Publications
Latest Publications
1. Li, William, Robert W. Mee, and Qi Zhou, 2019,Using Individual Factor Information in Fractional Factorial Designs,Technometrics
2. Li, Jia, Yunxiao Liu, and Dacheng Xiu, 2019,Efficient Estimation of Integrated Volatility Functionals via Multiscale Jackknife,Annals of Statistics
3. Dai, Chaoxing, Kun Lu, and Dacheng Xiu, 2019,Knowing Factors or Factor Loadings, or Neither? Evaluating Estimators of Large Covariance Matrices with Noisy and Asynchronous Data,Journal of Econometrics
4. Liu, Crocker, Peng Liu, and Zhipeng Zhang, 2019,Real Assets, Liquidation Value and Choice of Financing,Real Estate Economics
5. Cheng, Shijun, Robert Felix, and Yijiang Zhao, 2019,Board interlock Networks and Informed Short Sales,Journal of Banking & Finance
6. Alti, Aydogan, and Sheridan Titman, 2019,Dynamic Model of Characteristic-based Return Predictability,The Journal of Finance
7. Ismail, Ahmad, Samer Khalil, Assem Safieddine, and Sheridan Titman, 2019,Smart Investments by Smart Money: Evidence from Acquirers' Projected Synergies,Journal of Corporate Finance
8. Cohen, Lauren, Umit Gurun, and Scott Duke Kominers, 2019,Patent Trolls: Evidence from Targeted Firms,Management Science
9. YANG, Liyan, and Haoxiang Zhu, 2019,Back-Running: Seeking and Hiding Fundamental Information in Order Flows,The Review of Financial Studies
10. Chen, Hui, Scott Joslin, and Sophie Ni, 2019,Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets,The Review of Financial Studies
