Publications

Latest Publications

1. CHEN,Kaiji,Jue Ren, and Tao Zha, 2018, The Nexus of Monetary Policy and Shadow Banking in China, American Economic Review

2. Tang, Mei-Ling, Son-Nan Chen, Gene C. Lai, and Ting-Pin Wu, 2018, Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee, Insurance Mathematics & Economics

3. Son-Nan Chen, and Pao-Peng Hsu, 2018, Pricing Inflation-indexed Derivatives with Default Risk, The European Journal of Finance

4. Cao, Charles, Yong Chen, William N. Goetzmann and Bing Liang, 2018, Hedge Funds and Stock Price Formation, Financial Analysts Journal

5. Jagannathan, Ravi, Ashwin Ravikumar, and Marco Sammon, 2018, Environmental, Social, and Governance (ESG) Criteria: Why Investors Should Care, Journal of Investment Management

6. Hwang, Chuan-Yang, Sheridan Titman, and Yuxi Wang, 2018, Is It Who You Know or What You Know? Evidence from IPO Allocations and Mutual Fund Performance, Journal of Financial and Quantitative Analysis

7. Parsons, Christopher A., Johan Sulaeman, and Sheridan Titman, 2018, The Geography of Financial Misconduct, The Journal of Finance

8. Da, Zhi, Borja Larrain, Clemens Sialm, and Jose Tessada, 2018, Destabilizing financial advice: Evidence from pension fund reallocations, The Review of Financial Studies

9. Da, Zhi, Hayong Yun, and Mitch Warachka, 2018, Fiscal Policy, Consumption Risk, and Stock Returns: Evidence from U.S. States, Journal of Financial and Quantitative Analysis

10. Da, Zhi, and Sophie Shive, 2018, Exchange-Traded Funds and Asset Return Correlations, European Financial Management

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