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Fuller, Russell J, Bing Han, and Yining Tung. Estimating the Negative Impact of “Noise” on the Returns of Cap-Weighted Portfolios in Various Segments of the Equity Markets. Journal of Finance, 2012.
Boyle, Phelim, Lorenzo Garlappi, Raman Uppal, and Tan Wang. Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification. Management Science, 2012, 58.
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陈欣. 邮票的特征与发行后长期回报—来自新中国邮票的证据. 中国金融评论, 2012.
Yu, Frank, and Xiaoyun Yu. Corporate lobbying and fraud detection. Journal of Financial and Quantitative Analysis, 2011, 46.
Winton, Andrew. Discussion of "Capital Regulation and Tail Risk". International Journal of Central Banking, 2011, 7.
Zhou, Sean X., Zhijie T. Tao, and Xiuli C. Chao. Optimal control of inventory systems with multiple types of remanufacturable products. Manufacturing and Service Operations Management, 2011, 13.
Li, Yan, and Liyan Yang. Testing conditional factor models: A nonparametric approach. Journal of Empirical Finance, 2011, 18.
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