Feng Jiao

University of Lethbridge - Faculty of Management

4401 University Drive

Lethbridge, Alberta TIK 3M4

Canada

SCHOLARLY PAPERS

5

DOWNLOADS

726

SSRN CITATIONS

1

CROSSREF CITATIONS

5

Scholarly Papers (5)

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 305 (108,718)
Citation 4

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 198 (167,559)
Citation 4

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 184 (179,087)

Abstract:

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

4.

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 24 (541,763)

Abstract:

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

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 15 (599,264)

Abstract:

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Fund holdings, Liquidity management, Performance persistence, Stock selection