Faculty & Research

Latest Publications

1. Hou, Kewei, Haitao Mo, Chen Xue, and Lu Zhang, 2019, Which Factors?, Review of Finance

2. Chenjun Fang, and Ning Zhu, 2019, Name complexity, cognitive fluency, and asset prices, Review of Financial Economics

3. Zhang, Jun, 2019, Characterizing projective geometry of binocular visual space through Mobius transformation, Journal of Mathematical Psychology

4. Xu, Duoqi, Shiya Tang, and Dan Guttman, 2019, China’s Campaign-style Internet Finance Governance, Causes, Effects, and Lessons Learned for Next Information-based Governance Steps, Computer Law & Security Review

5. Yacine, Aït-Sahalia, and Dacheng Xiu, 2019, Principal Component Analysis of High Frequency Data, Journal of the American Statistical Association

6. Li, William, Robert W. Mee, and Qi Zhou, 2019, Using Individual Factor Information in Fractional Factorial Designs, Technometrics

7. Li, Jia, Yunxiao Liu, and Dacheng Xiu, 2019, Efficient Estimation of Integrated Volatility Functionals via Multiscale Jackknife, Annals of Statistics

8. Dai, Chaoxing, Kun Lu, and Dacheng Xiu, 2019, Knowing Factors or Factor Loadings, or Neither? Evaluating Estimators of Large Covariance Matrices with Noisy and Asynchronous Data, Journal of Econometrics

9. Liu, Crocker, Peng Liu, and Zhipeng Zhang, 2019, Real Assets, Liquidation Value and Choice of Financing, Real Estate Economics

10. Alti, Aydogan, and Sheridan Titman, 2019, Dynamic Model of Characteristic-based Return Predictability, The Journal of Finance