Faculty & Research

Latest Publications

1. Zhengqiang Li, Tao Wang, Samuel Drapeau, Xuan Tao, 2024, Evolution of Chinese Futures Markets from a High Frequency Perspective, Economics & Politics

2. He, Li, William Li, Difan Song, and Min Yang, 2024, A Systematic View of Information-Based Optimal Subdata Selection: Algorithm Development, Performance Evaluation, and Application in Financial Data, Statistica Sinica

3. Billet, Mathew, Mark (Shuai) Ma, and Xiaoyun Yu, 2024, Torpedo Your Competition: Strategic Reporting and Peer Firm IPO, The Accounting Review

4. Hyun Soo Doh，Yiyao Wang, 2024, Informational role of investment and liquidation values, Journal of Derivatives and Quantitative Studies

5. Ni, Sophie Xiaoyan, and Jun Pan, 2024, Trading options and CDS on stocks under the short sale ban, Journal of Banking & Finance

6. Chen, Hui, Anton Petukhov, Jiang Wang, and Hao Xing, 2024, The Dark Side of Circuit Breakers, Journal of Finance

7. Renxuan Wang, Xuewu Wang, Zhipeng Yan, 2024, Sustainable success: How high ESG ratings affect stock market responses to earnings surprises, Finance Research Letters

8. Lü, Yiqing, Bin Zhao, and Ning Zhu, 2024, Unveiling investors' substitution behavior: Stock trading decisions in response to housing market dynamics, Journal of Corporate Finance

9. Chen, Son-nan, Pao Peng Hsu, and Kuo Yuan Liang, 2024, Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching, The European Journal of Finance

10. Zhengqiang Li, Tao Wang, Samuel Drapeau, Xuan Tao, 2024, Evolution of Chinese futures markets from a high frequency perspective, Economics & Politics