Qing Tong

School of Business, Renmin University of China

Beijing

China

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 5,069

SSRN RANKINGS

Top 5,069

in Total Papers Downloads

8,604

SSRN CITATIONS
Rank 10,602

SSRN RANKINGS

Top 10,602

in Total Papers Citations

56

CROSSREF CITATIONS

40

Scholarly Papers (9)

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 1,951 (8,088)
Citation 10

Abstract:

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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
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:

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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 1,096 (20,043)
Citation 5

Abstract:

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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 998 (23,031)
Citation 8

Abstract:

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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
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:

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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
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:

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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
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:

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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 431 (70,351)

Abstract:

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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
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

Abstract:

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Trade Regularity, Fund Performance