Ran Xing

Aarhus University

Fuglesangs Allé 4

Aarhus V, 8210

Denmark

Danish Finance Institute

SCHOLARLY PAPERS

4

DOWNLOADS

592

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

A Horizon Based Decomposition of Mutual Fund Value Added Using Transactions

Number of pages: 55 Posted: 18 Nov 2019 Last Revised: 16 Nov 2020
University of Pennsylvania - The Wharton School, Swedish House of Finance, Guanghua School of Management, Peking University and Aarhus University
Downloads 267 (129,402)
Citation 1

Abstract:

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

2.

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 166 (201,980)

Abstract:

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

3.

Trading Cost Management of Mutual Funds

Number of pages: 68 Posted: 27 Jan 2016
Ran Xing
Aarhus University
Downloads 95 (307,299)

Abstract:

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

4.

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 64 (386,355)
Citation 1

Abstract:

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