Zhang, Jin E., Huimin Zhao, and Eric C. Chang. Equilibrium Asset and Option Pricing Under Jump Diffusion. Mathematical Finance, 2012, 22 (3): 538-568.
Chang, Eric C., Joseph W. Cheng, J. Michael Pinegar and Yinghui Yu. Short-Sales Constraints: Reductions in Costs of Capital or Overvaluation? Evidence from Hong Kong. Pacific-Basin Finance Journal, 2012, 20 (3): 506-520.
Liu, Xiaolong, and Peng Liu. The Composition of Market Proxy in REITs Risk Premium Estimation. Journal of Real Estate Portfolio Management, 2012, 18 (1): 79-98.
Yu, Frank and Xiaoyun Yu. Corporate Lobbying and Fraud Detection. Journal of Financial and Quantitative Analysis, 2011, 46 (6): 1865-1891.
Anna Chernobai, Philippe Jorion, and Fan Yu. The Determinants of Operational Risk in U.S. Financial Institutions. Journal of Financial and Quantitative Analysis, 2011, 46 (6): 1683-1725.
Dybvig, Philip H., and Hong Liu. Verification Theorems and Solutions of Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing. Mathematics of Operations Research, 2011, 36 (4): 620-635.
Bolton, Patrick, Hui Chen, and Neng Wang. A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management. Journal of Finance, 2011, 66 (5): 1545-1578.
Liu, Peng, and Daniel Quan. Foreclosure of Securitized Commercial Mortgages – a Model of the Special Servicer . Journal of Real Estate Finance and Economics, 2011, 46 (2): 321-338.
You, Haifeng, and Xiao-Jun Zhang. Limited attention and stock price drift following earnings announcements and 10-K filings. China Finance Review International, 2011, 1 (4): 358-387.
Deuskar, Prachi, Joshua M. Pollet, Z. Jay Wang and Lu Zheng. The Good or the Bad? Which Mutual Fund Managers Join Hedge Funds?. The Review of Financial Studies, 2011, 24 (9): 3008-3024.
学术活动
more >>04.23
2025
04.16
2025
04.11
2025