Beta Active Hedge Fund Management J Duanmu, A Malakhov, W McCumber Journal of Financial and Quantitative Analysis 53, 2525-2558, 2018 | 45* | 2018 |
Natural disaster risk and residential mortgage lending standards J Duanmu, Y Li, M Lin, S Tahsin Journal of Real Estate Research 44 (1), 106-130, 2022 | 18 | 2022 |
Can hedge funds benefit from corporate social responsibility investment? J Duanmu, Q Huang, Y Li, GA McBrayer Financial Review 56 (2), 251-278, 2021 | 10 | 2021 |
Capturing hedge fund risk factor exposures: Hedge fund return replication with ETFs J Duanmu, Y Li, A Malakhov Financial Review 55 (3), 405-431, 2020 | 10 | 2020 |
Can Hedge Funds Benefit from CSR Investment? J Duanmu, Q Huang, Y Li, G McBrayer Available at SSRN 3380623, 2019 | 3 | 2019 |
Litigation risk and stock return anomaly J Duanmu, Q Huang, Y Li, L Sun Financial Analysts Journal 78 (4), 145-162, 2022 | 2 | 2022 |
In Search of Missing Risk Factors: Hedge Fund Return Replication with ETFs J Duanmu, Y Li, A Malakhov Available at SSRN 2411910, 2018 | 2 | 2018 |
Active factor investing: Hedge funds versus the rest of us J Duanmu, Y Li, A Malakhov Review of Financial Economics 39 (4), 424-441, 2021 | 1 | 2021 |
Where Do Hedge Fund Returns Come From? A Comparison of Alpha and Beta Activity J Duanmu, A Malakhov, WR McCumber | 1 | 2013 |
Bond Liquidity and Corporate Cash Holdings. LS Sun, J Duanmu Review of Business 44 (1), 2024 | | 2024 |
The Quality of Your Network Matters: Professional Connections and Mutual Fund Performance J Chien, J Duanmu, WR McCumber Journal of Applied Business and Economics 25 (3), 2023 | | 2023 |
Structural Drivers of Credit Rating Uncertainty: An Examination of the Changes Imposed by Dodd-Frank J Duanmu, GA McBrayer Journal of Financial Services Research, 1-25, 2023 | | 2023 |
Investor Myopia and the Momentum Premium across International Equity Markets Paul Docherty and Gareth Hurst Is It Who You Know or What You Know? Evidence from IPO Allocations … CY Hwang, S Titman, Y Wang, J Duanmu, A Malakhov, WR McCumber, ... | | 2018 |
Did TARP Affect Banks’ Liquidity Creation? J Duanmu | | |