Publications
Latest Publications
1.
Tao, Xuan, Andrew Day, Lan Ling, and Samuel Drapeau, 2022, On Detecting Spoofing Strategies in High Frequency Trading, Quantitative Finance
2.
Bi, Xuan, Gediminas Adomavicius, William Li, and Annie Qu, 2022, Improving Sales Forecasting Accuracy: A Tensor Factorization Approach with Demand Awareness, Informs Journal on Computing
3.
Harvey, Campbell R., and Yan Liu, 2022, Luck versus Skill in the Cross-Section of Mutual Fund Returns: Reexamining the Evidence, The Journal of Finance
4.
Kan, Raymond, Xiaolu Wang, and Guofu Zhou, 2022, Optimal Portfolio Choice with Estimation Risk: No Risk-free Asset Case, Management Science
5.
Jiang, George J.，Bing Liang, and Huacheng Zhang, 2022, Hedge Fund Manager Skills and Style-Shifting, Management Science
6.
Iachan, Felipe, Dejanir Silva, and *Chao Zi*, 2022, Under-Diversification and Idiosyncratic Risk Externalities, Journal of Financial Economics
7.
Han, Bing, David Hirshleifer, and Johan Walden, 2022, Social Transmission Bias and Investor Behavior, Journal of Financial and Quantitative Analysis
8.
Bartram, Söhnke M, Kewei Hou, and Sehoon Kim, 2022, Real effects of climate policy: Financial constraints and spillovers, Journal of Financial Economics
9.
Liao, Guanmin, Mark Ma, and Xiaoyun Yu, 2022, Transporting transparency: Director foreign experience and corporate information environment, Journal of International Business Studies
10.
Chen, Hong, and Murray Z Frank, 2022, The Effect of Taxation on Corporate Financing and Investment, Review of Corporate Finance Studies
