Xi Dong

City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

Assistant Professor of Finance

17 Lexington Avenue

New York, NY 10010

United States

http://aux.zicklin.baruch.cuny.edu/dong/

SCHOLARLY PAPERS

7

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CITATIONS
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8

Scholarly Papers (7)

1.

Liquidity Risk and Mutual Fund Performance

Management Science, Forthcoming, AEA 2012 Chicago Meetings Paper
Number of pages: 54 Posted: 15 Mar 2011 Last Revised: 20 Jan 2019
Xi Dong, Shu Feng and Ronnie Sadka
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Boston University and Boston College - Carroll School of Management
Downloads 1,024 (20,544)
Citation 4

Abstract:

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Liquidity risk, Finanical Institutions, Price impact, Asset pricing

2.

Anomaly Discovery and Arbitrage Trading

Number of pages: 48 Posted: 02 May 2014 Last Revised: 05 Oct 2018
Xi Dong, Qi Liu, Lei Lu, Bo Sun and Hongjun Yan
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Peking University - Department of Finance, Asper School of Business, University of Manitoba, Board of Governors of the Federal Reserve System - Division of International Finance and DePaul University
Downloads 433 (65,265)
Citation 4

Abstract:

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Anomaly, Arbitrage, Discovery, Arbitrageur-based asset pricing.

3.

Idiosyncratic Risk of New Ventures: An Option-Based Theory and Evidence

Number of pages: 59 Posted: 17 Feb 2009 Last Revised: 16 Jan 2017
Xi Dong and Shu Feng
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Boston University
Downloads 86 (288,375)

Abstract:

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Idiosyncratic Risk, New Venture, Option, Risk Management

4.

Dynamic Excess Autocorrelation and Mutual Fund Performance

AFA 2014 Philadelphia Meetings Paper
Number of pages: 76 Posted: 13 Mar 2013 Last Revised: 23 Sep 2018
Xi Dong and Massimo Massa
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and INSEAD - Finance
Downloads 19 (520,788)
Citation 1

Abstract:

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Mutual Fund Performance, Serial Correlation, Informed Traders

5.

Dynamic Autocorrelation of Intraday Stock Returns

Finance Research Letters, Vol. 20, 2017
Posted: 08 Aug 2018
Boston University, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Georgia College & State University and Independent

Abstract:

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return autocorrelation; motives of trading; information asymmetry

6.

Corporate Social Responsibility Exposure and Performance of Mutual Funds

Journal of Investing, Forthcoming
Posted: 15 Dec 2016 Last Revised: 31 Jul 2018
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Boston University, Clark University and Clark University

Abstract:

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Performance Predictability; Corporate Social Responsibility; Mutual Fund Performance; Stock Return

7.

Born Different: Volume-induced Reversals in Foreign-traded Stocks

Posted: 19 Mar 2012 Last Revised: 01 Mar 2017
Xi Dong
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

Abstract:

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Keywords: Serial Return Correlation, Liquidity, Reversal, Momentum, International Finance