Publications

Latest Publications

1. Jordi Mondria, Xavier Vives, Liyan Yang, 2022, Costly Interpretation of Asset Prices , Management Science

2. Huang, Tao, Junye Li, Fei Wu and Ning Zhu, 2022, R&D information quality and stock returns, Journal of Financial Markets

3. Chui, Andy C. W., Avanidhar Subrahmanyam, and Sheridan Titman, 2022, Momentum, Reversals, and Investor Clientele, Review of Finance

4. Miao, Sentao, Stefanus Jasin, and Xiuli Chao, 2022, Asymptotically Optimal Lagrangian Policies for Multi-Warehouse, Multi-Store Systems with Lost Sales, Operations Research

5. Chi, Yeguang, Jingbin He, Fei Wu, and Bijiao Yi,, 2022, Optimal Information Production of Mutual Funds: Evidence from China, Journal of Banking & Finance

6. Dong, Bingbing, Lei Jiang, Jinyu Liu, and Yifeng Zhu, 2022, Liquidity in the cryptocurrency market and commonalities across anomalies, International Review of Financial Analysis

7. Huafeng (Jason) Chen, Jason V Chen, Feng Li, Pengfei Li, 2022, Measuring Operating Leverage, Review of Asset Pricing Studies

8. Hu, Xing Grace, and Jiang Wang, 2022, A Review of China's Financial Markets, Annual Review of Financial Economics

9. Huang, Jennifer, Wei, Kelsey D. and Yan, Hong, 2022, Investor learning and mutual fund flows, Financial Management

10. Hu, Grace Xing, Jun Pan, Jiang Wang, Haoxiang Zhu, 2022, Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns, Journal of Financial Economics

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