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Chunhua Lan
Institution:
University of New Brunswick
Observed institutions:
Boston College,
University of New Brunswick,
The University of Queensland,
Washington University in St. Louis,
UNSW Sydney
ORCID:
0000-0002-0709-4068
Observed ORCID:
0000-0002-0709-4068
OpenAlex ID:
A5090962662
Holding Horizon: A New Measure of Active Investment Management
2023
·
Chunhua Lan
, Fabio Moneta
, et al.
·
Journal of Financial and Quantitative Analysis
·
49
PDF
Analytic controllability of time-dependent quantum control systems
2005
·
Chunhua Lan
, Tzyh-Jong Tarn
, et al.
·
Journal of Mathematical Physics
·
37
PDF
An Out-of-Sample Evaluation of Dynamic Portfolio Strategies
2014
·
Chunhua Lan
·
European Finance Review
·
25
PDF
Stock Price Movements: Business-Cycle and Low-Frequency Perspectives
2020
·
Chunhua Lan
·
The Review of Asset Pricing Studies
·
13
Mutual fund investment horizon and performance
2015
·
Chunhua Lan
, Fabio Moneta
, et al.
·
RePEc: Research Papers in Economics
·
13
Cashflow Timing vs. Discount-Rate Timing: An Examination of Mutual Fund Market-Timing Skills
2023
·
Chunhua Lan
, Russ Wermers
·
Management Science
·
7
Survey Forecasts and the Time-Varying Second Moments of Stock and Bond Returns
2012
·
Pierluigi Balduzzi
, Chunhua Lan
·
SSRN Electronic Journal
·
7
Stock price movements: Evidence from global equity markets
2022
·
Chunhua Lan
, Bao Doan
·
Journal of Empirical Finance
·
3
Characterizing the Co-Movement of the Stock and Bond Markets
2008
·
Chunhua Lan
·
SSRN Electronic Journal
·
3
The efficacy of market timing and value creation
2024
·
Chunhua Lan
·
The Journal of Financial Research
·
1
PDF
The Economic Value of Exploiting Time-Varying Return Moments
2008
·
Chunhua Lan
·
SSRN Electronic Journal
·
1
The Dog that Did Bark: Evidence on Dividend Growth Predictability
2012
·
Chunhua Lan
·
SSRN Electronic Journal
The Comovement of Stock and Bond Returns
2010
·
Chunhua Lan
·
SSRN Electronic Journal
The Economic Value of Exploiting Time-Varying Return Moments
2010
·
Chunhua Lan
·
SSRN Electronic Journal
The Economic Value of Exploiting Time-Varying Return Moments
2010
·
Chunhua Lan
·
SSRN Electronic Journal
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Works count:
16
Citation count:
159
H-index:
7
I10-index:
5
Year
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