Stambaugh, Robert and Yu Yuan. Mispricing Factors. The Review of Financial Studies, 2017, 30 (4): 1270-1315.
Chang, Chun, Yao-Min Chiang, Yiming Qian, and Jay Ritter. Pre-market Trading and IPO Pricing. The Review of Financial Studies, 2017, 30 (3): 835-865.
Cohen, Lauren, Umit Gurun, and Christopher J. Malloy. Resident Networks and Corporate Connections: Evidence from World War II Internment Camps. Journal of Finance, 2017, 72 (1): 207-248.
Cohen, Lauren, John Golden, Umit Gurun, and Scott Duke Kominers. Troll Check? A Proposal for Administrative Review of Patent Litigation. Boston University Law Review, 2017, 97 (5): 1775-1841.
Meng, Yu, Pu Zhang and Ryan Ong. Mean Variance Optimization of Public and Private Asset Classes. Journal of Investment Management, 2016, 14 (4): 1.
Tao, James, and Jun Zhang. Transformations and coupling relations for affine connections. Differential Geometry and Its Applications, 2016, 49: 111-130.
Wan, Yulai, Hun-Koo Ha, Yuichiro Yoshida, and Anming Zhang. Airlines' reaction to high-speed rail entries: Empirical study of the Northeast Asian market. Transportation Research Part A-Policy and Practice, 2016, 94: 532-557.
Han, Yufeng, Guofu Zhou, and Yingzi Zhu. A trend factor: Any economic gains from using information over investment horizons?. Journal of Financial Economics, 2016, 122 (2): 352-375.
Ye, Heng-Qing, and David D. Yao. Diffusion Limit of Fair Resource Control—Stationarity and Interchange of Limits. Mathematics of Operations Research, 2016, 41 (4): 1161-1207.
Li, William, and Dennis K. J. Lin. A Note on Foldover of 2n-k Designs with Column Permutations. Technometrics, 2016, 58 (4): 508-512.
学术活动
more >>