Feng Jiao

University of Lethbridge - Faculty of Management

4401 University Drive

Lethbridge, Alberta TIK 3M4

Canada

SCHOLARLY PAPERS

7

DOWNLOADS

999

SSRN CITATIONS

4

CROSSREF CITATIONS

4

Scholarly Papers (7)

1.

Cross-Listings and the Dynamics between Credit and Equity Returns

Darden Business School Working Paper No. 2660829
Number of pages: 92 Posted: 16 Sep 2015 Last Revised: 26 Sep 2019
McGill UniversityMcGill University, Desautels Faculty of Management, University of Lethbridge - Faculty of Management, McGill University and University of Virginia - Darden School of Business
Downloads 348 (110,502)
Citation 7

Abstract:

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Investor recognition, Limits to arbitrage, Return co-movement, Risk premium

2.

Global Liquidity Provision and Risk Sharing

Number of pages: 62 Posted: 22 Jan 2015 Last Revised: 16 Mar 2020
Feng Jiao and Sergei Sarkissian
University of Lethbridge - Faculty of Management and McGill University
Downloads 219 (177,782)
Citation 3

Abstract:

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Foreign holdings; Funding liquidity; Difference-in-difference; Market segmentation

3.

Cross-Listings and Liquidity Risk Diversification

Number of pages: 44 Posted: 21 Jan 2015 Last Revised: 07 Nov 2015
Feng Jiao
University of Lethbridge - Faculty of Management
Downloads 193 (199,660)

Abstract:

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Asset allocation, Copula, Dynamic conditional correlation, Mean-variance spanning

4.

The SOFR and the Fed's Influence Over Market Interest Rates

Economics Letters, Forthcoming
Number of pages: 16 Posted: 25 Jun 2021 Last Revised: 27 Sep 2021
Ivan Indriawan, Feng Jiao and Yiuman Tse
Auckland University of Technology - Department of Finance, University of Lethbridge - Faculty of Management and University of Missouri at Saint Louis
Downloads 80 (382,769)

Abstract:

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SOFR, LIBOR, target fed funds rate

5.

Liquidity Picking and Fund Performance

Number of pages: 61 Posted: 20 Jul 2020
University of Lethbridge - Faculty of Management, McGill University and McGill University
Downloads 78 (388,343)

Abstract:

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Fund holdings, Liquidity management, Performance persistence, Stock selection

6.

Forward Premium Puzzle and Heterogeneous Beliefs

Number of pages: 57 Posted: 17 Apr 2020 Last Revised: 23 Jul 2020
Benjamin Croitoru, Feng Jiao and Lei Lu
affiliation not provided to SSRN, University of Lethbridge - Faculty of Management and Asper School of Business, University of Manitoba
Downloads 63 (435,804)

Abstract:

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Heterogeneous beliefs; Uncovered interest rate parity; Carry trade; Exchange rate volatility

7.

Price discovery between forward-looking SOFR and LIBOR

Number of pages: 14 Posted: 18 Nov 2021
Ivan Indriawan, Feng Jiao and Yiuman Tse
Auckland University of Technology - Department of Finance, University of Lethbridge - Faculty of Management and University of Missouri at Saint Louis
Downloads 18 (670,646)

Abstract:

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SOFR, LIBOR, forward-looking term rates, price discovery