Liu, Jun, and Allan Timmermann. Optimal Convergence Trade Strategies. The Review of Financial Studies, 2013, 26 (4): 1048–1086.
Chang, Charles, Li-jiun Chen, and Cheng-der Fuh. The Pricing of Risk and Sentiment: A Study of Executive Stock Options. Financial Management, 2013, 42 (1): 79-99.
He, Zhiguo, and Wei Xiong. Delegated asset management, investment mandates, and capital immobility. Journal of Financial Economics, 2013, 107 (2): 239-258.
Drapeau, Samuel, and Michael Kupper. Risk Preferences and their Robust Representation. Mathematics of Operations Research, 2013, 38 (1): 28-62.
Seasholes, Mark S, and Ning Zhu. Investing in What you Know: The Case of Individual Investors and Local Stocks. Journal of Investment Management, 2013, 11.
Obizhaeva, Anna A., and Jiang Wang. Optimal Trading Strategy and Supply/Demand Dynamics. Journal of Financial Markets, 2013, 16 (1): 1-32.
Colla, Paolo, Filippo Ippolito, and Kai Li. Debt Specialization. Journal of Finance, 2013, 68 (5): 2117-2141.
Bao, Jack, and Jun Pan. Bond Illiquidity and Excess Volatility. Review of Financial Studies, 2013, 26.
Jiang, Zhan, and Kenneth A. Kim. Financial Management in China. Journal of Multinational Financial Management, 2013, 23 (3): 125-133.
Jiang, Zhan, Kenneth A. Kim, and Yilei Zhang. The increase in ceo pay after large investments: Is it purely rent extraction?. Advances in Financial Economics, 2013, 16: 1-42.
学术活动
more >>04.23
2025
04.16
2025
04.11
2025