Faculty & Research

Latest Publications

1. 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

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

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

4. Ismail, Ahmad, Samer Khalil, Assem Safieddine, and Sheridan Titman, 2019, Smart Investments by Smart Money: Evidence from Acquirers' Projected Synergies, Journal of Corporate Finance

5. Cohen, Lauren, Umit Gurun, and Scott Duke Kominers, 2019, Patent Trolls: Evidence from Targeted Firms, Management Science

6. YANG, Liyan, and Haoxiang Zhu, 2019, Back-Running: Seeking and Hiding Fundamental Information in Order Flows, The Review of Financial Studies

7. Chen, Hui, Scott Joslin, and Sophie Ni, 2019, Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets, The Review of Financial Studies

8. Chen, Huafeng (Jason), Shaojun (Jenny) Chen, Zhuo Chen, and Feng Li, 2019, Empirical Investigation of an Equity Pairs Trading Strategy, Management Science

9. Liang, Pierre Jinghong, and Gaoqing Zhang, 2019, On the Social Value of Accounting Objectivity in Financial Stability, The Accounting Review

10. Cheng, Shijun, Robert Felix, and Yijiang Zhao, 2019, Board interlock Networks and Informed Short Sales, Journal of Banking & Finance