Jin (Karen) Xu

Shanghai International Studies University

Assistant Professor

1550 Wen Xiang Rd.

Songjiang District

Shanghai, Shanghai 201620

China

SCHOLARLY PAPERS

2

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SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

The Fama-French Three Factors in Chinese Stock Market

China Accounting and Finance Review, 2014, Volume 16, Issue 2, 210-227
Number of pages: 18 Posted: 21 Dec 2013 Last Revised: 08 Dec 2014
Jin (Karen) Xu and Shaojun Zhang
Shanghai International Studies University and Hong Kong Polytechnic University
Downloads 1,091 (22,426)
Citation 5

Abstract:

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Chinese stock market; Non-tradable shares; Three-factor model; Value premium

2.

The Crash Risks of Style Investing: Can They Be Internationally Diversified?

Financial Analysts Journal, 2015, Volume 71, Number 3, p. 34-46.
Number of pages: 27 Posted: 10 Dec 2014 Last Revised: 13 Aug 2015
Timothy K. Chue, Yong Wang and Jin (Karen) Xu
Hong Kong Polytechnic University, Capital Market Statistics & Monitoring Center and Shanghai International Studies University
Downloads 113 (278,171)

Abstract:

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Style investing, Crash risks, International diversification