Jing Xu

Renmin University of China - School of Finance

Assistant Professor

59 Zhongguancun Street

Beijing, 100872

China

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 37,475

SSRN RANKINGS

Top 37,475

in Total Papers Downloads

1,877

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (13)

1.

How Does Illiquidity Affect Delegated Portfolio Choice?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, WFA 2010 Victoria Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 85 Posted: 16 Feb 2009 Last Revised: 12 Oct 2018
The Hong Kong Polytechnic University, University of New South Wales (UNSW) and Renmin University of China - School of Finance
Downloads 598 (65,098)
Citation 1

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Mutual Funds, Risk Shifting, Portfolio Delegation, Stock Illiquidity

2.

The Invisible Hand of Internal Markets in Mutual Fund Families

Journal of Banking and Finance, Vol. 89, 2018
Number of pages: 65 Posted: 10 Mar 2010 Last Revised: 05 Mar 2018
University of New South Wales (UNSW), Universidad de los Andes, Chile and Renmin University of China - School of Finance
Downloads 387 (109,917)
Citation 3

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Mutual Fund Families, Cross-Trading, Benchmarking, Stock Illiquidity

3.

Predictable Stock Returns, Transaction Costs, and the (Un)Informativeness of Option Prices

29th Australasian Finance and Banking Conference 2016, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 68 Posted: 09 Aug 2016 Last Revised: 06 Feb 2021
Luis Goncalves-Pinto and Jing Xu
University of New South Wales (UNSW) and Renmin University of China - School of Finance
Downloads 202 (212,737)
Citation 1

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Put-Call Parity, Predictable Stock Returns, Trading Costs, Informed Trading

4.

Incomplete Information and the Liquidity Premium Puzzle

Management Science, forthcoming
Number of pages: 63 Posted: 14 Dec 2018 Last Revised: 27 May 2020
South China University of Technology, The Hong Kong Polytechnic University, University of New South Wales (UNSW), Renmin University of China - School of Finance and Durham Business School
Downloads 194 (220,582)
Citation 1

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Regime Shifts, Incomplete Information, Transaction Costs, Liquidity Premia

5.

Convex Incentives and Liquidity Premia

Number of pages: 57 Posted: 21 Dec 2018 Last Revised: 24 Mar 2022
The Hong Kong Polytechnic University, University of New South Wales (UNSW), Renmin University of China - School of Finance and Durham Business School
Downloads 121 (322,851)
Citation 1

Abstract:

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Mutual Funds, Convex Incentives, Transaction Costs, Liquidity Premia

6.

Two Birds, One Stone: Joint Timing of Returns and Capital Gains Taxes

Management Science, Accepted
Number of pages: 56 Posted: 23 Oct 2017 Last Revised: 10 Mar 2019
Yaoting Lei, Ya Li and Jing Xu
Nanchang University - School of Economics and Management, Hong Kong Metropolitan University and Renmin University of China - School of Finance
Downloads 104 (358,534)

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Portfolio Choice, Return Predictability, Capital Gains Tax

7.

A Rational Theory for Disposition Effects

Review of Economic Dynamics, Forthcoming
Number of pages: 59 Posted: 08 Nov 2021 Last Revised: 09 May 2022
Min Dai, Yipeng Jiang, Hong Liu and Jing Xu
The Hong Kong Polytechnic University, National University of Singapore (NUS), Washington University in St. Louis - Olin Business School and Renmin University of China - School of Finance
Downloads 84 (409,710)

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disposition effect, portfolio rebalancing, learning, transaction costs

8.

Could Indexation Be a Good Way to Cut Taxes for Stock Investors?

Number of pages: 60 Posted: 18 Nov 2019 Last Revised: 29 Jan 2021
Yaoting Lei, Hong Liu and Jing Xu
Nanchang University - School of Economics and Management, Washington University in St. Louis - Olin Business School and Renmin University of China - School of Finance
Downloads 69 (457,280)

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Portfolio choice, Inflation risk, Capital gains tax, Capital gains indexation

9.

Fast or Slow: Optimal Trading Strategies with Speed-Dependent Transaction Cost

Number of pages: 52 Posted: 18 Aug 2018 Last Revised: 20 Feb 2021
Hong Liu and Jing Xu
Washington University in St. Louis - Olin Business School and Renmin University of China - School of Finance
Downloads 63 (479,050)

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Portfolio Choice, Transaction Cost, Liquidation, Acquisition

10.

Picking A Thorny Rose: Optimal Timing of Liquidity Premium

Number of pages: 53 Posted: 25 Jul 2022 Last Revised: 13 Sep 2022
LinJun Feng and Jing Xu
Renmin University of China - School of Finance and Renmin University of China - School of Finance
Downloads 35 (609,168)

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portfolio choice, transaction cost, bid-ask spread, liquidity premium

11.

A Status-Demand Theory for Consumption Humps

Number of pages: 58 Posted: 11 May 2022 Last Revised: 28 May 2022
Yue Liu and Jing Xu
Renmin University of China - School of Finance and Renmin University of China - School of Finance
Downloads 18 (730,427)

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Consumption; Social Status; Relative Status Concern; Nash Equilibrium

12.

Competition and Equilibrium Effort Choice

Journal of Economic Dynamics and Control, Vol. 137, 2022
Number of pages: 66 Posted: 11 May 2022
Jing Xu
Renmin University of China - School of Finance
Downloads 2 (896,535)

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costly effort, competition, relative status concern, Nash equilibrium

13.

An Empirical Analysis of Factor Seasonalities

2017 Southern Finance Association Annual Meeting
Posted: 31 Jan 2017 Last Revised: 09 Jun 2022
Independent Consultant, Hong Kong Metropolitan University, Hong Kong Baptist University and Renmin University of China - School of Finance

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Asset pricing factors; Return seasonality; January effect; Halloween effect; Same calendar month effect