Faculty & Research

Latest Publications

1. Miao, Sentao, and Xiuli Chao, 2021, Dynamic Joint Assortment and Pricing Optimization with Demand Learning, Manufacturing & Service Operations Management

2. Zhou, Zhengyi, Hong Chen, Lu Han, and Anming Zhang, 2021, The Effect of a Subway on House Prices: Evidence from Shanghai, Real Estate Economics

3. Garvey, Ryan, Tao Huang, and Fei Wu, 2021, Is Faster or Slower Trading Better? An Examination of Order Type Execution Speed and Costs, European Financial Management

4. Liu, Yan, 2021, Index Option Returns and Generalized Entropy Bounds, Journal of Financial Economics

5. Chen, S. N. , and Y. Gu, 2021, Jump, Diffusion, and Long-term Volatility Risks with Incremental Information in VIX Assets, Journal of Derivatives

6. R. Dong, R. Fisman, Y. Wang and N. Xu, 2021, Air Pollution, Affect, and Forecasting Bias: Evidence from Chinese Financial Analysts, Journal of Financial Economics

7. Chen, Hui, Yu Xu, and Jun Yang, 2021, Systematic risk, debt maturity, and the term structure of credit spreads, Journal of Financial Economics

8. Hou, Kewei, Haitao Mo, Chen Xue, and Lu Zhang, 2021, An Augmented q-factor Model with Expected Growth, Review of Finance

9. Wang, Yulan, Baozhuang Niu, Pengfei Guo, and Jing-Sheng Song, 2021, Direct sourcing or agent sourcing? Contract negotiation in procurement outsourcing, Manufacturing & Service Operations Management

10. Hu, Grace Xing, Jun Pan, and Jiang Wang, 2021, Tri-Party Repo Pricing, Journal of Financial and Quantitative Analysis