Rong Qi

ING Aeltus Asset Management

Dr.

10 State House Square

Hartford, CT 06457

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 19,490

SSRN RANKINGS

Top 19,490

in Total Papers Downloads

2,391

CITATIONS
Rank 13,486

SSRN RANKINGS

Top 13,486

in Total Papers Citations

28

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 506 (52,872)
Citation 11

Abstract:

Loading...

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 741 (32,370)
Citation 3

Abstract:

Loading...

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 461 (60,116)
Citation 3

Abstract:

Loading...

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 333 (88,206)
Citation 1

Abstract:

Loading...

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 162 (179,888)

Abstract:

Loading...

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 122 (225,999)

Abstract:

Loading...

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 66 (333,693)
Citation 10

Abstract:

Loading...

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

Abstract:

Loading...

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