Faculty & Research

Latest Publications

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

2. Dong, Bingbing, Lei Jiang, Jinyu Liu, and Yifeng Zhu, 2022, Liquidity in the cryptocurrency market and commonalities across anomalies_Pure, International Review of Financial Analysis_Pure

3. 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

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

5. 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

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

7. Li, Jennifer(Jie), Massimo Massa, Hong Zhang, and Jian Zhang, 2021, Air Pollution, Behavioral Bias, and the Disposition Effect in China, Journal of Financial Economics

8. Zhou, Qi, William Li, and Hongquan Xu, 2021, Utilizing Individual Clear Effects for Intelligent Factor Allocations and Design Selections, Journal of Quality Technology

9. Yin, Liming, and Samuel Drapeau, 2021, q-Moment Estimates for the Singular p-Laplace Equation and Applications, Nonlinear Analysis-Theory Methods & Applications

10. Frank, Murray Zed, and Ali Sanati, 2021, Financing Corporate Growth, The Review of Financial Studies