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Working Papers

From University of Macau, Faculty of Business Administration
Contact information at EDIRC.

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202421: The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China Downloads
Chuanglian Chen, Xiaobin Liu, Jun Yu and Tao Zeng
202420: A Note on AIC and TIC for Model Selection Downloads
Yong Li, Zhou Wu, Jun Yu and Tao Zeng
202419: Multivariate Stochastic Volatility Models based on Generalized Fisher Transformation Downloads
Han Chen, Yijie Fei and Jun Yu
202418: The effect of the U.S.–China trade war on Chinese corporate innovation: A curse or a blessing? Downloads
Leona Shao-Zhi Li, Yize Liu and Jia Yuan
202417: More but not better: Career incentives of local leaders and entrepreneurial entry in China Downloads
Chuantao Cui and Leona Shao-Zhi Li
202416: On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes Downloads
Shuping Shi, Jun Yu and Chen Zhang
202415: Deviance Information Criterion for Model Selection:Theoretical Justification and Applications Downloads
Yong Li, Mallick Sushanta K, Nianling Wang, Jun Yu and Tao Zeng
202414: Unlocking Innovation: The Impact of Free Trade Zones on Corporate Innovation in China Downloads
Ruiyang Hu, Chen Yin, Zhijie Zheng and Sili Zhou
202413: Production Leakage: Evidence from Uncoordinated Environmental Policies Downloads
Zhiyuan Li, Bing Lu and Sili Zhou
202412: Proxy Voting on CEO Pay: Evidence from Rejection of the Inevitable Disclosure Doctrine Downloads
Xiaohui Li Xiaohui Li, Yao Shen and Jing Xie
202411: Stock-Picking by Mutual Funds: Evidence from Trading in Family-Controlled Firms Downloads
Jing Xie
202410: Are passive investors also passive voters? Evidence from securities lending by mutual funds Downloads
Jing Xie
202409: The Geography of Institutional Investors, Information Sharing among Institutions, and Initial Public Offerings Downloads
Thomas J. Chemmanur, Jiekun Huang, Jing Xie and Yuyuan (Anthony) Zhu
202408: Market Feedback Effect on CEO Pay: Evidence from Peers’ Say-on-Pay Voting Failures Downloads
C.S. Agnes Cheng C.S. Agnes Cheng, Iftekhar Hasan, Feng Tang Feng Tang and Jing Xie
202407: Keeping up with the Joneses: Corporate Dividends and Common Institutional Blockholders Downloads
Thomas J. Chemmanur, Zeyu Sun and Jing Xie
202406: Unraveling the Dividend Puzzle: A Field Experiment Downloads
Xiaoqiao Wang, Jing Xie, Bohui Zhang and Xiaofeng Zhao
202405: Preferences for dividends and stock returns around the world Downloads
Allaudeen Hameed, Jing Xie and Yuxiang Zhong
202404: Does ESG negative screening work? Downloads
Robert Eccles, Shiva Rajgopal and Jing Xie
202403: ESG Investing and Stock Return Comovements Downloads
Marcin Kacperczyk, Lin Peng and Jing Xie
202402: Testing for an Explosive Bubble using High-Frequency Volatility Downloads
H. Peter Boswijk, Jun Yu and Yang Zu
202401: Testing Predictability in the Presence of Persistent Errors Downloads
Yijie Fei, Yiu Lim Lui and Jun Yu
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