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Publications

by members of

Tsinghua University → PBC School of Finance

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 | Books | Chapters | Software components |

Working papers

2026

  1. Jiandong Ju & Yuankun Li & Shang-Jin Wei, 2026, "The United States as an Active Industrial Policy Nation," NBER Working Papers, National Bureau of Economic Research, Inc, number 34744, Jan.
  2. Mikael Juselius & Wenzhe Li, 2026, "The strength of the inflation-output link in China," BIS Working Papers, Bank for International Settlements, number 1353, May.
  3. David Hirshleifer & Lin Peng & Qiguang Wang & Weichen Zhang & Xiaoyan Zhang, 2026, "AI, Opinion Ecosystems, and Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 34807, Feb.

2024

  1. Xiao Chen & Hanwei Huang & Jiandong Ju & Ruoyan Sun & Jialiang Zhang, 2024, "Endogenous mobility in pandemics: Theory and evidence from the United States," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1981, Feb.
  2. Hanwei Huang & Jiandong Ju & Vivian Z. Yue, 2024, "Accounting for the evolution of China's production and trade patterns," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1997, May.
  3. Jing Cynthia Wu & Yinxi Xie & Ji Zhang, 2024, "The Role of International Financial Integration in Monetary Policy Transmission," Staff Working Papers, Bank of Canada, number 24-3, Feb, DOI: 10.34989/swp-2024-3.
  4. Jing Cynthia Wu & Yinxi Xie & Ji Zhang, 2024, "Does Unconventional Monetary and Fiscal Policy Contribute to the COVID Inflation Surge in the US?," Staff Working Papers, Bank of Canada, number 24-38, Oct, DOI: 10.34989/swp-2024-38.

2023

  1. Ju, Jiandong & Lu, Bing & Yu, Xinding, 2023, "National Concentration of High-tech Products: The Second Great Divergence?," MPRA Paper, University Library of Munich, Germany, number 115956, Jan.
  2. Jiandong Ju & Hong Ma & Zi Wang & Xiaodong Zhu, 2023, "Trade Wars and Industrial Policy Competitions: Understanding the US-China Economic Conflicts," Working Papers, University of Toronto, Department of Economics, number tecipa-760, Oct.
  3. Bekaert, Geert & Wang, Xue & Zhang, Xiaoyan, 2023, "The International Commonality of Idiosyncratic Variances," CEPR Discussion Papers, Centre for Economic Policy Research, number 18230, Jun.
  4. Hou, Kewei & Qiao, Fang & Zhang, Xiaoyan, 2023, "Finding Anomalies in China," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-02, Jan.

2022

  1. Xiao Chen & Hanwei Huang & Jiandong Ju & Ruoyan Sun & Jialiang Zhang, 2022, "Endogenous cross-region human mobility and pandemics," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1860, Jul.
  2. Zhiguo He & Bibo Liu & Feifei Zhu, 2022, "Share Pledging in China: Funding Listed Firms or Funding Entrepreneurship?," NBER Working Papers, National Bureau of Economic Research, Inc, number 29731, Feb.
  3. Eric R. Sims & Jing Cynthia Wu & Ji Zhang, 2022, "Unconventional Monetary Policy According to HANK," NBER Working Papers, National Bureau of Economic Research, Inc, number 30329, Aug.

2021

  1. Wei, Shang-Jin & Ju, Jiandong & Shi, Kang, 2021, "Trade Reforms and Current Account Imbalances," CEPR Discussion Papers, Centre for Economic Policy Research, number 15806, Feb.
  2. Keeyoung Rhee & Myungkyu Shim & Ji Zhang, 2021, "State-Promoted Investment for Industrial Reforms: an Information Design Approach," Papers, arXiv.org, number 2105.09576, May.

2020

  1. Robert Barro & Tao Jin, 2020, "Online Appendix to "Rare Events and Long-Run Risks"," Online Appendices, Review of Economic Dynamics, number 18-485.
  2. Erica X.N. Li & Tao Zha & Ji Zhang & Hao Zhou, 2020, "Stock-Bond Return Correlation, Bond Risk Premium Fundamentals, and Fiscal-Monetary Policy Regime," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2020-19, Oct, DOI: 10.29338/wp2020-19.
  3. Erica X.N. Li & Tao Zha & Ji Zhang & Hao Zhou, 2020, "Does Fiscal Policy Matter for Stock-Bond Return Correlation?," NBER Working Papers, National Bureau of Economic Research, Inc, number 27861, Sep.

2018

  1. Jiangze Bian & Zhiguo He & Kelly Shue & Hao Zhou, 2018, "Leverage-Induced Fire Sales and Stock Market Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 25040, Sep.
  2. Jing Cynthia Wu & Ji Zhang, 2018, "Global Effective Lower Bound and Unconventional Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 24714, Jun.

2017

  1. Xiaoyu Huang & Tao Jin & Ji Zhang, 2017, "Monetary Policy, Hot Money and Housing Price Growth across Chinese Cities," Working Paper, Harvard University OpenScholar, number 509596, Mar.
  2. Ding Ding & Xiaoyu Huang & Tao Jin & Mr. Waikei Raphael Lam, 2017, "Assessing China’s Residential Real Estate Market," IMF Working Papers, International Monetary Fund, number 2017/248, Nov.
  3. Hanwei Huang & Jiandong Ju & Vivian Z. Yue, 2017, "Structural adjustments and international trade: theory and evidence from China," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1508, Nov.

2016

  1. Robert J. Barro & Tao Jin, 2016, "Rare Events and Long-Run Risks," Working Paper, Harvard University OpenScholar, number 115371, Jan.
  2. Tao Jin & Huang Xiaoyu & Jin Chao & Zheng Siqi, 2016, "On the Functional Orientation and Path Choice of China?s Real Estate Tax Reform," Working Paper, Harvard University OpenScholar, number 501291, Jan.
  3. Tao Jin & Jin Chao, 2016, "Practice and Prospect of Blockchain Technology in Finance," Working Paper, Harvard University OpenScholar, number 501296, Jan.
  4. Alon Brav & Wei Jiang & Song Ma & Xuan Tian, 2016, "How Does Hedge Fund Activism Reshape Corporate Innovation?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22273, May.
  5. Jing Cynthia Wu & Ji Zhang, 2016, "A Shadow Rate New Keynesian Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 22856, Nov.

