Faculty & Research

Latest Publications

1. Parsons, Christopher A., Riccardo Sabbatucci, and Sheridan Titman. 2020. Geographic lead-lag effects. Review of Financial Studies , 33 .

2. Huang, Dashan, Jiangyuan Li, Liyao Wang, and Guofu Zhou. 2020. Time series momentum: Is it there?. Journal of Financial Economics , 135 .

3. Chen, Kedong, William Li, and Sijian Wang. 2020. An Easy-to-Implement Hierarchical Standardization for Variable Selection Under Strong Heredity Constraint. Journal of Statistical Theory and Practice , 14 .

4. Song, Jing Sheng, Geert Jan van Houtum, and Jan A. van Mieghem. 2020. Capacity and inventory management: Review, trends, and projections. Manufacturing and Service Operations Management , 22 .

5. Masatlioglu, Yusufcan, Daisuke Nakajima, and Emre Ozdenoren. 2020. Willpower and compromise effect. Theoretical Economics , 15 .

6. Gao, Xuechen, Xuewu Wang, and Zhipeng Yan. 2020. Attention: Implied Volatility Spreads and Stock Returns. Journal of Behavioral Finance , 21 .

7. Jiang, Lei, Ke Wu, Guofu Zhou, and Yifeng Zhu. 2020. Corrigendum: Stock return asymmetry: Beyond skewness (Journal of Financial and Quantitative Analysis (2020) 55 (357-386) DOI: 10.1017/S0022109019000206). Journal of Financial and Quantitative Analysis , 55 .

8. 陆海天, 许多奇. 2020. 论我国银行业审慎监管强制措施的法律属性及其立法完善. 法学杂志 , 41 .

9. Zhang, Jun, and Zifu Shi. 2020. Bayesian inference as probability transfer across sample spaces. Decision , 7 .

10. 卞世博, 阎志鹏. 2020. "答非所问"与IPO市场表现——来自网上路演期间的经验证据. 财经研究 , 46 .