Why doesn't new operator creates chain structure?

Question

Assuming GeneralNews() returns this and CreateInstance() return this, the first 2 methods work but the final one fails.

I'm not understanding why?

$objGeneralNews = new GeneralNews();  

$arrDataList = $objGeneralNews->SetWhere('news01date="2011-01-01"')->GetFrontList();
var_dump( $arrDataList ); //This method works

$arrDataList = GeneralNews::CreateInstance()->SetWhere('news01date="2011-01-01"')->GetFrontList();
var_dump( $arrDataList ); //This method works  

$arrDataList = (new GeneralNews())->SetWhere('news01date="2011-01-01"')->GetFrontList();
var_dump( $arrDataList ); //This method doesn't works  

Class Code GeneralNews:

class GeneralNews {         
    public function GeneralNews(){
        return this;
    } 

    public static function CreateInstance(){  
        $strClassName = 'GeneralNews';   
        return new $strClassName;  
    }
}

Answer 1

Indeed, directly referencing objects of new expressions does not work in PHP 5.3, but does work in PHP 5.4.