Faculty & Research

Latest Publications

1. Kalnina, Ilze, and Dacheng Xiu, 2017, Nonparametric Estimation of the Leverage Effect: A Trade-off between Robustness and Efficiency, Journal of the American Statistical Association

2. Zheng Liu and Jianjun Miao and Tao Zha , 2017, Land Prices and Unemployment, Journal of Monteray Economics

3. Cohen, Lauren, Joshua D. Coval, and Christopher J. Malloy, 2017, Reply: Do Powerful Politicians Really Cause Corporate Downsizing?, Journal of Political Economy

4. Azi Ben-Rephael, Da, Zhi, and Ryan D. Israelsen, 2017, It Depends on Where You Search: Institutional Investor Attention and Underreaction to News, The Review of Financial Studies

5. Da, Zhi, Dayong Huang, and Hayong Yun, 2017, Industrial Electricity Usage and Stock Returns, Journal of Financial and Quantitative Analysis

6. Cohen, Lauren, Umit Gurun, and Christopher J. Malloy, 2017, Resident Networks and Corporate Connections: Evidence from World War II Internment Camps, The Journal of Finance

7. Yang, Liyan, and Haoxiang Zhu, 2017, Non-Fundamental Speculation Revisited, The Journal of Finance

8. Bova, Francesco, and Liyan Yang, 2017, Employee Bargaining Power, Inter-Firm Competition, and Equity-Based Compensation, Journal of Financial Economics

9. Goldstein, Itay, and Liyan Yang, 2017, Information Disclosure in Financial Markets, Annual Review of Financial Economics

10. Cen, Ling, K.C. John Wei, and Liyan Yang, 2017, Disagreement, Underreaction, and Stock Returns, Management Science