Jian Feng

HKU Business School, The University of Hong Kong

Hong Kong

China

  • HKU Business School, The University of Hong Kong

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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1.

Economic Links from Bonds and Cross-Stock Return Predictability

Number of pages: 83 Posted: 28 Mar 2022 Last Revised: 06 Nov 2023
Jian Feng, Xiaolin Huo, Xin Liu, Yifei Mao and Hong Xiang
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)

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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
Jian Feng, Shiyang Huang, Charles M.C. Lee and Yang Song
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)

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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
Jian Feng, Jiantao Huang, Shiyang Huang and Ran Shi
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)

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