NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Joseph Chen

Working Papers and Chapters

February 2008Do Hedge Funds Profit From Mutual-Fund Distress?
with Samuel Hanson, Harrison Hong, Jeremy C. Stein: w13786
December 2005CAPM Over the Long Run: 1926-2001
with Andrew Ang: w11903
Downside Risk
with Andrew Ang, Yuhang Xing: w11824
December 2001Downside Risk and the Momentum Effect
with Andrew Ang, Yuhang Xing: w8643
March 2001Breadth of Ownership and Stock Returns
with Harrison Hong, Jeremy C. Stein: w8151
May 2000Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices
with Harrison Hong, Jeremy C. Stein: w7687

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