Publications

Latest Publications

1. Giannetti, Mariassunta, and Xiaoyun Yu, 2021, Adapting to Radical Change: The Benefits of Short-Horizon Investors, Management Science

2. Grace Xing Hu, Jun Pan, Jiang Wang, 2021, Chinese Capital Market: An Empirical Overview, Critical Finance Review

3. Gu, Shihao, Bryan Kelly, and Dacheng Xiu, 2021, Autoencoder Asset Pricing Models, Journal of Econometrics

4. Lu, Deng, Mingqing Liao, Rui Luo, Jianfei Sun, and Chen Xu, 2021, Does Corporate Social Responsibility Reduce Share Price Premium? Evidence from China's A- and H-Shares, Pacific-Basin Finance Journal

5. Giglio, Stefano; Liao, Yuan, and Dacheng Xiu, 2021, Thousands of Alpha Tests, The Review of Financial Studies

6. Zhan, Xintong (Eunice), Bing Han, Jie Cao, and Qing Tong, 2021, Option Return Predictability, The Review of Financial Studies

7. Song, Jing-Sheng, and Zhengliang Xue, 2021, Demand shaping through bundling and product configuration: a dynamic multiproduct inventory-pricing model, Operations Research

8. Hou, Kewei, Po-Hsuan Hsu, Shiheng Wang, Akiko Watanabe, and Yan Xu, 2021, Corporate R&D and Stock Returns: International Evidence, Journal of Financial and Quantitative Analysis

9. Chen, Boxiao, Xiuli Chao, and Cong Shi, 2021, Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand, Mathematics of Operations Research

10. Zheng Liu, Pengfei Wang, and Zhiwei Xu, 2021, Interest Rate Liberalization and Capital Misallocations, American Economic Journal: Macroeconomics

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