Faculty & Research

2019 Journal Publications

Time: 2020-09-21 08:59 Print

English Journal Publications

Huafeng Chen, Shaojun Chen, Zhuo Chen, and Feng Li, “Empirical Investigation of an Equity Pairs Trading Strategy”, Management Science, Vol 65 (1), pp 370-389, 2019

Zhuo Chen, Andrea Lu, “A Market-based Funding Liquidity Measure“, Review of Asset Pricing Studies, Vol 9 (2), pp 356-393, 2019

Jiandong Ju, Li Li, Guangyu Nie, Kang Shi, Shang-Jin Wei, "Nonlinear Capital Flow Tax:Capital Flow Management and Financial Crisis Prevention in China"China & World Economy, Vol.27(4), pp 1-28, 2019

Xiong Xiong, Chunchun Luo, Ye Zhang and Shen Lin, "Do Stock Bulletin Board Systems (Bbs) Contain Useful Information? A Viewpoint of Interaction between Bbs Quality and Predicting Ability", Accounting and Finance, Vol 58(5), pp 1385-1411, 2019

Clark Liu, Shujing Wang, K.C. John Wei and Ninghua Zhong, “The Demand Effect of Yield-Chasing Retail Investors: Evidence from the Chinese Enterprise Bond Market”, Journal of Empirical Finance, Vol 50, pp 57-77, 2019 

Clark Liu, Ben Wang, Huanhuan Wang and Ji Zhang, "What Drives Fluctuations in Exchange Rate Growth in Emerging Markets -- A Multi-Level Dynamic Factor Approach", Economic Systems, Vol 43(2), 2019 

Jian Yang, Ziliang Yu, Jun Ma, "China's Financial Network with International Spillovers: A First Look", Pacific-Basin Finance Journal, Vol 58, 2019

Zhan Shi, "Time-Varying Ambiguity, Credit Spreads, and the Levered Equity Premium", Journal of Financial Economics, Vol 134(3), 2019

Yongqiang Chu, Xuan Tian and Wenyu Wang, "Corporate Innovation along the Supply Chain", Management Science, Vol. 65( 6), pp 2445-2466. 22p, 2019

Barry Eichengreen, Guangtao Xia, "China and the SDR: Financial Liberalization through the Back Door", Quarterly Journal of Finance, Vol 9(3), pp 1-36, 2019

Zhongxiang Xu, Xiafei Li, Thanaset Chevapatrakul, "Return Asymmetry and the Cross Section of Stock Returns", Journal of International Money and Finance, Vol 97, pp 93-110, 2019

Si Cheng, Massimo Massa, and Hong Zhang, "The Unexpected Activeness of Passive Investors: A World-Wide Analysis of ETFs", Review of Asset Pricing Studies, Vol 9(2), pp 296–355, 2019

Jing Cynthia Wu, Ji Zhang, "A Shadow Rate New Keynesian Model", Journal of Economic Dynamics and Control, Vol 107, 2019

Jing Cynthia Wu, Ji Zhang, "Global Effective Lower Bound and Unconventional Monetary Policy", Journal of International Economics, Vol 118, pp 200-216, 2019

Philippe Mueller, Andrea Vedolin, Hao Zhou,“Short-Run Bond Risk Premia”, Quarterly Journal of Finance, Vol. 9, pp 1950011:1-34, 2019

Onur Bayar, Thomas J. Chemmanur, Xuan Tian, "Peer Monitoring, Syndication, And The Dynamics Of Venture Capital Interactions: Theory And Evidence", Journal of Financial and Quantitative Analysis, Vol.55 (6), p.1-40, 2019

Christian-Oliver Ewald, Aihua Zhang, Zhe Zong, "On The Calibration Of The Schwartz Two-Factor Model To WTI Crude Oil Options And The Extended Kalman Filter", Annals of Operations Research, Vol.282(1-2), pp.119-130, 2019

Zhou Jinyi, Dou Jifang, Wang Xiaoye, "A Double-Edged Sword: When Does Identity Threat Affect Unethical Behavior?", Journal of Management & Organization, pp.1-19, 2019

