学术论文

英文期刊发表


LIN Fengjiao, QIU Zhigang, ZHENG Weinan. Cranes among chickens: The general-attentiongrabbing effect of daily price limits in China's stock market. Journal of Banking and Finance, 2023. doi:10.1016/J.JBANKFIN.2023.106818.


Qiu Zhigang, Zhang Xiaodong. Consequences of earnings management triggered by delisting regulation: Evidence in China. Journal of Accounting and Public Policy, 2023. doi:10.1016/J.JACCPUBPOL.2022.107046.


Li Shiyu, Lin Shuanglin. Housing property tax, economic growth, and intergenerational welfare: The case of China. International Review of Economics and Finance, 2023. doi:10.1016/J.IREF.2022.07.010.


Lu Dong, Tang Huoqing, Zhang Chengsi. China's monetary policy surprises and corporate real investment. China Economic Review, 2023. doi:10.1016/J.CHIECO.2022.101893.


Fang Minghao, Li Conggang, Wang Wenlan, Xu RongDo independent directorsscientific achievements matter? Evidence from over-investment of Chinese listed firms.International Review of Economics and Finance, 2023. doi:10.1016/J.IREF.2023.05.009.


Qiu Zhigang, Wang Yanyi, Zhang ShunmingMarket power, ambiguity, and market participation. Journal of Financial Markets, 2023. doi:10.1016/J.FINMAR.2022.100761.


Dai Min, Jiang Yipeng, Liu Hong, Xu JingA rational theory for disposition effects. Review of Economic Dynamics, 2023. doi:10.1016/j.red.2021.11.003.


Ye Zhiqiang, Zhang Shunming, Zheng Jiefei. The peer effects of PIPEs. International Review of Economics and Finance, 2023. doi:10.1016/J.IREF.2022.08.021.


Lin Fengjiao, Qiu ZhigangSentiment Beta and Asset Prices: Evidence from China. Emerging Markets Finance and Trade, 2023. doi:10.1080/1540496X.2022.2093102.


Chen Kaiji, Gao Haoyu, Higgins Patrick, Waggoner Daniel F., Zha Tao. Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's LoanLevel Data. The Journal of Finance, 2023. doi:10.1111/JOFI.13204.


Song Ke, Wu Peizhang, Zou Sarah. The adoption and use of mobile payment: Determinants and relationship with bank access. China Economic Review, 2023. doi:10.1016/J.CHIECO.2022.101907.


Zheng Zhigang, Li Jiarong, Ren Xingzi, Guo Jie Michael. Does corporate ESG create value? New evidence from M&As in China. Pacific-Basin Finance Journal, 2023. doi:10.1016/J.PACFIN.2022.101916.


Yin Chengdong, Zhang XiaoyanRisking or Derisking: How Management Fees Affect Hedge Fund Risk-Taking Choices. Review of Financial Studies, 2023.


Wang ChenxiA model of international currency with private information. Journal of International Money and Finance, 2023. doi:10.1016/J.JIMONFIN.2023.102809.


Chen Ding, Guo Biao, Zhou Guofu. Firm fundamentals and the cross-section of implied volatility shapes. Journal of Financial Markets, 2023. doi:10.1016/J.FINMAR.2022.100771.


Liu Xin, Qiu Zhigang, Shen Luyao, Zheng Weinan. Coreversal: The booms and busts of arbitrage activities in China. Journal of Empirical Finance, 2023. doi:10.1016/J.JEMPFIN.2023.01.001.


Yin Zhida, Jiang Jilin, Qian ZongxinHow does the volatilitytiming strategy perform in mutual funds portfolios? International Review of Finance, 2023. doi:10.1111/IRFI.12387.


Lu Dong, Mu Yuhao. A parsimonious model of trade, finance, and endogenous currency choices in international reserves. Economics Letters, 2023. doi:10.1016/J.ECONLET.2023.111063.


Wang Jianqiu, Wu Ke, Tong Guoshi, Chen Dongxu. Nonlinearity in the cross-section of stock returns: Evidence from China. International Review of Economics and Finance, 2023. doi:10.1016/J.IREF.2023.01.013.


