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

4

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12

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Scholarly Papers (4)

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1.

Swing Pricing and Fragility in Open-end Mutual Funds

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Citation 4

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
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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 77 (435,629)
Citation 1

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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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Citation 2
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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 193 (221,508)

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

3.

Medical Boards and CEOs

Number of pages: 71 Posted: 30 Aug 2021 Last Revised: 23 May 2022
Dunhong Jin, Fangzhou Lu and Chao Yan
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Department of Finance and Zhongnan University of Economics and Law - School of Accounting
Downloads 170 (247,071)

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COVID-19; Medical expertise; CEOs; Board of directors; Executive human capital diversification

4.

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 115 (334,638)

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