Joseph Chen

• [2006 RFS] 跌的时候才显形：被 CAPM 漏掉的那半个 betaDownside RiskJun 2026
• [2002 JFE] 被「请」出市场的悲观者，藏在持股人数里Breadth of Ownership and Stock ReturnsJun 2026
• [2002 JFE] 你以为分散了风险，可一到崩盘那天，它们全抱成了团Asymmetric Correlations of Equity PortfoliosJun 2026
• [2002 RFS] 负的协方差，凭什么就证明了「过度反应」？Discussion of “Momentum and Autocorrelation in Stock Returns”Jun 2026
• [2001 JFE] 暴跌从不打招呼，但它会先在成交量里留下脚印Forecasting Crashes: Trading Volume, Past Returns, and Conditional Skewness in Stock PricesJun 2026