2015

  1. Jiandong Ju & Ziru Wei & Hong Ma, 2015, "Anti-Comparative Advantage: A Puzzle in U.S.-China Bilateral Trade," Working Papers, Hong Kong Institute for Monetary Research, number 092015, Apr.
  2. Olesya V. Grishchenko & Zhaogang Song & Hao Zhou, 2015, "Term Structure of Interest Rates with Short-run and Long-run Risks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-95, Oct, DOI: 10.17016/FEDS.2015.095.
  3. Zhen Zhou & Deepal Basak, 2015, "Diffusing Coordination Risk," 2015 Meeting Papers, Society for Economic Dynamics, number 1350.

2014

  1. Charles Cao & Bing Liang & Andrew W. Lo & Lubomir Petrasek, 2014, "Hedge fund holdings and stock market efficiency," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-36, May.
  2. Steven Wei Ho & Ji Zhang & Hao Zhou, 2014, "Hot money and quantitative easing: the spillover effect of U.S. monetary policy on Chinese housing, equity and loan markets," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 211, Nov, DOI: 10.24149/gwp211.

2013

  1. Wei, Shang-Jin & Shi, Kang & Ju, Jiandong, 2013, "Trade Reforms and Current Account Imbalances: When Does the General Equilibrium Effect Overturn a Partial Equilibrium Intuition," CEPR Discussion Papers, Centre for Economic Policy Research, number 9293, Jan.
  2. Mo Xiao & Jiandong Ju & Ying Fan, 2013, "Losing to Win: Reputation Management of Online Sellers," 2013 Meeting Papers, Society for Economic Dynamics, number 192.
  3. Vivian Yue & Jiandong Ju, 2013, "A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China," 2013 Meeting Papers, Society for Economic Dynamics, number 859.
  4. Lamont K. Black & Ricardo Correa & Xin Huang & Hao Zhou, 2013, "The systemic risk of European banks during the financial and sovereign debt crises," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1083.

2012

  1. Wei, Shang-Jin & Shi, Kang & Ju, Jiandong, 2012, "On the connection between intra-temporal and intertemporal trade," CEPR Discussion Papers, Centre for Economic Policy Research, number 8838, Feb.
  2. Tim Bollerslev & Lai Xu & Hao Zhou, 2012, "Stock Return and Cash Flow Predictability: The Role of Volatility Risk," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-51, Nov.
  3. Jianjun Miao & Bin Wei & Hao Zhou, 2012, "Ambiguity Aversion and Variance Premium," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2012-009, Jan.
  4. Juan M. Londono & Hao Zhou, 2012, "Variance risk premiums and the forward premium puzzle," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1068.

2011

  1. Charles Cao & Lubomir Petrasek, 2011, "Liquidity risk and hedge fund ownership," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-49.
  2. Jiandong Ju & Kang Shi & Shang-Jin Wei, 2011, "On the Connections between Intertemporal and Intra-temporal Trades," NBER Working Papers, National Bureau of Economic Research, Inc, number 17549, Oct.
  3. Ju, Jiandong & Lin, Justin Yifu & Wang, Yong, 2011, "Marshallian externality, industrial upgrading, and industrial policies," Policy Research Working Paper Series, The World Bank, number 5796, Sep.
  4. Hao Wang & Hao Zhou & Yi Zhou, 2011, "Credit default swap spreads and variance risk premia," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-02.
  5. Xin Huang & Hao Zhou & Haibin Zhu, 2011, "Systemic risk contributions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-08.
  6. Turan G. Bali & Hao Zhou, 2011, "Risk, uncertainty, and expected returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-45.
  7. Tim Bollerslev & James Marrone & Lai Xu & Hao Zhou, 2011, "Stock return predictability and variance risk premia: statistical inference and international evidence," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-52.
  8. Philippe Mueller & Andrea Vedolin & Hao Zhou, 2011, "Short Run Bond Risk Premia," FMG Discussion Papers, Financial Markets Group, number dp686, Jun.

2010

  1. Tao Jin & Heng-fu Zou, 2010, "Rare-Disasters, the Spitit of Capitalism, Oversaving, and Asset Pricing," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 470.
  2. Yong Wang & Justin Yifu Lin & Jiandong Ju, 2010, "Endowment Structure, Industrial Dynamics, and Economic Growth," 2010 Meeting Papers, Society for Economic Dynamics, number 679.
  3. Xin Huang & Hao Zhou & Haibin Zhu, 2010, "Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis," BIS Working Papers, Bank for International Settlements, number 296, Jan.
  4. Hao Zhou, 2010, "Variance risk premia, asset predictability puzzles, and macroeconomic uncertainty," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-14.
  5. Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2010, "Aggregate Idiosyncratic Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 8149, Dec.

2009

  1. Robert J. Barro & Tao Jin, 2009, "On the Size Distribution of Macroeconomic Disasters," NBER Working Papers, National Bureau of Economic Research, Inc, number 15247, Aug.
  2. Xin Huang & Hao Zhou & Haibin Zhu, 2009, "A Framework for Assessing the Systemic Risk of Major Financial Institutions," BIS Working Papers, Bank for International Settlements, number 281, Apr.

2008

  1. Jiandong Ju & Shang-Jin Wei, 2008, "When Is Quality of Financial System a Source of Comparative Advantage?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13984, May.
  2. Song Han & Hao Zhou, 2008, "Effects of liquidity on the nondefault component of corporate yield spreads: evidence from intraday transactions data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-40.
  3. Jing-zhi Huang & Hao Zhou, 2008, "Specification analysis of structural credit risk models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-55.
  4. Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2008, "High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 13739, Jan.

2007

  1. Yang, Dan & Tao Jin, 2007, "A Decoupled Dynamical Simulation Method via Modal Partition," Working Paper, Harvard University OpenScholar, number 115366, Jan.
  2. Wei, Shang-Jin & Ju, Jiandong, 2007, "Domestic Institutions and the Bypass Effect of Financial Globalization," CEPR Discussion Papers, Centre for Economic Policy Research, number 6343, Jun.
  3. Jiandong Ju & Shang-Jin Wei, 2007, "Current Account Adjustment: Some New Theory and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 13388, Sep.
  4. Tim Bollerslev & Michael Gibson & Hao Zhou, 2007, "Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-16, Aug.
  5. Tim Bollerslev & Hao Zhou, 2007, "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-17, Aug.
  6. Jonathan H. Wright & Hao Zhou, 2007, "Bond risk premia and realized jump volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-22.

