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Publications

by members of

Central University of Finance and Economics (CUFE) → Chinese Academy of Finance and Development

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2018

  1. Li, Bing & Pei, Pei & Tan, Fei, 2018, "Credit Risk and Fiscal Inflation," MPRA Paper, University Library of Munich, Germany, number 90486, Apr.

2012

  1. Juan Carlos Escanciano & Pei Pei, 2012, "Pitfalls in Backtesting Historical Simulation VaR Models," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2012-003, Feb.

2010

  1. Pei Pei, 2010, "Backtesting Portfolio Value-at-Risk with Estimated Portfolio Weights," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2010-010, Nov.

2004

  1. Li Guangzhong & Jan P Voon, 2004, "Impacts of Real exchange Rate Volatility and Real Exchange Rate Misalignment on China," Econometric Society 2004 Australasian Meetings, Econometric Society, number 5, Aug.

Journal articles

2026

  1. Jia, Yuecheng & Simkins, Betty & Yan, Shu & Zhang, Hongyu & Zhao, Jiangyu, 2026, "Psychological anchoring effect and cross section of cryptocurrency returns," Journal of Banking & Finance, Elsevier, volume 182, issue C, DOI: 10.1016/j.jbankfin.2025.107592.

2024

  1. Jia, Yuecheng & Xu, Zheng & Yan, Shu & Zhang, Runyu, 2024, "Nominal price illusion, return skewness, and momentum," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105899.
  2. Jia, Yuecheng & Liu, Yuzheng & Wu, Yangru & Yan, Shu, 2024, "Information spillover and cross-predictability of currency returns: An analysis via Machine Learning," Journal of Banking & Finance, Elsevier, volume 169, issue C, DOI: 10.1016/j.jbankfin.2024.107313.

2023

  1. Jia, Yuecheng & Wu, Yangru & Yan, Shu & Liu, Yuzheng, 2023, "A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101428.
  2. Jia, Yuecheng & Simkins, Betty & Feng, Hongrui, 2023, "Political connections and short sellers," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106703.

2021

  1. Hongrui Feng & Yuecheng Jia, 2021, "Are CEOs incentivized to shelter good information?," The Financial Review, Eastern Finance Association, volume 56, issue 1, pages 109-132, February, DOI: 10.1111/fire.12249.
  2. Jia, Yuecheng & Liu, Yuzheng & Yan, Shu, 2021, "Higher moments, extreme returns, and cross–section of cryptocurrency returns," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101536.
  3. Ding, Mingfa & He, Zhongda & Jia, Yuecheng & Shen, Mi, 2021, "State ownership, implicit government guarantees, and crash risk: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101470.
  4. Brian Boscaljon & Hongrui Feng & Yuecheng Jia & Qian Sun, 2021, "Government customers, institutional investment horizons, and liquidity risk," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 1, pages 273-296, January, DOI: 10.1007/s11156-020-00894-w.

2020

  1. Yuecheng Jia & Ivilina Popova & Betty Simkins & Qin Emma Wang, 2020, "Second and higher moments of fundamentals: A literature review," European Financial Management, European Financial Management Association, volume 26, issue 1, pages 216-237, January, DOI: 10.1111/eufm.12215.

2019

  1. Hongrui Feng & Yuecheng Jia, 2019, "Positive externalities of CEO delta," European Financial Management, European Financial Management Association, volume 25, issue 3, pages 591-621, June, DOI: 10.1111/eufm.12182.

2012

  1. Escanciano, Juan Carlos & Pei, Pei, 2012, "Pitfalls in backtesting Historical Simulation VaR models," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2233-2244, DOI: 10.1016/j.jbankfin.2012.04.004.

2011

  1. Hovakimian, Armen & Li, Guangzhong, 2011, "In search of conclusive evidence: How to test for adjustment to target capital structure," Journal of Corporate Finance, Elsevier, volume 17, issue 1, pages 33-44, February.

2010

  1. Jimmy Ran & Jan P. Voon & Guangzhong Li, 2010, "How Do Oil Price Shocks Affect A Small Non‐Oil Producing Economy? Evidence From Hong Kong," Pacific Economic Review, Wiley Blackwell, volume 15, issue 2, pages 263-280, May, DOI: 10.1111/j.1468-0106.2010.00501.x.

2008

  1. Guangzhong Li & James Refalo & Lifan Wu, 2008, "Causality-in-variance and causality-in-mean among European government bond markets," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 21, pages 1709-1720, DOI: 10.1080/09603100701735953.
  2. Ran, Jimmy & Voon, Jan P. & Li, Guangzhong, 2008, "Effects of foreign currency component in monetary aggregates on money neutrality," Economics Letters, Elsevier, volume 99, issue 3, pages 435-438, June.

2007

  1. Ran, Jimmy & Voon, Jan P. & Li, Guangzhong, 2007, "How does FDI affect China? Evidence from industries and provinces," Journal of Comparative Economics, Elsevier, volume 35, issue 4, pages 774-799, December.

2006

  1. Guangzhong Li & Jan P. Voon & Jimmy Ran, 2006, "Risk, Uncertainty And China'S Exports," Australian Economic Papers, Wiley Blackwell, volume 45, issue 2, pages 158-168, June, DOI: 10.1111/j.1467-8454.2006.00284.x.
  2. Jan Voon & Li Guangzhong & Jimmy Ran, 2006, "Does China really lose from RMB revaluation? Evidence from some export industries," Applied Economics, Taylor & Francis Journals, volume 38, issue 15, pages 1715-1723, DOI: 10.1080/00036840500427304.

Chapters

2015

  1. Betty Simkins & Yuecheng Jia, 2015, "Energy Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".

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