Qian Shen

Economics and Econometrics · 2007–2010

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 10 citations into it; #16,542 of 23,481 by trust here, #14,051 by citations
• Accounting — 7 citations into it

Whom Qian Shen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Christopher J. Neely
2. Narasimhan Jegadeesh
3. Robert A. Korajczyk

Who trusts Qian Shen overall

1. D. Basu
2. Joëlle Miffre

Papers from Qian Shen's perspective

Ordered by how strongly the researchers Qian Shen trusts endorse each paper. Same corpus, a different order for every researcher.

1. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
2. The Strategic and Tactical Value of Commodity Futures
3. An examination of momentum strategies in commodity futures markets
4. Facts and Fantasies about Commodity Futures
5. Momentum Strategies in Commodity Futures Markets
6. The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits
7. Momentum, Business Cycle and Time Varying Expected Returns
8. Price Momentum and Trading Volume
9. Evidence of Predictable Behavior of Security Returns
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Trend-following trading strategies in commodity futures: A re-examination (2010) — 185 citations
• An examination of momentum strategies in commodity futures markets (2007) — 112 citations