Publications

Latest Publications

1. Harvey, Campbell R., Yan Liu, and Alessio Saretto, 2020, An Evaluation of Alternative Multiple Testing Methods for Finance Applications, Review of Asset Pricing Studies

2. Feng, Gavin, Stefano Giglio, and Dacheng Xiu, 2020, Taming the Factor Zoo: A Test of New Factors, The Journal of Finance

3. Zhang, Huanan, Xiuli Chao, and Cong Shi, 2020, Closing the Gap: A Learning Algorithm for Lost-Sales Inventory Systems with Lead Times, Management Science

4. Da, Zhi, and Xing Huang, 2020, Harnessing the Wisdom of Crowds, Management Science

5. Hou, Kewei, Chen Xue, and Lu Zhang, 2020, Replicating Anomalies, The Review of Financial Studies

6. Tong, Jordan, Gregory DeCroix, and Jing-Sheng Song, 2020, Modeling payment timing in multiechelon inventory systems with applications to supply chain coordination, Manufacturing & Service Operations Management

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

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

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

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

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