Department of Finance

Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neusüß, S., Razen, M., Weitzel, U., Abad-Díaz, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J. T., Alexeev, V., Aloosh, A., Amato, L., Amaya, D., Angel, J. J., & 323 othersAvetikian, A. T., Bach, A., Baidoo, E., Bakalli, G., Bao, L., Barbon, A., Bashchenko, O., Bindra, P. C., Bjønnes, G. H., Black, J. R., Black, B. S., Bogoev, D., Correa, S. B., Bondarenko, O., Bos, C. S., Bosch-Rosa, C., Bouri, E., Brownlees, C., Calamia, A., Cao, V. N., Capelle-Blancard, G., Romero, L. M. C., Caporin, M., Carrion, A., Caskurlu, T., Chakrabarty, B., Chen, J., Chernov, M., Cheung, W., Chincarini, L. B., Chordia, T., Chow, S. C., Clapham, B., Colliard, J. E., Comerton-Forde, C., Curran, E., Dao, T., Dare, W., Davies, R. J., Blasis, R. D., Nard, G. F. D., Declerck, F., Deev, O., Degryse, H., Deku, S. Y., Desagre, C., Dijk, M. A. V., Dim, C., Dimpfl, T., Dong, Y. J., Drummond, P. A., Dudda, T., Duevski, T., Dumitrescu, A., Dyakov, T., Dyhrberg, A. H., Dzieliński, M., Eksi, A., Kalak, I. E., Ellen, S. T., Eugster, N., Evans, M. D. D., Farrell, M., Felez-Vinas, E., Ferrara, G., Ferrouhi, E. M., Flori, A., Fluharty-Jaidee, J. T., Foley, S. D. V., Fong, K. Y. L., Foucault, T., Franus, T., Franzoni, F., Frijns, B., Frömmel, M., Fu, S. M., Füllbrunn, S. C., Gan, B., Gao, G., Gehrig, T. P., Gemayel, R., Gerritsen, D., Gil-Bazo, J., Gilder, D., Glosten, L. R., Gomez, T., Gorbenko, A., Grammig, J., Grégoire, V., Güçbilmez, U., Hagströmer, B., Hambuckers, J., Hapnes, E., Harris, J. H., Harris, L., Hartmann, S., Hasse, J. B., Hautsch, N., He, X. Z., Heath, D., Hediger, S., Hendershott, T., Hibbert, A. M., Hjalmarsson, E., Hoelscher, S. A., Hoffmann, P., Holden, C. W., Horenstein, A. R., Huang, W., Huang, D., Hurlin, C., Ilczuk, K., Ivashchenko, A., Iyer, S. R., Jahanshahloo, H., Jalkh, N., Jones, C. M., Jurkatis, S., Jylhä, P., Kaeck, A. T., Kaiser, G., Karam, A., Karmaziene, E., Kassner, B., Kaustia, M., Kazak, E., Kearney, F., Kervel, V. V., Khan, S. A., Khomyn, M. K., Klein, T., Klein, O., Klos, A., Koetter, M., Kolokolov, A., Korajczyk, R. A., Kozhan, R., Krahnen, J. P., Kuhle, P., Kwan, A., Lajaunie, Q., Lam, F. Y. E. C., Lambert, M., Langlois, H., Lausen, J., Lauter, T., Leippold, M., Levin, V., Li, Y., Li, H., Liew, C. Y., Lindner, T., Linton, O., Liu, J., Liu, A., Llorente, G., Lof, M., Lohr, A., Longstaff, F., Lopez-Lira, A., Mankad, S., Mano, N., Marchal, A., Martineau, C., Mazzola, F., Meloso, D., Mi, M. G., Mihet, R., Mohan, V., Moinas, S., Moore, D., Mu, L., Muravyev, D., Murphy, D., Neszveda, G., Neumeier, C., Nielsson, U., Nimalendran, M., Nolte, S., Norden, L. L., O'neill, P., Obaid, K., Ødegaard, B. A., Östberg, P., Pagnotta, E., Painter, M., Palan, S., Palit, I. J., Park, A., Pascual, R., Pasquariello, P., Pastor, L., Patel, V., Patton, A. J., Pearson, N. D., Pelizzon, L., Pelli, M., Pelster, M., Pérignon, C., Pfiffer, C., Philip, R., Plíhal, T., Prakash, P., Press, O. A., Prodromou, T., Prokopczuk, M., Putnins, T., Qian, Y., Raizada, G., Rakowski, D., Ranaldo, A., Regis, L., Reitz, S., Renault, T., Renjie, R. W., Reno, R., Riddiough, S. J., Rinne, K., Rintamäki, P., Riordan, R., Rittmannsberger, T., Longarela, I. R., Roesch, D., Rognone, L., Roseman, B., Roşu, I., Roy, S., Rudolf, N., Rush, S. R., Rzayev, K., Rzeźnik, A. A., Sanford, A., Sankaran, H., Sarkar, A., Sarno, L., Scaillet, O., Scharnowski, S., Schenk-Hoppé, K. R., Schertler, A., Schneider, M., Schroeder, F., Schürhoff, N., Schuster, P., Schwarz, M. A., Seasholes, M. S., Seeger, N. J., Shachar, O., Shkilko, A., Shui, J., Sikic, M., Simion, G., Smales, L. A., Söderlind, P., Sojli, E., Sokolov, K., Sönksen, J., Spokeviciute, L., Stefanova, D., Subrahmanyam, M. G., Szaszi, B., Talavera, O., Tang, Y., Taylor, N., Tham, W. W., Theissen, E., Thimme, J., Tonks, I., Tran, H., Trapin, L., Trolle, A. B., Vaduva, M. A., Valente, G., Ness, R. A. V., Vasquez, A., Verousis, T., Verwijmeren, P., Vilhelmsson, A., Vilkov, G., Vladimirov, V., Vogel, S., Voigt, S., Wagner, W., Walther, T., Weiss, P., Wel, M. V. D., Werner, I. M., Westerholm, P. J., Westheide, C., Wika, H. C., Wipplinger, E., Wolf, M., Wolff, C. C. P., Wolk, L., Wong, W. K., Wrampelmeyer, J., Wu, Z. X., Xia, S., Xiu, D., Xu, K., Xu, C., Yadav, P. K., Yagüe, J., Yan, C., Yang, A., Yoo, W., Yu, W., Yu, Y., Yu, S., Yueshen, B. Z., Yuferova, D., Zamojski, M., Zareei, A., Zeisberger, S. M., Zhang, L., Zhang, S. S., Zhang, X., Zhao, L., Zhong, Z., Zhou, Z. I., Zhou, C., Zhu, X. S., Zoican, M. & Zwinkels, R., Jun 2024, In: Journal of Finance. 79, 3, p. 2339-2390 52 p.

