Ran Xing

Aarhus University

Fuglesangs Allé 4

Aarhus V, 8210

Denmark

Danish Finance Institute

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 47,443

SSRN RANKINGS

Top 47,443

in Total Papers Downloads

1,235

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (7)

1.

A Horizon Based Decomposition of Mutual Fund Value Added Using Transactions

Number of pages: 60 Posted: 18 Nov 2019 Last Revised: 06 Mar 2021
University of Pennsylvania - The Wharton School, Swedish House of Finance, Guanghua School of Management, Peking University and Aarhus University
Downloads 446 (83,516)
Citation 1

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mutual funds, investment horizon, transaction data, daily holdings, horizon-specific skill

2.

Avoiding Volatility: Institutional Trading Before Scheduled News

Number of pages: 69 Last Revised: 08 Sep 2021
Harvard Business School, Universita della Svizzera italiana (USI Lugano), IDC Herzliya - Arison School of Business and Aarhus University
Downloads 264 (148,775)

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News trading, mutual fund performance, fund flows, limits of arbitrage, financial constraints, earnings announcements

3.

Who Is Afraid of Liquidity Risk? Dynamic Portfolio Choice with Stochastic Illiquidity

Netspar Discussion Paper No. 12/2015-049
Number of pages: 53 Posted: 06 Jan 2016 Last Revised: 20 Dec 2016
Joost Driessen and Ran Xing
Tilburg University - Tilburg University School of Economics and Management and Aarhus University
Downloads 184 (209,186)

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Liquidity premium; Liquidity risk; Dynamic portfolio choice; Trading Costs; Price impact

4.

Trading Cost Management of Mutual Funds

Number of pages: 68 Posted: 27 Jan 2016
Ran Xing
Aarhus University
Downloads 104 (325,950)

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Mutual funds, Liquidity management, Transaction cost, Flow-driven trades, Diseconomies of scale, Portfolio choice with trading costs

5.

Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies

Number of pages: 70 Posted: 24 Jan 2021 Last Revised: 15 Nov 2021
Aarhus University - CREATES, Aarhus University and Aarhus University
Downloads 99 (336,622)

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Mutual funds; Anomalies; Value added; Public information; Investment decisions

6.

Myopic or Dynamic Liquidity Management? A Study of Hedge Funds around the 2008 Financial Crisis

Number of pages: 39 Posted: 11 Nov 2015 Last Revised: 17 Sep 2017
Joost Driessen and Ran Xing
Tilburg University - Tilburg University School of Economics and Management and Aarhus University
Downloads 70 (413,730)
Citation 1

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Liquidity Management, Hedge funds, Flight to liquidity, Price impact

7.

An Equilibrium Model of Career Concerns, Investment Horizons, and Mutual Fund Value Added

Swedish House of Finance Research Paper No. 21-18
Number of pages: 59 Posted: 13 Sep 2021 Last Revised: 09 Nov 2021
University of Pennsylvania - The Wharton School, Swedish House of Finance, Guanghua School of Management, Peking University and Aarhus University
Downloads 68 (420,279)

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career concern, investment turnover, fund manager skill, fund size, optionality