Qing Tong

School of Business, Renmin University of China

Beijing

China

  • School of Business, Renmin University of China

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 4,941

SSRN RANKINGS

Top 4,941

in Total Papers Downloads

8,202

SSRN RANKINGS

Top 20,907

in Total Papers Citations

14

!

Under construction: SSRN citations will be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information

Scholarly Papers (9)

Actions:
Email selected abstracts
1.

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 1,786 (8,540)

Abstract:

Loading...

Equity option returns; delta-neutral call writing; predictability; stock characteristics

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 1,688 (9,379)

Abstract:

Loading...

Anomalies, market efficiency, cross-section of returns

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 1,081 (18,893)

Abstract:

Loading...

mutual funds, persistence, industry selection

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 968 (22,225)

Abstract:

Loading...

Asymmetric Correlations, Downside correlations, Retail Investors

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 704 (34,735)

Abstract:

Loading...

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 681 (36,374)

Abstract:

Loading...

Liquidity, Kyle Lambda, Trading costs, Asset pricing

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 474 (58,181)

Abstract:

Loading...

Order flow, required returns, expected returns

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 426 (66,247)

Abstract:

Loading...

Retail Investors, Style Investing, Industry, Asset Pricing

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 394 (72,734)

Abstract:

Loading...

Trade Regularity, Fund Performance