Research output: Contribution to journal › Article › peer-review

Open Access

15 Citations (Scopus)

Option-Implied Variance Asymmetry and the Market Returns

Zhang, Y., 2 Sept 2024, (Submitted).

Research output: Contribution to conference › Paper › peer-review

Option Price Asymmetry, Speculation and Stock Short-Sale Cost

Zhang, Y., 4 Oct 2024, (Submitted).

Research output: Contribution to conference › Paper › peer-review

Predicting Chinese Bond Risk Premium with Machine Learning

Zhai, J., Xi, J., Wen, C. & Zong, L., Dec 2024, In: European Journal of Finance.

Research output: Contribution to journal › Article › peer-review

Quantitative easing and the spillover effects from the crude oil market to other financial markets: Evidence from QE1 to QE3

Lyu, Y., Zhang, X., Cao, J., Liu, J. & Yang, M., Feb 2024, In: Journal of International Money and Finance. 140, 102989.

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Reinforcement learning and rational expectation equilibrium in limit order markets

Zhou, X., Lin, S. & He, X-Z., 2024, (Accepted/In press) In: Journal of Economic Dynamics and Control.

Research output: Contribution to journal › Article › peer-review

Shadow Funding and Economic Growth: Evidence from China

Feng, X., An, X., An, Y. & Xiao, Y., Mar 2024, In: Journal of Money, Credit and Banking. 56, 2-3, p. 589-611 23 p.

Research output: Contribution to journal › Article › peer-review

Open Access

3 Citations (Scopus)

Smirking in the Energy Market: Evidence from the Chinese Crude Oil Options Market

Yue, T., Li, L., Ruan, X. & Zhang, J. E., Nov 2024, In: International Review of Financial Analysis. 96, 103637.

Research output: Contribution to journal › Article › peer-review

Social responsibility and corporate borrowing

Liu, H., Li, Y., Xiao, Y., Xiong, X. & Zhang, W., 2024, (Accepted/In press) In: European Journal of Finance.

Research output: Contribution to journal › Article › peer-review

Open Access

2023

Ambiguous price formation

Aliyev, N. & He, X-Z., Jul 2023, In: Journal of Mathematical Economics. 106, 102842.

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

An empirical investigation of multiperiod tail risk forecasting models

Zhang, N., Su, X. & Qi, S., Mar 2023, In: International Review of Financial Analysis. 86

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

Are Banks Rewarded for Financial Consumer Protection? Evidence from a Quasi-Natural Experiment

Zhang, A., Wang, S., Lien, D. & Yu, C-F., Mar 2023, In: Finance Research Letters.

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

Bridging the gap–the impact of ChatGPT on financial research

Cao, Y. & Zhai, J., Mar 2023, In: Journal of Chinese Economic and Business Studies. 21, 2, p. 177-191 15 p.

Research output: Contribution to journal › Article › peer-review

Open Access

22 Citations (Scopus)

Carr and Wu's (2020) framework in the oil ETF option market

Jia, X., Ruan, X. & Zhang, J. E., Sept 2023, In: Journal of Commodity Markets. 31, 100334.

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

CEO Mobility and Corporate Payouts

Canil, J., Karpavičius, S. & Yu, C. F., Nov 2023, In: Journal of Business Finance and Accounting. 50, 9-10, p. 1743-1778 36 p.

Research output: Contribution to journal › Article › peer-review

Open Access

2 Citations (Scopus)

Department of Finance

Research output

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