フォロー
Xi Dong
Xi Dong
Baruch College
確認したメール アドレス: baruch.cuny.edu - ホームページ
タイトル
引用先
引用先
Anomalies and the Expected Market Return
X Dong, Y Li, DE Rapach, G Zhou
Journal of Finance 77 (1), 639-681, 2022
1712022
Media coverage and the cost of debt
H Gao, J Wang, Y Wang, C Wu, X Dong
Journal of Financial and Quantitative Analysis 55 (2), 429-471, 2020
1552020
Liquidity risk and mutual fund performance
X Dong, S Feng, R Sadka
Management Science 65 (3), 1020-1041, 2019
95*2019
Short covering
J Blocher, X Dong, MC Ringgenberg, PG Savor
Short Covering: Blocher, Jesse| uDong, Xi| uRinggenberg, Matthew C.| uSavor …, 2023
64*2023
Fast and slow arbitrage: The predictive power of capital flows for factor returns
X Dong, N Kang, J Peress
Available at SSRN 3675163, 2022
22*2022
Anomaly discovery and arbitrage trading
X Dong, Q Liu, L Lu, B Sun, H Yan
Journal of Financial and Quantitative Analysis, 1-23, 2018
19*2018
Corporate Social Responsibility Exposure and Performance of Mutual Funds
X Dong, S Feng, S Parida, Z Wang
The Journal of Investing 28 (2), 53-65, 2019
132019
Born different: Volume-induced reversals in foreign-traded stocks
X Dong
Available at SSRN 2024473, 2012
11*2012
Excess autocorrelation and mutual fund performance
X Dong, M Massa
AFA 2014 Philadelphia Meetings Paper, 2013
92013
Liquidity shocks and institutional trading
X Dong, K Krystyniak, L Peng
Available at SSRN 4088453, 2022
72022
Dynamic autocorrelation of intraday stock returns
X Dong, S Feng, L Ling, P Song
Finance Research Letters 20, 274-280, 2017
62017
Inside and outside informed trading
Z Da, X Dong, K Wu, D Zhou
Available at SSRN 5161278, 2024
42024
AI democratization, return predictability, and trading inequality
A Chang, X Dong, X Martin, C Zhou
Available at SSRN 4543999, 2023
42023
Equity lender base and limits to arbitrage: Position-level evidence from mutual funds
X Dong, Q Zhu
Available at SSRN 4291572, 2022
42022
Anomalies Never Disappeared: The Case of Stubborn Retail Investors
X Dong, C Yang
Available at SSRN 4417278, 2023
32023
Flows to International Mutual Funds: Old Money vs. New Money
A Ben-Rephael, X Dong, M Massa, C Zhou
Baruch College Zicklin School of Business Research Paper, 01, 2019
3*2019
Investor Sentiment and Asset Returns: Actions Speak Louder than Words.
X Dong, D Mai, K Pukthuanthong, G Zhou
Journal of Portfolio Management 51 (4), 2025
2025
Anomalies and Links to Market Return Predictability: Supranational Evidence Based on New Market Efficiency Measures
X Dong, Y Li, Y Li, D Rapach, G Zhou
Available at SSRN, 2025
2025
Fast and Slow Arbitrage: The Predictive Power of (Persistent) Capital Flows for Factor Returns
X Dong, N Kang, J Peress
2024
Negative Information Revelation: Informed Sales Meet Short Sales
X Dong, H Liu, S Shen, Y Wang
Available at SSRN 4342790, 2020
2020
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