2006

  1. Wei, Shang-Jin & Ju, Jiandong, 2006, "A Solution to Two Paradoxes of International Capital Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 5981, Dec.
  2. George Tauchen & Hao Zhou, 2006, "Realized jumps on financial markets and predicting credit spreads," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-35.
  3. Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2006, "International Stock Return Comovements," CEPR Discussion Papers, Centre for Economic Policy Research, number 5955, Nov.
  4. Zhenyu Wang & Xiaoyan Zhang, 2006, "Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims," Staff Reports, Federal Reserve Bank of New York, number 265.

2005

  1. Wei, Shang-Jin & Ju, Jiandong, 2005, "Endowment Versus Finance: A Wooden Barrel Theory of International Trade," CEPR Discussion Papers, Centre for Economic Policy Research, number 5109, Jun.
  2. Haibin Zhu & Benjamin Yibin Zhang & Hao Zhou, 2005, "Explaining credit default swap spreads with equity volatility and jump risks of individual firms," BIS Working Papers, Bank for International Settlements, number 181, Sep.
  3. Matthew Spiegel & Harry Mamaysky & Hong Zhang, 2005, "Estimating the Dynamics of Mutual Fund Alphas and Betas," Yale School of Management Working Papers, Yale School of Management, number ysm353, Mar, revised 01 Apr 2005.

2004

  1. Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2004, "The Cross-Section of Volatility and Expected Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 10852, Oct.

2003

  1. Charles Quanwei Cao & Zhiwu Chen & John M. Griffin, 2003, "Informational Content of Option Volume Prior to Takeovers," Yale School of Management Working Papers, Yale School of Management, number ysm422, Oct.
  2. Ravi Bansal & George Tauchen & Hao Zhou, 2003, "Regime-shifts, risk premiums in the term structure, and the business cycle," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2003-21.
  3. Hao Zhou, 2003, "Itô conditional moment generator and the estimation of short rate processes," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2003-32.
  4. Tim Bollerslev & Hao Zhou, 2003, "Volatility puzzles: a unified framework for gauging return-volatility regressions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2003-40.

2002

  1. Stefano Cavaglia & Robert J. Hodrick & Moroz Vadim & Xiaoyan Zhang, 2002, "Pricing the Global Industry Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 9344, Nov.

2001

  1. Charles Cao & Eric Ghysels & Frank Hatheway, 2001, "Derivatives Do Affect Mutual Funds Returns : How and When?," CIRANO Working Papers, CIRANO, number 2001s-62, Nov.
  2. Hao Zhou, 2001, "Jump-diffusion term structure and Ito conditional moment generator," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-28.
  3. Ravi Bansal & Hao Zhou, 2001, "Term structure of interest rates with regime shifts," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-46.
  4. Tim Bollerslev & Hao Zhou, 2001, "Estimating stochastic volatility diffusion using conditional moments of integrated volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-49.

2000

  1. Hao Zhou, 2000, "A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2000-45.
  2. Robert J. Hodrick & Xiaoyan Zhang, 2000, "Evaluating the Specification Errors of Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 7661, Apr.

1999

  1. Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1999, "Do Call Prices and the Underlying Stock Always Move in the Same Direction?," Yale School of Management Working Papers, Yale School of Management, number ysm125, Oct.

1998

  1. Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1998, "Pricing and Hedging Long-Term Options," Yale School of Management Working Papers, Yale School of Management, number ysm90, May.
  2. Charles Cao & Eric Ghysels & Frank Hatheway, 1998, "Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening," CIRANO Working Papers, CIRANO, number 98s-14, May.
  3. Jiandong Ju & Kala Krishna, 1998, "Firm Behavior and Market Access in a Free Trade Area with Rules of Origin," NBER Working Papers, National Bureau of Economic Research, Inc, number 6857, Dec.

1997

  1. Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1997, "Empirical Performance of Alternative Option Pricing Models," Yale School of Management Working Papers, Yale School of Management, number ysm54, Mar.
  2. Jiandong Ju & Kala Krishna, 1997, "Evaluating Trade Reform Using Ex-Post Criteria," NBER Working Papers, National Bureau of Economic Research, Inc, number 6152, Aug.
  3. Jiandong Ju & Kala Krishna, 1997, "Market Access and Welfare Effects of Piecemeal Policy Reform," NBER Working Papers, National Bureau of Economic Research, Inc, number 6294, Nov.
  4. Yang, Dennis T. & Hao Zhou, 1997, "Rural-Urban Disparity and Sectoral Labor Allocation in China," Working Papers, Duke University, Department of Economics, number 97-02.
  5. Edwards, F.R. & Zhang, X., 1997, "Mutual Funds and Stock and Bond Market Stability," Papers, Columbia - Graduate School of Business, number 97-22.

1995

  1. Ju, J. & Krishna, K., 1995, "Market Access and Welfare Effects of Free Trade Areas Without Rules of Origin," Papers, Pennsylvania State - Department of Economics, number 11-95-3a.

Journal articles

2024

  1. Ju, Jiandong & Ma, Hong & Wang, Zi & Zhu, Xiaodong, 2024, "Trade wars and industrial policy competitions: Understanding the US-China economic conflicts," Journal of Monetary Economics, Elsevier, volume 141, issue C, pages 42-58, DOI: 10.1016/j.jmoneco.2023.10.012.
  2. Wenzhe Li, 2024, "China’s shadow banking in 2020–2022: an empirical study," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 11, issue 1, pages 1-14, December, DOI: 10.1057/s41599-024-02733-y.
  3. Xu, Guang & Zhang, Xiaoyan, 2024, "The aftermath of covenant violations: Evidence from China's corporate debt securities," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101528.

2023

  1. Bing Lu & Jiandong Ju & Xinding Yu, 2023, "National Concentration of High‐tech Products: The Second Great Divergence?," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, volume 31, issue 1, pages 88-118, January, DOI: 10.1111/cwe.12460.
  2. Eric Sims & Jing Cynthia Wu & Ji Zhang, 2023, "The Four-Equation New Keynesian Model," The Review of Economics and Statistics, MIT Press, volume 105, issue 4, pages 931-947, July, DOI: 10.1162/rest_a_01071.

2022

  1. Ekkehart Boehmer & Zsuzsa R Huszár & Yanchu Wang & Xiaoyan Zhang & Xinran Zhang, 2022, "Can Shorts Predict Returns? A Global Perspective," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2428-2463.
  2. Li, Erica X.N. & Zha, Tao & Zhang, Ji & Zhou, Hao, 2022, "Does fiscal policy matter for stock-bond return correlation?," Journal of Monetary Economics, Elsevier, volume 128, issue C, pages 20-34, DOI: 10.1016/j.jmoneco.2022.03.003.

