Publications

Latest Publications

1. Hu, Grace Xing, Jun Pan, Jiang Wang, Haoxiang Zhu, 2022, Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns, Journal of Financial Economics

2. Victor F. Araman, Hong Chen, Peter W. Glynn, and Li Xia., 2022, On a Single Server Queue Fed by a Scheduled Traffic with Pareto Perturbations, Queueing Systems: Theory and Applications

3. Zhiguo He and Yongxiang Wang, 2022, Introduction: Special Issue on China I, Review of Finance

4. Anderson, Ronald, Nan Li*, David M. Reeb, and Masud Karim, 2022, The Family Firm Ownership Puzzle, Review of Corporate Finance

5. Zhang, Yunbo, and Samuel Drapeau, 2022, On Model Robustness of the Regime Switching Approach for Pegged Foreign Exchange Markets, Quantitative Finance

6. Kewei Hou, Haitao Mo, Chen Xue, and Lu Zhang, 2022, The Economics of Security Analysis, Management Science

7. Bartl, Daniel, Samuel Drapeau, Jan Obloj, and Johannes Wiesel, 2021, Sensitivity Analysis of Wasserstein Distributionally Robust Optimization Problems, Proceedings of the Royal Society A-Mathematical Physical and Engineering Sciences

8. Liu, Yan, and Jing Cynthia Wu, 2021, Reconstructing the Yield Curve, Journal of Financial Economics

9. Xiao, Ping, Xinlei Chen, Yuxin Chen, and Wei Lu, 2021, Violation behavior in vertical restraint: Empirical analyses in the case of retail price maintenance, International Journal of Research in Marketing

10. Da, Rui, and Dacheng Xiu, 2021, When Moving-Average Models Meet High-Frequency Data: Uniform Inference on Volatility, Econometrica

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