Publications

Latest Publications

1. Chang, Eric C., Yan Luo, and Jinjuan Ren. 2013. Pricing deviation, misvaluation comovement, and macroeconomic conditions. Journal of Banking and Finance , 37 .

2. Chang, Jui Jane, Son Nan Chen, and Ting Pin Wu. 2013. Currency-protected swaps and swaptions with nonzero spreads in a multicurrency LMM. Journal of Futures Markets , 33 .

3. Obizhaeva, Anna A., and Jiang Wang. 2013. Optimal trading strategy and supply/demand dynamics. Journal of Financial Markets , 16 .

4. Drapeau, Samuel, and Michael Kupper. 2013. Risk preferences and their robust representation. Mathematics of Operations Research , 38 .

5. Chen, Long, Zhi Da, and Xinlei Zhao. 2013. What drives stock price movements?. Review of Financial Studies , 26 .

6. Yao, Zheng, Zhi Yang, Gregory J. Fisher, Chaoqun Ma, and Eric (Er) Fang. 2013. Knowledge complementarity, knowledge absorption effectiveness, and new product performance: The exploration of international joint ventures in China. International Business Review , 22 .

7. 施瓦茨斯蒂文·L., 许多奇. 2013. 影子银行监管:金融规制及其责任失灵. 金融市场研究 .

8. 朱宁. 2013. 淡定的去进行多元化投资. 今日财富 .

9. Banal-Estanol, Albert, Marco Ottaviani, and Andrew Winton. 2013. The flip side of financial synergies: Coinsurance versus risk contamination. Review of Financial Studies , 26 .

10. Han, Bing, and Liyan Yang. 2013. Social networks, information acquisition, and asset prices. Management Science , 59 .

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