Follow
Jun Duanmu
Jun Duanmu
Verified email at seattleu.edu
Title
Cited by
Cited by
Year
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
182022
Can hedge funds benefit from corporate social responsibility investment?
J Duanmu, Q Huang, Y Li, GA McBrayer
Financial Review 56 (2), 251-278, 2021
102021
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
102020
Can Hedge Funds Benefit from CSR Investment?
J Duanmu, Q Huang, Y Li, G McBrayer
Available at SSRN 3380623, 2019
32019
Litigation risk and stock return anomaly
J Duanmu, Q Huang, Y Li, L Sun
Financial Analysts Journal 78 (4), 145-162, 2022
22022
In Search of Missing Risk Factors: Hedge Fund Return Replication with ETFs
J Duanmu, Y Li, A Malakhov
Available at SSRN 2411910, 2018
22018
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
12021
Where Do Hedge Fund Returns Come From? A Comparison of Alpha and Beta Activity
J Duanmu, A Malakhov, WR McCumber
12013
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
The system can't perform the operation now. Try again later.
Articles 1–14