Publications

Latest Publications

1. Xiu, Dacheng. 2010. Quasi-maximum likelihood estimation of volatility with high frequency data. Journal of Econometrics , 159 .

2. Li, Feng. 2010. Textual Analysis of Corporate Disclosures: A Survey of the Literature. Journal of Accounting Literature , 29 .

3. Tu, Jun, and Guofu Zhou. 2010. Incorporating economic objectives into Bayesian priors: Portfolio choice under parameter uncertainty. Journal of Financial and Quantitative Analysis , 45 .

4. 许多奇. 2010. 从税收优惠到全面社会保障——以残疾人权利的倾斜性配置为视角. 法学评论 .

5. Wu, WX, and YX Wang. 2009. Does overconfidence always matter for asset prices?. Applied Economics Letters , 16 .

6. Yan, Hong. 2009. Estimation Uncertainty and the Equity Premium. International Review of Finance , 9 .

7. Hughes, John, Jing Liu, and Jun Liu. 2009. On the relation between expected returns and implied cost of capital. Review of Accounting Studies , 14 .

8. You, Haifeng, and Xiao jun Zhang. 2009. Financial reporting complexity and investor underreaction to 10-k information. Review of Accounting Studies , 14 .

9. Huang, Jennifer, and Jiang Wang. 2009. Liquidity and market crashes. Review of Financial Studies , 22 .

10. Chang, Eric C., Jinjuan Ren, and Qi Shi. 2009. Effects of the volatility smile on exchange settlement practices: The Hong Kong case. Journal of Banking and Finance , 33 .

Top