Department of Economics and Finance
Organisational unit: Academic Departments
Research Output
- 2022
- Online published
Underwriter competition and institutional loan pricing
Liu, W. S., Sun, Z., Xiong, C. & Zhu, Q., 18 Nov 2022, (Online published) Social Science Research Network (SSRN).Research output: Working Papers › Preprint
- Online published
Trust in Financial Markets: Evidence from Reactions to Earnings News
Wei, C. & Zhang, L., 7 Nov 2022, (Online published) In: Management Science.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Sequence-to-Set Generative Models
Tang, L., Zhou, Y. & Yang, Y., Nov 2022, Advances in Neural Information Processing Systems 35 (NeurIPS 2022). Koyejo, S., Mohamed, S., Agarwal, A., Belgrave, D., Cho, K. & Oh, A. (eds.). Neural information processing systems foundation, 12 p. (Advances in Neural Information Processing Systems; vol. 35).Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45) › 32_Refereed conference paper (with host publication) › peer-review
- Presented
Foreign Talent and Hedge Funds
Chen, J., Hshieh, S., Teo, M. & Zhang, F., 25 Oct 2022, (Presented).Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 33_Other conference paper
- Published
Instrumental Variable Estimation of Structural Var Models Robust to Possible Nonstationarity
CHENG, X., HAN, X. & INOUE, A., Oct 2022, In: Econometric Theory. 38, 5, p. 845-874Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 1 - Published
Price skimming: Commitment and delay in bargaining with outside option
Chang, D. & Lee, J. J., Oct 2022, In: Journal of Economic Theory. 205, 47 p., 105528.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Real responses to anti-tax avoidance: Evidence from the UK Worldwide Debt Cap
Bilicka, K., Qi, Y. & Xing, J., Oct 2022, In: Journal of Public Economics. 214, 104742.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 1 - Presented
Likelihood Ratio Test for Structural Changes in Factor Models
Bai, J., Duan, J. & Han, X., 23 Sept 2022, (Presented).Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 33_Other conference paper › peer-review
- Published
FDI forward spillover effects in emerging markets: A comparative meta-analysis of China and Eastern Europe
Fan, H., He, S. & Kwan, Y. K., Sept 2022, In: Economic Systems. 46, 3, 101012.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 7 - Published
Greenfield Foreign Direct Investment: Social Learning Drives Persistence
Ng, J. C. Y., Chan, T. C. H., Tsang, K. P. & Leung, C. K. Y., Sept 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
Scopus citations: 2 - Published
Jump and volatility risk in the cross-section of corporate bond returns
Chen, X., Wang, J. & Wu, C., Sept 2022, In: Journal of Financial Markets. 60, 100733.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 1 - Published
Comments on “Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation,” by Jerome Detemple, Marcel Rindisbacher and Scott Robertson
LI, T., Aug 2022, In: Journal of Economic Dynamics and Control. 141, 2 p., 104376.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › Comment/debate
- 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
Scopus citations: 3 - Published
Path-dependent Preferences and Polarized Public Response to Pandemic
Hu, A., Han, X. & Liu, J., Aug 2022.Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 32_Refereed conference paper (without host publication) › peer-review
- Presented
Procyclical Productivity in New Keynesian Models
Qiu, Z. & Ríos-Rull, J., 14 Jul 2022, (Presented).Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 33_Other conference paper › 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
Scopus citations: 1 - 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 (without host publication) › 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 (without host publication) › peer-review