Qing Tong

Shanghai LiLi Technology Co.,Ltd.

  • Shanghai LiLi Technology Co.,Ltd.

SCHOLARLY PAPERS

12

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Top 5,360

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279

CROSSREF CITATIONS

38

Scholarly Papers (12)

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1.

Option Return Predictability

Review of Financial Studies, Vol. 35, 2022, 27th Annual Conference on Financial Economics and Accounting Paper, Rotman School of Management Working Paper No. 2698267
Number of pages: 78 Posted: 06 Dec 2015 Last Revised: 01 Mar 2022
Xintong Zhan, Bing Han, Jie Cao and Qing Tong
Department of Finance, School of Management, Fudan University, University of Toronto, Rotman School of Management, The Hong Kong Polytechnic University - School of Accounting and Finance and Shanghai LiLi Technology Co.,Ltd.
Downloads 4,349 (4,020)
Citation 36

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Cross-section of equity options; delta-hedged options; return predictability; stock characteristics; option factor model

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 Shanghai LiLi Technology Co.,Ltd.
Downloads 2,196 (12,200)
Citation 76

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Anomalies, market efficiency, cross-section of returns

3.

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 Shanghai LiLi Technology Co.,Ltd.
Downloads 1,298 (27,371)
Citation 10

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Asymmetric Correlations, Downside correlations, Retail Investors

4.

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 Shanghai LiLi Technology Co.,Ltd.
Downloads 1,200 (30,749)
Citation 9

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mutual funds, persistence, industry selection

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, University of Toronto, University of California, Los Angeles (UCLA) - Finance Area and Shanghai LiLi Technology Co.,Ltd.
Downloads 1,082 (35,633)
Citation 34

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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
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 Shanghai LiLi Technology Co.,Ltd.
Downloads 819 (52,582)
Citation 12

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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
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 Shanghai LiLi Technology Co.,Ltd.
Downloads 650 (71,238)
Citation 12

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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 Shanghai LiLi Technology Co.,Ltd.
Downloads 481 (103,444)
Citation 3

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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
Jeffrey A. Busse, Lin Tong, Qing Tong and Zhe Zhang
Emory University - Department of Finance, Fordham University - Finance Area, Shanghai LiLi Technology Co.,Ltd. and Singapore Management University - Lee Kong Chian School of Business
Downloads 470 (106,293)
Citation 9

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Trade Regularity, Fund Performance

10.

Sell-Side Liquidity and the Cross-Section of Expected Stock Returns

Number of pages: 40 Posted: 24 Jul 2009 Last Revised: 29 Dec 2020
Michael J. Brennan, Subrahmanyam Akella, Qing Tong and Tarun Chordia
University of California, Los Angeles (UCLA) - Finance Area, affiliation not provided to SSRN, Shanghai LiLi Technology Co.,Ltd. and Emory University - Department of Finance
Downloads 109 (425,695)
Citation 18

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liquidity, asset pricing, price impact

11.

Shocks to Order Flow Volatility and Stock Returns

Number of pages: 57 Posted: 01 Nov 2014
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 Shanghai LiLi Technology Co.,Ltd.
Downloads 93 (474,484)

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12.

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

Number of pages: 52 Posted: 04 Aug 2015
Tarun Chordia, Amit Goyal, Yoshio Nozawa, Avanidhar Subrahmanyam and Qing Tong
Emory University - Department of Finance, University of Lausanne, University of Toronto, University of California, Los Angeles (UCLA) - Finance Area and Shanghai LiLi Technology Co.,Ltd.
Downloads 53 (644,146)
Citation 12

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