Faculty & Research

Latest Publications

1. 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

2. 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

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

4. 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

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

6. Gao, Lei, Yufeng Han, Sophia Zhengzi Li, and Guofu Zhou, 2018, Market intraday momentum, Journal of Financial Economics

7. Chang, Tom, Wei Huang, and Yongxiang Wang, 2018, Something in the Air: Pollution and the Demand for Health Insurance, The Review of Economic Studies

8. Harvey, Campbell R., and Yan Liu, 2018, Detecting Repeatable Performance, The Review of Financial Studies

9. Murray Z. Frank and Ali Sanati, 2018, How Does the Stock Market Absorb Shocks?, Journal of Financial Economics

10. Hofstetter, Reto, Z. John Zhang, and Andreas Herrmann, 2018, Successive Open Innovation Contests and Incentives: Winner‐Take‐All or Multiple Prizes?, Journal of Product Innovation Management