Gao Haoyu, Ouyang Yiling, Wen Huiyu. Pricing the Pandemic: Evidence from the Bond Market in China. Emerging Markets Finance and Trade, 2023.


Yang Yimin, Zhang HuiliThree-way gravity models with multiplicative unobserved effects. Econometrics Journal 2023.


Yang Yimin, Jia Fei, Li HaoranEstimation of Panel Data Models with Mixed Sampling Frequencies. Oxford Bulletin of Economics and Statistics, 2023.


Liu Zhenya, Lu Shanglin, Li Bo, Wang Shixuan. Time series momentum and reversal: Intraday information from realized semivariance. Journal of Empirical Finance, 2023. doi:10.1016/J.JEMPFIN.2023.03.001.


Gao Haoyu, Li Jinxuan, Wen Huiyu. Bank funding costs during the COVID-19 pandemic: Evidence from China. Pacific-Basin Finance Journal, 2023. doi:10.1016/J.PACFIN.2023.102006.


Wang Jianqiu, Wu Ke, Pan Jiening, Jiang Ying. Disagreement, speculation, and the idiosyncratic volatility. Journal of Empirical Finance, 2023. doi:10.1016/J.JEMPFIN.2023.03.011.


Zhao Zichao, Li Dexuan, Dai WenshengMachine-learning-enabled intelligence computing for crisis management in small and medium-sized enterprises (SMEs). Technological Forecasting, Social Change, 2023. doi:10.1016/J.TECHFORE.2023.122492.


Friedberg Leora, Hou Wenliang, Sun Wei, Webb Anthony. Lapses in long-term care insuranceJournal of Risk and Insurance, 2023.


Hu Qing, Li Wenjing, Lin Chen, Wei Lai. What Causes Privatization? Evidence from Import Competition in China. Management Science, 2023.


Sun Yuzhe, Zhang ShunmingHeterogeneity of probability weighting in investment decisions. Economics Letters, 2023. doi:10.1016/J.ECONLET.2023.111156.


Gao Haoyu, Zhao Peixuan, Wen Huiyu. How does credit information sharing affect trade credit? Evidence from China. Accounting and Finance, 2023.


Liao Wenting, Ma Jun, Zhang ChengsiIdentifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance. Journal of Applied Econometrics, 2023.


Ma Yong, Zhang Hongming, Wang Yuanyuan. Insider Sales and Corporate Bond Yield Spread: Evidence from China. Emerging Markets Finance and Trade, 2023.


Wang Changyun, Wang Chenyu, Wu Weixing. Customers' stock price crash risk and suppliers' investment inefficiency: Evidence from China. Accounting and Finance, 2023.


Meng Hui, Wei Li, Zhou Ming. Multiple per-claim reinsurance based on maximizing the Lundberg exponent. Insurance Mathematics and Economics, 2023. doi:10.1016/J.INSMATHECO.2023.05.009.


Boubaker Sabri, Liu Zhenya, Mu Yuhao. Big data analytics and investment. Technological Forecasting, Social Change, 2023. doi:10.1016/J.TECHFORE.2023.122713.


Bae Jongwan, Haight Timothy, Kuang Xin, Yin ChengdongAdvisory firm paths to side-by-side management and mutual fund performance. Journal of Empirical Finance, 2023. doi:10.1016/J.JEMPFIN.2023.05.002.


Wang Zhuo, Wang Ziyue, Wu KeThe role of anchoring on investorsgambling preference: Evidence from China. Pacific-Basin Finance Journal, 2023. doi:10.1016/J.PACFIN.2023.102054.


Chen Ze, Wang Yuan, Guan Yanjun, Guo Michael Jie, Xu RongLong-term effect of childhood pandemic experience on medical major choice: Evidence from the 2003 severe acute respiratory syndrome outbreak in China. Health economics, 2023. doi:10.1002/HEC.4659.


Liu Zehao, Tang Huoqing, Zhang ChengsiCorporate governance, moral hazard, and financialization. International Review of Economics and Finance, 2023. doi:10.1016/J.IREF.2023.06.042.