Da, Zhi, Umit Gurun, and Mitch Warachka. Frog in the Pan: Continuous Information and Momentum. The Review of Financial Studies, 2014, 27 (7): 2171-2218.
Da, Zhi, Qianqiu Liu, and Ernst Schaumburg. A Close Look at the Short-term Return Reversal. Management Science, 2014, 60 (3): 658-674.
Chang, Eric C., Yan Luo, and Jinjuan Ren. Short-Selling, Margin-Trading, and Price Efficiency: Evidence from the Chinese Market. Journal of Banking & Finance, 2014, 48 (11): 411-424.
许多奇. 落实税收法定原则的有效路径——建立我国纳税人权利保护官制度. 法学论坛, 2014, 29 (4): 54-61.
许多奇,张维宇. 我国非保本理财产品之运作困境与制度设计. 法学, 2014 (10): 99-115.
Xiu, Dacheng. Hermite Polynomial based Expansion of European Option Prices. Journal of Econometrics, 2014, 179 (2): 158-177.
Fan, Jianqing, Lei Qi, and Dacheng Xiu. Quasi-Maximum Likelihood Estimation of GARCH Models with Heavy-Tailed Likelihoods. Journal of Business and Economic Statistics, 2014, 32 (2): 178-191.
Hu, Grace Xing, Jun Pan, and Jiang Wang. Noise as Information for Illiquidity. Journal of Finance, 2013, 68 (6): 2341-2382.
Gao, Pingyang, and Pierre Jinghong Liang. Informational Feedback, Adverse Selection, and Optimal Disclosure Policy. Journal of Accounting Research, 2013, 51 (5): 1133-1158.
Lake, Larry W., John Martin, J. Douglas Ramsey, and Sheridan Titman. A Primer on the Economics of Shale Gas Production: Just how Cheap is Shale Gas?. Journal of Applied Corporate Finance, 2013, 25 (4): 87-96.
学术活动
more >>04.23
2025