Department of Economics and Finance
Organisational unit: Academic Departments
Research Output
- 2024
- Published
Investigating ESG Funds in China: Management Fees and Investment Performance
Wong, M. C. S. & Li, W., Jun 2024, In: International Journal of Financial Studies. 12, 2, 38.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Published
Risk Management: A Slow Walk on a Tight Rope …
Kashyap, R., Jun 2024, In: Journal of Investing. 33, 4, p. 140-143Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Published
Transaction Costs and Cost Mitigation in Option Investment Strategies
O’Donovan, J. & Yu, G. Y., Jun 2024.Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review
- Presented
Heterogeneous Beliefs, Bonds, and Interest Rates
Beddock, A. & Jouini, E., 27 May 2024, (Presented).Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review
- Presented
Learning to Launch
Hshieh, S. & Zheng, G., 26 May 2024, (Presented).Research output: Conference Papers › RGC 33 - Other conference paper
- Accepted/In press/Filed
Bank Funding Risk, Reference Rates, and Credit Supply
Yang, D., Cooperman, H., Duffie, D., Luck, S. & Wang, Z., 20 May 2024, (Accepted/In press/Filed) Journal of Finance, forthcoming.Research output: Working Papers › Preprint
- Published
Price Discrimination, Backhaul Problems, and Trade Costs: Theory and Evidence from E-commerce Delivery
Ge, C., Huang, H., Liu, C. & Xu, W., 16 May 2024, Social Science Research Network (SSRN).Research output: Working Papers › Working paper
- Online published
Reprint of: The likelihood ratio test for structural changes in factor models
Bai, J., Duan, J. & Han, X., 9 May 2024, (Online published) In: Journal of Econometrics. 105745.Research output: Journal Publications and Reviews › Reprint in journal › peer-review
- Published
Accounting for the Evolution of China's Production and Trade Patterns
Huang, H., Ju, J. & Yue, V., May 2024, National Bureau of Economic Research, 67 p. (NBER working paper; no. 32415).Research output: Working Papers › Working paper
- Published
No Safe Haven, Only Diversification and Contagion — Intraday Evidence around the COVID-19 Pandemic
Bei, Z., Lin, J. & Zhou, Y., May 2024, In: Journal of International Money and Finance. 143, 103069.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1 - Published
Optimal Auction Design with Aftermarket Cournot Competition
Chen, Y., Hu, A. & Zhang, J., May 2024, In: Games and Economic Behavior. 145, p. 54-65Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1 - Published
Production complementarity and information transmission across industries
Lee, C. M. C., Shi, T. T., Sun, S. T. & Zhang, R., May 2024, In: Journal of Financial Economics. 155, 103812.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Published
Regularized GMM for Time-Varying Models with Applications to Asset Pricing
CUI, L., FENG, G. & HONG, Y., May 2024, In: International Economic Review. 65, 2, p. 851-883Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1 - Published
Window dressing: Changes in atmospheric pollution at boundaries in response to regional environmental policy in China
Cui , L., Chen, Z., Huang, Y. & Yu, H., May 2024, In: Journal of Environmental Economics and Management. 125, 102948.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 9 - Published
Seasoning Effects in Corporate Bond Markets
Gao, H., Jiang, R., Wang, J. & Yang, X., 4 Apr 2024, In: Advances in Pacific Basin Business, Economics and Finance. 12, p. 39-76Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Published
Macro Drivers of Cryptocurrency Adoption: A Cross-Country Perspective
Asaana, C. A. & Kakkar, V., 23 Mar 2024.Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review
- Published
Long-Term Orientation and Tax Avoidance Regulations
Bilicka, K., Clancey-Shang, D. & Qi, Y., 1 Mar 2024, In: Journal of Risk and Financial Management. 17, 3, 102.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Published
Correction: Wong, M.C.S.; Ho, H.M. A Framework for Integrating Extreme Weather Risk, Probability of Default, and Loss Given Default for Residential Mortgage Loans. Sustainability, 2023, 15, 11808
Wong, M. C. S. & Ho, H. M., Mar 2024, In: Sustainability (Switzerland). 16, 6, 2516.Research output: Journal Publications and Reviews › Erratum
- Published
Extreme Illiquidity and Cross-Sectional Corporate Bond Returns
Chen, X., Wang, J., Wu, C. & Wu, D., Mar 2024, In: Journal of Financial Markets. 68, 100895.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1 - Published
软关闭机制下在线拍卖的跳跃式报价策略
周烨, 李俊宏 & 杨晓光, Mar 2024, In: 系统管理学报. 33, 2, p. 297-311Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
