Faculty & Research

Latest Publications

1. Zhang, Jun and Z. Shi, 2020, Bayesian inference as probability transfer across sample spaces, Decision

2. Gu, Shihao, Bryan Kelly, and Dacheng Xiu, 2020, Empirical Asset Pricing via Machine Learning, The Review of Financial Studies

3. HUANG Shiyang, Zhigang Qiu, and Liyan Yang, 2020, Institutionalization, Delegation, and Asset Prices, Journal of Economic Theory

4. Huang, Dashan, Jiangyuan Li, Liyao Wang, and Guofu Zhou, 2020, Time series momentum: Is it there?, Journal of Financial Economics

5. Huang, Tao, Fei Wu, Jing Yu, and Bohui Zhang, 2020, Investor protection and the value impact of stock liquidity, Journal of International Business Studies

6. Chen, Hui, Michael Michaux, and Nikolai Roussanov, 2020, Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty, The Journal of Finance

7. Yacine, Aït-Sahalia, Ilze Kalnina, and Dacheng Xiu, 2020, High-Frequency Factor Models and Regressions, Journal of Econometrics

8. Song, Jing-Sheng, Geert-Jan van Houtum and Jan Van Mieghem, 2020, Capacity and inventory management: Review, trends, and projections, Manufacturing & Service Operations Management

9. Cohen, Lauren, Christopher Malloy and Quoc Nguyen, 2020, Lazy Prices, The Journal of Finance

10. Bartl, Daniel, Samuel Drapeau, and Ludovic Tangpi, 2020, Computational Aspects of Robust Optimized Certainty Equivalents and Option Pricing, Mathematical Finance