Department of Economics and Finance
Organisational unit: Academic Departments
Research Output
- 2023
- Published
Stochastic Interest Rates, Heterogeneous Valuations, and the Volatility-Volume Relation with Search Frictions
Liu, S., Wang, J. & Wu, C., Sept 2023, In: Review of Asset Pricing Studies. 13, 3, p. 523–578 56 p.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Online published
Evaluating the impacts of imported cultural goods on carbon emission: Cross-country evidence
Qayyum, M., Li, S., Jian, G. & Yu, Y., 14 Aug 2023, (Online published) In: Energy and Environment.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Online published
Time-Varying Factor Selection: A Sparse Fused GMM Approach
Cui, L., Feng, G., Hong, Y. & Yang, J., 11 Aug 2023, (Online published) Social Science Research Network (SSRN), 54 p.Research output: Working Papers › Preprint
- Online published
Escape poverty trap with trust? An experimental study
Chan, K. S., Lei, V. & Vesely, F., 6 Aug 2023, (Online published) In: Social Choice and Welfare.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Information acquisition and market liquidity: Evidence from EDGAR search activity
Haghighi, A., Zhang, L., Oliver, B. & Faff, R., Aug 2023, In: Global Finance Journal. 57, 100865.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Online published
Production similarity and the cross-section of stock returns: A machine learning approach
Ge, Y., Qiao, Z., Shen, Z. & Zhang, Z., 18 Jul 2023, (Online published) In: Accounting and Finance. 34 p.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Online published
Credit Default Swaps and Firm Risk
Lin, H., Nguyen, B. H., Wang, J. & Zhang, C., 17 Jul 2023, (Online published) In: Journal of Futures Markets. 25 p.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Online published
Social Learning through Action-Signals
Xu, W., 3 Jul 2023, (Online published) 22 p.Research output: Working Papers › Preprint
- Published
Tax Revenues in Low-Income Countries
Peralta-Alva, A., Tam, X. S., Tang, X. & Tavares, M. M., Jul 2023, In: Economic Journal. 133, 653, p. 2001-2024 24 p.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Presented
Search Intensity and Asset Prices
Luo, D. & Tong, J., 30 Jun 2023, (Presented).Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 33_Other conference paper
- Online published
Credit Default Swaps, Fire Sale Risk and the Liquidity Provision in the Bond Market
Massa, M. & Zhang, L., 29 Jun 2023, (Online published) In: Journal of Financial and Quantitative Analysis.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Accepted/In press/Filed
Dynamics of Subjective Risk Premia
Nagel, S. & XU, Z., 28 Jun 2023, (Accepted/In press/Filed) In: Journal of Financial Economics.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Presented
Search Intensity and Asset Prices
Luo, D. & Tong, J., 22 Jun 2023, (Presented).Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 33_Other conference paper
- Presented
Impact of Antitrust Regulations on Firm Market Value Evidence from Chinese and U.S. Internet Platforms
黄勇, 尹妮娜, 张艳华 & 赵山, 17 Jun 2023, (Presented).Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 33_Other conference paper › peer-review
- Online published
Climate risk and audit fees: An international study
Yu, M., Si, Y., Tian, G. & Zhang, L., 2 Jun 2023, (Online published) In: Accounting and Finance. 37 p.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Does the investment-profitability correlation affect the factor premiums? Evidence from China
Chen, S., Liu, X. & Li, T., Jun 2023, In: Pacific Basin Finance Journal. 79, 102012.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Economic Disintegration and Multinational Production: Evidence from Brexit
Huang, H., SENGA, T., THOMAS, C. & ZHANG, H., Jun 2023, Tokyo: Research Institute of Economy, Trade and Industry (RIETI), 33 p. (RIETI Discussion Paper Series; no. 23-E-037).Research output: Working Papers › Working paper
- Published
Voluntary disclosure in P2P lending: Information or hyperbole?
Wang, C., Wang, J., Wu, C. & Zhang, Y., Jun 2023, In: Pacific Basin Finance Journal. 79, 102024.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Online published
Can green credit inhibit regional carbon emissions? evidence from China
Guo, L., Tan, W., Xu, Y., Tang, Q. & Liu, G., 16 May 2023, (Online published) In: Energy & Environment.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 1 - Presented
Search Intensity and Asset Prices
Luo, D. & Tong, J., 13 May 2023, (Presented).Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 33_Other conference paper
