Tong Yao

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Tong Yao
TongYao.jpg
NationalityChina
OccupationAcademic
Academic background
Alma materBoston College
Academic work
DisciplineFinancial economics
InstitutionsUniversity of Iowa
Main interestsStock return predictability
Investment management
Mutual funds
WebsiteHome page

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.CS1 maint: uses authors parameter (link) CS1 maint: location (link)
  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.CS1 maint: uses authors parameter (link) CS1 maint: location (link)
  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.CS1 maint: uses authors parameter (link)
  4. Balduzzi, Pierluigi; Yao, Tong, (2010). Testing heterogeneous-agent models: an alternative aggregation approach. Journal of Monetary Economics, Forthcoming.: SSRN.CS1 maint: extra punctuation (link) CS1 maint: uses authors parameter (link)
  5. Chen, Xuanjuan; Kim, Kenneth; Yao, Tong; Yu, Tong (2010). On the predictability of Chinese stock returns. SSRN.CS1 maint: uses authors parameter (link)
  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.CS1 maint: uses authors parameter (link) CS1 maint: location (link)
  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.CS1 maint: uses authors parameter (link) CS1 maint: location (link)
  8. Chen, Xuanjuan; Yao, Tong; Yu, Tong (2007). Prudent man or agency problem? On the performance of insurance mutual funds. SSRN.CS1 maint: uses authors parameter (link)

External links