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)