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Xi Dong
Xi Dong
Baruch College
Verified email at baruch.cuny.edu - Homepage
Title
Cited by
Cited by
Year
Anomalies and the Expected Market Return
X Dong, Y Li, DE Rapach, G Zhou
Journal of Finance 77 (1), 639-681, 2022
1282022
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
1192020
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
58*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
15*2022
Born different: Volume-induced reversals in foreign-traded stocks
X Dong
Available at SSRN 2024473, 2012
11*2012
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
102019
Excess autocorrelation and mutual fund performance
X Dong, M Massa
AFA 2014 Philadelphia Meetings Paper, 2013
82013
Liquidity shocks and institutional trading
X Dong, K Krystyniak, L Peng
Available at SSRN 4088453, 2022
62022
Dynamic autocorrelation of intraday stock returns
X Dong, S Feng, L Ling, P Song
Finance Research Letters 20, 274-280, 2017
62017
Foreign sentiment
A Ben-Rephael, X Dong, M Massa, C Zhou
Foreign Sentiment: Ben-Rephael, Azi| uDong, Xi| uMassa, Massimo| uZhou, Changyun, 2021
32021
Persistent equity lenders and limits to arbitrage: Position-level evidence from mutual funds
X Dong, Q Zhu
Available at SSRN 4291572, 2022
12022
Equity lender base and limits to arbitrage: Position-level evidence from mutual funds
X Dong, Q Zhu
2023
Anomalies Never Disappeared: The Case of Stubborn Retail Investors
X Dong, C Yang
Available at SSRN 4417278, 2023
2023
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
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Articles 1–19