Yong Chen

Finance · with Liang · 2007–2012

A researcher in the Science corpus: 4 papers; trusts 16 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Yong Chen trusts overall

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

  1. Bing Liang
  2. Jeffrey A. Busse
  3. Mitchell A. Petersen
  4. William Fung
  5. Vikas Agarwal
  6. David A. Hsieh
  7. George O. Aragon
  8. Y. Amihud
  9. Will Goetzmann
  10. Narayan Naik

Who trusts Yong Chen overall

  1. Söhnke M. Bartram
  2. Andrew J. Patton
  3. Vikas Agarwal
  4. Melvyn Teo
  5. Tarun Ramadorai
  6. Stefan Ruenzi
  7. Charles Cao
  8. F. Weigert
  9. Turan G. Bali

Papers from Yong Chen's perspective

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

  1. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
  2. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  3. Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
  4. Bootstrap Methods: Another Look at the Jackknife
  5. Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
  6. Hedge-Fund Benchmarks: Information Content and Biases
  7. Multi-Period Performance Persistence Analysis of Hedge Funds (Journal of Financial and Quantitative Analysis)
  8. Another Look at Mutual Fund Tournaments
  9. Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
  10. The Pricing of Options and Corporate Liabilities

Their papers