Faculty & Research

Latest Publications

1. Baltussen, Guido, Zhi Da, Sten Lammers, and Martin Martens, 2021, Hedging Demand and Market Intraday Momentum, Journal of Financial Economics

2. Yang, Chang, Xin Chen and Xian Chen, 2021, Vertical interlock and stock price crash risk, Pacific-Basin Finance Journal

3. Drapeau, Samuel, Peng Luo, Alexander Schied and Dewen Xiong, 2021, An FBSDE approach to market impact games with stochastic parameters, Probability, Uncertainty and Quantitative Risk

4. Gao, Huasheng, Kai Li, and Yujing Ma, 2021, Stakeholder Orientation and the Cost of Debt: Evidence from State-level Adoption of Constituency Statutes, Journal of Financial and Quantitative Analysis

5. Chen, Peimin, Peng Liu, Igor Kozhanov, and Chunchi Wu, 2021, Commercial Mortgage‐Backed Security Pricing with Real Estate Liquidity Risk, Real Estate Economics

6. Liu, Peng, Zhigang Qiu and David Xiaoyun Xu, 2021, Financial investments and commodity prices, International Review of Finance

7. Wang, Tracy Yue, and Andrew Winton, 2021, Industry informational interactions and corporate fraud, Journal of Corporate Finance

8. Chen, Yong, Bing Han, and Jing Pan, 2021, Sentiment Trading and Hedge Fund Returns , The Journal of Finance

9. Chen, Qi, Z. Huang, X. Jiang, G. Zhang, and Y. Zhang, 2021, Asymmetric Reporting Timeliness and Informational Feedback, Management Science

10. Xu, Zhengtian, Yafeng Yin, Xiuli Chao, Hongtu Zhu, and Jieping Ye, 2021, A generalized fluid model of ride-hailing systems, Transportation Research Part B-Methodological