Qiang Bu

Penn State Harrisburg - School of Business Administration

Associate Professor

777 W. Harrisburg Pike

Middletown, PA 17057

United States

SCHOLARLY PAPERS

2

DOWNLOADS

133

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Reexamining Fund Manager Skill From a New Angle

Managerial Finance 42 (8), 746-762.
Number of pages: 30 Posted: 17 Feb 2014 Last Revised: 25 Feb 2020
Qiang Bu and Nelson Lacey
Penn State Harrisburg - School of Business Administration and University of Massachusetts at Amherst
Downloads 133 (254,861)

Abstract:

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Equity funds; Outperformance; Bootstrapped funds; Risk distribution; Cumulative distribution function (CDF)

2.

Dynamic Liquidity and Mutual Fund Performance

Journal of Investing (JOI), Forthcoming, https://doi.org/10.3905/joi.2017.26.3.077
Posted: 21 May 2019
Qiang Bu and Nelson Lacey
Penn State Harrisburg - School of Business Administration and University of Massachusetts at Amherst

Abstract:

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Dynamic liquidity score (DLS), net money flows, market volatility, fund performance