Jian Feng

HKU Business School, The University of Hong Kong

Hong Kong

China

SCHOLARLY PAPERS

3

DOWNLOADS

1,176

TOTAL CITATIONS

0

Scholarly Papers (3)

1.

Economic Links from Bonds and Cross-Stock Return Predictability

Number of pages: 83 Posted: 28 Mar 2022 Last Revised: 06 Nov 2023
HKU Business School, The University of Hong Kong, University of International Business and Economics (UIBE), University of Macau - Faculty of Business Administration, Cornell University - SC Johnson College of Business - Finance Department and The Hong Kong Polytechnic University
Downloads 785 (69,258)

Abstract:

Loading...

Economic linkage, cross-firm return predictability, credit-rating comovement, market segmentation, market inefficiency

2.

Cross-sectional Inflation and Stock Returns: Separating Winners from Losers

Number of pages: 62 Posted: 12 Aug 2024 Last Revised: 05 Nov 2024
HKU Business School, The University of Hong Kong, The University of Hong Kong - Faculty of Business and Economics, Foster School of Business, University of Washington and University of Washington - Michael G. Foster School of Business
Downloads 269 (245,411)

Abstract:

Loading...

3.

Conditional Asset Pricing with Text-Managed Portfolios

HKU Jockey Club Enterprise Sustainability Global Research Institute Paper No. 2025/022
Number of pages: 43 Posted: 24 Feb 2025 Last Revised: 02 Apr 2025
HKU Business School, The University of Hong Kong, The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and University of Colorado Boulder - Department of Finance
Downloads 122 (498,081)

Abstract:

Loading...

factor models, mean-variance efficiency, conditioning information, text data