Cohen, Lauren, Karl B. Diether, and Christopher J. Malloy. Supply and Demand Shifts in the Shorting Market. Journal of Finance, 2007, 62 (5): 2061-2096.
Kan, Raymond, and Guofu Zhou. Optimal Portfolio Choice with Parameter Uncertainty. Journal of Financial and Quantitative Analysis, 2007, 42 (3): 621-656.
Hong, Yongmiao, Jun Tu, Guofu Zhou. Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation. The Review of Financial Studies, 2007, 20 (5): 1547-1581.
Bates, Timothy, and William D. Bradford. Traits and Performance of the Minority Venture-Capital Industry. Annals of the American Academy of Political and Social Science, 2007, 613 (1): 95-107.
Huang, Lixin, and Hong Liu. Rational Inattention and Portfolio Selection. Journal of Finance, 2007, 62 (4): 1999-2040.
Hou, Kewei. Industry Information Diffusion and the Lead-Lag Effect in Stock Returns. The Review of Financial Studies, 2007, 20 (4): 1113-1138.
Pove, Paul l, Rajdeep Singh, and Andrew Winton. Booms, Busts, and Fraud. The Review of Financial Studies, 2007, 20 (4): 1219-1254.
Han, Bing. Stochastic Volatilities and Correlations of Bond Yields. Journal of Finance, 2007, 62 (3): 1491-1524.
Chen, Qi, and W Jiang. Price Informativeness and Investment Sensitivity to Stock Price. The Review of Financial Studies, 2007, 20 (3): 619-650.
Xu, Xindong, M Shackleton, S Taylor, and Xiaoqian Liu. Closed-form transformations from risk-neutral to real-world distributions. Journal of Banking & Finance, 2007, 31 (5): 1501-1520.
学术活动
more >>