Faculty & Research

Latest Publications

1. Naudts, Jan, and Jun Zhang, 2018, Rho–tau embedding and gauge freedom in information geometry, Information Geometry

2. Jagannathan, Ravi, Ashwin Ravikumar, and Marco Sammon, 2018, Environmental, Social, and Governance Criteria: Why Investors Are Pay Attention, Nber Macroeconomics Annual

3. Armenti, Yannick, Stéphane Crépey, Samuel Drapeau, and Antonis Papapantoleon, 2018, Multivariate Shortfall Risk Allocation and Systemic Risk, Siam Journal on Financial Mathematics

4. Shi, Guifeng Shi, Jianfei Sun, and Li Zhang, 2018, Product Market Competition and Earnings Management: A Firm-Level Analysis, Journal of Business Finance & Accounting

5. Li, Rui, Nan Li, Jiahui Li, and Chongfeng Wu, 2018, Short Selling, Margin Buying and Stock Return in China Market, Accounting and Finance

6. N. Jia, J. Shi and Yongxiang Wang, 2018, Value Creation and Value Capture in Governing Shareholder Relationships, Strategic Management Journal

7. Aït-Sahalia, Yacine; Xiu, Dacheng, 2017, Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High Frequency Data, Journal of Econometrics

8. Clark-Joseph, Adam D, Mao Ye, and *Chao Zi*, 2017, Designated Market Makers Still Matter: Evidence from Two Natural Experiments, Journal of Financial Economics

9. Li, Xiaoyang, A. Low and A. Makhija, 2017, Career concerns and the busy life of the young CEO, Journal of Corporate Finance

10. Fei, T., and Jun Zhang, 2017, Interaction of Codazzi couplings with (para)-Kahler geometry, Results in Mathematics