AcademicsWorking Papers

• Stephanie L. Chan The Social Value of Public Information When Not Everyone is Privately Informed 20210918
• Massimo Massa, Chuyi Yang, Lei Zhang Do Banks Buffer Financial Markets Shocks? Fire-sales Around the World and Corporate Financing 20210621
• Barry Oliver, Chuyi Yang, Lei Zhang Do Law Firms Matter for Securities Class Action Lawsuit Outcomes? 20210621
• Chuyi Yang Foreign Interest Rate Shocks and Exchange Rate Regimes of Small Open Economies: Experience from Hong Kong and Singapore 20210621
• Chuan Yang Hwang, Chuyi Yang Lottery Jackpots, Limited Attention, and the Monday Effect 20210621
• Chongwu Xia, Chuyi Yang, Lei Zhang The Real Effect of Foreign Exchange Hedging on Corporate Innovation 20210621
• Xuexin Wang Generalized Spectral Tests for High Dimensional Multivariate Martingale Difference Hypotheses 20210330
• Zongwu Cai, Jiazi Chen, Linlin Niu A Semiparametric Model for Bond Pricing with Life Cycle Fundamental 20210107
• Mingyang Li, Linlin Niu, Andrew Pua Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations 20201230
• 牛霖琳, 夏红玉, 许秀 中国地方债务的省级风险度量和网络外溢风险 20201112
• 洪智武, 牛霖琳 中国通货膨胀预期及其影响因素分析——基于混频无套利Nelson-Siegel利率期限结构扩展模型 20200928
• Guannan Liu, Shuang Yao Investigating Temporal Dependence in Financial Data via Mixture Copulas 20200629
• Guannan Liu, Wei Long Program Evaluation with Panel Data: A Model Averaging Approach 20200629
• Shuheng Lin, Francisca Perez Do Firm-Level Shocks Generate Aggregate Fluctuations?: A Cross-Country Analysis 20191230
• Yu Wang, Haicheng Shu Evaluating the Performance of Factor Pricing Models for Different Stock Market Trends: Evidence from China 20191010
• 廖谋华, 韩颖杰 评估房产税的经济影响——基于模型校准的政策实验方法 20190919
• Rongrong Fu, Zhi Li Alternative Assurance Mechanisms in Threshold Public Goods Provision: An Experimental Investigation 20190716
• Zhi Li, Christopher Anderson, Stephen Swallow Alternative Cost Sharing Mechanisms for The Provision of Non-Excludable Threshold Public Goods: An Experimental Investigation 20190716
• Yonghong An, Zhi Li, Pengfei Liu Assurance Contracts in Threshold Public Goods Provision with Incomplete Information 20190716
• Zhi Li, Wenchao Xu Coalition Formation in Water Allocation: A Multilateral Bargaining Experiment with Veto Power and Decision Costs 20190716