The following list shows parts of publications from FIN faculty in international journals over the past five years (2017-2023):
Year | Project Title | Authors | Journal |
2023 | In the CEO We Trust: Negative Effects of Trust between the Board and the CEO | Kee-Hong Bae Sadok El Ghoul Zhaoran Gong Omrane Guedhami |
Journal of Financial and Quantitative Analysis |
2023 | Non-Standard Errors | Xuezhong He el at. |
The Journal of Finance |
2023 | Firms’ access to informal financing: The role of shared managers in trade credit access | Feng Ding Qiliang Liu Hanzhong Shi Wenming Wang Shan Wu |
Journal of Corporate Finance |
2022 | Investor Sentiment and paradigm shifts in equity return forecasting | Liya Chu Xuezhong He Kai Li Jun Tu |
Management Science |
2021 | The implied arbitrage mechanism in financial markets | Shiyi Chen Michael T. Chng Qingfu Liu |
Journal of Econometrics |
2022 | Machine Learning and Speed in High-Frequency Trading | Arifovic, J. Xuezhong He Wei, L. |
. Journal of Economic Dynamics and Control |
2020 | The benefit of being a local leader: Evidence from firm-specific stock price crash risk | Limin Xu Chia-Feng (Jeffrey) Yu Ralf Zurbruegg |
Journal of Corporate Finance |
2018 | Media Coverage and Stock Returns on the London Stock Exchange, 1825-1870 | John D Turner Qing Ye Clive B Walker |
Review of Finance |
2017 | Information shocks and short-term market underreaction | George J. Jiang Kevin X. Zhu |
Journal of Financial Economics |
2017 | Career concerns of banking analysts | Joanne Horton George Serafeim Shan Wu |
Journal of Accounting and Economics |
Calendar Year | Project Title | Faculty Name | Amount | Funding Source |
2018-2021 | Reshaping superannuation practice in Australia using big data analytics | Tony He | A$ 855,975 (including industry contribution) | Australian Research Council (ARC) |
2021-2023 | The determinants of analyst team performance: team diversity, trust and social network | Shan Wu | RMB240,000 | National Science Foundation for Young Scholars of China |
2022-2024 | Machine Learning Model Based on Option Pricing Theory | Jia Zhai | RMB 240,000 | National Science Foundation for Young Scholars of China (PI) |
2022-2025 | Market risk measurement and control strategy of international stock indices from a Perspective of Spatial Dynamic and Time-Varying dependence | Yajun Xiao | RMB 270,000 | Regional Natural Science Foundation of China Project(Co-I) |
2013-2018 | On the Dynamics of the Securities Market under Complex Information Environments: from Micro to Marco | Tony He | RMB 2,150,000 | State Key Program of National Natural Science of China (Co-I) |
2018-2022 | The Effect of Power Structure and Power Dynamics within Top Management Team of Chinese SOEs on Strategic Choices and Performance | Stephen Gong | RMB 480,000 | National Natural Science Foundation of China |
2016-2020 | New Theory and Methods of Enterprise Public Opinion Management Based on Social Networking Computing | Hefei Wang | RMB 2,000,000 | China National Natural Science Foundation Key Program (Co-PI) |
2022-2026 | The mechanism of mixed ownership in Chinese state-owned enterprises | Shan Wu | RMB 2,040,000 | State Key Program of National Natural Science of China (Co-I) |