Mike Dong

UC Riverside

900 University Avenue

Riverside, CA 92521

United States

http://https://mikedong.org/

SCHOLARLY PAPERS

3

DOWNLOADS

105

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Risk or Mispricing? Cross-Country Evidence on the Cross-Section of Stock Returns

Number of pages: 31 Posted: 11 Nov 2019
Mike Dong
UC Riverside
Downloads 86 (303,237)

Abstract:

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empirical asset pricing, anomalies, international markets, market efficiency, mispricing, limits-to-arbitrage

2.

The Impact of Price Limits on Stock Volatility and Price Delay: Evidence from China

Number of pages: 37 Posted: 11 Nov 2019
Mike Dong
UC Riverside
Downloads 13 (585,311)

Abstract:

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China, price limits, emipirical asset pricing, liquidity, market efficiency, volatility

3.

Global Anomalies

Number of pages: 47
Mike Dong
UC Riverside
Downloads 6

Abstract:

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empirical asset pricing, anomalies, international finance