Faculty & Research

Latest Publications

1. Drapeau, Samuel, Peng Luo, Alexander Schied and Dewen Xiong, 2021, An FBSDE approach to market impact games with stochastic parameters, Probability, Uncertainty and Quantitative Risk

2. Gao, Huasheng, Kai Li, and Yujing Ma, 2021, Stakeholder Orientation and the Cost of Debt: Evidence from State-level Adoption of Constituency Statutes, Journal of Financial and Quantitative Analysis

3. Chen, Peimin, Peng Liu, Igor Kozhanov, and Chunchi Wu, 2021, Commercial Mortgage‐Backed Security Pricing with Real Estate Liquidity Risk, Real Estate Economics

4. Liu, Peng, Zhigang Qiu and David Xiaoyun Xu, 2021, Financial investments and commodity prices, International Review of Finance

5. Wang, Tracy Yue, and Andrew Winton, 2021, Industry informational interactions and corporate fraud, Journal of Corporate Finance

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

7. Chen, Qi, Z. Huang, X. Jiang, G. Zhang, and Y. Zhang, 2021, Asymmetric Reporting Timeliness and Informational Feedback, Management Science

8. Xu, Zhengtian, Yafeng Yin, Xiuli Chao, Hongtu Zhu, and Jieping Ye, 2021, A generalized fluid model of ride-hailing systems, Transportation Research Part B-Methodological

9. Song, Jing-Sheng, Li Xiao, Hanqin Zhang, and Paul Zipkin, 2021, Smart policies for multi-source inventory systems and general tandem queues with order tracking and expediting, Operations Research

10. Hsihui Chang, Xin Chen, C.S. Agnes Cheng, Nan Zhou, 2021, Certification of Audit Committee Effectiveness: Evidence from a One-Time Regulatory Event in China, Journal of International Accounting Research