Faculty & Research

2018 Journal Publications

Time: 2020-09-17 09:18 Print

English Journal Publications

 Alon Brava, Wei Jiang, Song Ma, Xuan Tian, “How does hedge fund activism reshape corporate innovation?", Journal of Financial Economics,Vol. 130(2), pp 237–264,2018

Thomas J. Chemmanur and Xuan Tian, “Do Antitakeover Provisions Spur Corporate Innovation? A Regression Discontinuity Analysis”, Journal of Financial and Quantitative Analysis,Vol. 53 (3), pp 1163-1194,2018

Zhuo Chen, Andrea Lu, “Seeing the Unobservable from the Invisible: The Role of CO2 in Measuring Consumption Risk”, Review of Finance, vol. 22(3), pp.977-1009,2018

Jiangze Bian, Kalok Chan, and Hao Zhou, “Do Behavioral Biases Affect Order Aggressiveness?”, Review of Finance,vol. 22, pp 1121-1151,2018

Steve Wei Ho, Ji Zhang and Hao Zhou, “Hot Money and Quantitative Easing: The Spillover Effects of U.S. Monetary Policy on the Chinese Economy”, Journal of Money, Credit, and Banking,Vol.50, Issue 7, 1543-1569,2018

Richard D.F. Harris, Xuguang Li, and Fang Qiao, “Option‐implied betas and the cross section of stock returns”.Journal of Futures Markets,Vol 39, pp.94-108, 2018

Xiaojun Shi, Zhu Yan, “Urbanization and risk preference in China”, China Economic Review,vol 49, pp.210-228,2018

Jiandong Ju, Xinding Yu, “China’s Opening up after 40 Years: Standing at a Historic Turning Point”, China and World Economy,Vol. 26,pp. 23-49,2018

Jie Jack He, Xuan Tian, “Finance and Corporate Innovation: A Survey”, Asia-Pacific Journal of Financial Studies,Vol. 47(2), 165-212, 2018

Jianqiu Wang, Ke Wu,“Testing the Long-Run Risk Model:A Kalman Filter Approach”, Annals of Financial Economics,Vol. 12, 2018

Hao Zhou,“Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty”, Annual Review of Financial Economics,vol. 10, pp 481-497,2018

Chao Gao, Yuhang Xing and Xiaoyan Zhang, “Anticipating Uncertainty: Straddles Around Earnings Announcements”, Journal of Financial and Quantitative Analysis, Vol.53(6), p.2587,2018

Tombe Trevor, Zhu Xiaodong, "Trade, Migration, And Aggregate Productivity: A Quantitative Analysis Of China", American Economic Review, Vol.109(5), pp.1843-1872, 2018

Thanaset Chevapatrakul, Zhongxiang Xu, Yao Kai, "The Impact Of Tail Risk On Stock Market Returns: The Role Of Market Sentiment", International Review of Economics & Finance, Vol.59, pp.289-301, 2018.

Jianjun Miao, Bin Wei, Hao Zhou, "Ambiguity Aversion And Variance Premium", Quarterly Journal of Finance, Vol.9(2), pp.1-36, 2018.

Chinese Journal Publications 

Li Liao, Jia Xiang, Zhengwei Wang, Wisdom of Crowds from P2P Lending Investors, Chinese Journal of Management Science, 2018,V26(10): 30-40

Li Liao, Jia Xiang, Zhengwei Wang, Role Transition and Investor Learning in Online Lending, China Industrial Economics, 2018(9):60-78

Jinglin Jiang, Zhengwei WangLi Liao, Rural Experience and Stock Market Participation, Economic Research Journal, 2018(8):84-99

Jia Xiang, Li LiaoZhengwei Zhang, Effects of Limited Attention on Investment Performance of Investors, Technology Economics, 2018(4):109-120

Yinghui Deng,Li LiaoZhengwei Wang,“风险投资的认证作用——来自网贷市场的证据”, Review of Investment Studies, 2018(3):92-115

Li Liao,Yunting Zhang,Weiqiang Zhang,Research on overtrading of Chinese margin-trading investors, System Engineering Theory and Practice, 2018,38(04):836-847

Jiandong Ju,Zhengwen Liu, Local Facilitating Government in Industrial Structural Adjustment, China Journal of Economics, 2017(4):61-76

Xuan Tian,Qingyang Meng, Do Stock Incentive Schemes Spur Corporate Innovation?Nankai Business Review, 2018(3)

Hao Zhou, Xiangpeng Chen, Nan Sha, Equal or Value Weighting? A Study on Idiosyncratic Volatility Puzzle in China’s A-Share Market, China Journal of Economics, 2018.09(5):1-37

Xian Wang, Yaping Liu, 化解中小企业融资难题, China Finance, 2018(12):95-96

Xiangpeng Chen, Tao Jin, Biqing He, Yandong Jia, Research Progress in Systemic Risk in Financial Sector, Financial Science, 2018(1):74-93

Lipeng Wan, Xiaoyu Huang, Tao Jin, Empirical Study on Central Banks’Balance Sheet Policy Based on a FAVAR Model, Review of Investment Studies, 2018(2):4-23

Yulong Yang, Wen Wu, Yongjing Gao, Qiannan Zhang, Chinese Media, News Characteristics and Information, Journal of Finance and Economics, 2018

Wen Wu, Ting Gong,“资源禀赋结构与货币国际化——基于新结构经济学视角的初探”, Journal of International Economic Cooperation, forthcoming.

Guangtao Xia, Wangyin Hu, A Novel Interpretation for Productivity Puzzle of Chinese Exporters :Rent-seeking or Innovation, Technology Economics, 2018(03):44-51