Publications

Latest Publications

1. Li, Chang Yi, Son Nan Chen, and Shih Kuei Lin. 2016. Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium. European Journal of Finance , 22 .

2. Da, Zhi, Keejae P. Hong, and Sangwoo Lee. 2016. What Drives Target Price Forecasts and Their Investment Value?. Journal of Business Finance and Accounting , 43 .

3. Rapach, David E., Matthew C. Ringgenberg, and Guofu Zhou. 2016. Short interest and aggregate stock returns. Journal of Financial Economics , 121 .

4. Tao, James, and Jun Zhang. 2016. Transformations and coupling relations for affine connections. Differential Geometry and its Application , 49 .

5. Joshi, Yogesh V., David J. Reibstein, and Z. John Zhang. 2016. Turf wars: Product line strategies in competitive markets. Marketing Science , 35 .

6. Ng, Lilian, Fei Wu, Jing Yu, and Bohui Zhang. 2016. Foreign Investor Heterogeneity and Stock Liquidity around the World. Review of Finance , 20 .

7. 许多奇, 汪旭. 2016. 热点事件法律评析. 互联网金融法律评论 .

8. Song, Zhaogang, and Dacheng Xiu. 2016. A tale of two option markets: Pricing kernels and volatility risk. Journal of Econometrics , 190 .

9. Liu, Fang, Jing Sheng Song, and Jordan D. Tong. 2016. Building Supply Chain Resilience through Virtual Stockpile Pooling. Production and Operations Management , 25 .

10. Drapeau, Samuel, and Asgar Jamneshan. 2016. Conditional preference orders and their numerical representations. Journal of Mathematical Economics , 63 .

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