Faculty & Research

Latest Publications

1. Hu, Grace Xing, Jun Pan, and Jiang Wang, 2021, Tri-Party Repo Pricing, Journal of Financial and Quantitative Analysis

2. Azi Ben-Rephael, Bruce Carlin, Zhi Da and Ryan D. Israelsen, 2021, Information Consumption and Asset Pricing, The Journal of Finance

3. Drapeau, Samuel, and Yunbo Zhang, 2021, Pricing and Hedging Performance on Pegged FX Markets Based on a Regime Switching Model, Quantitative Finance

4. Shan, Chenyu, Dragon Yongjun Tang, Hong Yan, and Xing (Alex) Zhou, 2021, Credit Default Swaps and Bank Regulatory Capital, Review of Finance

5. Han, Bing, and Gang Li, 2021, Information Content of Aggregate Implied Volatility Spread, Management Science

6. Liu, Peng, and Jia Xie, 2021, Optimal Contract Design in Residential Brokerage, Real Estate Economics

7. Huang, Ying Sophie, Bing Liang, and Kai Wu, 2021, Are Mutual Fund Manager Skills Transferable to Private Funds?, International Review of Economics & Finance

8. Zhi Da, Umit Gurun, Bin Li, and Mitch Warachka, 2021, Investment in a Smaller World: The Implications of Air Travel for Investors and Firms, Management Science

9. Huang, Kevin X. D., Zhe Li, and Jianfei Sun, 2021, Lending Competition and Loan Sales: A Macroeconomic Analysis under Directed Search, Economic Inquiry

10. Hu, Conghui, Yu-Jane Liu, and Ning Zhu, 2021, Deleveraging Commonality, Journal of Financial Markets