Anomalies and the Expected Market Return X Dong, Y Li, DE Rapach, G Zhou Journal of Finance 77 (1), 639-681, 2022 | 130 | 2022 |
Media coverage and the cost of debt H Gao, J Wang, Y Wang, C Wu, X Dong Journal of Financial and Quantitative Analysis 55 (2), 429-471, 2020 | 126 | 2020 |
Liquidity risk and mutual fund performance X Dong, S Feng, R Sadka Management Science 65 (3), 1020-1041, 2019 | 90* | 2019 |
Short covering J Blocher, X Dong, MC Ringgenberg, PG Savor Short Covering: Blocher, Jesse| uDong, Xi| uRinggenberg, Matthew C.| uSavor …, 2023 | 57* | 2023 |
Anomaly discovery and arbitrage trading X Dong, Q Liu, L Lu, B Sun, H Yan Journal of Financial and Quantitative Analysis, 1-23, 2018 | 19* | 2018 |
Fast and slow arbitrage: The predictive power of capital flows for factor returns X Dong, N Kang, J Peress Available at SSRN 3675163, 2022 | 18* | 2022 |
Corporate Social Responsibility Exposure and Performance of Mutual Funds X Dong, S Feng, S Parida, Z Wang The Journal of Investing 28 (2), 53-65, 2019 | 11 | 2019 |
Born different: Volume-induced reversals in foreign-traded stocks X Dong Available at SSRN 2024473, 2012 | 11* | 2012 |
Excess autocorrelation and mutual fund performance X Dong, M Massa AFA 2014 Philadelphia Meetings Paper, 2013 | 8 | 2013 |
Liquidity shocks and institutional trading X Dong, K Krystyniak, L Peng Available at SSRN 4088453, 2022 | 6 | 2022 |
Dynamic autocorrelation of intraday stock returns X Dong, S Feng, L Ling, P Song Finance Research Letters 20, 274-280, 2017 | 6 | 2017 |
Foreign sentiment A Ben-Rephael, X Dong, M Massa, C Zhou Baruch College Zicklin School of Business Research Paper, 01, 2019 | 3 | 2019 |
Persistent equity lenders and limits to arbitrage: Position-level evidence from mutual funds X Dong, Q Zhu Persistent equity lenders and limits to arbitrage: Position-level evidence …, 2023 | 2 | 2023 |
Anomalies Never Disappeared: The Case of Stubborn Retail Investors X Dong, C Yang Available at SSRN 4417278, 2023 | | 2023 |
Equity lender base and limits to arbitrage: Position-level evidence from mutual funds X Dong, Q Zhu Available at SSRN 4291572, 2022 | | 2022 |
How Does the Speed of Capital Flows Affect Factor Momentum, Reversal and Volatility? X Dong, N Kang, J Peress How Does the Speed of Capital Flows Affect Factor Momentum, Reversal and …, 2021 | | 2021 |
Negative Information Revelation: Informed Sales Meet Short Sales X Dong, H Liu, S Shen, Y Wang Available at SSRN 4342790, 2020 | | 2020 |
Flows to International Mutual Funds: Old Money vs. New Money A Ben-Rephael, X Dong, M Massa, C Zhou Baruch College Zicklin School of Business Research Paper, 01, 2019 | | 2019 |
Idiosyncratic Risk of New Ventures: An Option-Based Theory and Evidence X Dong, S Feng Available at SSRN 1343352, 2010 | | 2010 |
Developed Market Crises and Developed-Emerging Return Comovements X Dong Available at SSRN 1102887, 2010 | | 2010 |