Latest Publications

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

2. 万滢霖, 陈欣, 2021, 企业区块链应用、信息化投入与内部资本市场效率, 投资研究

3. 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

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

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

6. 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

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

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

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

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