Xi Dong

Baruch College / City University of New York

Assistant Professor of Finance

One Bernard Baruch Way, Box B10-225

New York City, NY 10010

United States

http://faculty.baruch.cuny.edu/xdong1/

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 25,997

SSRN RANKINGS

Top 25,997

in Total Papers Downloads

1,997

SSRN CITATIONS

2

CROSSREF CITATIONS

8

Scholarly Papers (9)

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
Baruch College / City University of New York, Boston University and Boston College - Carroll School of Management
Downloads 1,068 (21,811)
Citation 3

Abstract:

Loading...

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
Baruch College / City University of New York, 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 484 (63,715)
Citation 4

Abstract:

Loading...

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

3.

Anomalies and the Expected Market Return

Baruch College Zicklin School of Business Research Paper No. 2020-02-02
Number of pages: 67 Posted: 07 Apr 2020
Baruch College / City University of New York, Baruch College, CUNY, Saint Louis University and Washington University in St. Louis - John M. Olin Business School
Downloads 258 (129,989)

Abstract:

Loading...

Out-of-sample predictability, market excess return, long-short anomaly portfolio return, machine learning, asymmetric limits of arbitrage, overpricing dominance

4.

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
Baruch College / City University of New York and Boston University
Downloads 88 (313,654)

Abstract:

Loading...

Idiosyncratic Risk, New Venture, Option, Risk Management

5.

Foreign Sentiment

Baruch College Zicklin School of Business Research Paper No. 2020-01-01
Number of pages: 62 Posted: 23 Dec 2019 Last Revised: 28 Feb 2020
Rutgers Business School - Rutgers University, Baruch College / City University of New York, INSEAD - Finance and Baruch College / City University of New York
Downloads 65 (372,791)

Abstract:

Loading...

sentiment, foreign sentiment, news, flow shifts, international markets

6.

Dynamic Excess Autocorrelation and Mutual Fund Performance

AFA 2014 Philadelphia Meetings Paper
Number of pages: 86 Posted: 13 Mar 2013 Last Revised: 31 Mar 2020
Xi Dong and Massimo Massa
Baruch College / City University of New York and INSEAD - Finance
Downloads 34 (488,480)
Citation 5

Abstract:

Loading...

Mutual Fund Performance, Serial Correlation, Informed Traders

7.

Dynamic Autocorrelation of Intraday Stock Returns

Finance Research Letters, Vol. 20, 2017
Posted: 08 Aug 2018
Boston University, Baruch College / City University of New York, Georgia College & State University and Independent

Abstract:

Loading...

return autocorrelation; motives of trading; information asymmetry

8.

Corporate Social Responsibility Exposure and Performance of Mutual Funds

Journal of Investing, Forthcoming
Posted: 15 Dec 2016 Last Revised: 31 Jul 2018
Baruch College / City University of New York, Boston University, Clark University and Clark University

Abstract:

Loading...

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

9.

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

Posted: 19 Mar 2012 Last Revised: 01 Mar 2017
Xi Dong
Baruch College / City University of New York

Abstract:

Loading...

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