Working Papers
From University of Macau, Faculty of Business Administration
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- 202421: The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China

- Chuanglian Chen, Xiaobin Liu, Jun Yu and Tao Zeng
- 202420: A Note on AIC and TIC for Model Selection

- Yong Li, Zhou Wu, Jun Yu and Tao Zeng
- 202419: Multivariate Stochastic Volatility Models based on Generalized Fisher Transformation

- 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?

- Leona Shao-Zhi Li, Yize Liu and Jia Yuan
- 202417: More but not better: Career incentives of local leaders and entrepreneurial entry in China

- Chuantao Cui and Leona Shao-Zhi Li
- 202416: On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes

- Shuping Shi, Jun Yu and Chen Zhang
- 202415: Deviance Information Criterion for Model Selection:Theoretical Justification and Applications

- 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

- Ruiyang Hu, Chen Yin, Zhijie Zheng and Sili Zhou
- 202413: Production Leakage: Evidence from Uncoordinated Environmental Policies

- Zhiyuan Li, Bing Lu and Sili Zhou
- 202412: Proxy Voting on CEO Pay: Evidence from Rejection of the Inevitable Disclosure Doctrine

- Xiaohui Li Xiaohui Li, Yao Shen and Jing Xie
- 202411: Stock-Picking by Mutual Funds: Evidence from Trading in Family-Controlled Firms

- Jing Xie
- 202410: Are passive investors also passive voters? Evidence from securities lending by mutual funds

- Jing Xie
- 202409: The Geography of Institutional Investors, Information Sharing among Institutions, and Initial Public Offerings

- 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

- 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

- Thomas J. Chemmanur, Zeyu Sun and Jing Xie
- 202406: Unraveling the Dividend Puzzle: A Field Experiment

- Xiaoqiao Wang, Jing Xie, Bohui Zhang and Xiaofeng Zhao
- 202405: Preferences for dividends and stock returns around the world

- Allaudeen Hameed, Jing Xie and Yuxiang Zhong
- 202404: Does ESG negative screening work?

- Robert Eccles, Shiva Rajgopal and Jing Xie
- 202403: ESG Investing and Stock Return Comovements

- Marcin Kacperczyk, Lin Peng and Jing Xie
- 202402: Testing for an Explosive Bubble using High-Frequency Volatility

- H. Peter Boswijk, Jun Yu and Yang Zu
- 202401: Testing Predictability in the Presence of Persistent Errors

- Yijie Fei, Yiu Lim Lui and Jun Yu