Department of Economics and Finance
Organisational unit: Academic Departments
Research Output
- 2022
- Online 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
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
- Online published
Cooperation and punishment mechanisms in uncertain and dynamic social networks
Gallo, E., Riyanto, Y. E., Roy, N. & Teh, T., 14 Apr 2022, (Online published) In: Games and Economic Behavior.Research 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
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
- 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
- Online 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
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
- Published
Investor sentiment and stock volatility: New evidence
Gong, X., Zhang, W., Wang, J. & Wang, C., Mar 2022, In: International Review of Financial Analysis. 80, 102028.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Is idiosyncratic risk priced? The international evidence
Brockman, P., Guo, T., Vivero, M. G. & Yu, W., Mar 2022, In: Journal of Empirical Finance. 66, p. 121-136Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Sharing Idiosyncratic Risk Even Though Prices Are "Wrong"
Halim, E., Riyanto, Y. E. & Roy, N., Mar 2022, In: Journal of Economic Theory. 200, 45 p., 105400.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Tax avoidance regulations and stock market responses
Bilicka, K., Clancey-Shang, D. & Qi, Y., Mar 2022, In: Journal of International Financial Markets, Institutions and Money. 77, 101483.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
The impact of nonboarding on the development of disadvantaged boarding students in western rural China
Jia, X., Zhang, X., Jing, J., Zhou, M., Li, H., Friesen, D. & Ma, Y., Mar 2022, In: Asia Pacific Education Review. 23, 1, p. 131–150Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Yield curve inversions: A study of country-level and firm-level stock reactions
Quinn, M. D., Zhang, L. & Mi, L., Mar 2022, In: International Review of Finance. 22, 1, p. 278-285Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Corrigendum to “High Frequency Analysis of Macro News Releases on the Foreign Exchange Market A Survey of Literature” [Big Data Res. 2 (1) (2015) 33–48]
Li, W., Wong, M. C. S. & Cenev, J., 28 Feb 2022, In: Big Data Research. 27, 100299.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › Erratum
- Published
Correction: Antibody-coated microstructures for selective isolation of immune cells in blood
Li, J., Liu, Y., Ren, J., Tay, B. Z., Luo, T., Fan, L., Sun, D. & 4 others, , 21 Feb 2022, In: Lab on a Chip. 22, 4, p. 848Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › Erratum
- Published
Corporate bond spreads and understated pension liabilities
Yang, H. & Cai, J., 1 Feb 2022, In: China Finance Review International. 12, 1, p. 121-160Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Hong Kong’s New Keynesian Phillips Curve: Sticky Information or Sticky Price?
Hung, T. H. & Kwan, Y. K., Feb 2022, In: Pacific Economic Review. 27, 1, p. 42-55Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review