Faculty


Books and Papers Published or Accepted for Publication

Gurdip Bakshi, Marrio Cerrato, and John Crosby, “Implications of Incomplete Markets for International Economies.” Review of Financial Studies, Volume 31, No. 10, 4017-4062, 2018.

Gurdip Bakshi and Fousseni Chabi-Yo, “New Entropy Restrictions and the Quest for Better Specified Asset Pricing Models.” Journal of Financial and Quantitative Analysis. Accepted for publication, October 2018.

Gurdip Bakshi, Fousseni Chabi-Yo, and Xiaohui Gao, “A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem.” Review of Financial Studies 2018, 31(2), 532-555.

Gurdip Bakshi, Xiaohui Gao, and Alberto Rossi, “Understanding the Sources of Risk Underlying the Cross-section of Commodity Returns.” Management Science, Volume 65, No. 2, 619-641, February 2019.

Steven Balsam, Yuqi Gu and Connie X. Mao, September 2018, “Creditor Influence and CEO Compensation: Evidence from Debt Covenant Violations,” The Accounting Review 93, 23-50.

Peter Chinloy, Man Cho, and Inho Song, “House Rent-Price Ratios: An International Comparison,” Journal of Real Estate Research, 40:3, 347-374, 2018.

Peter Chinloy, Man Cho, Cheng Jiang, and Inho Song, “Housing Returns with Mortgage and Price Shocks”, Journal of Real Estate Research, Forthcoming.

J. Choi, H. Jo, J. Kim, and M. Kim, “Business group and corporate social responsibility”, Journal of Business Ethics, 153:4, December 2018, 931-954. (JVC A-)

J. Choi and B. Ozkan, coed., Disruptive Innovation in Business and Finance in the Digital World: International Finance Review, vol. 20, Emerald, forthcoming. (edited book).

J. Choi and B. Ozkan, Innovation and disruption: Industry practices and conceptual bases, in Disruptive Innovation in Business and Finance in the Digital World: International Finance review, vol. 20, Emerald, forthcoming (book chapter).

Drori, I., Manos, R., Santacreu-Vasut. E, and Shoham, A. (2019). “How does the global microfinance industry determine its targeting strategy across cultures with differing gender values?” Journal of World Business (forthcoming).

Drori, I., Manos, R., Santacreu-Vasut. E, Shenkar, O., and Shoham, A. (2018). “Language and market inclusivity for women entrepreneurship the case of microfinance.” Journal of Business Venturing, 33(4 July), 395-415.

Ely Elysiani and Jingyi Jia, “Relative Performance and systemic risk contributions of small and large banks during the financial crisis”, Quarterly Review of Economics and Finance, forthcoming, accepted for publication 26 January 2019.

Ely Elysiani, Hadi Movaghari and, Jingyi Jia (2019), “Determinants of Dividend Payout and Dividend Propensity in an Emerging Market, Iran: An Application of the LASSO”, Applied Economics, published online, 25 March 2019.

Ely Elysiani, Luca Gambarelli and Silvia Muzzioli, “The Risk-Asymmetry Index as a New Measure of Risk”, Multinational Finance Journal, forthcoming.

Gay, V., Hicks, D. L., Santacreu-Vasut, E., and Shoham, A. (2018). “Decomposing culture: An analysis of gender, language, and labor supply in the household” Review of Economics of the Household, 16(4): 879-909.

Cheng Jiang (2018), “The Asymmetric Effects of Monetary Policy on Stock Market”, Quarterly Journal of Finance, Vol. 8, No.3, 1840008.

Cheng Jiang (2018), “The Reasons for Foreign Exchange Reserves Accumulation in Hong Kong: A Cointegration and Vector Error Correction Approach”, Asian Economic and Financial Review, Vol. 8, No. 3, pp. 331-340.

Yonghong Jiang, Cheng Jiang, He Nie, Bin Mo (2019), “The time-varying linkages between global oil market and China’s commodity sectors: Evidence from DCC-GJR-GARCH analyses”, Energy, Vol. 166, 1, pp. 577-586

Lalitha Naveen, Naveen David and Lily Li, “Symmetry in Pay for Luck”, Review of Financial Studies (forthcoming).

Oleg Rytchkov and Xun Zhong, 2018, “Information Aggregation and P-hacking,” Management Science (forthcoming).

Yue Qiu, “Labor Adjustment Costs and Risk Management”, Journal of Financial and Quantitative Analysis (forthcoming).