| Forecasting crashes: Trading volume, past returns, and conditional skewness in stock prices J Chen, H Hong, JC Stein Journal of financial Economics 61 (3), 345-381, 2001 | 2705 | 2001 |
| Asymmetric correlations of equity portfolios A Ang, J Chen Journal of financial Economics 63 (3), 443-494, 2002 | 2224 | 2002 |
| Does Fund Size Erode Performance? Organizational Diseconomies and Active Money Management J Chen, H Hong, M Huang, JD Kubik American Economic Review 94 (5), 1276-302, 2004 | 2200* | 2004 |
| Downside Correlation and Expected Stock Returns ฃ A Ang, J Chen, Y Xing | 1860* | |
| Breadth of ownership and stock returns J Chen, H Hong, JC Stein Journal of financial Economics 66 (2-3), 171-205, 2002 | 1699 | 2002 |
| CAPM over the long run: 1926–2001 A Ang, J Chen Journal of Empirical Finance 14 (1), 1-40, 2007 | 710 | 2007 |
| Intertemporal CAPM and the cross-section of stock returns J Chen | 285 | 2002 |
| Outsourcing mutual fund management: Firm boundaries, incentives, and performance J Chen, H Hong, W Jiang, JD Kubik The Journal of Finance 68 (2), 523-558, 2013 | 284 | 2013 |
| Yield curve predictors of foreign exchange returns A Ang, J Chen | 176 | 2010 |
| Do hedge funds profit from mutual-fund distress? J Chen, S Hanson, H Hong, JC Stein National Bureau of Economic Research, 2008 | 128 | 2008 |
| Discussion of “Momentum and autocorrelation in stock returns” J Chen, H Hong The Review of Financial Studies 15 (2), 565-574, 2002 | 67 | 2002 |
| Strategic mutual fund tournaments J Chen, EN Hughson, N Stoughton Available at SSRN 2023805, 2018 | 36 | 2018 |
| Downside risk J Chen, A Ang, Y Xing The Review of Financial Studies 19 (4), 1191-1239, 2006 | 8 | 2006 |
| Outsourcing Mutual Fund Management: Firm Boundaries, Incentives, and Performance (Digest Summary) J Chen, H Hong, W Jiang, JD Kubik | 5* | |
| Limits on Arbitrage J Chen, H Hong, JC Stein | 4 | 2006 |
| Downside Risk J Chen, A Ang, Y Xing NBER Working Paper, 2005 | 2 | 2005 |
| Currency Investing Throughout Recent Centuries J Chen Available at SSRN 4692257, 2024 | 1 | 2024 |
| Ang Andrew and Joseph Chen, Asymmetric correlations of equity portfolios 443 Bacidore, Jeffrey M. and George Sofianos, Liquidity provision and specialist trading in NYSE-listed … J Chen, A Ang Journal of Financial Economics 63, 495, 2002 | | 2002 |
| Market crashes, stock return asymmetries and cross-sectional predictability JS Chen Stanford University, 2002 | | 2002 |
Harrison HongProfessor of Economics, Columbia UniversityVerified email at columbia.edu
