Faculty & Research

Latest Publications

1. Sylvain Leduc and Zheng Liu, 2020, The Weak Job Recovery in a Macro Model of Search and Recruiting Intensity, American Economic Journal: Macroeconomics

2. Drapeau, Samuel, Peng Luo, and Dewen Xiong, 2020, Characterization of fully coupled FBSDE in terms of portfolio optimization, Electronic Journal of Probability

3. Christopher A. Parsons, Riccardo Sabbatucci, and Sheridan Titman, 2020, Geographic Lead-Lag Effects, The Review of Financial Studies

4. Chen, Huaizhi, Lauren Cohen, Umit Gurun, Dong Lou, and Christopher Malloy, 2020, IQ from IP: Simplifying Search in Portfolio Choice, Journal of Financial Economics

5. Ai, Hengjie, Jun E. Li, Kai Li, and Christian Schlag, 2020, The Collateralizability Premium, The Review of Financial Studies

6. Liu, Peng, McKay Price, and Nathan Mauck, 2019, Are Government Owned Investment Funds Created Equal? Evidence from Sovereign Wealth Fund Real Estate Acquisitions, Journal of Real Estate Finance and Economics

7. Meng, Yu, 2019, Insights: The Success Equation, Journal of Investment Management

8. Gao, George P., Xiaomeng Lu, Zhaogang Song, and Hongjun Yan, 2019, Disagreement Beta, Journal of Monetary Economics

9. Harvey, Campbell R., and Yan Liu, 2019, Cross-Sectional Alpha Dispersion and Performance Evaluation, Journal of Financial Economics

10. Santos, João A C, and Andrew Winton, 2019, Bank Capital, Borrower Power, and Loan Rates, The Review of Financial Studies