Feng Jiao

University of Lethbridge - Faculty of Management

4401 University Drive

Lethbridge, Alberta TIK 3M4

Canada

SCHOLARLY PAPERS

3

DOWNLOADS

605

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (3)

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 University, Desautels Faculty of Management, University of Lethbridge - Faculty of Management, McGill University and University of Virginia - Darden School of Business
Downloads 251 (123,203)
Citation 3

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: 61 Posted: 22 Jan 2015 Last Revised: 28 Jun 2019
Feng Jiao and Sergei Sarkissian
University of Lethbridge - Faculty of Management and McGill University
Downloads 177 (171,076)
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 177 (171,076)

Abstract:

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