Cheng, Shijun, Robert Felix, and Yijiang Zhao. Board interlock Networks and Informed Short Sales. Journal of Banking & Finance, 2019, 98: 198-211.
Li, Jia, Yunxiao Liu, and Dacheng Xiu. Efficient Estimation of Integrated Volatility Functionals via Multiscale Jackknife. Annals of Statistics, 2019, 47 (1): 156-176.
Dai, Chaoxing, Kun Lu, and Dacheng Xiu. Knowing Factors or Factor Loadings, or Neither? Evaluating Estimators of Large Covariance Matrices with Noisy and Asynchronous Data. Journal of Econometrics, 2019, 208 (1): 43-79.
Liu, Crocker, Peng Liu, and Zhipeng Zhang. Real Assets, Liquidation Value and Choice of Financing. Real Estate Economics, 2019, 47 (2): 478-508.
Hu, Grace Xing, Can Chen, Yuan Shao, and Jiang Wang. Fama-French in China: Size and Value Factors in Chinese Stock Returns. International Review of Finance, 2019, 19 (1): 3-44.
Alti, Aydogan, and Sheridan Titman. Dynamic Model of Characteristic-based Return Predictability. Journal of Finance, 2019, 74 (6): 3187-3216.
Ismail, Ahmad, Samer Khalil, Assem Safieddine, and Sheridan Titman. Smart Investments by Smart Money: Evidence from Acquirers' Projected Synergies. Journal of Corporate Finance, 2019, 56: 343-363..
YANG, Liyan, and Haoxiang Zhu. Back-Running: Seeking and Hiding Fundamental Information in Order Flows. The Review of Financial Studies, 2019, 33 (4): 1484-1533.
Cohen, Lauren, Umit Gurun, and Scott Duke Kominers. Patent Trolls: Evidence from Targeted Firms. Management Science, 2019, 65 (12): 5461-5486.
Jiang, Hao, and Lu Zheng. Active Fundamental Performance. The Review of Financial Studies, 2018, 31 (12): 4688-4719.
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