Publications

Latest Publications

1. Xin, Chen, and Yang Chang, 2021, Vertical Interlock and the Value of Cash Holdings, Accounting and Finance

2. Mahyar Effekhar, Jing-Sheng Song, Scott Webster, 2021, Prepositioning and local purchasing for emergency operations under budget, demand, and supply uncertain, Manufacturing & Service Operations Management

3. Miao, Sentao, and Xiuli Chao, 2021, Dynamic Joint Assortment and Pricing Optimization with Demand Learning, Manufacturing & Service Operations Management

4. Zhou, Zhengyi, Hong Chen, Lu Han, and Anming Zhang, 2021, The Effect of a Subway on House Prices: Evidence from Shanghai, Real Estate Economics

5. Garvey, Ryan, Tao Huang, and Fei Wu, 2021, Is Faster or Slower Trading Better? An Examination of Order Type Execution Speed and Costs, European Financial Management

6. Liu, Yan, 2021, Index Option Returns and Generalized Entropy Bounds, Journal of Financial Economics

7. Chen, S. N. , and Y. Gu, 2021, Jump, Diffusion, and Long-term Volatility Risks with Incremental Information in VIX Assets, Journal of Derivatives

8. R. Dong, R. Fisman, Y. Wang and N. Xu, 2021, Air Pollution, Affect, and Forecasting Bias: Evidence from Chinese Financial Analysts, Journal of Financial Economics

9. Chen, Hui, Yu Xu, and Jun Yang, 2021, Systematic risk, debt maturity, and the term structure of credit spreads, Journal of Financial Economics

10. Hou, Kewei, Haitao Mo, Chen Xue, and Lu Zhang, 2021, An Augmented q-factor Model with Expected Growth, Review of Finance

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