Rong Qi

ING Aeltus Asset Management

Dr.

10 State House Square

Hartford, CT 06457

United States

SCHOLARLY PAPERS

8

DOWNLOADS
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2,420

SSRN CITATIONS
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SSRN RANKINGS

Top 32,468

in Total Papers Citations

0

CROSSREF CITATIONS

22

Scholarly Papers (8)

Predicting Stock Market Returns with Aggregate Discretionary Accruals

EFA 2006 Zurich Meetings Paper
Number of pages: 53 Posted: 22 Jun 2006
Qiang Kang, Qiao Liu and Rong Qi
Florida International University (FIU) - Department of Finance, The University of Hong Kong - School of Economics and Finance and ING Aeltus Asset Management
Downloads 511 (58,225)
Citation 3

Abstract:

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aggregate discretionary accruals, time-varying risk premium, predictive regressions, managerial market timing

2.

Information Production, Cash Flow and Corporate Investment

AFA 2003 Washington, DC Meetings
Number of pages: 48 Posted: 08 Dec 2001
Qiao Liu and Rong Qi
The University of Hong Kong - School of Economics and Finance and ING Aeltus Asset Management
Downloads 746 (35,898)
Citation 2

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Information, investment-cash flow sensitivity, financial analyst, Market Microstructure

3.

Information Production, Analyst Following and Diversification Discount: A Market Microstructure Approach

Number of pages: 46 Posted: 17 Aug 2001
Qiao Liu and Rong Qi
The University of Hong Kong - School of Economics and Finance and ING Aeltus Asset Management
Downloads 465 (66,202)
Citation 3

Abstract:

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Information, Financial Analyst, Diversification Discount, Market Microstructure

4.

Return-Volume Relation in the Tail: Evidence from Six Emerging Markets

Columbia Business School Working Paper
Number of pages: 53 Posted: 10 Nov 2001
Rong Qi
ING Aeltus Asset Management
Downloads 340 (95,620)
Citation 2

Abstract:

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trading volume, extreme value theory

5.

Two Accrual Anomalies: A Dichotomy of Accrual-Return Relations

Number of pages: 46 Posted: 16 Feb 2009 Last Revised: 26 Mar 2010
Qiang Kang, Qiao Liu and Rong Qi
Florida International University (FIU) - Department of Finance, The University of Hong Kong - School of Economics and Finance and ING Aeltus Asset Management
Downloads 166 (194,233)

Abstract:

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Accrual anomalies, market-wide and firm-specific components of (discretionary) accruals, asset pricing, hedge strategy

6.

Changes of Skewness and Coskewness in Latin American Stock Returns: Behavioral vs. Fundamental Factors

Number of pages: 44 Posted: 17 Jan 2012
Michael Adler and Rong Qi
Columbia Business School - Finance and Economics and ING Aeltus Asset Management
Downloads 125 (244,284)
Citation 1

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7.

Mexico's Integration into the North American Capital Market

Emerging Markets Review, Vol. 4, pp. 91-120, 2003
Number of pages: 30 Posted: 02 Jun 2003 Last Revised: 14 Jun 2011
Michael Adler and Rong Qi
Columbia Business School - Finance and Economics and ING Aeltus Asset Management
Downloads 67 (363,595)

Abstract:

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8.

Do We Accept Accrual Profits at Our Peril?

Financial Analysts Journal, Vol. 62, No. 4, pp. 62-75, July/August 2006
Posted: 08 Aug 2006
Qiao Liu and Rong Qi
The University of Hong Kong - School of Economics and Finance and ING Aeltus Asset Management

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Portfolio Management, Equity Strategies, Equity Investments, Fundamental Analysis and Valuation Models, Financial Statement Analysis, Accounting and Financial Reporting Issues