Faculty & Research

Latest Publications

1. Tadese, Mekonnen, and Samuel Drapeau, 2021, Dual Representation of Expectile-Based Expected Shortfall and its Properties, Probability, Uncertainty and Quantitative Risk

2. Giannetti, Mariassunta, Guanmin Liao, Jiaxing You, and Xiaoyun Yu, 2021, The Externalities of Corruption: Evidence from Entrepreneurial Firms in China, Review of Finance

3. Li, Nan, and Yuhong Zhu, 2021, The Impact of Covid-19 on Stock Market in China, Frontiers of economics in China

4. Alex Holcomb and Paul Mason, 2020, Investment Income Taxes and Private Equity Acquisition Activity, Journal of Empirical Finance

5. Chang, Eric C.,Tse-Chun and Xiaorong Ma, 2020, Governance Through Trading on Acquisitions of Public Firms, Journal of Corporate Finance

6. Chen, Boxiao, and Xiuli Chao, 2020, Dynamic Inventory Control with Stockout Substitution and Demand Learning, Management Science

7. Harvey, Campbell R., and Yan Liu, 2020, False (and Missed) Discoveries in Financial Economics, The Journal of Finance

8. Song, Jing-Sheng, and Yue Zhang, 2020, Stock or print? Impact of 3D Printing on Spare Parts Logistics, Management Science

9. Zhang, Jin E, Eric C. Chang, and Huimin Zhao, 2020, Market Excess Returns, Variance and the Third Cumulant, International Review of Finance

10. Chen, Boxiao, Xiuli Chao, and Yining Wang, 2020, Technical Note—Data-Based Dynamic Pricing and Inventory Control with Censored Demand and Limited Price Changes, Operations Research