Hsiu-lang ChenAssociate Professor of Finance at UIC, 2006-PresentVisiting Associate Professor of Finance at Kellogg School of Management, Northwestern University, Fall 2005 Associate Professor of Finance at UIC, 2003-2005 Assistant Professor of Finance at UIC, 1997-2003 mailto:hsiulang@uic.edu 2119UH (312) 355-1024 Snow Mountain of Taiwan |
EDUCATION
Ph.D., Finance, 1997, University of Illinois at Urbana-Champaign
PUBLICATIONS
Selected Published Papers
Chen, Hsiu-lang, 2024, Active Mutual Funds and Their Passive ETF Investments, Journal of Financial Research 47, 1-33 (Lead Article).
Chen, Hsiu-lang, 2022, Valuation Risk in Mutual Fund Portfolio Disclosure, Review of Asset Pricing Studies 12, 243-288.
Chen, Hsiu-lang, 2018, Information Diffusion of Upstream and Downstream Industry-wide Earnings Surprises and Its Implications, Review of Quantitative Finance and Accounting 51, 751-784.
Chen, Hsiu-lang, 2015, Cross-Market Investor Sentiment in Commodity Exchange-Traded Funds, Credit and Capital Markets 48, Issue 2, 171-206 (Lead Article).
Chen, Hsiu-lang and Gilbert Bassett, 2014, What Does Beta(SMB)>0 Really Mean? Journal of Financial Research 37, 543-552.
Chen, Hsiu-lang, Sheldon Gao, and Xiaoqing Hu, 2012, Closing and cloning in open-end mutual funds, Journal of Banking and Finance 36, 1210-1223.
Chen, Hsiu-lang and George Pennacchi, 2009, Does prior performance affect a mutual fund's choice of risk? Theory and further empirical evidence, Journal of Financial and Quantitative Analysis 44, 745-775 (Lead Article).
Chen, Hsiu-lang, 2006, On Russell index reconstitution, Review of Quantitative Finance and Accounting 26, 409-430.
Chen, Hsiu-lang and Re-Jin Guo, 2005, On corporate divestiture, Review of Quantitative Finance and Accounting 24, 399-421.
Chen, Hsiu-lang and Werner De Bondt, 2004, Style momentum within the S&P-500 Index, Journal of Empirical Finance 11,483-507.
Chen, Hsiu-lang, 2004, Style migration and industry evolution, Review of Accounting and Finance 3,27-46.
Chen, Hsiu-lang, 2003, On Characteristics momentum, Journal of Behavioral Finance 4,137-156.
Chan, Louis K. C., Hsiu-lang Chen, and Josef Lakonishok, 2002, On mutual fund investment styles, Review of Financial Studies 15, 1407-1437.
Bassett, Gilbert and Hsiu-lang Chen, 2001, Portfolio style: Return-based attribution using quantile regression, Empirical Economics 26, 293-305.
Chen, Hsiu-lang, Narasimhan Jegadeesh, and Russell Wermers, 2000, The value of active mutual fund management: An examination of stockholdings and trades of fund managers, Journal of Financial and Quantitative Analysis 35, 343-368.
Working Papers
Chen, Hsiu-lang, Linh H. Nguyen, and Linh X. D. Nguyen, Value of Machine Learning in Mutual Fund Trades, 2024.
Chen, Hsiu-lang and Jolana Stejskalova, A Collection of Wisdom in Predicting Sector Returns, presented at World Finance Conference in Kristiansand, Norway, August 2-4, 2023.
TEACHING INTERESTS
Investments, Corporate Finance, and Portfolio Management.
RESEARCH INTERESTS
Style investing; Mutual funds/Hedge funds; Style migration; Information diffusion; Exchange-Traded Funds.
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