Publications

Latest Publications

1. Li, Ruihai, Xuewu (Wesley) Wang, Zhipeng Yan, and Yan Zhao. 2019. Sophisticated Investor Attention and Market Reaction to Earnings Announcements: Evidence From the SEC’s EDGAR Log Files. Journal of Behavioral Finance .

2. Han, Bing, Lei Lu, and Yi Zhou. 2019. Two Trees with Heterogeneous Beliefs: Spillover Effect of Disagreement. Journal of Financial and Quantitative Analysis , 54 .

3. Yang, Po, and William Li. 2019. Some properties of foldover designs with column permutations. Metrika , 82 .

4. Hu, Grace Xing, Can Chen, Yuan Shao, and Jiang Wang. 2019. Fama–French in China: Size and Value Factors in Chinese Stock Returns. International Review of Finance , 19 .

5. Tsoukalas, Gerry, Jiang Wang, and Kay Giesecke. 2019. Dynamic portfolio execution. Management Science , 65 .

6. Cheng, Shijun, Robert Felix, and Yijiang Zhao. 2019. Board interlock networks and informed short sales. Journal of Banking and Finance , 98 .

7. Aït-Sahalia, Yacine, and Dacheng Xiu. 2019. A Hausman test for the presence of market microstructure noise in high frequency data. Journal of Econometrics , 211 .

8. Zhao, Xuying, Arthur Lim, Hong Guo, Chao Ding, and Jing Sheng Song. 2019. Retail clusters in developing economies. Manufacturing and Service Operations Management , 21 .

9. Chen, Boxiao, and Xiuli Chao. 2019. Parametric demand learning with limited price explorations in a backlog stochastic inventory system. IISE Transactions , 51 .

10. Shan, Chenyu, Dragon Yongjun Tang, and Andrew Winton. 2019. Do banks still monitor when there is a market for credit protection?. Journal of Accounting and Economics , 68 .

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