2021

  1. Robert Barro & Tao Jin, 2021, "Rare Events and Long-Run Risks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 39, pages 1-25, January, DOI: 10.1016/j.red.2020.08.002.
  2. Ju, Jiandong & Shi, Kang & Wei, Shang-Jin, 2021, "Trade reforms and current account imbalances," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103451.
  3. Moshirian, Fariborz & Tian, Xuan & Zhang, Bohui & Zhang, Wenrui, 2021, "Stock market liberalization and innovation," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 985-1014, DOI: 10.1016/j.jfineco.2020.08.018.
  4. Ekkehart Boehmer & Charles M. Jones & Xiaoyan Zhang & Xinran Zhang, 2021, "Tracking Retail Investor Activity," Journal of Finance, American Finance Association, volume 76, issue 5, pages 2249-2305, October, DOI: 10.1111/jofi.13033.
  5. Jiang, Jinglin & Liao, Li & Wang, Zhengwei & Zhang, Xiaoyan, 2021, "Government Affiliation and Peer-To-Peer Lending Platforms in China," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 87-106, DOI: 10.1016/j.jempfin.2021.02.004.
  6. Zhiyao Chen & Ilya A. Strebulaev & Yuhang Xing & Xiaoyan Zhang, 2021, "Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation," Management Science, INFORMS, volume 67, issue 5, pages 2751-2772, May, DOI: 10.1287/mnsc.2020.3593.
  7. Xiaoyu Huang & Tao Jin & Ji Zhang, 2021, "Monetary policy, hot money and housing price growth across Chinese cities," Applied Economics, Taylor & Francis Journals, volume 53, issue 59, pages 6855-6877, December, DOI: 10.1080/00036846.2021.1949433.

2020

  1. Ju, Jiandong & Lin, Justin Yifu & Liu, Qing & Shi, Kang, 2020, "Structural changes and the real exchange rate dynamics," Journal of International Money and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.jimonfin.2020.102192.
  2. Jie He & Xuan Tian & Huan Yang & Luo Zuo, 2020, "Asymmetric Cost Behavior and Dividend Policy," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 58, issue 4, pages 989-1021, September, DOI: 10.1111/1475-679X.12328.
  3. Bayar, Onur & Chemmanur, Thomas J. & Tian, Xuan, 2020, "Peer Monitoring, Syndication, and the Dynamics of Venture Capital Interactions: Theory and Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 6, pages 1875-1914, September.
  4. Tan, Yongxian & Tian, Xuan & Zhang, Xinde & Zhao, Hailong, 2020, "The real effect of partial privatization on corporate innovation: Evidence from China's split share structure reform," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101661.
  5. Renhui Fu & Arthur Kraft & Xuan Tian & Huai Zhang & Luo Zuo, 2020, "Financial Reporting Frequency and Corporate Innovation," Journal of Law and Economics, University of Chicago Press, volume 63, issue 3, pages 501-530, DOI: 10.1086/708706.
  6. Boehmer, Ekkehart & Jones, Charles M. & Zhang, Xiaoyan, 2020, "Potential pilot problems: Treatment spillovers in financial regulatory experiments," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 68-87, DOI: 10.1016/j.jfineco.2019.05.016.
  7. Ekkehart Boehmer & Charles M Jones & Juan (Julie) Wu & Xiaoyan Zhang, 2020, "What Do Short Sellers Know?," Review of Finance, European Finance Association, volume 24, issue 6, pages 1203-1235.

2019

  1. Jiandong Ju & Li Li & Guangyu Nie & Kang Shi & Shang‐Jin Wei, 2019, "Nonlinear Capital Flow Tax: Capital Flow Management and Financial Crisis Prevention in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, volume 27, issue 4, pages 1-28, July, DOI: 10.1111/cwe.12284.
  2. Yongqiang Chu & Xuan Tian & Wenyu Wang, 2019, "Corporate Innovation Along the Supply Chain," Management Science, INFORMS, volume 67, issue 6, pages 2445-2466, June, DOI: 10.1287/mnsc.2017.2924.
  3. Wu, Jing Cynthia & Zhang, Ji, 2019, "A shadow rate New Keynesian model," Journal of Economic Dynamics and Control, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.103728.
  4. Liu, Clark & Wang, Ben Zhe & Wang, Huanhuan & Zhang, Ji, 2019, "What drives fluctuations in exchange rate growth in emerging markets – A multi-level dynamic factor approach," Economic Systems, Elsevier, volume 43, issue 2, pages 1-1, DOI: 10.1016/j.ecosys.2019.100696.
  5. Wu, Jing Cynthia & Zhang, Ji, 2019, "Global effective lower bound and unconventional monetary policy," Journal of International Economics, Elsevier, volume 118, issue C, pages 200-216, DOI: 10.1016/j.jinteco.2019.01.016.

2018

  1. Jiandong Ju & Xinding Yu, 2018, "China's Opening up after 40 Years: Standing at a Historic Turning Point," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, volume 26, issue 2, pages 23-49, March, DOI: 10.1111/cwe.12235.
  2. Wenzhe Li, 2018, "Does Targeted Monetary Policy Matter? A Perspective from China," Economic Affairs, Wiley Blackwell, volume 38, issue 1, pages 106-124, February, DOI: 10.1111/ecaf.12273.
  3. Chemmanur, Thomas J. & Tian, Xuan, 2018, "Do Antitakeover Provisions Spur Corporate Innovation? A Regression Discontinuity Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 3, pages 1163-1194, June.
  4. Jia, Ning & Tian, Xuan, 2018, "Accessibility and materialization of firm innovation," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 515-541, DOI: 10.1016/j.jcorpfin.2017.12.002.
  5. Brav, Alon & Jiang, Wei & Ma, Song & Tian, Xuan, 2018, "How does hedge fund activism reshape corporate innovation?," Journal of Financial Economics, Elsevier, volume 130, issue 2, pages 237-264, DOI: 10.1016/j.jfineco.2018.06.012.
  6. Gao, Chao & Xing, Yuhang & Zhang, Xiaoyan, 2018, "Anticipating Uncertainty: Straddles around Earnings Announcements," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 6, pages 2587-2617, December.
  7. Steven Wei Ho & Ji Zhang & Hao Zhou, 2018, "Hot Money and Quantitative Easing: The Spillover Effects of U.S. Monetary Policy on the Chinese Economy," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 7, pages 1543-1569, October, DOI: 10.1111/jmcb.12501.

