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2016 Journal Publications

Time:2017-03-03

English Journal Publications

Huafeng (Jason) Chen, “Do Cash Flows of Growth Stocks Really Grow Faster?” Journal of Finance, forthcoming, 2016.

Juan. M. Londono, Hao Zhou. “Variance Risk Premiums and the Forward Premium Puzzle.” Journal of Financial Economics, forthcoming, 2016

Yawen Jiao, Massimo Massa, and Hong Zhang. "Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand", Journal of Financial Economics, forthcoming, 2016

Huijun Wang, Jinghua Yan, and Jianfeng Yu, “Reference-Dependent Preferences and the Risk-Return Tradeoff”, Journal of Financial Economics, forthcoming, 2016

Li An, "Asset Pricing When Traders Sell Extreme Winners and Losers" (previously distributed under the name “The V-shaped Disposition Effect”) Review of Financial Studies, vol 29 (3): 823-861, 2016

Zhiguo He, Bin Wei, Jianfeng Yu and Feng Gao. “Optimal Long-term Contracting with Learning”. Review of Financial Studies, forthcoming, 2016

Chen Zhuo and Andrea Lu. “Seeing the Unobservable from the Invisible: The Role of CO2 in Measuring Consumption Risk.” Review of Finance, forthcoming, 2016

Daniel Bradley, Xuan Tian, and Incheol Kim "Do Unions Affect Innovation?" Management Science, forthcoming, 2016.

Qi Liu, Libin Tao, Weixing Wu and Jianfeng Yu. “Short- and Long-Run Business Conditions and Expected Returns”. Management Science, forthcoming, 2016

Ji Zhang. "Unemployment Benefits and Matching Efficiency in an Estimated DSGE Model with Labor Market Search.Macroeconomic Dynamics, forthcoming, 2016

Bali Turan, Hao Zhou. “Risk, Uncertainty, and Expected Returns.” Journal of Financial and Quantitative Analysis, 51(3), 2016

Massimo Massa, Yanbo Wang, and Hong Zhang. “Benchmarking and Embedded Currency Risk”, Journal of Financial and Quantitative Analysis, forthcoming, 2016

Chemmanur, Thomas J., and Xuan Tian. "Anti-Takeover Provisions, Innovation, and Firm Value: A Regression Discontinuity AnalysisJournal of Financial and Quantitative Analysis, forthcoming, 2016

Luong, Luong Hoang, F. Moshirina, L.Nguyen, Xuan Tian and Bohui Zhang. "Do Foreign Institutional Investors Enhance Firm Innovation?," Journal of Financial and Quantitative Analysis, forthcoming, 2016

Chen Zhuo, Andrea Lu. "Slow Diffusion of Information and Price Momentum in Stocks: Evidence from Options Markets." Journal of Banking and Finance, forthcoming, 2016

Chen Zhuo, Andrea Lu and Zhuqing Yang, "Growing Pains: International Instability and Equity Market Returns", Financial Management, forthcoming, 2016

Ji Zhang. "Macroeconomic news and the real interest rates at the zero lower bound." Journal of Macroeconomics, 48:172-185, 2016

Xuan Tian and Cai Ye "Locations, Proximity, and M&A TransactionsJournal of Economics and Management Study, Vol. 25 (3), 688-719, 2016.

Zhong Chu, Zhengwei Wang, Weiqiang Zhang and Jing Jian Xiao. “Financial Literacy, Portfolio Choice and Financial Well-Being.” Social Indicators Research, 2016:1-22.

Song Han, Hao Zhou “Effect of Liquidity on the Nondefault Component of Corporate Bond Spreads:Evidence from Intraday Transactions Data” Quarterly Journal of Finance, vol. 6, pages 1650012:1-492016

Liang Yu, Weiqiang Zhang, “Do Investors Buy Lotteries in China's Stock Market?”. Journal of Applied Finance and Banking, 2016.

Xuan Tian, Udell, Gregory F. and Yu Xiaoyun. “Disciplining delegated monitors: When venture capitalists fail to prevent fraud by their IPO firms”. Journal of Accounting and Economics, 61(2–3):526–544, 2016


Chinese Journal Publications

Yanling Lian, Hao Gao and Dongxiao Wang, "Family Control, Socioemotional Wealth(SEW) and IPO Underpricing——An Empirical Study Based on Chinese Family Listed Companies". Economic Management, 2016, (8):120-134

Li Liao, Yu Liang and Weiqiang Zhang, "Who gambles in the Chinese stock market? ——Evidence from individual investor trading data set", Journal of Tsinghua University (Science and Technology), 2016, (6):677-684.

Zhengwei Wang, Yinghui Deng and Li Liao, "Knowledge Changes Fate:Financial Literacy and Micro Income Mobility", Journal of Financial Research, 2016, (12), 125-141.

Zhengwei Wang, Wuxiang Zhu and Dongqing Zhao, "Equity Financing Regulation and Corporate Capital Structure: A Model and the Simulation", Operation Research and Management Science, 2016, 25(1):158-165

Zhengwei Wang, Jia Xiang, Li Liao and Weiqiang Zhang, "Economic Analysis of Investors Learning Behavior under the Environment of Internet Finance", Journal of Quantitative & Technical Economics, 2016,(3):95-111



Programs

>Tsinghua National Institute of Financial Research