NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Joseph Chen

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

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

Published: Ang, Andrew and Joe Chen. "CAPM Over the Long Run: 1926-2001." Journal of Empirical Finance 14, 1 (2007): 1-40. citation courtesy of

Downside Risk
with Andrew Ang, Yuhang Xing: w11824

Published:

  • Ang, Andrew, Joseph Chen and Yuhang Xing. "Downside Risk," Review of Financial Studies, 2006, v19(4,Winter), 1191-1239. citation courtesy of
  • Andrew Ang & Joseph Chen & Yuhang Xing, 2005. "Downside risk," Proceedings, Board of Governors of the Federal Reserve System (U.S.). citation courtesy of

December 2001Downside Risk and the Momentum Effect
with Andrew Ang, Yuhang Xing: w8643

Published: Ang, Andrew, Joe Chen and Yuhang Xing. “Downside Risk." Review of Financial Studies 19 (2006): 1191-1239.

March 2001Breadth of Ownership and Stock Returns
with Harrison Hong, Jeremy C. Stein: w8151

Published: Chen, Joseph, Harrison Hong and Jeremy C. Stein. "Breadth Of Ownership And Stock Returns," Journal of Financial Economics, 2002, v66(2-3,Nov-Dec), 171-205. citation courtesy of

May 2000Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices
with Harrison Hong, Jeremy C. Stein: w7687

Published: Chen, Joseph, Harrison Hong and Jeremy C. Stein. "Forecasting Crashes: Trading Volume, Past Returns, And Conditional Shewness In Stock Prices," Journal of Financial Economics, 2001, v61(3,Sep), 345-381. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us