Faculty & Research

Latest Publications

1. Goldstein, Itay, and Liyan Yang. 2019. Good disclosure, bad disclosure. Journal of Financial Economics , 131 .

2. Li, Jia, Yunxiao Liu, and Dacheng Xiu. 2019. Efficient estimation of integrated volatility functionals via multiscale Jackknife. Annals of Statistics , 47 .

3. Hou, Kewei, and Mathijs A. Van Dijk. 2019. Resurrecting the size effect: Firm size, profitability shocks, and expected stock returns. Review of Financial Studies , 32 .

4. 李旭辉, 朱启贵, 夏万军, 李认认. 2019. 基于五大发展理念的经济社会发展评价体系研究——基于二次加权因子分析法. 数理统计与管理 , 38 .

5. 陈欣. 2019. 增值税改革落地助推A股上扬. 证券市场周刊 .

6. Rapach, David E., Jack K. Strauss, Jun Tu, and Guofu Zho. 2019. Industry Return Predictability: A Machine Learning Approach. Journal of Financial Data Science , 1 .

7. Cheng, Lee Young, Yi Chen Su, Zhipeng Yan, and Yan Zhao. 2019. Corporate governance and target price accuracy. International Review of Financial Analysis , 64 .

8. Chen, Son Nan, Pao Peng Hsu, and Kuo Yuan Liang. 2019. Option pricing and hedging in different cyclical structures: a two-dimensional Markov-modulated model. European Journal of Finance , 25 .

9. 邱慈观. 2019. 江南雅绅. 金融博览 .

10. 邱慈觀, 黃啟瑞. 2019. 治理結構對企業社會責任的影響: The Effects of Governance Structures on Corporate Social Responsibility. 中山管理評論 , 27 .