Author Page for Qing Tong

Option Return Predictability

27th Annual Conference on Financial Economics and Accounting Paper, Rotman School of Management Working Paper No. 2698267

Number of pages: 60 Posted: 06 Dec 2015 Last Revised: 14 Jan 2018

Jie Cao, Bing Han, Qing Tong and Xintong Zhan

The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Toronto, Rotman School of Management, School of Business, Renmin University of China and The Chinese University of Hong Kong (CUHK) - CUHK Business School

Downloads 1,951 (8,088)

Citation 10

Abstract:

2.

Have Capital Market Anomalies Attenuated in the Recent Era of High Liquidity and Trading Activity?

Journal of Accounting & Economics (JAE), Vol. 58, No. 1, 2014

Number of pages: 50 Posted: 27 Mar 2012 Last Revised: 23 Jul 2014

Tarun Chordia, Avanidhar Subrahmanyam and Qing Tong

Emory University - Department of Finance, University of California, Los Angeles (UCLA) - Finance Area and School of Business, Renmin University of China

Downloads 1,760 (9,565)

Citation 58

Abstract:

3.

Mutual Fund Industry Selection and Persistence

The Review of Asset Pricing Studies, Forthcoming

Number of pages: 51 Posted: 09 Dec 2007 Last Revised: 14 Nov 2013

Jeffrey A. Busse and Qing Tong

Emory University - Department of Finance and School of Business, Renmin University of China

Downloads 1,096 (20,043)

Citation 5

Abstract:

4.

Pairwise Correlations

Number of pages: 33 Posted: 15 Mar 2011 Last Revised: 14 Nov 2013

Tarun Chordia, Amit Goyal and Qing Tong

Emory University - Department of Finance, University of Lausanne and School of Business, Renmin University of China

Downloads 998 (23,031)

Citation 8

Abstract:

5.

Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, 27th Australasian Finance and Banking Conference 2014 Paper

Number of pages: 55 Posted: 11 Aug 2014 Last Revised: 09 Jun 2017

Tarun Chordia, Amit Goyal, Yoshio Nozawa, Avanidhar Subrahmanyam and Qing Tong

Emory University - Department of Finance, University of Lausanne, Hong Kong University of Science and Technology, University of California, Los Angeles (UCLA) - Finance Area and School of Business, Renmin University of China

Downloads 769 (33,298)

Citation 19

Abstract:

6.

Sell-Order Illiquidity and the Cross-Section of Expected Stock Returns

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 49 Posted: 05 May 2009 Last Revised: 14 Nov 2013

Michael J. Brennan, Tarun Chordia, Avanidhar Subrahmanyam and Qing Tong

University of California, Los Angeles (UCLA) - Finance Area, Emory University - Department of Finance, University of California, Los Angeles (UCLA) - Finance Area and School of Business, Renmin University of China

Downloads 697 (38,056)

Citation 11

Abstract:

7.

Order Flow Volatility and Equity Costs of Capital

Management Science, Forthcoming

Number of pages: 69 Posted: 23 Apr 2014 Last Revised: 13 May 2017

Tarun Chordia, Jianfeng Hu, Avanidhar Subrahmanyam and Qing Tong

Emory University - Department of Finance, Singapore Management University - Lee Kong Chian School of Business, University of California, Los Angeles (UCLA) - Finance Area and School of Business, Renmin University of China

Downloads 492 (59,857)

Citation 2

Abstract:

8.

Industry-Based Style Investing

Journal of Financial Markets, Vol. 19, 2014.

Number of pages: 35 Posted: 27 Jun 2013 Last Revised: 16 Nov 2017

Russell Jame and Qing Tong

University of Kentucky - Gatton College of Business and Economics and School of Business, Renmin University of China

Downloads 431 (70,351)

Abstract:

9.

Trading Regularity and Fund Performance

Review of Financial Studies, Forthcoming

Number of pages: 88 Posted: 07 Sep 2016 Last Revised: 18 Apr 2018

Jeffrey A. Busse, Lin Tong, Qing Tong and Zhe Zhang

Emory University - Department of Finance, Fordham University - Finance Area, School of Business, Renmin University of China and Singapore Management University

Downloads 410 (74,776)

Citation 2

Qing Tong

School of Business, Renmin University of China

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Scholarly Papers (9)

Option Return Predictability

Abstract:

Have Capital Market Anomalies Attenuated in the Recent Era of High Liquidity and Trading Activity?

Abstract:

Mutual Fund Industry Selection and Persistence

Abstract:

Pairwise Correlations

Abstract:

Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation

Abstract:

Sell-Order Illiquidity and the Cross-Section of Expected Stock Returns

Abstract:

Order Flow Volatility and Equity Costs of Capital

Abstract:

Industry-Based Style Investing

Abstract:

Trading Regularity and Fund Performance

Abstract: