Yong Chen - Texas A&M University (TAMU) Scholar

HR job title

Professor and Phd Coordinator

selected publications

academicarticle
- Chen, Y., & Zhang, H. (2023). Do Hedge Funds Hedge? Evidence from Risk Gap
- Chen, Y., Kim, M., McInnis, J. M., & Zhao, W. (2023). Interest in the Short Interest: The Rise of Private Sector Data
- Chen, Y., Li, S. Z., Tang, Y., & Zhou, G. (2023). Anomalies as New Hedge Fund Factors: A Machine Learning Approach
- Chen, Y., & Dai, W. (2023). Seeking Green? Mutual Fund Investment in ESG Stocks
- Chen, Y., Du, M., & Sun, Z. (2023). Capital Concentration of the Bond Fund Industry and Bond Market Fragility
- Chen, Y., Han, B., & Pan, J. (2021). Sentiment Trading and Hedge Fund Returns. The Journal of Finance. 76(4), 2001-2033.
- Chen, Y., Dai, W., & Sorescu, S. M. (2021). A Hiding Place? Diversification, Financialization, and Return Comovement in Commodity Markets
- Chen, Y., & Dai, W. (2020). Do Investors Care about Tail Risk? Evidence from Mutual Fund Flows
- Chen, Y., Da, Z., & Huang, D. (2020). Short Selling Efficiency
- Chen, Y., Kelly, B., & Wu, W. (2020). Sophisticated investors and market efficiency: Evidence from a natural experiment. Journal of Financial Economics. 138(2), 316-341.
- Chen, Y., Da, Z., & Huang, D. (2019). Arbitrage Trading: The Long and the Short of It. The Review of Financial Studies. 32(4), 1608-1646.
- Ferson, W. E., & Chen, Y. (2018). How Many Good and Bad Funds Are There, Really?
- Cao, C., Chen, Y., Goetzmann, W. N., & Liang, B. (2018). Hedge funds and stock price formation. Financial Analysts Journal. 74(3), 54-68.
- Chen, Y., Eaton, G. W., & Paye, B. S. (2018). Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity. Journal of Financial Economics. 130(1), 48-73.
- Chen, Y., & Qin, N. (2017). The Behavior of Investor Flows in Corporate Bond Mutual Funds. Management science. 63(5), 1365-1381.
- Cao, C., Chen, Y., Goetzmann, W. N., & Liang, B. (2016). The Role of Hedge Funds in the Security Price Formation Process
- Cao, C., Chen, Y., Liang, B., & Lo, A. W. (2013). Can hedge funds time market liquidity?. Journal of Financial Economics. 109(2), 493-516.
- Chen, Y. (2011). Derivatives Use and Risk Taking: Evidence from the Hedge Fund Industry. Journal of Financial and Quantitative Analysis. 46(4), 1073-1106.
- Chen, Y., Ferson, W., & Peters, H. (2010). Measuring the timing ability and performance of bond mutual funds. Journal of Financial Economics. 98(1), 72-89.
- Chen, Y., Ferson, W. E., & Peters, H. (2009). Measuring the Timing Ability and Performance of Bond Mutual Funds
- Chen, Y., & Liang, B. (2007). Do market timing hedge funds time the market?. Journal of Financial and Quantitative Analysis. 42(4), 827-856.
- Chen, Y., & Liang, B. (2007). Do Market Timing Hedge Funds Time the Market?. Journal of Financial and Quantitative Analysis. 42(4), 827-856.
- Chen, Y. (2006). Timing Ability in the Focus Market of Hedge Funds
- Chen, Y., Kelly, B. T., & Wu, W. Sophisticated Investors and Market Efficiency: Evidence from a Natural Experiment. 138.
- Chen, Y. Timing Ability in the Focus Market of Hedge Funds
conference paper
- Chen, Y., Cliff, M., & Zhao, H. (2017). Hedge Funds: The Good, the Bad, and the Lucky. Journal of Financial and Quantitative Analysis. 1081-1109.

first name

Yong

has last name

Chen

mailing address

Texas A&M University

Finance

4218 TAMU

College Station, TX 77843-4218

USA

email

ychen@mays.tamu.edu

Chen, Yong Associate Professor

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selected publications

academicarticle

conference paper

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education and training

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