Publications

Latest Publications

1. Gu, Shihao, Bryan Kelly, and Dacheng Xiu. 2021. Autoencoder asset pricing models. Journal of Econometrics , 222 .

2. Dong, Rui, Raymond Fisman, Yongxiang Wang, and Nianhang Xu. 2021. Air pollution, affect, and forecasting bias: Evidence from Chinese financial analysts. Journal of Financial Economics , 139 .

3. Hofstetter, Reto, Klaus M. Miller, Harley Krohmer, and Z. John Zhang. 2021. A de-biased direct question approach to measuring consumers' willingness to pay. International Journal of Research in Marketing , 38 .

4. Winton, Andrew, and Vijay Yerramilli. 2021. Monitoring in Originate-to-Distribute Lending: Reputation versus Skin in the Game. Review of Financial Studies , 34 .

5. Wang, Tracy Yue, and Andrew Winton. 2021. Industry informational interactions and corporate fraud. Journal of Corporate Finance , 69 .

6. Zhang, Jun. 2021. Constructing rationals through conjoint measurement of numerator and denominator as approximate integer magnitudes in tradeoff relations. Behavioral and Brain Sciences , 44 .

7. 许多奇. 2021. 从监管走向治理——数字货币规制的全球格局与实践共识. 法律科学（西北政法大学学报） , 39 .

8. Drapeau, Samuel, Peng Luo, Alexander Schied, and Dewen Xiong. 2021. An FBSDE approach to market impact games with stochastic parameters. Probability, Uncertainty and Quantitative Risk , 6 .

9. Bian, Shibo, Dekui Jia, Ruihai Li, Wujun Sun, Zhipeng Yan, and Yingfei Zheng. 2021. Can management tone predict IPO performance? – Evidence from mandatory online roadshows in China. Pacific Basin Finance Journal , 68 .

10. Zhao, Feng, Guofu Zhou, and Xiaoneng Zhu. 2021. Unspanned Global Macro Risks in Bond Returns. Management Science , 67 .

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