Details about Jing Xu

Access statistics for papers by Jing Xu.

Last updated 2022-03-14. Update your information in the RePEc Author Service.

Short-id: pxu197

Journal Articles

2023

1. A Rational Theory for Disposition Effects
   Review of Economic Dynamics, 2023, 47, 131-157 View citations (2)
   See also Software Item Code and data files for "A Rational Theory for Disposition Effects", Computer Codes (2021) (2021)

2019

2. How Does Illiquidity Affect Delegated Portfolio Choice?
   Journal of Financial and Quantitative Analysis, 2019, 54, (2), 539-585 View citations (2)

2018

3. The invisible hand of internal markets in mutual fund families
   Journal of Banking & Finance, 2018, 89, (C), 105-124 View citations (7)

2015

4. Costly arbitrage through pairs trading
   Journal of Economic Dynamics and Control, 2015, 56, (C), 1-19 View citations (16)
5. Superhedging under ratio constraint
   Journal of Economic Dynamics and Control, 2015, 58, (C), 250-264 View citations (1)

Software Items

2021

1. Code and data files for "A Rational Theory for Disposition Effects"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article A Rational Theory for Disposition Effects, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) View citations (2) (2023)