Yuan, Kathy, Lu Zheng, and Qiaoqiao Zhu. Are Investors Moonstruck? – Lunar Phases and Stock Returns. Journal of Empirical Finance, 2006, 13 (1): 1-23.
Chou, Pin-Huang, and Guogu Zhou. Using Bootstrap to Test Portfolio Effciency. Annals of Economics and Finance, 2006, 7 (2): 217-249.
Bates, Timothy, William D. Bradford, and Julia Rubin. The Viability of the Minority-Oriented Venture Capital Industry Under Alternative Financing Arrangements. Economic Development Quarterly, 2006, 20 (2): 178-191.
Boyd, John H., Ravi Jagannathan, and Qianqiu Liu. The Stock Market’s Reaction to Unemployment News, Stock-Bond Return Correlations, and the State of the Economy. Journal of Investment Management, 2006, 4 (4): 73-90.
K. Huang,Zheng Liu. Sellers’ Local Currency Pricing or Buyers’ Local Currency Pricing: Does It Matter for International Welfare Analysis?. Journal of Economic Dynamics & Control, 2006, 30 (7): 1183-1213.
Ang, Andrew ; Hodrick, Robert J. ; Xing, Yuhang ; Zhang, Xiaoyan. The Cross-Section of Volatility and Expected Returns. Journal of Finance, 2006, 61 (1): 259-299.
Yuhang, Xing. Sector Investment Growth Rates and The Cross –Section of Equity Returns. Journal of Business, 2006, 79 (3): 1637-1665.
Yuhang Xing. Downside Risk. The Review of Financial Studies, 2006, 19 (4): 1191-1239.
Zhang, Xiaoyan. Specification Tests of International Asset Pricing Models. Journal of International Money and Finance, 2006, 25 (2): 275-307.
Sun, Qunyan, Jie LI, and Anming Zhang. SOE Reform under Oligopolistic Market Structure: The Optimal Choice of State Shares. Frontiers of economics in China, 2006, 1 (1): 39-47.
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