Latest Publications

1. Chui, Andy C. W., Avanidhar Subrahmanyam, and Sheridan Titman, 2022, Momentum, Reversals, and Investor Clientele, Review of Finance

2. Miao, Sentao, Stefanus Jasin, and Xiuli Chao, 2022, Asymptotically Optimal Lagrangian Policies for Multi-Warehouse, Multi-Store Systems with Lost Sales, Operations Research

3. Huafeng (Jason) Chen, Jason V Chen, Feng Li, Pengfei Li, 2022, Measuring Operating Leverage, Review of Asset Pricing Studies

4. Hu, Xing Grace, and Jiang Wang, 2022, A Review of China's Financial Markets, Annual Review of Financial Economics

5. Huang, Jennifer, Wei, Kelsey D. and Yan, Hong, 2022, Investor learning and mutual fund flows, Financial Management

6. Hu, Grace Xing, Jun Pan, Jiang Wang, Haoxiang Zhu, 2022, Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns, Journal of Financial Economics

7. 郭澄澄, 张春, 夏琦, 2022, 多层次资本市场对科技创新的作用机制研究——来自中国A股市场企业的经验数据, 华东经济管理

8. Bartl, Daniel, Samuel Drapeau, Jan Obloj, and Johannes Wiesel, 2021, Sensitivity Analysis of Wasserstein Distributionally Robust Optimization Problems, Proceedings of the Royal Society A-Mathematical Physical and Engineering Sciences

9. Liu, Yan, and Jing Cynthia Wu, 2021, Reconstructing the Yield Curve, Journal of Financial Economics

10. Xiao, Ping, Xinlei Chen, Yuxin Chen, and Wei Lu, 2021, Violation behavior in vertical restraint: Empirical analyses in the case of retail price maintenance, International Journal of Research in Marketing