Faculty & Research

Latest Publications

1. Zheng Liu, 2014, Job Uncertainty and Chinese Household Savings, Economics Letters

2. Bradford, William D., 2014, The “Myth” That Black Entrepreneurship Can Reduce the Gap in Wealth Between Black and White Families, Economic Development Quarterly

3. Cohen, Lauren, and Christopher Malloy, 2014, Friends in High Places, American Economic Journal: Economic Policy

4. Xiu, Dacheng, 2014, Hermite Polynomial based Expansion of European Option Prices, Journal of Econometrics

5. Fan, Jianqing, Lei Qi, and Dacheng Xiu, 2014, Quasi-Maximum Likelihood Estimation of GARCH Models with Heavy-Tailed Likelihoods, Journal of Business and Economic Statistics

6. Chang, Eric C., Yan Luo, and Jinjuan Ren, 2014, Short-Selling, Margin-Trading, and Price Efficiency: Evidence from the Chinese Market, Journal of Banking & Finance

7. Da, Zhi, Umit Gurun, and Mitch Warachka, 2014, Frog in the Pan: Continuous Information and Momentum, The Review of Financial Studies

8. Da, Zhi, Qianqiu Liu, and Ernst Schaumburg, 2014, A Close Look at the Short-term Return Reversal, Management Science

9. Easley, David, Maureen O'Hara, and Liyan Yang, 2014, Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation, The Review of Financial Studies

10. Goldstein, Itay, Yan Li, and Liyan Yang, 2014, Speculation and Hedging in Segmented Markets, The Review of Financial Studies