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Real estate as a new equity market sector : market responses and return comovement

Tang, Hongfei; Xie, Kangzhen; Xu, Xiaoqing Eleanor - In: Real estate economics 50 (2022) 2, pp. 431-467

Persistent link: https://www.econbiz.de/10013184925

Tracking performance of leveraged energy exchange-traded funds

Tang, Hongfei; Xu, Xiaoqing Eleanor - In: The journal of derivatives : the official publication … 23 (2016) 3, pp. 37-60

Persistent link: https://www.econbiz.de/10011687181

On the tracking performance and return deviation of real estate leveraged ETFs

Tang, Hongfei; Xu, Xiaoqing Eleanor - In: The journal of alternative investments 15 (2012/13) 4, pp. 48-73

Persistent link: https://www.econbiz.de/10009745282

Tracking performance of the United States-listed China real estate ETF

Tang, Hongfei; Xu, Xiaoqing Eleanor - In: The Chinese economy 46 (2013) 5, pp. 5-35

Persistent link: https://www.econbiz.de/10010355536

Leveraging chinese stock markets : tracking the performance and return deviation of U.S.-listed Chinese LETFs

Tang, Hongfei; Xu, Xiaoqing Eleanor - In: Asia-Pacific journal of financial studies 42 (2013) 6, pp. 845-879

Persistent link: https://www.econbiz.de/10010248977

Do leveraged exchange-traded products deliver their stated multiples?

Loviscek, Anthony L.; Tang, Hongfei; Xu, Xiaoqing Eleanor - In: Journal of banking & finance 43 (2014), pp. 29-47

Persistent link: https://www.econbiz.de/10010408362

Tracking performance of leveraged and regular fixed-income ETFs

Tang, Hongfei; Xu, Xiaoqing Eleanor - In: The journal of fixed income 23 (2014) 3, pp. 64-90

Persistent link: https://www.econbiz.de/10010388889

Dissecting the tracking performance of regular and leveraged VIX ETPs

Tang, Hongfei; Xu, Xiaoqing Eleanor - In: Review of derivatives research 22 (2019) 2, pp. 261-327

Persistent link: https://www.econbiz.de/10012311801

Solving the Return Deviation Conundrum of Leveraged Exchange-Traded Funds

Tang, Hongfei - 2011

The large deviation of the actual return of a Leveraged Exchange-Traded Fund (LETF) from the leveraged multiple of the underlying index return has drawn considerable attention from investors, regulators, and the financial media. Despite this attention, the sources and fundamental determinants of...

Persistent link: https://www.econbiz.de/10013117527

Do corporate cash holdings predict stock returns?

Rao, Ramesh K.; Tang, Hongfei; Chandrashekar, Satyajit - In: The journal of investing 22 (2013) 2, pp. 29-39

Persistent link: https://www.econbiz.de/10009771069