Faculty & Research

Latest Publications

1. Stambaugh, Robert, Jianfeng Yu and Yu Yuan, 2015, Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle, The Journal of Finance

2. Zhe, Li, and Jianfei Sun, 2015, Emission Taxes and Standards in a General Equilibrium with Entry and Exit, Journal of Economic Dynamics & Control

3. Chang, Chun, Zheng Liu, and Mark M. Spiegel, 2015, Capital Controls and Optimal Chinese Monetary Policy, Journal of Monetary Economics

4. Chang, Charles, Paul Moon Sub Choi, and Seth H. Huang, 2015, Do Poorly Governed Acquirers Transfer Wealth to Targets in Cross-Border Acquisitions?, Financial Management

5. Dai, Min, Hong Liu, Yang Chen, and Yifei Zhong, 2015, Optimal Tax Timing with Asymmetric Long-Term/Short-Term Capital Gains Tax, The Review of Financial Studies

6. Tang, Dragon Yongjun, Feng Tian, and Hong Yan, 2015, Internal Control Quality and Credit Default Swap Spreads, Accounting Horizons

7. Fan, Longzhen, Fuwei Jiang, Guofu Zhou, 2015, The Chinese Bond Market: Risk, Return and Opportunities, The Journal of Portfolio Management

8. Edelstein, Robert H, and Peng Liu, 2015, The Economics of Commercial Real Estate Preleasing, Journal of Real Estate Finance and Economics

9. Lo, Winnie Wai Ling, Yulai Wan, and Anming Zhang, 2015, Empirical estimation of price and income elasticities of air cargo demand: The case of Hong Kong, Transportation Research Part A-Policy and Practice

10. Drapeau, Samuel, Gregor Heyne, and Michael Kupper, 2015, Minimal Supersolutions of BSDEs under Volatility Uncertainty, Stochastic Processes and Their Applications