Faculty & Research

Latest Publications

1. Liao, Jingchi, Cameron Peng, and Ning Zhu, 2022, Extrapolative Bubbles and Trading Volume, Review of Financial Studies

2. Dong, Bingbing, Lei Jiang, Jinyu Liu, and Yifeng Zhu, 2022, Liquidity in the cryptocurrency market and commonalities across anomalies, International Review of Financial Analysis

3. Huafeng (Jason) Chen, Jason V Chen, Feng Li, Pengfei Li, 2022, Measuring Operating Leverage, Review of Asset Pricing Studies

4. Hu, Xing Grace, and Jiang Wang, 2022, A Review of China's Financial Markets, Annual Review of Financial Economics

5. Huang, Jennifer, Wei, Kelsey D. and Yan, Hong, 2022, Investor learning and mutual fund flows, Financial Management

6. Hu, Grace Xing, Jun Pan, Jiang Wang, Haoxiang Zhu, 2022, Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns, Journal of Financial Economics

7. Victor F. Araman, Hong Chen, Peter W. Glynn, and Li Xia., 2022, On a Single Server Queue Fed by a Scheduled Traffic with Pareto Perturbations, Queueing Systems: Theory and Applications

8. Zhiguo He and Yongxiang Wang, 2022, Introduction: Special Issue on China I, Review of Finance

9. Anderson, Ronald, Nan Li*, David M. Reeb, and Masud Karim, 2022, The Family Firm Ownership Puzzle, Review of Corporate Finance

10. Zhang, Yunbo, and Samuel Drapeau, 2022, On Model Robustness of the Regime Switching Approach for Pegged Foreign Exchange Markets, Quantitative Finance