Faculty & Research

Latest Publications

1. Harvey, Campbell R., and Yan Liu, 2020, False (and Missed) Discoveries in Financial Economics, The Journal of Finance

2. Song, Jing-Sheng, and Yue Zhang, 2020, Stock or print? Impact of 3D Printing on Spare Parts Logistics, Management Science

3. Zhang, Jin E, Eric C. Chang, and Huimin Zhao, 2020, Market Excess Returns, Variance and the Third Cumulant, International Review of Finance

4. Chen, Boxiao, Xiuli Chao, and Yining Wang, 2020, Technical Note—Data-Based Dynamic Pricing and Inventory Control with Censored Demand and Limited Price Changes, Operations Research

5. Chen, S. N. , and Y. Gu, 2020, Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property, Review of Quantitative Finance and Accounting

6. Jiang, Fuxiu, Zhan Jiang, and Kenneth A. Kim , 2020, Capital Markets, Financial Institutions, and Corporate Finance in China, Journal of Corporate Finance

7. Harvey, Campbell R., and Yan Liu, 2020, Lucky Factors?, Journal of Financial Economics

8. Kim, D.-Y., Jung, E.K., Zhang, J., Lee, S.-Y., Lee, and J.-H., 2020, Functional magnetic resonance imaging multivoxel pattern analysis reveals neuronal substrates for collaboration and competition with myopic and predictive strategic reasoning, Human Brain Mapping

9. Tadese, Mekonnen, and Samuel Drapeau, 2020, Relative Bound and Asymptotic Comparison of Expectile with Respect to Expected Shortfall, Insurance Mathematics & Economics

10. Xiao, Ping, Ruli Xiao, Sky Liang, Xinlei Chen, and Wei Lu, 2020, The Effects of a Government's Subsidy Program: Accessibility Beyond Affordability, Management Science