Wenting Dai

Nankai University - School of Finance

38 Tongyan Road, Jinnan District

Tianjin, Tianjin 300350

China

SCHOLARLY PAPERS

2

DOWNLOADS

401

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Do Investors Care about Tail Risk? Evidence from Mutual Fund Flows

Number of pages: 46 Posted: 13 Oct 2020
Yong Chen and Wenting Dai
Texas A&M University - Department of Finance and Nankai University - School of Finance
Downloads 225 (176,091)
Citation 1

Abstract:

Loading...

Tail risk, investor flows, mutual funds, risk aversion, fear

2.

A Hiding Place? Diversification, Financialization, and Return Comovement in Commodity Markets

Number of pages: 45 Posted: 02 Jan 2019 Last Revised: 20 Jul 2021
Yong Chen, Wenting Dai and Sorin M. Sorescu
Texas A&M University - Department of Finance, Nankai University - School of Finance and Texas A&M University - Department of Finance
Downloads 176 (220,063)
Citation 2

Abstract:

Loading...

Commodity financialization, diversification, investor flows, return comovement