Publications

Latest Publications

1. Chen, Yuxin, Oded Koenigsberg, and Z. John. 2017. Pay-as-you-wish pricing. Marketing Science , 36 .

2. Shephard, Neil, and Dacheng Xiu. 2017. Econometric analysis of multivariate realised QML: Estimation of the covariation of equity prices under asynchronous trading. Journal of Econometrics , 201 .

3. Aït-Sahalia, Yacine, and Dacheng Xiu. 2017. Using principal component analysis to estimate a high dimensional factor model with high-frequency data. Journal of Econometrics , 201 .

4. Wang, Kun, Wenyi Xia, and Anming Zhang. 2017. Should China further expand its high-speed network? Consider the low-cost carrier factor. Transportation Research Part A: Policy and Practice , 100 .

5. Kan, Raymond, and Guofu Zhou. 2017. Modeling non-normality using multivariate t: implications for asset pricing. China Finance Review International , 7 .

6. 朱启贵. 2017. 全面建成小康社会评价指标体系研究. 人民论坛·学术前沿 .

7. Cen, Ling, K. C.John Wei, and Liyan Yang. 2017. Disagreement, underreaction, and stock returns. Management Science , 63 .

8. 陈欣, 杜威, 张天西. 2017. 基于业绩门槛监管下增发的长期表现:来自中国公开增发市场的证据. 会计研究 .

9. Al-Gwaiz, Majid, Xiuli Chao, and Owen Q. Wu. 2017. Understanding how generation flexibility and renewable energy affect power market competition. Manufacturing and Service Operations Management , 19 .

10. Shi, Guifeng, Jianfei Sun, Li Zhang, and Yufang Jin. 2017. Corporate social responsibility and geographic dispersion. Journal of Accounting and Public Policy , 36 .

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