Chen, S. N. , and Y. Gu. Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property. Review of Quantitative Finance and Accounting, 2020, 56 (4): 1357–1397.
Jiang, Fuxiu, Zhan Jiang, and Kenneth A. Kim . Capital Markets, Financial Institutions, and Corporate Finance in China. Journal of Corporate Finance, 2020, 63: 101309.
Harvey, Campbell R., and Yan Liu. Lucky Factors?. Journal of Financial Economics, 2020, 141 (2): 413-435.
Kim, D.-Y., Jung, E.K., Zhang, J., Lee, S.-Y., Lee, and J.-H.. Functional magnetic resonance imaging multivoxel pattern analysis reveals neuronal substrates for collaboration and competition with myopic and predictive strategic reasoning. Human Brain Mapping, 2020, 41 (15): 4314-4331.
Xiao, Ping, Ruli Xiao, Sky Liang, Xinlei Chen, and Wei Lu. The Effects of a Government's Subsidy Program: Accessibility Beyond Affordability. Management Science, 2020, 66 (7): 3211-3233.
Tadese, Mekonnen, and Samuel Drapeau. Relative Bound and Asymptotic Comparison of Expectile with Respect to Expected Shortfall. Insurance Mathematics & Economics, 2020, 93: 387-399.
Meng, Yu. CalPERS Prepares for the Long-Haul. The Wall Street Journal, 2020.
Chen, Kedong, William Li, and Sijian Wang. An Easy-to-Implement Hierarchical Standardization for Variable Selection under Strong Heredity Constraint. Journal of Statistical Theory and Practice, 2020, 14 (3): 1-32.
Fisman, Raymond, Jing Shi, Yongxiang Wang, and Weixing Wu. Social Ties and the Selection of China's Political Elite. American Economic Review, 2020, 110 (6): 1752-81.
Harvey, Campbell R., Yan Liu, and Alessio Saretto. An Evaluation of Alternative Multiple Testing Methods for Finance Applications. Review of Asset Pricing Studies, 2020, 10 (2): 199-248.
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