Publications

Latest Publications

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

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

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

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

5. 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

6. 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

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

8. Dong Yan, 2024, Do private firms (mis)learn from the stock market?, Review of Finance

9. Fulmer, Sarah, April Knill, and Xiaoyun Yu, 2023, Negation of Sanctions: The Personal Effect of Political Contributions, Journal of Financial and Quantitative Analysis

10. Fisman, Ray, Wei Huang, Bo Ning, Yue Pan, Jiaping Qiu and Yongxiang Wang, 2023, Superstition and Risk Taking: Evidence from "Zodiac Year" Beliefs in China, Management Science

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