Faculty & Research

Latest Publications

1. Hu, Grace Xing, Can Chen, Yuan Shao, and Jiang Wang, 2019, Fama-French in China: Size and Value Factors in Chinese Stock Returns, International Review of Finance

2. Claire Yurong Hong and Frank Weikai Li, 2019, The Information Content of Sudden Insider Silence, Journal of Financial and Quantitative Analysis

3. Shan, Chenyu, Dragon Yongjun Tang, and Andrew Winton, 2019, Do banks still monitor when there is a market for credit protection?, Journal of Accounting & Economics

4. Wei, Li, Pierre Jinghong Liang, Xiaoyan Wen, 2019, The Economic Consequences of Expanding Accounting Recognition, Journal of Accounting, Auditing, and Finance

5. Cheng, Shijun, Robert Felix, and Raffi Indjejikian, 2019, Spillover Effects of Internal Control Weakness Disclosures: The Role of Audit Committees and Board Connections, Contemporary Accounting Research

6. Kang, Wenjin, Nan Li*, and Huiping Zhang, 2019, Information Uncertainty and the Pricing of Liquidity, Journal of Empirical Finance

7. Gao,Chao,Yuhang Xing,and Xiaoyan Zhang, 2018, Anticipating Uncertainty: Straddles Around Earnings Announcements, Journal of Financial and Quantitative Analysis

8. Chen, Qinhua, and Yeguang Chi, 2018, Smart beta, smart money, Journal of Empirical Finance

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

10. 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