Huang Chunyan
1."Government Debt and Corporate Leverage: International Evidence" (with Irem Demirci and Clemens Sialm, Journal of Financial Economics, 133(2), 2019, 337-356)
Li Haitao
1. Macroeconomic Risks and Asset Pricing: Evidence from a Dynamic Stochastic General Equilibrium Model (with E. Li and C. Yu), Management Science 65, 3585-3604, 2019.
2. Exploring Statistical Arbitrage Opportunities in the Term Structure of CDS Spreads (with R. Jarrow and X. Ye), Review of Finance 23, 161-198, 2019.
3. Nowcasting Chinese GDP Using a Bayesian Approach (with Y. Hong, C. Yu, and X. Zhang), Journal of Management Science and Engineering 3, 232-258, 2019.
Li Xuenan
1. "Real and Nominal Equilibrium Yield Curves, with Alex Hsu and Francisco Palomino”, coauthor with Alex Hsu and Francisco Palomino, Management Science, forthcoming.
Mei Jianping
1. Artist Liquidity And Financial Performance, Citi Wealth Management, forthcoming.
Song Zhongzhi
1. Investment Shocks and Asset Prices: An Investment-based Approach," with Lorenzo Garlappi, accepted by Journal of Financial and Quantitative Analysis, July 2019.
