The price response to S&P 500 index additions and deletions: Evidence of asymmetry and a new explanation H Chen, G Noronha, V Singal The Journal of Finance 59 (4), 1901-1930, 2004 | 859 | 2004 |
Role of speculative short sales in price formation: the case of the weekend effect H Chen, V Singal The Journal of Finance 58 (2), 685-706, 2003 | 330 | 2003 |
All things considered, taxes drive the January effect H Chen, V Singal Journal of Financial Research 27 (3), 351-372, 2004 | 152 | 2004 |
Index changes and losses to index fund investors H Chen, G Noronha, V Singal Financial Analysts Journal 62 (4), 31-47, 2006 | 126 | 2006 |
Comovement revisited H Chen, V Singal, RF Whitelaw Journal of Financial Economics 121 (3), 624-644, 2016 | 92 | 2016 |
A first look at mutual funds that use short sales H Chen, H Desai, S Krishnamurthy Journal of Financial and Quantitative Analysis 48 (3), 761-787, 2013 | 90 | 2013 |
The Geography of Information Acquisition H Chen, Y Qu, T Shen, Q Wang, DX Xu Journal of Financial and Quantitative Analysis 57 (6), 2251-2285, 2022 | 46 | 2022 |
The information content of stock splits H Chen, HH Nguyen, V Singal Journal of Banking & Finance, 2011 | 45 | 2011 |
A December effect with tax-gain selling? H Chen, V Singal Financial Analysts Journal 59 (4), 78-90, 2003 | 43 | 2003 |
The Information Content of REIT Short Interest: Investment Focus and Heterogeneous Beliefs H Chen, DH Downs, GA Patterson Real Estate Economics, 2012 | 40 | 2012 |
What drives the January effect? H Chen, V Singal Virginia Tech Working Paper, 2001 | 29 | 2001 |
S&P 500 index changes and investor awareness H Chen, V Singal, G Noronha Journal of Investment Management 4 (2), 23-37, 2006 | 23 | 2006 |
Index changes and unexpected losses to investors in S&P 500 and Russell 2000 index funds H Chen, G Noronha, V Singal Available at SSRN 651950, 2005 | 23 | 2005 |
Investors’ Limited Attention: Evidence from REITs H Chen, DM Harrison, M Khoshnoud The Journal of Real Estate Finance and Economics 61, 408-442, 2020 | 22 | 2020 |
The effects of trading halts on price discovery for NYSE stocks H Chen, H Chen, N Valerio Applied Economics 35 (1), 91-97, 2003 | 21 | 2003 |
January Effect-A re-examination H Chen, V Singal Available at SSRN 302715, 2001 | 20 | 2001 |
IPO Underperformance and the Idiosyncratic Risk Puzzle H Chen, M Zheng Journal of Banking & Finance, 106190, 2021 | 13 | 2021 |
Do Short Sellers Cause the Weekend Effect? H Chen, V Singal Journal of Investment Management 1 (3), 20-35, 2003 | 9 | 2003 |
Changes in the liquidity of closed-end country funds after the introduction of World Equity Benchmarks H Chen, JN Morse, HH Nguyen The Quarterly Review of Economics and Finance 49 (3), 1081-1094, 2009 | 8 | 2009 |
Do Hedge Fund Managers Understand Politics? Political Sensitivity and Investment Skill H Chen, A Kumar, Y Lu, A Singh Journal of Banking & Finance, 106371, 2022 | 3 | 2022 |