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Capturing hedge fund risk factor exposures : Hedge fund return replication with ETFs
Duanmu, Jun
;
Li, Yongjia
;
Malakhov, Alexey
- In:
Financial Review
55
(
2019
)
3
,
pp. 405-431
Persistent link: https://www.econbiz.de/10012191219
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2
Active factor investing : Hedge funds versus the rest of us
Duanmu, Jun
;
Li, Yongjia
;
Malakhov, Alexey
- In:
Review of Financial Economics
39
(
2020
)
4
,
pp. 424-441
Persistent link: https://www.econbiz.de/10012407673
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3
Can hedge funds benefit from corporate social responsibility investment?
Duanmu, Jun
;
Huang, Qiping
;
Li, Yongjia
;
McBrayer, …
- In:
Financial Review
56
(
2021
)
2
,
pp. 251-278
Persistent link: https://www.econbiz.de/10012537309
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4
Natural disaster risk and residential mortgage lending standards
Duanmu, Jun
;
Li, Yongjia
;
Lin, Meimei
;
Tahsin, Salman
- In:
Journal of real estate research : JRER ; a publication …
44
(
2022
)
1
,
pp. 106-130
Persistent link: https://www.econbiz.de/10013167615
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5
Natural disasters, risk salience, and corporate ESG disclosure
Huang, Qiping
;
Li, Yongjia
;
Lin, Meimei
;
McBrayer, …
- In:
The journal of corporate finance : contracting, …
72
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013209811
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6
Home price appreciation and residential lending standards
Li, Yongjia
;
Tahsin, Salman
- In:
Journal of economics & business
114
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012807046
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7
On the market timing of hedging : evidence from U.S. oil and gas producers
Hong, Liu
;
Li, Yongjia
;
Xie, Kangzhen
;
Yan, Claire J.
- In:
Review of quantitative finance and accounting
54
(
2020
)
1
,
pp. 297-334
Persistent link: https://www.econbiz.de/10012232842
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8
Litigation risk and stock return anomaly
Duanmu, Jun
;
Huang, Qiping
;
Li, Yongjia
;
Sun, Lingna
- In:
Financial analysts journal : FAJ
78
(
2022
)
4
,
pp. 145-162
Persistent link: https://www.econbiz.de/10013417626
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9
Optimal auctions for asymmetrically budget constrained bidders
Malakhov, Alexey
;
Vohra, Rakesh V.
- In:
Review of economic design : RED
12
(
2007
)
4
,
pp. 245-258
Persistent link: https://www.econbiz.de/10008164082
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10
An optimal auction for capacity constrained bidders: a network perspective
Malakhov, Alexey
;
Vohra, Rakesh V.
- In:
Economic theory
39
(
2009
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10008165054
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