Publications
Latest Publications
1.
Chi, Yeguang, and Xiaoming Li, 2019, Beauties of the emperor: An investigation of a Chinese government bailout, Journal of Financial Markets
2.
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
3.
Chang, Chun, Zheng Liu, Mark M. Spiegel and Jingyi Zhang, 2019, Reserve Requirements and Optimal Chinese Stabilization Policy, Journal of Monetary Economics
4.
Tsoukalas, Gerry, Jiang Wang, and Kay Giesecke, 2019, Dynamic Portfolio Execution, Management Science
5.
Chen, Yong, Zhi Da, and Dayong Huang, 2019, Arbitrage Trading: the Long and the Short of it, The Review of Financial Studies
6.
Baltussen, Guido, Sjoerd van Bekkum, and Zhi Da, 2019, Indexing and Stock Market Serial Dependence around the World, Journal of Financial Economics
7.
Jiang, Fuwei, Joshua Lee, Xiumin Martin, Guofu Zhou, 2019, Manager Sentiment and Stock Returns, Journal of Financial Economics
8.
Qian, N. and Jun Zhang, 2019, Neuronal Firing Rate As Code Length: a Hypothesis, Computation Brain & Behavior
9.
Chang, Eric C., Tse-Chun Lin, Yan Luo and Jinjuan Ren, 2019, Ex-day Returns of Stock Distributions: An Anchoring Explanation, Management Science
10.
Cao, Chunfang, Xiaoyang Li and Guilin Liu, 2019, Political Uncertainty and Cross-Border Acquisitions, Review of Finance
