College of Business

Department of Economics and Finance

Organisational unit: Academic Departments

Research Output

  1. 2023
  2. 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 journalpeer-review

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  3. 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 journalpeer-review

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  4. 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 PapersPreprint

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  5. 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 journalpeer-review

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  6. 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 journalpeer-review

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  7. 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 journalpeer-review

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  8. 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 journalpeer-review

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  9. Online published

    Social Learning through Action-Signals

    Xu, W., 3 Jul 2023, (Online published) 22 p.

    Research output: Working PapersPreprint

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  10. 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 journalpeer-review

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  11. 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

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  12. 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 journalpeer-review

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  13. 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 journalpeer-review

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  14. 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

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  15. 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 paperpeer-review

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  16. 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 journalpeer-review

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  17. 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 journalpeer-review

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  18. 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 PapersWorking paper

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  19. 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 journalpeer-review

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  20. 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 journalpeer-review

    Scopus citations: 1
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  21. 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

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