2017

  1. Ding Ding & Xiaoyu Huang & Tao Jin & Waikei Raphael Lam, 2017, "The Residential Real Estate Market in China: Assessment and Policy Implications," Annals of Economics and Finance, Society for AEF, volume 18, issue 2, pages 411-442, November.
  2. Du, Yingxin & Ju, Jiandong & Ramirez, Carlos D. & Yao, Xi, 2017, "Bilateral trade and shocks in political relations: Evidence from China and some of its major trading partners, 1990–2013," Journal of International Economics, Elsevier, volume 108, issue C, pages 211-225, DOI: 10.1016/j.jinteco.2017.07.002.
  3. Luong, Hoang & Moshirian, Fariborz & Nguyen, Lily & Tian, Xuan & Zhang, Bohui, 2017, "How Do Foreign Institutional Investors Enhance Firm Innovation?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 4, pages 1449-1490, August.
  4. Bhattacharya, Utpal & Hsu, Po-Hsuan & Tian, Xuan & Xu, Yan, 2017, "What Affects Innovation More: Policy or Policy Uncertainty?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 5, pages 1869-1901, October.
  5. Daniel Bradley & Incheol Kim & Xuan Tian, 2017, "Do Unions Affect Innovation?," Management Science, INFORMS, volume 63, issue 7, pages 2251-2271, July, DOI: 10.1287/mnsc.2015.2414.
  6. Zhang, Ji, 2017, "Unemployment Benefits And Matching Efficiency In An Estimated Dsge Model With Labor Market Search Frictions," Macroeconomic Dynamics, Cambridge University Press, volume 21, issue 8, pages 2033-2069, December.

2016

  1. Fan, Ying & Ju, Jiandong & Xiao, Mo, 2016, "Reputation premium and reputation management: Evidence from the largest e-commerce platform in China," International Journal of Industrial Organization, Elsevier, volume 46, issue C, pages 63-76, DOI: 10.1016/j.ijindorg.2016.01.004.
  2. Ye Cai & Xuan Tian & Han Xia, 2016, "Location, Proximity, and M&A Transactions," Journal of Economics & Management Strategy, Wiley Blackwell, volume 25, issue 3, pages 688-719, September, DOI: 10.1111/jems.12159.
  3. Tian, Xuan & Udell, Gregory F. & Yu, Xiaoyun, 2016, "Disciplining delegated monitors: When venture capitalists fail to prevent fraud by their IPO firms," Journal of Accounting and Economics, Elsevier, volume 61, issue 2, pages 526-544, DOI: 10.1016/j.jacceco.2015.09.004.
  4. Li, Haitao & Xu, Yuewu & Zhang, Xiaoyan, 2016, "Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 1, pages 231-257, February.
  5. Sibley, Steven E. & Wang, Yanchu & Xing, Yuhang & Zhang, Xiaoyan, 2016, "The information content of the sentiment index," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 164-179, DOI: 10.1016/j.jbankfin.2015.10.001.
  6. Zhang, Ji, 2016, "Macroeconomic news and the real interest rates at the zero lower bound," Journal of Macroeconomics, Elsevier, volume 48, issue C, pages 172-185, DOI: 10.1016/j.jmacro.2016.04.002.

2015

  1. Ju, Jiandong & Yu, Xinding, 2015, "Productivity, profitability, production and export structures along the value chain in China," Journal of Comparative Economics, Elsevier, volume 43, issue 1, pages 33-54, DOI: 10.1016/j.jce.2014.11.008.
  2. Ju, Jiandong & Lin, Justin Yifu & Wang, Yong, 2015, "Endowment structures, industrial dynamics, and economic growth," Journal of Monetary Economics, Elsevier, volume 76, issue C, pages 244-263, DOI: 10.1016/j.jmoneco.2015.09.006.
  3. Cornaggia, Jess & Mao, Yifei & Tian, Xuan & Wolfe, Brian, 2015, "Does banking competition affect innovation?," Journal of Financial Economics, Elsevier, volume 115, issue 1, pages 189-209, DOI: 10.1016/j.jfineco.2014.09.001.

2014

  1. Jiandong Ju & Miaojie Yu, 2014, "Introduction to the Special Issue on China's Growing Trade and Trans-Pacific Trade Agreements," China Economic Journal, Taylor & Francis Journals, volume 7, issue 2, pages 165-167, May, DOI: 10.1080/17538963.2014.929251.
  2. Jiandong Ju & Shang-Jin Wei, 2014, "A Solution to Two Paradoxes of International Capital Flows," Economic and Political Studies, Taylor & Francis Journals, volume 2, issue 1, pages 3-43, January, DOI: 10.1080/20954816.2014.11673850.
  3. J. Ju & D. Kim, 2014, "Single- and dual-band leaky wave antennas using an electromagnetic band gap structure," Journal of Electromagnetic Waves and Applications, Taylor & Francis Journals, volume 28, issue 4, pages 399-409, March, DOI: 10.1080/09205071.2013.860361.
  4. Liao, Li & Liu, Bibo & Wang, Hao, 2014, "China׳s secondary privatization: Perspectives from the Split-Share Structure Reform," Journal of Financial Economics, Elsevier, volume 113, issue 3, pages 500-518, DOI: 10.1016/j.jfineco.2014.05.007.
  5. Li Liao & Zhisheng Li & Weiqiang Zhang & Ning Zhu, 2014, "Exercise to Lose Money? Irrational Exercise Behavior from the Chinese Warrants Market," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 34, issue 5, pages 399-419, May.
  6. Vivian W. Fang & Xuan Tian & Sheri Tice, 2014, "Does Stock Liquidity Enhance or Impede Firm Innovation?," Journal of Finance, American Finance Association, volume 69, issue 5, pages 2085-2125, October.
  7. Chemmanur, Thomas J. & Tian, Xuan, 2014, "Communicating Private Information to the Equity Market Before a Dividend Cut: An Empirical Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 5-6, pages 1167-1199, December.
  8. Hsu, Po-Hsuan & Tian, Xuan & Xu, Yan, 2014, "Financial development and innovation: Cross-country evidence," Journal of Financial Economics, Elsevier, volume 112, issue 1, pages 116-135, DOI: 10.1016/j.jfineco.2013.12.002.
  9. Xuan Tian & Tracy Yue Wang, 2014, "Tolerance for Failure and Corporate Innovation," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 1, pages 211-255, January.
  10. Thomas J. Chemmanur & Elena Loutskina & Xuan Tian, 2014, "Corporate Venture Capital, Value Creation, and Innovation," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 8, pages 2434-2473.

