Dunhong Jin

The University of Hong Kong - Faculty of Business and Economics

Pokfulam Road

Hong Kong

China

University of Oxford - Said Business School

Park End Street

Oxford, OX1 1HP

Great Britain

University of Oxford - Oxford-Man Institute of Quantitative Finance

Eagle House

Walton Well Road

Oxford, Oxfordshire OX2 6ED

United Kingdom

  • The University of Hong Kong - Faculty of Business and Economics

  • University of Oxford - Said Business School

  • University of Oxford - Oxford-Man Institute of Quantitative Finance

SCHOLARLY PAPERS

3

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519

SSRN CITATIONS

3

CROSSREF CITATIONS

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Scholarly Papers (3)

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1.

Swing Pricing and Fragility in Open-end Mutual Funds

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Swing Pricing and Fragility in Open-end Mutual Funds

The Review of Financial Studies, Forthcoming
Number of pages: 71 Posted: 08 Nov 2018 Last Revised: 07 Jan 2021
Dunhong Jin, Marcin T. Kacperczyk, Bige Kahraman and Felix Suntheim
The University of Hong Kong - Faculty of Business and Economics, Imperial College London - Accounting, Finance, and Macroeconomics, University of Oxford - Said Business School and International Monetary Fund (IMF) - Monetary and Capital Markets Department
Downloads 238 (147,886)

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liquidity mismatch; open-end mutual funds; fragility; swing pricing; strategic complementarity

Swing Pricing and Fragility in Open-End Mutual Funds

IMF Working Paper No. 19/227
Number of pages: 46 Posted: 03 Dec 2019
Dunhong Jin, Marcin T. Kacperczyk, Bige Kahraman and Felix Suntheim
The University of Hong Kong - Faculty of Business and Economics, Imperial College London - Accounting, Finance, and Macroeconomics, University of Oxford - Said Business School and International Monetary Fund (IMF) - Monetary and Capital Markets Department
Downloads 46 (466,820)

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Asset management companies, Liquidity risk management, Mutual funds, Financial crises, Economic stabilization, liquidity mismatch, fund runs, fragility, swing pricing, strategic complementarity, WP, illiquidity, indicator variable, open-end, Inst, fund performance

Swing Pricing and Fragility in Open-End Mutual Funds

CEPR Discussion Paper No. DP13929
Number of pages: 63 Posted: 07 Oct 2019
Dunhong Jin, Marcin T. Kacperczyk, Bige Kahraman and Felix Suntheim
The University of Hong Kong - Faculty of Business and Economics, Imperial College London - Accounting, Finance, and Macroeconomics, University of Oxford - Said Business School and International Monetary Fund (IMF) - Monetary and Capital Markets Department
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fragility, fund runs, liquidity mismatch, strategic complementarity, swing pricing

2.

The Drivers and Inhibitors of Factor Investing

Number of pages: 68 Posted: 10 Dec 2019
Dunhong Jin
The University of Hong Kong - Faculty of Business and Economics
Downloads 145 (230,726)

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Asset Management, Indexing, Wealth Inequality, Capital Allocation, Information

3.

The Atalanta Effect: How High-Powered Compensation Reduces Risk-Taking

Number of pages: 56 Posted: 08 Mar 2018
Dunhong Jin and Thomas H. Noe
The University of Hong Kong - Faculty of Business and Economics and University of Oxford - Said Business School
Downloads 90 (324,550)

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Atalanta Effect, Rank-Based Rewards, Absolute-Performance Rewards, Risk-Taking, Dynamic