Feng Jiao

University of Lethbridge - Dhillon School of Business

4401 University Drive

Lethridge, Alberta T1K 3M4

Canada

  • University of Lethbridge - Dhillon School of Business

SCHOLARLY PAPERS

9

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1,722

SSRN CITATIONS

9

CROSSREF CITATIONS

4

Scholarly Papers (9)

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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
Patrick Augustin, Patrick Augustin, Feng Jiao, Sergei Sarkissian and Michael J. Schill
McGill UniversityMcGill University, Desautels Faculty of Management, University of Lethbridge - Dhillon School of Business, McGill University and University of Virginia - Darden School of Business
Downloads 416 (122,255)
Citation 10

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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 - Dhillon School of Business and McGill University
Downloads 263 (200,012)
Citation 3

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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 - Dhillon School of Business
Downloads 216 (241,929)

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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
University of Adelaide, University of Lethbridge - Dhillon School of Business and University of Missouri at Saint Louis
Downloads 212 (246,196)
Citation 2

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SOFR, LIBOR, target fed funds rate

5.

Risk-Return Relation of Cryptocurrency Carry Trade

Number of pages: 34 Posted: 24 Apr 2023
Zhenzhen Fan, Feng Jiao, Lei Lu and Xin Tong
University of Manitoba - Department of Accounting and Finance, University of Lethbridge - Dhillon School of Business, University of Manitoba and University of Manitoba - Asper School of Business
Downloads 174 (293,740)

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Cryptocurrency, Carry trade, Uncovered interest rate parity, Geopolitical risk

6.

Price Discovery Between Forward-Looking SOFR and LIBOR

Number of pages: 15 Posted: 18 Nov 2021 Last Revised: 04 Feb 2022
Ivan Indriawan, Feng Jiao and Yiuman Tse
University of Adelaide, University of Lethbridge - Dhillon School of Business and University of Missouri at Saint Louis
Downloads 132 (368,110)

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

7.

Liquidity Picking and Fund Performance

Number of pages: 71 Posted: 20 Jul 2020 Last Revised: 31 Oct 2022
Feng Jiao, Sergei Sarkissian and David Schumacher
University of Lethbridge - Dhillon School of Business, McGill University and McGill University
Downloads 131 (370,239)

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Fund holdings, Liquidity management, Performance persistence, Stock selection

8.

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 - Dhillon School of Business and University of Manitoba
Downloads 114 (410,501)

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

9.

Lumpy Investment and Credit Risk

Journal of Corporate Finance, Forthcoming
Number of pages: 74 Posted: 06 Apr 2022 Last Revised: 21 Sep 2022
Feng Jiao and CHUANQIAN ZHANG
University of Lethbridge - Dhillon School of Business and William Paterson University
Downloads 64 (585,854)

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lumpy investment, structural model, credit risk.