PUBLICATIONS

Chen, Hsiu-lang and George Pennacchi, 2007, Does prior performance affect a mutual fund's choice of risk? Theory and further empirical evidence, forthcoming Journal of Financial and Quantitative Analysis.

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.

Chen, Hsiu-lang, Sheldon Gao, and Xiaoqing Hu, Closing and cloning in mutual funds, presented at the Annual Meeting of European Finance Association held in Ljubljana, Slovenia, August 22-25, 2007.

Chen, Hsiu-lang and Russell Wermers, Style Migration and the Cross-Section of Average Stock Returns, presented at the spring conference of INQUIRE UK and Europe held in Dublin, Ireland, on March 13-15, 2005.

Investments, Corporate Finance, and Portfolio Management.

Investment style investing; Mutual fund industry; Style migration and the cross-section of average stock returns; Analyzing financial analysts; Information diffusion.