Li Haitao
Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework (with Y. Xu and X. Zhang) was accepted at Journal of Financial and Quantitative Analysis.
"No-Arbitrage Taylor Rules with Switching Regimes", with T. Li and C. Yu, Management Science, vol.59,2013.
Li Xuenan
Nominal Rigidities, Asset Returns and Monetary Policy, with Francisco Palomino, Journal of Monetary Economics, forthcoming.
Ou-Yang Hui
"Strategic Trading with Fundamental and Non-Fundamental Information", with Ming Guo, Review of Financial Studies ,Forthcoming.
Zhang Jinfan
Collateral-Motivated Financial Innovation (with Ji Shen and Hongjun Yan), Review of Financial Studies 2014, Review of Financial Studies
