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

8

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SSRN CITATIONS

1

CROSSREF CITATIONS

8

Scholarly Papers (8)

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 1,046 (21,052)
Citation 3

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
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 457 (64,482)
Citation 3

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
Baruch College / City University of New York and Boston University
Downloads 87 (300,377)

Abstract:

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Idiosyncratic Risk, New Venture, Option, Risk Management

4.

Foreign Sentiment

Number of pages: 62 Posted: 23 Dec 2019
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics, Baruch College / City University of New York, INSEAD - Finance and Baruch College / City University of New York
Downloads 43 (431,584)

Abstract:

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

5.

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
Baruch College / City University of New York and INSEAD - Finance
Downloads 22 (528,482)
Citation 4

Abstract:

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Mutual Fund Performance, Serial Correlation, Informed Traders

6.

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:

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return autocorrelation; motives of trading; information asymmetry

7.

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:

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

8.

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:

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