Publications

Latest Publications

1. Hu, Conghui, Yu Jane Liu, and Ning Zhu. 2019. De-Leverage and illiquidity contagion. Journal of Banking and Finance , 102 .

2. Jiang, Fuwei, Joshua Lee, Xiumin Martin, and Guofu Zhou. 2019. Manager sentiment and stock returns. Journal of Financial Economics , 132 .

3. Hou, Kewei, Haitao Mo, Chen Xue, and Lu Zhang. 2019. Which factors?. Review of Finance , 23 .

4. Xu, Lianzan, Francis Cai, and Ge Zhang. 2019. IBM Pension Accounting Reexamined. The American Academy of Business Journal , 25 .

5. Jagannathan, Ravi, Tongshu Ma, and Jiaqi Zhang. 2019. A Note on "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps". Journal of Finance , 74 .

6. Kang, Wenjin, Nan Li, and Huiping Zhang. 2019. Information uncertainty and the pricing of liquidity. Journal of Empirical Finance , 54 .

7. Chen, Boxiao, Xiuli Chao, and Hyun Soo Ahn. 2019. Coordinating pricing and inventory replenishment with nonparametric demand learning. Operations Research , 67 .

8. Baltussen, Guido, Sjoerd van Bekkum, and Zhi Da. 2019. Indexing and stock market serial dependence around the world. Journal of Financial Economics , 132 .

9. Bradford, William, Chao Chen, and Yang Zhao. 2019. The effect of corporate governance on credit ratings: Evidence from China's bond market. Journal of International Financial Management and Accounting , 30 .

10. 蒋涛, 董兵兵, 张远. 2019. 中国城镇家庭的资产配置与消费行为: 理论与证据. 金融研究 , 473 .

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