Yong Chen

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Yong Chen
YongChen.jpg
Nationality China
Alma mater Boston College
Occupation Academic, teacher
Years active Since 2012
Organization Mays Business School at Texas A&M University
Website Chen at Texas A&M


Yong Chen is an Assistant Professor of Finance and Republic Bank Research Fellow at Mays Business School at Texas A&M University. Dr. Chen's research interests focus on investments with a special emphasis on hedge funds and mutual funds.

Papers

Chen is the author/co-author of the following most-cited papers, listed from most to least cited.

Year Study
2007 Do market timing hedge funds time the market?[1]
2010 Measuring the timing ability and performance of bond mutual funds[2]
2010 Can Hedge Funds Time Market Liquidity?[3]
2011 Derivatives use and risk taking: Evidence from the hedge fund industry[4]
2006 Timing ability in the focus market of hedge funds[5]
2015 The Behavior of Investor Flows in Corporate Bond Mutual Funds[6]

See also

References

  1. Chen, Yong; Liang (2007). Do market timing hedge funds time the market?. Journal of Financial and Quantitative Analysis: Cambridge University Press. pp. 827-856. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=gv_vONsAAAAJ&citation_for_view=gv_vONsAAAAJ:u5HHmVD_uO8C.
  2. Chen, Yong; Ferson, Wayne; Peters, Helen (2010). Measuring the timing ability and performance of bond mutual funds. Journal of Financial Economics: North-Holland. pp. 72-89. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=gv_vONsAAAAJ&citation_for_view=gv_vONsAAAAJ:d1gkVwhDpl0C.
  3. Chen, Yong; Liang, Bing (2010). Can Hedge Funds Time Market Liquidity?. Journal of Financial and Quantitative Analysis: Cambridge University Press. pp. 827-856. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=gv_vONsAAAAJ&citation_for_view=gv_vONsAAAAJ:u5HHmVD_uO8C.
  4. Chen, Yong (2010). Derivatives use and risk taking: Evidence from the hedge fund industry. Journal of Financial and Quantitative Analysis. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=gv_vONsAAAAJ&citation_for_view=gv_vONsAAAAJ:mVmsd5A6BfQC.
  5. Chen, Yong (2006). Timing ability in the focus market of hedge funds. SSRN. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=gv_vONsAAAAJ&citation_for_view=gv_vONsAAAAJ:u-x6o8ySG0sC.
  6. Chen, Yong; Qin, Nan (2015). The Behavior of Investor Flows in Corporate Bond Mutual Funds. Management Science: SSRN. http://ssrn.com/abstract=2022059.

External links