Baker, Malcolm, Jeff Wurgler, and Yu Yuan. Global, Local, and Contagious Investor Sentiment. Journal of Financial Economics, 2012, 104 (2): 272-287.
Stambaugh, Robert, Jianfeng Yu, and Yu Yuan. The Short of It: Investor Sentiment and Anomalies. Journal of Financial Economics, 2012, 104 (2): 288-302.
Liu, Xiaolong, and Peng Liu. The Composition of Market Proxy in REITs Risk Premium Estimation. Journal of Real Estate Portfolio Management, 2012, 18 (1): 79-98.
He, Jie, Jun Qian, and Philip E. Strahan. Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-Backed Securities. Journal of Finance, 2012, 67 (6): 2097-2137.
Chang, Eric C., Joseph W. Cheng, J. Michael Pinegar and Yinghui Yu. Short-Sales Constraints: Reductions in Costs of Capital or Overvaluation? Evidence from Hong Kong. Pacific-Basin Finance Journal, 2012, 20 (3): 506-520.
Zhang, Jin E., Huimin Zhao, and Eric C. Chang. Equilibrium Asset and Option Pricing Under Jump Diffusion. Mathematical Finance, 2012, 22 (3): 538-568.
Brown, Stephen, William Goetzmann, Bing Liang, and Christopher Schwarz. Trust and Delegation. Journal of Financial Economics, 2012, 103 (2): 221-234.
Cai, Li, and Bing Liang. Asset Allocation Dynamics in the Hedge Fund Industry. Journal of Investment Management, 2012, 10 (2): 35-39.
Cai, Li, and Bing Liang. On the Dynamics of Hedge Fund Strategies. Journal of Alternative Investments, 2012, 14 (4): 51-68.
陈欣, 陈娴. 邮票的特征与发行后长期回报—来自新中国邮票的证据. 中国金融评论, 2012.
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