://www.econbiz.de/10011983852

How predictable are equity covariance matrices? : evidence from high-frequency data for four markets

Buckle, Michael J.; Chen, Jing; Williams, Julian - In: Journal of forecasting 33 (2014) 7, pp. 542-557

Persistent link: https://www.econbiz.de/10011282861

Organization capital, labor market flexibility, and stock returns around the world

Leung, Woon Sau; Mazouz, Khelifa; Chen, Jie; Wood, Geoffrey - In: Journal of banking & finance 89 (2018), pp. 150-168

Persistent link: https://www.econbiz.de/10011963098

A slightly depressing jump model : intraday volatility pattern simulation

Khashanah, Khaldoun; Chen, Jing; Hawkes, Alan - In: Quantitative finance 18 (2018) 2, pp. 213-224

Persistent link: https://www.econbiz.de/10011905864

Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events

Yang, Steve Y.; Liu, Anqi; Chen, Jing; Hawkes, Alan - In: Quantitative finance 18 (2018) 2, pp. 295-310

Persistent link: https://www.econbiz.de/10011906342

The impact of diverse measures of default risk on UK stock returns

Chen, Jie; Hill, Paula - In: Journal of banking & finance 37 (2013) 12, pp. 5118-5131

Persistent link: https://www.econbiz.de/10010342767

Are there benefits to being naked? : the returns and diversification impact of capital structure arbitrage

Calice, Giovanni; Chen, Jing; Williams, Julian M. - In: The European journal of finance 19 (2013) 9/10, pp. 815-840

Persistent link: https://www.econbiz.de/10010245655