Tong Yao

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Tong Yao
TongYao.jpg
Nationality China
Occupation Academic
Website Home page
Academic background
Alma mater Boston College
Academic work
Discipline Financial economics
Institutions University of Iowa
Main interests Stock return predictability
Investment management
Mutual funds

Tong Yao is an Associate Professor, Finance, Tippie College of Business, University of Iowa. Research interests include stock return predictability, investment management and mutual funds.

Papers

Yao is the author/co-author of the following most cited papers, ranked from most to least cited.

Year Study
2007 Do mutual funds time the market? Evidence from portfolio holdings[1]
2009 The information content of idiosyncratic volatility[2]
2012 Forecasting stock returns through an efficient aggregation of mutual fund holdings[3]
2010 Testing heterogeneous-agent models: an alternative aggregation approach[4]
2010 On the predictability of Chinese stock returns[5]
2008 Do mutual funds profit from the accruals anomaly?[6]
2013 The asset growth effect: Insights from international equity markets[7]
2007 Prudent man or agency problem? On the performance of insurance mutual funds[8]

See also

References

  1. Jiang, George J.; Yao, Tong; Yu, Tong (2007). Do mutual funds time the market? Evidence from portfolio holdings. Journal of Financial Economics Volume 86: North-Holland. pp. 724-758. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=-lEO4u8AAAAJ&citation_for_view=-lEO4u8AAAAJ:u5HHmVD_uO8C.
  2. Jiang, George J.; Xu, Danielle; Yao, Tong (2009). The information content of idiosyncratic volatility. Journal of Financial and Quantitative Analysis Volume 44: Cambridge University Press. pp. 1-28. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=-lEO4u8AAAAJ&citation_for_view=-lEO4u8AAAAJ:u-x6o8ySG0sC.
  3. Wermers, Russ; Yao, Tong; Zhao, Jane (2012). Forecasting stock returns through an efficient aggregation of mutual fund holdings. Review of Financial Studies: Oxford University Press. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=-lEO4u8AAAAJ&citation_for_view=-lEO4u8AAAAJ:LkGwnXOMwfcC.
  4. Balduzzi, Pierluigi; Yao, Tong, (2010). Testing heterogeneous-agent models: an alternative aggregation approach. Journal of Monetary Economics, Forthcoming.: SSRN. http://ssrn.com/abstract=941134.
  5. Chen, Xuanjuan; Kim, Kenneth; Yao, Tong; Yu, Tong (2010). On the predictability of Chinese stock returns. SSRN. http://ssrn.com/abstract=972685.
  6. Ali, Ashiq; Chen, Xuanjuan; Yao, Tong; Yu, Tong (2008). Do mutual funds profit from the accruals anomaly?. AFA 2007 Chicago Meetings; Journal of Accounting Research, Forthcoming.: SSRN. http://ssrn.com/abstract=891662.
  7. Watanabe, Akiko; Xu, Yan; Yao, Tong; Yu, Tong (2013). The asset growth effect: Insights from international equity markets. Journal of Financial Economics Volume 108: North-Holland. pp. 529-563. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=-lEO4u8AAAAJ&citation_for_view=-lEO4u8AAAAJ:zYLM7Y9cAGgC.
  8. Chen, Xuanjuan; Yao, Tong; Yu, Tong (2007). Prudent man or agency problem? On the performance of insurance mutual funds. SSRN. http://ssrn.com/abstract=589801.

External links