Department of Economics and Finance
Organisational unit: Academic Departments
Research Output
- 2023
- Published
Option Momentum
Heston, S. L., Jones, C. S., Khorram, M., Li, S. & Mo, H., Dec 2023, In: Journal of Finance. 78, 6, p. 3141-3192Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 11 - Published
Production similarity and the cross-section of stock returns: A machine learning approach
Ge, Y., Qiao, Z., Shen, Z. & Zhang, Z., Dec 2023, In: Accounting and Finance. 63, 5, p. 4849-4882 34 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1 - Published
Effects of resource abundance on economic complexity: Evidence from spatial panel model
Zhang, Y., Qayyum, M. & Yu, Y., 15 Nov 2023, In: Journal of Cleaner Production. 427, 139134.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 8 - Published
CEO social connections and bank systemic risk: The “dark side” of social networks
Adasi Manu, S. & Qi, Y., Nov 2023, In: Journal of Banking and Finance. 156, 106988.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 6 - Published
Credit Default Swaps and Firm Risk
Lin, H., Nguyen, B. H., Wang, J. & Zhang, C., Nov 2023, In: Journal of Futures Markets. 43, 11, p. 1668-1692 25 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Published
Dynamics of Subjective Risk Premia
Nagel, S. & Xu, Z., Nov 2023, In: Journal of Financial Economics. 150, 2, 103713.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 12 - Published
Rethinking revealed comparative advantage with micro and macro data
Huang, H. & Ottaviano, G. I. P., Nov 2023, London: London School of Economics and Political Science, 83 p. (CEP Discussion Paper; no. 1964).Research output: Working Papers › Working paper
- Published
House Price Expectations and Consumer Spending
Appianin, B., 12 Oct 2023. 64 p.Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review
- Published
Gold-mining stocks, risk factors, and tail patterns
Qin, Y., Cai, J., Wang, J. J. D. & Webb, R. I., Oct 2023, In: Journal of International Financial Markets, Institutions and Money. 88, 101823.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 3 - Published
Patent trolls and capital structure decisions in high-tech firms
Duan, R., Oct 2023, In: Journal of Banking and Finance. 155, 106987.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 3 - Published
Trust in Financial Markets: Evidence from Reactions to Earnings News
Wei, C. & Zhang, L., Oct 2023, In: Management Science. 69, 10, p. 6393-6415Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 5 - Published
人民币货币锚地位的动态变化及其驱动因素
贝泽赟, 程欣 & 周颖刚, Oct 2023, In: 国际金融研究. 10 (总第438), p. 16-27Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- 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 - Publication in refereed journal › peer-review
- Published
What Drives Firms’ Hiring Decisions? An Asset Pricing Perspective
Belo, F., Donangelo, A., Lin, X. & Luo, D., Sept 2023, In: Review of Financial Studies. 36, 8, p. 3825–3860 36 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1 - Presented
Asset Pricing with Heterogeneous Preferences: An Analytical Approach
Lee, J., LI, T. & Loewenstein, M., 30 Aug 2023, (Presented). 46 p.Research output: Conference Papers › RGC 33 - Other conference paper › peer-review
- 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 & Environment.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- 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 Papers › Preprint
- Presented
Search Intensity and Asset Prices
LUO, D. & Tong, J., 9 Aug 2023, (Presented).Research output: Conference Papers › RGC 33 - Other conference paper
- Published
Competition in taxes and intellectual property right
Davies, R. B., Han, Y., Hynes, K. & Wang, Y., Aug 2023, In: Review of International Economics. 31, 3, p. 931-955 25 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Published
"CONVENTIONAL" MONETARY POLICY IN OLG MODELS: REVISITING THE ASSET-SUBSTITUTION CHANNEL
HU, G., MA, G., QIAO, W. & WALLACE, N., Aug 2023, In: International Economic Review. 64, 3, p. 875-892 18 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
