Publications

Latest Publications

1. Chen, Huaizhi, Lauren Cohen, Umit Gurun, Dong Lou, and Christopher Malloy, 2020, IQ from IP: Simplifying Search in Portfolio Choice, Journal of Financial Economics

2. Ai, Hengjie, Jun E. Li, Kai Li, and Christian Schlag, 2020, The Collateralizability Premium, The Review of Financial Studies

3. Ang, Andrew, Jun Liu, and Krista Schwarz, 2020, Using Stocks or Portfolios in Tests of Factor Models, Journal of Financial and Quantitative Analysis

4. Jia, Nan, Jing Shi, Changyun Wang, and Yongxiang Wang, 2020, Parasites and Paragons: Ownership Reform and Concentrated Interest among Minority Shareholders, Journal of Management Studies

5. Liu, Peng, McKay Price, and Nathan Mauck, 2019, Are Government Owned Investment Funds Created Equal? Evidence from Sovereign Wealth Fund Real Estate Acquisitions, Journal of Real Estate Finance and Economics

6. Meng, Yu, 2019, Insights: The Success Equation, Journal of Investment Management

7. Gao, George P., Xiaomeng Lu, Zhaogang Song, and Hongjun Yan, 2019, Disagreement Beta, Journal of Monetary Economics

8. Harvey, Campbell R., and Yan Liu, 2019, Cross-Sectional Alpha Dispersion and Performance Evaluation, Journal of Financial Economics

9. Santos, João A C, and Andrew Winton, 2019, Bank Capital, Borrower Power, and Loan Rates, The Review of Financial Studies

10. Chen, Xin, Qizhi Dai, and Chaohong Na, 2019, The Value of Enterprise Information Systems under Different Corporate Governance Aspects, Information Technology & Management

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