Faculty & Research

Latest Publications

1. Jiang, Hao, and Lu Zheng, 2018, Active Fundamental Performance, The Review of Financial Studies

2. Chao, Xiuli, Xiting Gong, Cong Shi, Chaolin Yang, Huanan Zhang, and Sean X Zhou, 2018, Approximation Algorithms for Capacitated Perishable Inventory Systems with Positive Lead Times, Management Science

3. Jun “QJ” Qian, Julie Lei Zhu, 2018, Return to Invested Capital and the Performance of Mergers and Acquisitions, Management Science

4. Sun, Zheng, Ashley W. Wang, and Lu Zheng, 2018, Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions, Journal of Financial and Quantitative Analysis

5. Kinnan, Cynthia, Shingyi Wang, and Yongxiang Wang, 2018, Access to Migration for Rural Households, American Economic Journal: Applied Economics

6. Sun, Zheng, Ashley Wang, and Lu Zheng, 2018, Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions, Journal of Financial and Quantitative Analysis

7. Zhang, Huanan, Xiuli Chao, and Cong Shi, 2018, Technical Note—Perishable Inventory Systems: Convexity Results for Base-Stock Policies and Learning Algorithms Under Censored Demand, Operations Research

8. Cuñat, Vicente, Dragana Cvijanović and Kathy Yuan, 2018, Within-Bank Transmission of Real Estate Shocks , Review of Corporate Finance Studies

9. Han, Bing, Lu Han, and Guozhong Zhu, 2018, Housing Price and Fundamentals in a Transition Economy: The Case of the Beijing Market, International Economic Review

10. Jiang, Lei, Ke Wu, Guofu Zhou, 2018, Asymmetry in Stock Comovements: An Entropy Approach, Journal of Financial and Quantitative Analysis