Faculty & Research

Latest Publications

1. Hong, Claire Yurong, and Frank Weikai Li. 2019. The Information Content of Sudden Insider Silence. Journal of Financial and Quantitative Analysis , 54 .

2. Li, Ruihai, Xuewu Wang, Zhipeng Yan, and Qunzi Zhang. 2019. Trading against the grain: When insiders buy high and sell low. Journal of Portfolio Management , 46 .

3. 许多奇. 2019. Libra：超级平台私权力的本质与监管. 探索与争鸣 .

4. Aït-Sahalia, Yacine, and Dacheng Xiu. 2019. Principal Component Analysis of High-Frequency Data. Journal of the American Statistical Association , 114 .

5. Li, Jia, and Dacheng Xiu. 2018. Comment on: Limit of Random Measures associated with the increments of a Brownian Semimartingale. Journal of Financial Econometrics , 16 .

6. 许多奇. 2018. 金融科技的"破坏性创新"本质与监管科技新思路. 东方法学 .

7. Da, Zhi, and Sophie Shive. 2018. Exchange traded funds and asset return correlations. European Financial Management , 24 .

8. Jiang, Fuwei, Guohao Tang, and Guofu Zhou. 2018. Firm Characteristics and Chinese Stocks. Journal of Management Science and Engineering , 3 .

9. Shi, Guifeng, Jianfei Sun, and Li Zhang. 2018. Product market competition and earnings management: A firm-level analysis. Journal of Business Finance and Accounting , 45 .

10. Zhang, Huanan, Xiuli Chao, and Cong Shi. 2018. Perishable inventory systems: Convexity results for base-stock policies and learning algorithms under censored demand. Operations Research , 66 .