Faculty & Research

Latest Publications

1. Du, Qianqian, Frank Yu, and Xiaoyun Yu, 2017, Cultural Proximity and the Processing of Financial Information, Journal of Financial and Quantitative Analysis

2. Ang, Andrew, Richard C. Green, Francis Longstaff,and Yuhang Xing, 2017, Advance Refundings of Municipal Bonds, The Journal of Finance

3. McAndrews, James, Asani Sarkar, and Zhenyu Wang, 2017, The Effect of the Term Auction Facility on the London Interbank Offered Rate., Journal of Banking & Finance

4. Li, Jun, and Harold H. Zhang, 2017, Short-run and Long-run Consumption Risks, Dividend Processes and Asset Returns, The Review of Financial Studies

5. Griffin, Dale, Omrane Guedhami, Chuck C Y Kwok, Kai Li, and Liang Shao, 2017, National Culture: The Missing Country-Level Determinant of Corporate Governance, Journal of International Business Studies

6. Gao, Huasheng, Jarrad Harford, and Kai Li, 2017, CEO Turnover-Performance Sensitivities in Private Firms, Journal of Financial and Quantitative Analysis

7. Garvey, Ryan, Tao Huang, and Fei Wu, 2017, Why Do Traders Split Orders?, Financial Review

8. Chang, Chun, Yao-Min Chiang, Yiming Qian, and Jay Ritter, 2017, Pre-market Trading and IPO Pricing, The Review of Financial Studies

9. Stambaugh, Robert and Yu Yuan, 2017, Mispricing Factors, The Review of Financial Studies

10. Tang, Dragon Yongjun, and Hong Yan, 2017, Understanding transactions prices in the credit default swaps market, Journal of Financial Markets