2013

  1. Cao, Charles & Chen, Yong & Liang, Bing & Lo, Andrew W., 2013, "Can hedge funds time market liquidity?," Journal of Financial Economics, Elsevier, volume 109, issue 2, pages 493-516, DOI: 10.1016/j.jfineco.2013.03.009.
  2. Cao, Charles & Simin, Timothy T. & Wang, Ying, 2013, "Do mutual fund managers time market liquidity?," Journal of Financial Markets, Elsevier, volume 16, issue 2, pages 279-307, DOI: 10.1016/j.finmar.2012.10.004.
  3. Jiandong Ju & Xuebing Yang, 2013, "The Cosine-Shaped Pattern of Innovations and Technological Advantages: Theory and Evidence," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 8, issue 4, pages 476-489, December.
  4. Jiandong Ju & Li Su, 2013, "Market structure in the Chinese steel industry," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, volume 20, issue 1, pages 70-84, March, DOI: 10.1080/16081625.2013.763201.
  5. He, Jie (Jack) & Tian, Xuan, 2013, "The dark side of analyst coverage: The case of innovation," Journal of Financial Economics, Elsevier, volume 109, issue 3, pages 856-878, DOI: 10.1016/j.jfineco.2013.04.001.
  6. Spiegel, Matthew & Zhang, Hong, 2013, "Mutual fund risk and market share-adjusted fund flows," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 506-528, DOI: 10.1016/j.jfineco.2012.05.018.
  7. Ekkehart Boehmer & Charles M. Jones & Xiaoyan Zhang, 2013, "Shackling Short Sellers: The 2008 Shorting Ban," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 6, pages 1363-1400.

2012

  1. Firat Demir & Jiandong Ju & Yin Zhou, 2012, "Income inequality and structures of international trade," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, volume 19, issue 2, pages 167-180, DOI: 10.1080/16081625.2012.667379.
  2. Deanna Sharpe & Rui Yao & Li Liao, 2012, "Correlates of Credit Card Adoption in Urban China," Journal of Family and Economic Issues, Springer, volume 33, issue 2, pages 156-166, June, DOI: 10.1007/s10834-012-9309-0.
  3. Huang, Xin & Zhou, Hao & Zhu, Haibin, 2012, "Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis," Journal of Financial Stability, Elsevier, volume 8, issue 3, pages 193-205, DOI: 10.1016/j.jfs.2011.10.004.
  4. Xin Huang & Hao Zhou & Haibin Zhu, 2012, "Systemic Risk Contributions," Journal of Financial Services Research, Springer;Western Finance Association, volume 42, issue 1, pages 55-83, October, DOI: 10.1007/s10693-011-0117-8.
  5. Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2012, "Aggregate Idiosyncratic Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 47, issue 6, pages 1155-1185, December.
  6. Wang, Zhenyu & Zhang, Xiaoyan, 2012, "Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 65-78, DOI: 10.1016/j.jempfin.2011.11.001.

2011

  1. Robert J. Barro & Tao Jin, 2011, "On the Size Distribution of Macroeconomic Disasters," Econometrica, Econometric Society, volume 79, issue 5, pages 1567-1589, September, DOI: ECTA8827.
  2. Jiandong Ju, 2011, "Consumer Heterogeneity, Free Trade, and the Welfare Impact of Income Redistribution," Review of International Economics, Wiley Blackwell, volume 19, issue 2, pages 288-299, May.
  3. Ju, Jiandong & Wei, Shang-Jin, 2011, "When is quality of financial system a source of comparative advantage?," Journal of International Economics, Elsevier, volume 84, issue 2, pages 178-187, July.
  4. Li Liao & Bibo Liu & Hao Wang, 2011, "Information Discovery in Share Lockups: Evidence from the Split‐Share Structure Reform in China," Financial Management, Financial Management Association International, volume 40, issue 4, pages 1001-1027, December, DOI: j.1755-053X.2011.01169.x.
  5. Tian, Xuan, 2011, "The causes and consequences of venture capital stage financing," Journal of Financial Economics, Elsevier, volume 101, issue 1, pages 132-159, July.
  6. Xuan Tian, 2011, "The Role of Venture Capital Syndication in Value Creation for Entrepreneurial Firms," Review of Finance, European Finance Association, volume 16, issue 1, pages 245-283.
  7. Tauchen, George & Zhou, Hao, 2011, "Realized jumps on financial markets and predicting credit spreads," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 102-118, January.
  8. Bollerslev, Tim & Gibson, Michael & Zhou, Hao, 2011, "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 235-245, January.
  9. Li, Haitao & Zhang, Xiaoyan & Zhao, Rui, 2011, "Investing in Talents: Manager Characteristics and Hedge Fund Performances," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 1, pages 59-82, February.

2010

  1. Cao, Charles & Yu, Fan & Zhong, Zhaodong, 2010, "The information content of option-implied volatility for credit default swap valuation," Journal of Financial Markets, Elsevier, volume 13, issue 3, pages 321-343, August.
  2. Jiandong Ju & Shang-Jin Wei, 2010, "Domestic Institutions and the Bypass Effect of Financial Globalization," American Economic Journal: Economic Policy, American Economic Association, volume 2, issue 4, pages 173-204, November.
  3. Jiandong Ju & Scott C. Linn & Zhen Zhu, 2010, "Middlemen and Oligopolistic Market Makers," Journal of Economics & Management Strategy, Wiley Blackwell, volume 19, issue 1, pages 1-23, March, DOI: 10.1111/j.1530-9134.2009.00243.x.
  4. Jiandong Ju & Yi Wu & Li Zeng, 2010, "The Impact of Trade Liberalization on the Trade Balance in Developing Countries," IMF Staff Papers, Palgrave Macmillan, volume 57, issue 2, pages 427-449, June.
  5. Li Liao & Nuonan Huang & Rui Yao, 2010, "Family Finances in Urban China: Evidence from a National Survey," Journal of Family and Economic Issues, Springer, volume 31, issue 3, pages 259-279, September, DOI: 10.1007/s10834-010-9218-z.
  6. Xing, Yuhang & Zhang, Xiaoyan & Zhao, Rui, 2010, "What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 3, pages 641-662, June.
  7. Li, Haitao & Xu, Yuewu & Zhang, Xiaoyan, 2010, "Evaluating asset pricing models using the second Hansen-Jagannathan distance," Journal of Financial Economics, Elsevier, volume 97, issue 2, pages 279-301, August.

