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Academic Achievements of CKGSB Faculty (July—December, 2016)

发布时间:2017年01月10日

Li Haitao

1.“Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework (with Y. Xu and X. Zhang), Journal of Financial and Quantitative Analysis, 51, 231-257, 2016.

2.“ CDS-Bond Basis and Bond Return Predictability,Journal of Empirical Finance,38, 307-337, 2016.

3.“ The CDS/Bond Basis Arbitrage: A Stabilizing in Corporate Bond Markets (with W. Zhang and G. Kim), Journal of Futures Markets, conditionally accepted.

Mei Jianping

1.“Ordering and Revenue in sequential Auction” (with H. Hong, M. Moses, J. Kubic, and I. Kremer),Rand Journal of Economics, forthcoming.

Ouyang Hui

1.“Net Trade and Market Efficiencyin Grossman and Stiglitz (1980)” (with W. Wu),Journal of Economic Theory, forthcoming.

Song Zhongzhi

1.“ Asset Growth and Idiosyncratic Return Volatility, Review of Finance (2016), 20(3), 1235-1258.

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