Stambaugh, Robert and Yu Yuan. Mispricing Factors. The Review of Financial Studies, 2017, 30 (4): 1270-1315.
Garvey, Ryan, Tao Huang, and Fei Wu. Why Do Traders Split Orders?. Financial Review, 2017, 52 (2): 233-258.
Griffin, Dale, Omrane Guedhami, Chuck C Y Kwok, Kai Li, and Liang Shao. National Culture: The Missing Country-Level Determinant of Corporate Governance. Journal of International Business Studies, 2017, 48 (6): 740-762.
Da, Zhi, Dayong Huang, and Hayong Yun. Industrial Electricity Usage and Stock Returns. Journal of Financial and Quantitative Analysis, 2017, 52 (1): 37-69.
Li, Jun, and Harold H. Zhang. Short-run and Long-run Consumption Risks, Dividend Processes and Asset Returns. The Review of Financial Studies, 2017, 30 (2): 588-630.
McAndrews, James, Asani Sarkar, and Zhenyu Wang. The Effect of the Term Auction Facility on the London Interbank Offered Rate.. Journal of Banking & Finance, 2017, 83: 135-152.
Azi Ben-Rephael, Da, Zhi, and Ryan D. Israelsen. It Depends on Where You Search: Institutional Investor Attention and Underreaction to News. The Review of Financial Studies, 2017, 30 (9): 3009-3047.
Cen, Ling, K.C. John Wei, and Liyan Yang. Disagreement, Underreaction, and Stock Returns. Management Science, 2017, 4 (63): 1214-1231.
Ang, Andrew, Richard C. Green, Francis Longstaff,and Yuhang Xing. Advance Refundings of Municipal Bonds. Journal of Finance, 2017, 72 (4): 1645-1681.
Liu, Zheng, Mark M. Spiegel, and Andrew Tai. Measuring the effects of dollar appreciation on Asia: A FAVAR. Journal of International Money and Finance, 2017, 74: 353-370.
学术活动
more >>