Chen, Leon, Zhi Da, and Ernst Schaumburg. Implementing Black-Litterman using an Equivalent Formula and Equity Analyst Target Prices. Journal of Investing, 2015, 24 (1): 34-47.
Chang, Eric C., Dragon Yongjun Tang, and Miao Ben Zhang. Suitability Checks and Household Investments in Structured Products. Journal of Financial and Quantitative Analysis, 2015, 50 (3): 597-622.
Kuang, Weida, and Peng Liu. Inflation and House Prices: Theory and Evidence from 35 Major Cities in China ties. International Real Estate Review, 2015, 18 (2): 217-240.
Casassus, Jaime, Peng Liu, and Ke Tang. Maximal Gaussian Affine Models for Multiple Commodities: A Note . Journal of Futures Markets, 2015, 35 (1): 75-86.
Chang, Charles, and Emily Lin. Cash-futures basis and the impact of market maturity, informed trading, and expiration effects. International Review of Economics & Finance, 2015, 35: 197-213.
Ju, Nengjiu, Hayne Leland, and Lemma W. Senbet. Options, Option Repricing in Managerial Compensation: Their Effects on Corporate Investment Risk. Journal of Corporate Finance, 2014, 29: 628-643.
Stambaugh, Robert, Jianfeng Yu, and Yu Yuan. The Long of It: Odds That Investor Sentiment Spuriously Predicts Anomaly Returns. Journal of Financial Economics, 2014, 114 (3): 613-619.
Lily Fang, Joel Peress, Lu Zheng. Does Media Coverage of Stocks Affect Mutual Funds' Trading and Performance?. The Review of Financial Studies, 2014, 27 (12): 3441–3466.
Chang, Chun, Xin Chen, and Guanmin Liao. What are the Reliably Important Determinants of Capital Structure in China?. Pacific-Basin Finance Journal, 2014, 30: 87-113.
Chen, Hui, Nengjiu Ju, and Jianjun Miao. Dynamic asset allocation with ambiguous return predictability. Review of Economic Dynamics, 2014, 17 (4): 799-823.
学术活动
more >>10.24
2025
10.22
2025