Faculty & Research

Latest Publications

1. Yacine, Aït-Sahalia, and Dacheng Xiu, 2019, A Hausman Test for the Presence of Market Microstructure Noise in High Frequency Data, Journal of Econometrics

2. Hou, Kewei, and Mathijs A. van Dijk, 2019, Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns, The Review of Financial Studies

3. Chen, Qi, X. Jiang, and Y. Zhang, 2019, The Effects of Audit Quality Disclosure on Audit Effort and Investment Efficiency, The Accounting Review

4. Chen, Boxiao, Xiuli Chao, and Hyun-Soo Ahn, 2019, Coordinating Pricing and Inventory Replenishment with Nonparametric Demand Learning, Operations Research

5. Goldstein, Itay, and Liyan Yang, 2019, Good Disclosure, Bad Disclosure, Journal of Financial Economics

6. Chen, B. and Xiuli Chao, 2019, Parametric demand learning with limited price explorations in a backlog stochastic inventory system, Iise Transactions

7. Bradford, William, Chao Chen, and Yang Zhao, 2019, The Effect of Corporate Governance on Credit Ratings: Evidence from China's Bond Market, Journal of International Financial Management & Accounting

8. Chi, Yeguang, and Xiaoming Li, 2019, Beauties of the emperor: An investigation of a Chinese government bailout, Journal of Financial Markets

9. Chen, Son-Nan, Pao-Peng Hsu, and Kuo-Yuan Liang, 2019, Option pricing and hedging in different cyclical structures: a two-dimensional Markov-modulated model, The European Journal of Finance

10. Chang, Chun, Zheng Liu, Mark M. Spiegel and Jingyi Zhang, 2019, Reserve Requirements and Optimal Chinese Stabilization Policy, Journal of Monetary Economics