Tong Yu

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Tong Yu
TongYu.jpg
Nationality China
Occupation Academic
Website Home page
Academic background
Alma mater University of South Carolina
Academic work
Discipline Financial economics
Institutions University of Cincinnati
Main interests Risk management and insurance
Empirical asset pricing
Financial intermediation.

Tong Yu is a Professor of Finance and Insurance in the Lindner School of Business at the University of Cincinnati. Research interests include risk management and insurance, empirical asset pricing, and financial intermediation.

Papers

Yu 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]
2012 Forecasting stock returns through an efficient aggregation of mutual fund holdings[2]
2010 On the predictability of Chinese stock returns[3]
2008 Do mutual funds profit from the accruals anomaly?[4]
2013 The asset growth effect: Insights from international equity markets[5]
2007 Prudent man or agency problem? On the performance of insurance mutual funds[6]

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. 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.
  3. Chen, Xuanjuan; Kim, Kenneth; Yao, Tong; Yu, Tong (2010). On the predictability of Chinese stock returns. SSRN. http://ssrn.com/abstract=972685.
  4. 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.
  5. 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.
  6. 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