Publications

Latest Publications

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

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

3. Wang, Yulan, Baozhuang Niu, Pengfei Guo, and Jing-Sheng Song, 2021, Direct sourcing or agent sourcing? Contract negotiation in procurement outsourcing, Manufacturing & Service Operations Management

4. Hu, Grace Xing, Jun Pan, and Jiang Wang, 2021, Tri-Party Repo Pricing, Journal of Financial and Quantitative Analysis

5. Azi Ben-Rephael, Bruce Carlin, Zhi Da and Ryan D. Israelsen, 2021, Information Consumption and Asset Pricing, The Journal of Finance

6. Drapeau, Samuel, and Yunbo Zhang, 2021, Pricing and Hedging Performance on Pegged FX Markets Based on a Regime Switching Model, Quantitative Finance

7. Shan, Chenyu, Dragon Yongjun Tang, Hong Yan, and Xing (Alex) Zhou, 2021, Credit Default Swaps and Bank Regulatory Capital, Review of Finance

8. Han, Bing, and Gang Li, 2021, Information Content of Aggregate Implied Volatility Spread, Management Science

9. Liu, Peng, and Jia Xie, 2021, Optimal Contract Design in Residential Brokerage, Real Estate Economics

10. Huang, Ying Sophie, Bing Liang, and Kai Wu, 2021, Are Mutual Fund Manager Skills Transferable to Private Funds?, International Review of Economics & Finance

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