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Research Achievements

Research Achievements

Recent Publications

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

Major Grants

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)