Faculty & Research

Latest Publications

1. Chen, Yong, Bing Han, and Jing Pan. 2021. Sentiment Trading and Hedge Fund Returns. Journal of Finance , 76 .

2. Song, Jing Sheng, and Zhengliang Xue. 2021. Demand shaping through bundling and product configuration: A dynamic multiproduct inventory-pricing model. Operations Research , 69 .

3. Chang, Hsihui, Xin Chen, C. S. Agnes Cheng, and Nan Zhou. 2021. Certification of audit committee effectiveness: Evidence from a one-time regulatory event in china. Journal of International Accounting Research , 20 .

4. Han, Yufeng, Dayong Huang, and Guofu Zhou. 2021. Anomalies enhanced: A portfolio rebalancing approach. Financial Management , 50 .

5. Da, Zhi, Umit G. Gurun, Bin Li, and Mitch Warachka. 2021. Investment in a smaller world: The implications of air travel for investors and firms. Management Science , 67 .

6. 陈欣. 2021. 美同高铁的利益博弈. 证券市场周刊 , 22 .

7. Da, Rui, and Dacheng Xiu. 2021. When Moving-Average Models Meet High-Frequency Data: Uniform Inference on Volatility. Econometrica , 89 .

8. 王昊月, 邱慈观. 2021. 全球碳撤资与企业行动. 企业观察家 .

9. Luo, Jiang, Avanidhar Subrahmanyam, and Sheridan Titman. 2021. Momentum and Reversals When Overconfident Investors Underestimate Their Competition. Review of Financial Studies , 34 .

10. Deng, Lu, Mingqing Liao, Rui Luo, Jianfei Sun, and Chen Xu. 2021. Does corporate social responsibility reduce share price premium? Evidence from China's A- and H-shares. Pacific Basin Finance Journal , 67 .