Publications
Latest Publications
1.
Huang, Tao, Fei Wu, Jing Yu, and Bohui Zhang, 2020, Investor protection and the value impact of stock liquidity, Journal of International Business Studies
2.
Chen, Hui, Michael Michaux, and Nikolai Roussanov, 2020, Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty, The Journal of Finance
3.
许多奇, 2020, 论跨境数据流动规制企业双向合规的法治保障, 东方法学
4.
Yacine, Aït-Sahalia, Ilze Kalnina, and Dacheng Xiu, 2020, High-Frequency Factor Models and Regressions, Journal of Econometrics
5.
Song, Jing-Sheng, Geert-Jan van Houtum and Jan Van Mieghem, 2020, Capacity and inventory management: Review, trends, and projections, Manufacturing & Service Operations Management
6.
Cohen, Lauren, Christopher Malloy and Quoc Nguyen, 2020, Lazy Prices, The Journal of Finance
7.
Bartl, Daniel, Samuel Drapeau, and Ludovic Tangpi, 2020, Computational Aspects of Robust Optimized Certainty Equivalents and Option Pricing, Mathematical Finance
8.
Sylvain Leduc and Zheng Liu, 2020, The Weak Job Recovery in a Macro Model of Search and Recruiting Intensity, American Economic Journal: Macroeconomics
9.
Drapeau, Samuel, Peng Luo, and Dewen Xiong, 2020, Characterization of fully coupled FBSDE in terms of portfolio optimization, Electronic Journal of Probability
10.
Christopher A. Parsons, Riccardo Sabbatucci, and Sheridan Titman, 2020, Geographic Lead-Lag Effects, The Review of Financial Studies
