工作论文 PAPERS
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The Incident-Driven Green Products
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Overnight Learning, Price Discovery, and Macroeconomic Announcements
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Monetary Policy in Open Economies with Production Networks
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Keywords: ESG, Mutual fund family, Spillover effect, Fund flows, Affection-based judgement, Fund proliferatio
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Transcontinental Railways and Hinterland Development
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Keywords: ESG, Mutual fund family, Spillover effect, Fund flows, Affection-based judgement, Fund proliferatio
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Gold is a Hedging Asset
While industry investors commonly view gold as a hedging asset, academic stud...
Aoxiang Yang*
Working Paper | No. 20260605 |
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Volatility-Managed Volatility Trading
We develop volatility risk premium (VRP) timing strategies that involve tradi...
Aoxiang Yang*
Working Paper | No. 20240604 |
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Launching for the "Greater Good": Spillover Effect of ESG Funds
We examine the incentives motivating a mutual fund family to launch ESG funds...
Fangyuan Ma, Linlin Ma, Yuan Wang, Bo Xu*
Working Paper | No. 20240603 |
Keywords: ESG, Mutual fund family, Spillover effect, Fund flows, Affection-based judgement, Fund prolifer
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The Asset Durability Premium
Durable capital is harder to finance not only due to its greater down payment...
Dun Jia, Kai Li, Chi-Yang Tsou∗
Working Paper | No. 20240602 |
Keywords: durability; financial constraints; collateral, cross-section of stock returns
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Bargaining and Dynamic Competition
Industries with significant scale economies or learning-by-doing may come to ...
Shanglyu Deng, Dun Jia, Mario Leccese, Andrew Sweeting
Working Paper | No. 20240601 |
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Fare Structure and the Demand for Public Transit
We study fare structure design and public transit use Leveraging a fare rise ...
Yizhen Gu, Qu Tang, Yacan Wang, Ben Zou*
Working Paper | No. 20240302 |
Keywords: public transit, demand for travel, price elasticity