2009

  1. Ju, Jiandong & Yang, Xuebing, 2009, "Hicks theorem: Effects of technological improvement in the Ricardian model," International Review of Economics & Finance, Elsevier, volume 18, issue 2, pages 239-247, March.
  2. Huang, Xin & Zhou, Hao & Zhu, Haibin, 2009, "A framework for assessing the systemic risk of major financial institutions," Journal of Banking & Finance, Elsevier, volume 33, issue 11, pages 2036-2049, November.
  3. Wright, Jonathan H. & Zhou, Hao, 2009, "Bond risk premia and realized jump risk," Journal of Banking & Finance, Elsevier, volume 33, issue 12, pages 2333-2345, December.
  4. Tim Bollerslev & George Tauchen & Hao Zhou, 2009, "Expected Stock Returns and Variance Risk Premia," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 11, pages 4463-4492, November.
  5. Benjamin Yibin Zhang & Hao Zhou & Haibin Zhu, 2009, "Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 12, pages 5099-5131, December.
  6. Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2009, "International Stock Return Comovements," Journal of Finance, American Finance Association, volume 64, issue 6, pages 2591-2626, December, DOI: 10.1111/j.1540-6261.2009.01512.x.
  7. Ang, Andrew & Hodrick, Robert J. & Xing, Yuhang & Zhang, Xiaoyan, 2009, "High idiosyncratic volatility and low returns: International and further U.S. evidence," Journal of Financial Economics, Elsevier, volume 91, issue 1, pages 1-23, January.

2008

  1. Cao, Charles & Chang, Eric C. & Wang, Ying, 2008, "An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility," Journal of Banking & Finance, Elsevier, volume 32, issue 10, pages 2111-2123, October.
  2. Charles Cao & Oliver Hansch & Xiaoxin Wang, 2008, "Order Placement Strategies In A Pure Limit Order Book Market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 31, issue 2, pages 113-140, June, DOI: 10.1111/j.1475-6803.2008.00234.x.
  3. Charles Cao & Timothy Simin & Jing Zhao, 2008, "Can Growth Options Explain the Trend in Idiosyncratic Risk?," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 6, pages 2599-2633, November.
  4. Harry Mamaysky & Matthew Spiegel & Hong Zhang, 2008, "Estimating the Dynamics of Mutual Fund Alphas and Betas," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 1, pages 233-264, January.
  5. Ekkehart Boehmer & Charles M. Jones & Xiaoyan Zhang, 2008, "Which Shorts Are Informed?," Journal of Finance, American Finance Association, volume 63, issue 2, pages 491-527, April, DOI: 10.1111/j.1540-6261.2008.01324.x.

2007

  1. Charles Cao & Jing-Zhi Huang, 2007, "Determinants of S&P 500 index option returns," Review of Derivatives Research, Springer, volume 10, issue 1, pages 1-38, January, DOI: 10.1007/s11147-007-9015-5.
  2. Harry Mamaysky & Matthew Spiegel & Hong Zhang, 2007, "Improved Forecasting of Mutual Fund Alphas and Betas," Review of Finance, European Finance Association, volume 11, issue 3, pages 359-400.

2006

  1. Bollerslev, Tim & Zhou, Hao, 2006, "Volatility puzzles: a simple framework for gauging return-volatility regressions," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 123-150.
  2. Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2006, "The Cross‐Section of Volatility and Expected Returns," Journal of Finance, American Finance Association, volume 61, issue 1, pages 259-299, February, DOI: 10.1111/j.1540-6261.2006.00836.x.
  3. Zhang, Xiaoyan, 2006, "Specification tests of international asset pricing models," Journal of International Money and Finance, Elsevier, volume 25, issue 2, pages 275-307, March.

2005

  1. Charles Cao & Zhiwu Chen & John M. Griffin, 2005, "Informational Content of Option Volume Prior to Takeovers," The Journal of Business, University of Chicago Press, volume 78, issue 3, pages 1073-1109, May, DOI: 10.1086/429654.
  2. Jiandong Ju & Kala Krishna, 2005, "Firm behaviour and market access in a Free Trade Area with rules of origin," Canadian Journal of Economics, Canadian Economics Association, volume 38, issue 1, pages 290-308, February, DOI: 10.1111/j.0008-4085.2005.00281.x.

2004

  1. Cao, Charles & Field, Laura Casares & Hanka, Gordon, 2004, "Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 39, issue 1, pages 25-46, March.
  2. Ravi Bansal & George Tauchen & Hao Zhou, 2004, "Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle," Journal of Business & Economic Statistics, American Statistical Association, volume 22, pages 396-409, October.

2003

  1. Jiandong Ju, 2003, "Oligopolistic Competition, Technology Innovation, and Multiproduct Firms," Review of International Economics, Wiley Blackwell, volume 11, issue 2, pages 346-359, May, DOI: 10.1111/1467-9396.00387.
  2. Hao Zhou, 2003, "Itô Conditional Moment Generator and the Estimation of Short-Rate Processes," Journal of Financial Econometrics, Oxford University Press, volume 1, issue 2, pages 250-271.

2002

  1. Ju, Jiandong & Krishna, Kala, 2002, "Regulations, regime switches and non-monotonicity when non-compliance is an option: an application to content protection and preference," Economics Letters, Elsevier, volume 77, issue 3, pages 315-321, November.
  2. Zhou, Hao, 2002, "Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 3, pages 333-335, July.
  3. Bollerslev, Tim & Zhou, Hao, 2002, "Estimating stochastic volatility diffusion using conditional moments of integrated volatility," Journal of Econometrics, Elsevier, volume 109, issue 1, pages 33-65, July.

2001

  1. Ahn, Hee-Joon & Cao, Charles & Choe, Hyuk, 2001, "Share repurchase tender offers and bid-ask spreads," Journal of Banking & Finance, Elsevier, volume 25, issue 3, pages 445-478, March.
  2. Hodrick, Robert J. & Zhang, Xiaoyan, 2001, "Evaluating the specification errors of asset pricing models," Journal of Financial Economics, Elsevier, volume 62, issue 2, pages 327-376, November.

