Faculty & Research

Latest Publications

1. Giglio, Stefano; Liao, Yuan, and Dacheng Xiu, 2021, Thousands of Alpha Tests, The Review of Financial Studies

2. Zhan, Xintong (Eunice), Bing Han, Jie Cao, and Qing Tong, 2021, Option Return Predictability, The Review of Financial Studies

3. Song, Jing-Sheng, and Zhengliang Xue, 2021, Demand shaping through bundling and product configuration: a dynamic multiproduct inventory-pricing model, Operations Research

4. Hou, Kewei, Po-Hsuan Hsu, Shiheng Wang, Akiko Watanabe, and Yan Xu, 2021, Corporate R&D and Stock Returns: International Evidence, Journal of Financial and Quantitative Analysis

5. Chen, Boxiao, Xiuli Chao, and Cong Shi, 2021, Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand, Mathematics of Operations Research

6. R. Fisman, H. Lin, C. Sun, Yongxiang Wang, and D. Zhao, 2021, What motivates non-democratic leadership: Evidence from COVID-19 reopenings in China, Journal of Public Economics

7. Zheng Liu, Pengfei Wang, and Zhiwei Xu, 2021, Interest Rate Liberalization and Capital Misallocations, American Economic Journal: Macroeconomics

8. Deuskar, Prachi, Deng Pan, Fei Wu, and Hongfeng Zhou, 2021, How does Regret Affect Investor Behaviour? Evidence from Chinese Stock Markets, Accounting and Finance

9. Zhi Da, Lawrence Jin, and Xing Huang, 2021, Extrapolative Beliefs in the Cross-section: What Can We Learn from the Crowds, Journal of Financial Economics

10. Xin, Chen, and Yang Chang, 2021, Vertical Interlock and the Value of Cash Holdings, Accounting and Finance