Tony Ruan

Xiamen University

Xiamen, Fujian 361005

China

SCHOLARLY PAPERS

4

DOWNLOADS

569

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

When Does Idiosyncratic Risk Really Matter?

Number of pages: 52 Posted: 28 Feb 2010 Last Revised: 21 Sep 2010
Tony Ruan, Qian Sun and Yexiao Xu
Xiamen University, Fudan University and University of Texas at Dallas - School of Management
Downloads 263 (120,684)
Citation 1

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Bid-Ask Spreads, Quoted Depths, and Unexpected Duration between Trades

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 41 Posted: 14 Jan 2013
Tony Ruan and Tongshu Ma
Xiamen University and Binghamton University
Downloads 97 (282,804)

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autoregressive conditional duration model, bid-ask spread, information asymmetry, quoted depth, unexpected duration

Bid-Ask Spreads, Quoted Depths, and Unexpected Duration between Trades

2013 Financial Markets & Corporate Governance Conference
Number of pages: 41 Posted: 14 Jan 2013
Tony Ruan and Tongshu Ma
Xiamen University and Binghamton University
Downloads 42 (441,254)

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autoregressive conditional duration model, bid-ask spread, information asymmetry, quoted depth, unexpected duration

3.

The Competitive Effect of Rivals' Earnings News on Initial Public Offerings

Asian Finance Association (AsianFA) 2014 Conference Paper
Number of pages: 49 Posted: 21 Nov 2009 Last Revised: 12 Feb 2014
Tony Ruan and Hong Qian
Xiamen University and Oakland University - Department of Accounting and Finance
Downloads 121 (240,505)

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IPOs, Competitive Effect, Rivals' Earnings Surprises, Price Revision, Initial Return, Withdrawn Offerings, Post-IPO Operating Performance

4.

A New Test for the Detection of the Pricing Role of Aggregate Idiosyncratic Risk in the Predictive Regression

Number of pages: 70 Posted: 05 Oct 2013
Tony Ruan, Qian Sun and Yexiao Xu
Xiamen University, Fudan University and University of Texas at Dallas - School of Management
Downloads 46 (417,115)

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Dual predictors, expected return, idiosyncratic risk, predictability