Faculty & Research

Latest Publications

1. Shan, Ran, and Lin Zhou, 2016, Voting and Optimal Provision of A Public Good, Journal of Public Economics

2. On A Conjecture by Gale About One-Sided Matching Problems, 2016, Optimal Allocation of An Indivisible Good, Games and Economic Behavior

3. Wang, Tan, and T. S. Wirjanto, 2016, Risk Aversion, Uncertainty, Unemployment Insurance Benefit and Duration of "Wait" Unemployment, Annals of Economics and Finance

4. Foerster, Andrew, Juan Rubio-Ramirez, Daniel Waggoner, and Tao Zha, 2016, Perturbation Methods for Markov-Switching DSGE Models, Quantitative Economics

5. Li, Jia, and Dacheng Xiu, 2016, Generalized Method of Integrated Moments with High Frequency Data, Econometrica

6. Yacine, Aït-Sahalia, and Dacheng Xiu, 2016, Increased Correlation Among Asset Classes: Are Volatility or Jumps to Blame, or Both? , Journal of Econometrics

7. Fan, Jianqing, Alex Furger, and Dacheng Xiu, 2016, Incorporating Global Industrial Classification Standard into Portfolio Allocation: A Simple Factor- Based Large Covariance Matrix Estimator with High Frequency Data, Journal of Business and Economic Statistics

8. Song, Zhaogang, and Dacheng Xiu, 2016, A Tale of Two Option Markets: Pricing Kernels and Volatility Risk, Journal of Econometrics

9. Drapeau, Samuel, and Christoph Mainberger, 2016, Stability and Markov Property of Forward Backward Minimal Supersolutions, Electronic Journal of Probability

10. Harvey, Campbell R., Yan Liu, and Heqing Zhu, 2016, … and the Cross-Section of Expected Returns, The Review of Financial Studies