Faculty & Research

Latest Publications

1. Tsoukalas, Gerry, Jiang Wang, and Kay Giesecke, 2019, Dynamic Portfolio Execution, Management Science

2. Chen, Yong, Zhi Da, and Dayong Huang, 2019, Arbitrage Trading: the Long and the Short of it, The Review of Financial Studies

3. Baltussen, Guido, Sjoerd van Bekkum, and Zhi Da, 2019, Indexing and Stock Market Serial Dependence around the World, Journal of Financial Economics

4. Jiang, Fuwei, Joshua Lee, Xiumin Martin, Guofu Zhou, 2019, Manager Sentiment and Stock Returns, Journal of Financial Economics

5. Qian, N. and Jun Zhang, 2019, Neuronal Firing Rate As Code Length: a Hypothesis, Computation Brain & Behavior

6. Chang, Eric C., Tse-Chun Lin, Yan Luo and Jinjuan Ren, 2019, Ex-day Returns of Stock Distributions: An Anchoring Explanation, Management Science

7. Cao, Chunfang, Xiaoyang Li and Guilin Liu, 2019, Political Uncertainty and Cross-Border Acquisitions, Review of Finance

8. Arnoldi, Jakob, Anders Ryom Villadsen, Xin Chen, and Chaohong Na, 2019, Multi-Level State Capitalism: Chinese State-Owned Buisness Groups, Management and Organization Review

9. Hu, Conghui, Yu-Jane Liu, and Ning Zhu, 2019, De-Leverage and Illiquidity Contagion, Journal of Banking & Finance

10. Jagannathan, Ravi, and Binying Liu, 2019, Dividend Dynamics, Learning, and Expected Stock Index Returns, The Journal of Finance