发表论文 PUBLICATIONS
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Modeling Stock Return Distributions with A Quantum Harmonic Oscillator
We propose a quantum harmonic oscillator as a model for the market force which draws a stock return from short-run fluctuations to the long-run equilibrium
Kwangwon Ahn, Mu Young Choi*, Bingcun Dai, Sungbin Sohn, Biao Yang
ARTICLE | Europhysics Letters |Vol.120, 2017
Keywords: Fokker Plank equation; Quantum harmonic oscillator; Stock return distribution
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Modeling Stock Return Distributions with A Quantum Harmonic Oscillator
We propose a quantum harmonic oscillator as a model for the market force which draws a stock return from short-run fluctuations to the long-run equilibrium
Kwangwon Ahn, Mu Young Choi*, Bingcun Dai, Sungbin Sohn, Biao Yang
ARTICLE | Europhysics Letters |Vol.120, 2017
Keywords: Fokker Plank equation; Quantum harmonic oscillator; Stock return distribution
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Significance Test in Nonstationary Multinomial Logit Model with Seriality Cor...
We derive the asymptotic distribution of the overall significance LM test in logit panel models with nonstationary covariates when the binary dependent variable is serially correlated
Chu,C.S*., Nan Liu, Lina Zhang
ARTICLE | Economics Letters |Vol.159,2017
Keywords: Nonstationary panel logit, Serial correlation
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Significance Test in Nonstationary Multinomial Logit Model with Seriality Cor...
We derive the asymptotic distribution of the overall significance LM test in logit panel models with nonstationary covariates when the binary dependent variable is serially correlated
Chu,C.S*., Nan Liu, Lina Zhang
ARTICLE | Economics Letters |Vol.159,2017
Keywords: Nonstationary panel logit, Serial correlation
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The Impact of Maternal Employment on Children's Adiposity: Evidence from Chin...
China has experienced a rapid growth in childhood adiposity in recent years
Qing Wang, Young Jo
ARTICLE | Health Economics |Vol.26, 2017
Keywords: Maternal employment, Children’s adiposity
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The Impact of Maternal Employment on Children's Adiposity: Evidence from Chin...
China has experienced a rapid growth in childhood adiposity in recent years
Qing Wang, Young Jo
ARTICLE | Health Economics |Vol.26, 2017
Keywords: Maternal employment, Children’s adiposity
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City-level Political Uncertainty and City-Level IPO Activities
Based on the unique city-level politician turnover data between 1999 and 2012 in China, we document that the number of IPOs at the city level decreases during the city-level politician turnover period
Danglun Luo*, Naqiong Tong, Guoman She
ARTICLE | Accounting and Finance |Vol.57, 2017
Keywords: Political uncertainty, Political turnover; IPO, Government intervention, Firm performance
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City-level Political Uncertainty and City-Level IPO Activities
Based on the unique city-level politician turnover data between 1999 and 2012 in China, we document that the number of IPOs at the city level decreases during the city-level politician turnover period
Danglun Luo*, Naqiong Tong, Guoman She
ARTICLE | Accounting and Finance |Vol.57, 2017
Keywords: Political uncertainty, Political turnover; IPO, Government intervention, Firm performance
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Tax Avoidance and Cost of Debt: Evidence from a Natural Experiment in China
This study examines the impact of tax avoidance on the cost of debt using a natural experiment in China
Wei Cen*, Naqiong Tong, Yushi Sun
ARTICLE | Accounting & Finance |Vol.57, 2017
Keywords: Bond market regulation; Cost of bond; External governance; Tax avoidance
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Tax Avoidance and Cost of Debt: Evidence from a Natural Experiment in China
This study examines the impact of tax avoidance on the cost of debt using a natural experiment in China
Wei Cen*, Naqiong Tong, Yushi Sun
ARTICLE | Accounting & Finance |Vol.57, 2017
Keywords: Bond market regulation; Cost of bond; External governance; Tax avoidance