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.
姜富伟, 凃俊, David E.Rapach, Jack K.Strauss, 周国富. 中国股票市场可预测性的实证研究. 金融研究, 2011 (9): 107-121.
Wu, Ting-Pin, and Son-Nan Chen. Valuation of CMS Spread Options With Nonzero Strike Rates in the LIBOR Market Model. Journal of Derivatives, 2011, 19 (1): 41-55.
Jiang, Fuxiu, Gregory R. Stone, Jianfei Sun, and Min Zhang. Managerial Hubris, Firm Expansion and Firm Performance. The Social Science Journal, 2011, 48.
Hou, Kewei, G. Andrew Karolyi, and Bong-Chan Kho. What Factors Drive Global Stock Returns?. The Review of Financial Studies, 2011, 24 (8): 2527-2574.
学术活动
more >>10.24
2025
10.22
2025