Latest Publications

1. Liu, Yan, 2021, Index Option Returns and Generalized Entropy Bounds, Journal of Financial Economics

2. 朱克江, 2021, 新格局下我国保险业高质量发展的思考(中), 金融博览

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

4. 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

5. 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

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

7. Drapeau, Samuel, Tan Wang, and Tao Wang, 2021, How Rational Are the Option Prices of the Hong Kong Dollar Exchange Rate?, Journal of Derivatives

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

9. 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

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