Faculty & Research

Latest Publications

1. 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 .

2. Vayanos, Dimitri, and Jiang Wang. 2012. Theories of liquidity. Foundations and Trends in Finance , 6 .

3. Chen, Qi, Xiao Chen, Katherine Schipper, Yongxin Xu, and Jian Xue. 2012. The sensitivity of corporate cash holdings to corporate governance. Review of Financial Studies , 25 .

4. Dor, Arik Ben, Ravi Jagannathan, Iwan Meier, and Zhe Xu. 2012. What drives the tracking error of hedge fund clones?. Journal of Alternative Investments , 15 .

5. Hovakimian, Armen, Ayla Kayhan, and Sheridan Titman. 2012. Are corporate default probabilities consistent with the static trade-off theory?. Review of Financial Studies , 25 .

6. 陈欣, 许红伟. 2012. 我国推出融资融券交易促进了标的股票的定价效率吗?——基于双重差分模型的实证研究. 管理世界 .

7. Lu, Lei, Jun Wang, and Ge Zhang. 2012. Long term performance of leveraged ETFs. Financial Services Review , 21 .

8. Liu, Fang, and Jing Sheng Song. 2012. Good and bad news about the 4S1 T 5 policy. Manufacturing and Service Operations Management , 14 .

9. 李艳丽, 孙剑非, 伊志宏. 2012. 公司异质性、在职消费与机构投资者治理. 财经研究 , 38 .

10. Zhang, Jin E., Huimin Zhao, and Eric C. Chang. 2012. Equilibrium asset and option pricing under jump diffusion. Mathematical Finance , 22 .