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Levi, Shai, and Xiao-Jun Zhang . Asymmetric decrease in liquidity trading before earnings announcements and the announcement return premium. Journal of Financial Economics, 2015, 118 (2): 383-398.
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Arnott, Robert D., Jason C. Hsu, Jun Liu, and Harry Markowitz. Can Noise Create the Size and Value Effects?. Management Science, 2015, 61 (11): 2549-2824.
Stambaugh, Robert, Jianfeng Yu and Yu Yuan. Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle. Journal of Finance, 2015, 70 (5): 1903-1948.
Shi, Guifeng, and Jianfei Sun. Corporate Bond Covenants and Social Responsibility Investment. Journal of Business Ethics, 2015, 131.
Zhe, Li, and Jianfei Sun. Emission Taxes and Standards in a General Equilibrium with Entry and Exit. Journal of Economic Dynamics & Control, 2015, 61: 34-60.
Tang, Dragon Yongjun, Feng Tian, and Hong Yan. Internal Control Quality and Credit Default Swap Spreads. Accounting Horizons, 2015, 29 (3): 603-629.
Chang, Chun, Zheng Liu, and Mark M. Spiegel. Capital Controls and Optimal Chinese Monetary Policy. Journal of Monetary Economics, 2015, 74: 1-15.
Dai, Min, Hong Liu, Yang Chen, and Yifei Zhong. Optimal Tax Timing with Asymmetric Long-Term/Short-Term Capital Gains Tax. The Review of Financial Studies, 2015, 28 (9): 2687–2721.
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