2000

  1. Charles Cao & Eric Ghysels & Frank Hatheway, 2000, "Price Discovery without Trading: Evidence from the Nasdaq Preopening," Journal of Finance, American Finance Association, volume 55, issue 3, pages 1339-1365, June, DOI: 10.1111/0022-1082.00249.
  2. Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 2000, "Pricing and hedging long-term options," Journal of Econometrics, Elsevier, volume 94, issue 1-2, pages 277-318.
  3. Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 2000, "Do Call Prices and the Underlying Stock Always Move in the Same Direction?," The Review of Financial Studies, Society for Financial Studies, volume 13, issue 3, pages 549-584.
  4. Charles Cao & Hyuk Choe, 2000, "Evolution of Transitory Volatility over the Week," Annals of Economics and Finance, Society for AEF, volume 1, issue 1, pages 49-77, May.
  5. Jiandong Ju & Kala Krishna, 2000, "Evaluating trade reform with many consumers," Canadian Journal of Economics, Canadian Economics Association, volume 33, issue 3, pages 787-798, August.
  6. Ju, Jiandong & Krishna, Kala, 2000, "Necessary conditions for welfare improving reforms," Economics Letters, Elsevier, volume 67, issue 2, pages 173-178, May.
  7. Ju, Jiandong & Krishna, Kala, 2000, "Welfare and market access effects of piecemeal tariff reform," Journal of International Economics, Elsevier, volume 51, issue 2, pages 305-316, August.

1999

  1. Dennis Tao Yang & Hao Zhou, 1999, "Rural-urban disparity and sectoral labour allocation in China," Journal of Development Studies, Taylor & Francis Journals, volume 35, issue 3, pages 105-133, DOI: 10.1080/00220389908422575.

1998

  1. Ahn, Hee-Joon & Cao, Charles Q. & Choe, Hyuk, 1998, "Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities," Journal of Financial Markets, Elsevier, volume 1, issue 1, pages 51-87, April.

1997

  1. Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 1997, "Empirical Performance of Alternative Option Pricing Models," Journal of Finance, American Finance Association, volume 52, issue 5, pages 2003-2049, December.
  2. Cao, Charles & Choe, Hyuk & Hatheway, Frank, 1997, "Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange," Journal of Finance, American Finance Association, volume 52, issue 4, pages 1615-1640, September.

1996

  1. Ahn, Hee-Joon & Cao, Charles Q. & Choe, Hyuk, 1996, "Tick Size, Spread, and Volume," Journal of Financial Intermediation, Elsevier, volume 5, issue 1, pages 2-22, January.
  2. Baye, Michael R & Crocker, Keith J & Ju, Jiandong, 1996, "Divisionalization, Franchising, and Divestiture Incentives in Oligopoly," American Economic Review, American Economic Association, volume 86, issue 1, pages 223-236, March.
  3. Baye, Michael R. & Crocker, Keith J. & Ju, Jiandong, 1996, "Divisionalization and franchising incentives with integral competing units," Economics Letters, Elsevier, volume 50, issue 3, pages 429-435, March.

1992

  1. Nelson, Daniel B & Cao, Charles Q, 1992, "Inequality Constraints in the Univariate GARCH Model," Journal of Business & Economic Statistics, American Statistical Association, volume 10, issue 2, pages 229-235, April.
  2. Cao, C Q & Tsay, R S, 1992, "Nonlinear Time-Series Analysis of Stock Volatilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 7, issue S, pages 165-185, Suppl. De.

Books

2024

  1. Jiandong Ju (ed.), 2024, "2023 Global Financial Turbulence and Economic Outlook," Springer Books, Springer, number 978-981-97-0206-0, ISBN: ARRAY(0x6c3b71d8), DOI: 10.1007/978-981-97-0206-0.

2023

  1. Jiandong Ju (ed.), 2023, "Tsinghua PBCSF Chief Economists Forum," Springer Books, Springer, number 978-981-19-8489-1, ISBN: ARRAY(0x6fc933c0), DOI: 10.1007/978-981-19-8489-1.

Chapters

2024

  1. Jiandong Ju, 2024, "Keynote Speech and Dialogue: Global Financial Turbulence and Changes in the World Order," Springer Books, Springer, chapter 0, in: Jiandong Ju, "2023 Global Financial Turbulence and Economic Outlook", DOI: 10.1007/978-981-97-0206-0_1.
  2. Jiandong Ju, 2024, "Roundtable I: China Economic Outlook," Springer Books, Springer, chapter 0, in: Jiandong Ju, "2023 Global Financial Turbulence and Economic Outlook", DOI: 10.1007/978-981-97-0206-0_2.
  3. Jiandong Ju, 2024, "Global Financial Turbulence and China’s Financial Market," Springer Books, Springer, chapter 0, in: Jiandong Ju, "2023 Global Financial Turbulence and Economic Outlook", DOI: 10.1007/978-981-97-0206-0_3.
  4. Jiandong Ju, 2024, "Global Financial Turbulence and China’s Economic Outlook," Springer Books, Springer, chapter 0, in: Jiandong Ju, "2023 Global Financial Turbulence and Economic Outlook", DOI: 10.1007/978-981-97-0206-0_4.

2023

  1. Jiandong Ju, 2023, "Introduction," Springer Books, Springer, chapter 0, in: Jiandong Ju, "Tsinghua PBCSF Chief Economists Forum", DOI: 10.1007/978-981-19-8489-1_1.
  2. Qifan Huang & Xiaohui Zhang & Lan Xue & Wensheng Peng & Jiandong Ju, 2023, "Innovation, Finance, and Tech Competition," Springer Books, Springer, chapter 0, in: Jiandong Ju, "Tsinghua PBCSF Chief Economists Forum", DOI: 10.1007/978-981-19-8489-1_5.

2018

  1. Jing Cynthia Wu & Ji Zhang, 2018, "Global Effective Lower Bound and Unconventional Monetary Policy," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2018".

2013

  1. Jiandong Ju & Kang Shi & Shang-Jin Wei, 2013, "On the Connections between Intra-temporal and Intertemporal Trades," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2013".

2011

  1. Xin Huang & Hao Zhou & Haibin Zhu, 2011, "Systemic risk contributions," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Macroprudential regulation and policy".
  2. Hao Zhou, 2011, "Comment on "Systemic Risks and the Macroeconomy"," NBER Chapters, National Bureau of Economic Research, Inc, "Quantifying Systemic Risk".

Software components

2020

  1. Robert Barro & Tao Jin, 2020, "Code and data files for "Rare Events and Long-Run Risks"," Computer Codes, Review of Economic Dynamics, number 18-485, revised .

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