Department of Economics and Finance
Organisational unit: Academic Departments
Research Output
- 2022
- Published
International Asset Pricing with Strategic Business Groups
Massa, M., O’Donovan, J. & Zhang, H., Aug 2022, In: Journal of Financial Economics. 145, 2, Part B, p. 339-361 23 p.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Presented
Providing Incentives with Private Contracts
Buffa, A., LIU, Q. & White, L., 1 Jul 2022, (Presented).Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 33_Other conference paper › peer-review
- Published
Cooperation and punishment mechanisms in uncertain and dynamic social networks
Gallo, E., Riyanto, Y. E., Roy, N. & Teh, T., Jul 2022, In: Games and Economic Behavior. 134, p. 75-103Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Foreign investors, private information, and price discovery
Cai, J., Ho, R. Y. K. & Zhang, Z., Jul 2022, In: International Review of Economics and Finance. 80, p. 506-525Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Providing Incentives with Private Contracts
BUFFA, A. M., LIU, Q. & WHITE, L., Jul 2022.Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 32_Refereed conference paper (no ISBN/ISSN) › peer-review
- Published
Providing Incentives with Private Contracts
BUFFA, A. M., LIU, Q. & WHITE, L., Jul 2022.Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 32_Refereed conference paper (no ISBN/ISSN) › peer-review
- Online published
Endogenous Cross-Region Human Mobility and Pandemics
Chen, X., Huang, H., Ju, J., Sun, R. & Zhang, J., 9 Jun 2022, (Online published) SSRN.Research output: Working Papers › Working paper
- Published
Local gender imbalance and corporate risk-taking
Chen, Z., Huang, X. & Zhang, L., Jun 2022, In: Journal of Economic Behavior and Organization. 198, p. 650-672Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Wealth, Financial Literacy and Behavioral Biases in Japan: the Effects of Various Types of Financial Literacy
Sekita, S., Kakkar, V. & Ogaki, M., Jun 2022, In: Journal of the Japanese and International Economies. 64, 101190.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 1 - Accepted/In press/Filed
Distance Matters: Evidence from Firm’s Financial Misconduct
Gao, H., Jiang, R., Liu, W., Wang, J. & Wu, C., 5 May 2022, (Accepted/In press/Filed) In: Advances in Pacific Basin Business, Economics and Finance.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Asset Pricing with Fading Memory
Nagel, S. & Xu, Z., May 2022, In: The Review of Financial Studies. 35, 5, p. 2190-2245Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Financial conditions, local competition, and local market leaders: The case of real estate developers
Fan, Y., Leung, C. K. Y. & Yang, Z., May 2022, In: Pacific Economic Review. 27, 2, p. 131-193 63 p.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
方差风险、偏度风险与市场收益率的可预测性
郑振龙, 杨荔海 & 陈蓉, May 2022, In: 经济学(季刊). 22, 3 (总第 88), p. 795-818Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Online published
Jump and volatility risk in the cross-section of corporate bond returns
Chen, X., Wang, J. & Wu, C., 14 Apr 2022, (Online published) In: Journal of Financial Markets. 100733.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Online published
Comments on “Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation,” by Jerome Detemple, Marcel Rindisbacher and Scott Robertson
LI, T., 12 Apr 2022, (Online published) In: Journal of Economic Dynamics and Control. 2 p., 104376.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › Comment/debate
- Online published
Greenfield Foreign Direct Investment: Social Learning Drives Persistence
Ng, J. C. Y., Chan, T. C. H., Tsang, K. P. & Leung, C. K. Y., Sep 2022, In: Journal of International Money and Finance. 126, 102641.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Cash or card? Impression management and restaurant tipping behavior
Kakkar, V. & Li, K. K., Apr 2022, In: Journal of Behavioral and Experimental Economics. 97, 101837.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Online published
Quasi-maximum likelihood estimation of break point in high-dimensional factor models
Duan, J., Bai, J. & Han, X., 25 Mar 2022, (Online published) In: Journal of Econometrics.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 2 - Online published
Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory
Kashyap, R., 18 Mar 2022, (Online published) In: Annals of Operations Research. 41 p.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Firm location effect on underwriting, subscription, and underpricing: Evidence from IPOs in China
Liu, L., Neupane, S. & Zhang, L., Mar 2022, In: Economic Modelling. 108, 105778.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 1
