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Hsiu-Lang Chen

Professor Hsiu-Lang Chen
  • Associate Professor of Finance
  • Director of the Master of Finance Program

Office: 2425 UH
Phone: (312) 355-1024

Personal webpagehsiulang.people.uic.edu

Education

  • Ph.D., Finance, 1997, University of Illinois at Urbana - Champaign
  • M.S., Industrial Economics, 1987, National Central University
  • B.S., Applied Mathematics, 1985, National Chiao Tung University

Experience

  • Associate Professor of Finance, University of Illinois at Chicago, 2006 - present
  • Visiting Associate Professor of Finance, Northwestern University, Fall 2005
  • Associate Professor of Finance, University of Illinois at Chicago, 2003 - 2005
  • Assistant Professor of Finance, University of Illinois at Chicago, 1997 - 2003

Research & Publications

Publications
  • Chen, Hsiu-lang, 2015, "Cross-Market Investor Sentiment in Commodity Exchange-Traded Funds," Credit and Capital Markets 48 (Lead Article), Issue 2, 171-20.6.
  • Chen, Hsiu-lang and Gilbert Bassett, 2014, "What Does ßSMB>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 (Lead Article), 745-775.
  • Chen, Hsiu-lang Chen, 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.

Awards & Affiliations

  • Chen, Hsiu-lang, 2009, Gradual Diffusion of Upstream and Downstream Earnings News—Implications for Stock Prices, awarded a ₤10,000 INQUIRE-UK (Institute for Quantitative Investment Research) grant
  • Chen, Hsiu-lang and Russell Wermers, 2003, Style Migration and Cross-Section of Average Stock Returns, awarded a ₤9,000 INQUIRE-UK grant
  • The paper "On Characteristics Momentum" was rewarded in the 7th annual academic competition at the 2000 Chicago Quantitative Alliance conference in Chicago
  • Beatrice Company Fellowship and Paul M. Van Arsdell Award for Excellence in Undergraduate Teaching, University of Illinois at Urbana -Champaign, 1995-1996
  • Master Thesis Scholarship, Institute of Securities Market Development (Taiwan), 1987