University of Southern California

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Joseph Chen

USC Marshall School of Business
Los Angeles, CA 90089-0808

Phone: 
213-740-6509
josephsc@usc.edu

Research

CAPM Over the Long-Run: 1926-2001 • 2007
Downside Risk • 2006
Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization • 2004
Breadth of Ownership and Stock Returns • 2002
Asymmetric Correlations of Equity Portfolios • 2002
Discussion Comments on Momentum and Autocorrelation in Stock Returns • 2002
Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices • 2001
Testing Document of 2006 APR Guide
Do Hedge Funds Profit From Mutual Fund Distress?
Outsourcing Mutual Fund Management: Firm Boundaries, Incentives and Performance
Intertemporal CAPM and the Cross-Section of Stock Returns