Zobrazeno 1 - 10
of 29
pro vyhledávání: '"Bolong Cao"'
Autor:
Liangyi Ouyang, Bolong Cao
Publikováno v:
Emerging Markets Review. 44:100697
Using data from 2009 to 2016, we reveal that Chinese mutual fund managers pump and dump some of their top holdings around quarter-ends. Our evidence suggests that the fund managers engage in the manipulation so as to either create a star fund for the
Autor:
Toby Li, Bolong Cao
Publikováno v:
SSRN Electronic Journal.
Autor:
Liangyi Ouyang, Bolong Cao
Publikováno v:
SSRN Electronic Journal.
We examine the abnormal returns and excess trading volume around quarter ends of the quarterly disclosed top holdings by Chinese mutual funds from 2009 to 2016. We find evidence that a portion of these stocks experience return reversals and high leve
Publikováno v:
Financial Services Review. Fall2015, Vol. 24 Issue 3, p289-311. 23p.
Autor:
Yingke Liu, Lijuan Jiang, Bolong Cao, Qingwen Zhu, Dong Liu, Yang Li, Jianyu Yang, Xing Wang, Wugeng Xue
Publikováno v:
Journal of Traditional Chinese Medicine. 34:652-656
Objective To determine the effects of Anshendingzhi decoction (ASDZD) on depression, to compare ASDZD with Danzhixiaoyao pill (DZXYP), and to provide evidence for the clinical treatment of depression with Traditional Chinese Medicine. Methods Seventy
Autor:
Shamila A. Jayasuriya, Bolong Cao
Publikováno v:
The Journal of Alternative Investments. 14:40-50
Using an augmented Treynor and Mazuy model, the authors analyze the cross-sectional performance of a large sample of hedge funds operating in different regions of emerging markets. The performances of these funds are benchmarked on the relevant regio
Autor:
Bolong Cao, Deniz Kebabci
Publikováno v:
Managerial Finance. 38:280-302
PurposeThe purpose of this paper is to examine the ability of hedge funds and funds of hedge funds to generate absolute returns using fund level data.Design/methodology/approachThe absolute return profiles are identified using properties of the empir
Autor:
Yixiao Sun, Bolong Cao
Publikováno v:
Journal of Econometrics. 163:127-143
This paper establishes the asymptotic distributions of the impulse response functions in panel vector autoregressions with a fixed time dimension. It also proves the asymptotic validity of a bootstrap approximation to their sampling distributions. Th
Publikováno v:
Economics Bulletin. 30(3):1842-1851
An increasing number of investors are including futures-based commodity index funds in their portfolios. The argument is that these funds increase diversification, enhance returns and serve as an inflation hedge. Much of the recent literature served
Publikováno v:
Synlett. 2002:0285-0289
A facile synthesis of a conformationally restricted β-strand mimetic library is described. Regioselective 1,3-dipolar cycloaddition with a resin-bound vinylsulfone provides a structurally diverse β-strand templated library. This library includes po