2016 Journal Publications

Time: 2020-09-17 09:18 Print

English Journal Publications

Lamont Black, Ricardo Correa, Xin Huang, Hao Zhou, "The systemic risk of European banks during the financial and sovereign debt crises", Journal of Banking and Finance, vol.63, pp.107-125,2016

Yawen Jiao, Massimo Massa, and Hong Zhang. "Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand", Journal of Financial Economics, vol.122(3), pp.544-567,2016

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

Daniel Bradley, Xuan Tian, and Incheol Kim "Do Unions Affect Innovation?" Management Science,vol.63(7), pp.2251-2271,2016

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, vol.51(2), pp.629-654, 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 Transactions" Journal of Economics and Management Study, Vol. 25 (3), 688-719, 2016.

Song Han, Hao Zhou,Effect of Liquidity on the Nondefault Component of Corporate Bond Spreads:Evidence from Intraday Transactions DataQuarterly Journal of Finance, vol. 6, pages 1650012:1-49,2016

Liang Yu, Weiqiang Zhang, “Do Investors Buy Lotteries in China's Stock Market?”. Journal of Applied Finance and Banking,  vol.6(5), pp.89-106,2016.

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

Charles Cao, Bradley Goldie, Bing Liang, Lubomir Petrasek, "What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk Arbitrage Strategy," Journal of Financial and Quantitative Analysi, vol.51(3), pp.929-957, 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