Faculty & Research

Latest Publications

1. Yan, Zhipeng, Yan Zhao, Wei Xu, and Lee Young Cheng. 2012. Earnings response elasticity and post-earnings-announcement drift. Journal of Asset Management , 13 .

2. Chen, Hui, and Scott Joslin. 2012. Generalized transform analysis of affine processes and applications in finance. Review of Financial Studies , 25 .

3. Hou, Kewei, Mathijs A. van Dijk, and Yinglei Zhang. 2012. The implied cost of capital: A new approach. Journal of Accounting and Economics , 53 .

4. Chen, Hui, Scott Joslin, and Ngoc Khanh Tran. 2012. Rare disasters and risk sharing with heterogeneous beliefs. Review of Financial Studies , 25 .

5. Zhang, Jun, Trey Hedden, and Adrian Chia. 2012. Perspective-Taking and Depth of Theory-of-Mind Reasoning in Sequential-Move Games. Cognitive Science , 36 .

6. Chen, Long, Zhi Da, and Richard Priestley. 2012. Dividend smoothing and predictability. Management Science , 58 .

7. Tichon, Jenna G., William Li, and Robert G. Mcleod. 2012. Generalized minimum aberration two-level split-plot designs. Journal of Statistical Planning and Inference , 142 .

8. Fan, Qintao, and Xiao Jun Zhang. 2012. Accounting Conservatism, Aggregation, and Information Quality. Contemporary Accounting Research , 29 .

9. Zhou, Guofu, and Yingzi Zhu. 2012. Volatility trading: What is the role of the long-run volatility component?. Journal of Financial and Quantitative Analysis , 47 .

10. 马颖. 2012. 上市商业银行澄清传闻公告的效果研究——基于美国雷曼兄弟控股公司正式申请破产保护影响的公告证据. 宏观经济研究 .