Faculty & Research

Latest Publications

1. Azi Ben-Rephael, Bruce Carlin, Zhi Da and Ryan D. Israelsen, 2021, Information Consumption and Asset Pricing, The Journal of Finance

2. Drapeau, Samuel, and Yunbo Zhang, 2021, Pricing and Hedging Performance on Pegged FX Markets Based on a Regime Switching Model, Quantitative Finance

3. Shan, Chenyu, Dragon Yongjun Tang, Hong Yan, and Xing (Alex) Zhou, 2021, Credit Default Swaps and Bank Regulatory Capital, Review of Finance

4. Han, Bing, and Gang Li, 2021, Information Content of Aggregate Implied Volatility Spread, Management Science

5. Liu, Peng, and Jia Xie, 2021, Optimal Contract Design in Residential Brokerage, Real Estate Economics

6. Huang, Ying Sophie, Bing Liang, and Kai Wu, 2021, Are Mutual Fund Manager Skills Transferable to Private Funds?, International Review of Economics & Finance

7. Zhi Da, Umit Gurun, Bin Li, and Mitch Warachka, 2021, Investment in a Smaller World: The Implications of Air Travel for Investors and Firms, Management Science

8. Alex Holcomb and Paul Mason, 2020, Investment Income Taxes and Private Equity Acquisition Activity, Journal of Empirical Finance

9. Chang, Eric C.,Tse-Chun and Xiaorong Ma, 2020, Governance Through Trading on Acquisitions of Public Firms, Journal of Corporate Finance

10. Chen, Boxiao, and Xiuli Chao, 2020, Dynamic Inventory Control with Stockout Substitution and Demand Learning, Management Science