Chinese Journal Publications 

Jinglin JiangZhengwei Wang, Hongyu Xiang, Li Liao, “Financial Literacy and Mutual Fund Investment Performance of Chinese Individual Investors: The Perspective of Financial Advice”, The Journal of World Economy, 2019(8):170-192

Xiaoyu Huang, Tao Jin, “Research Progress in Rare Disaster Models”, Financial Science, 2019(1):42-58

Xiao Chen, Jiandong Ju, Jie Ma, JieZheng, “Bilateral Conflicts:Theory and Applications”,NanKai Economic Studies, 2019(02):101-121

Jiandong Ju, Xiao Chen, “Quantitative Analysis of the Multi-Regional Heterogeneity of the “New”New Economic Geography: A Literature Review”, The Journal of World Economy, 2019(42)(09):3-26

Jiandong Ju, Jie Ma, Dong Wei, “How Can Mirror Strategy Resolve Trade Conflicts: A Political Economy Analysis”, China Journal of Economics, 2019(01)(06(1)):1-28

Jiandong Ju, Xinding Yu, Bing Lu and Jianghuai Hou, “Comparison and Connection of China and the US in Economics and Trade: A Comprehensive Analysis from the Quantitative Perspective”, International Economic Review, 2019(6):56-73

Yunting Zhang, Weiqiang ZhangLi Liao, “Are Margin-trading Investors More Reluctant to Realize Their Losses?”, China Economic Studies, 2019(04):94-108

Li Liao, Zhong Chu, Weqiang Zhang, “An Empirical Measure of Chinese Gap in Financial Literacy”, The Journal of Quantitative & Technical Economics, 2019, 36(01):96-112.

Zhuang Liu, Lei Yuan, “Progress in Bitcoin Research: Attribute, Chaos and Supervision”, Journal of Finance and Economics, 2019(44):44-49

Zhuang Liu, Lei Yuan, “Open Economy,Bitcoin and Capital Flight”,Journal of Technical Economics & Management, 2019(74):75-83

Zhan Xu, Qingbin Meng, Sisi Sheng, “Housing Price Fluctuation,Fund Re-allocation and Investment Structure Adjustment”, Journal of Finance and Economics, 2019(45)(12):111-123

Zhengwei Wang, Xincheng Wang, Li Liao, “Trust and Fraud: Why Do Investors Participate in Ponzi Schemes? Empirical Evidence from the Investors in E-Zu-Bao”, Journal of Financial Research, 2019(8):96-112

Zhikuo Liu, Zhao Chen, Huihang Wu, Yao Zhang, “Base Erosion and Profit Shifting in China's Multinational Enterprises: China's Experience with the Reconstruction of the International Tax System”, Economic Research Journal, 2019(54)(2): 21-35

Hongyu XiangZhengwei WangJinglin JiangLi Liao, “What Underlies the Interest Rates of P2P Lending?”, Economic Research Journal, 2019(5):47-62

Yanyi Ye, Haoyu Gao, Xiaoguang Yang, “The Risk Hidden in Price Surge:Evidence from Chinese Stock Market”, Chinese Journal of Management Science, 2019(27)(07):11-22

Xiangpeng Chen, Hao ZhouTao JinZhengwei Wang, “Comparison and Applicability Analysis of Micro -level Systemic Risk Measures: A Study Based on China's Financial System”, Journal of Financial Research, 2019(5):17-36

Jun Ma, Xiaobei He, "On Coordination between Monetary Policy and Macroprudential Policy". Journal of Financial Research. 2019(12):58-69

Zhen Li, Wei Yuan. "A Comparative Study of Foreign Development Financial Legislation and Governance System". Development Finance Research. 2019(06):22-14

Jun Ma, Manfred Kremer, Xiaobei He, Shurui Liu, Lisheng Wang. "Research on Monitoring Systemic Financial Stress in China". Studies of International Finance. 2019(13):3-12