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.
Boehmer, Ekkehart, Robert Jennings, and Li Wei. Public Disclosure and Private Decision: The Case of US Equity Market Execution Quality. The Review of Financial Studies, 2007, 20 (2): 315-358.
Liang, Bing, and Hyuna Park. Risk Measures for Hedge Funds: A Cross-Sectional Approach. European Financial Management, 2007, 13 (2): 333-370.
Kacperczyk, Marcin, Lu Zheng, and Clemens Sialm. Industry Concentration and Mutual Fund Performance. Journal of Investment Management, 2007, 5 (1): 50-64.
Wu, Ting‐Pin and Son Nan Chen. Equity Swaps in a LIBOR Market Model. Journal of Futures Markets, 2007, 27 (9): 893-920.
Wu, Ting-Pin, and Son-Nan Chen. Cross-Currency Equity Swaps with the BGM Model. Journal of Derivatives, 2007, 15 (2): 60-76.
Liu, Jun. Portfolio Selection in Stochastic Environments. The Review of Financial Studies, 2007, 20 (1): 1-39.
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