Publications

Latest Publications

1. Aït-Sahalia, Yacine, Ilze Kalnina, and Dacheng Xiu. 2020. High-frequency factor models and regressions. Journal of Econometrics , 216 .

2. 张春. 2020. 资本账户开放与离岸金融中心建设. 中国金融 .

3. Tadese, Mekonnen, and Samuel Drapeau. 2020. Relative bound and asymptotic comparison of expectile with respect to expected shortfall. Insurance: Mathematics and Economics , 93 .

4. Jia, Nan, Jing Shi, Changyun Wang, and Yongxiang Wang. 2020. Parasites and Paragons: Ownership Reform and Concentrated Interest among Minority Shareholders. Journal of Management Studies , 57 .

5. Fisman, Raymond, Jing Shi, Yongxiang Wang, and Weixing Wu. 2020. Social ties and the selection of China’s political elite. American Economic Review , 110 .

6. Zhang, Jin E., Eric C. Chang, and Huimin Zhao. 2020. Market Excess Returns, Variance and the Third Cumulant. International Review of Finance , 20 .

7. 许多奇, 肖凯. 2020. 加密数字货币的定性困境与间接监管出路. 中国应用法学 .

8. 袁先智, 周云鹏, 刘海洋, 严诚幸, 钱国骐, 钱晓松, 汪冬华, 李志勇, 李祥林, 林健武, 沈思丞, 曾途. 2020. 在金融科技中基于人工智能算法的风险特征因子筛选框架的建立和在期货价格趋势预测相关的特征因子刻画的应用. 安徽工程大学学报 .

9. Khan, Gabriel, and Jun Zhang. 2020. THE KÄHLER GEOMETRY OF CERTAIN OPTIMAL TRANSPORT PROBLEMS. Pure and Applied Analysis , 2 .

10. Lei, Qin, Xuewu Wesley Wang, and Zhipeng Yan. 2020. Volatility spread and stock market response to earnings announcements. Journal of Banking and Finance , 119 .

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