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Department of

Recent Publications

  • 2022 and Forthcoming
    • Cohn, B. J., Liu, Z., and Wardlaw, I.M., (2022). “Count (and count-like) data in finance,” Journal of Financial Economics (forthcoming).
    • Gargano, A., Sotes-Paladino J. M., and Verwijmeren, P. (2022). “Out of Sync: Dispersed Short Selling and the Correction of Mispricing.” Journal of Financial and Quantitative Analysis.
    • Sangwon Lee and Vijay Yerramilli, 2022, “Reference Prices, Relative Values, and the Timing of M&A Announcements,” Journal of Corporate Finance (forthcoming).
    • Mo, Lijia, and James Yae. Lending Club meets Zillow: local housing prices and default risk of peer-to-peer loans. Applied Economics (2022).
    • Tian, George Zhe and James Yae. Out-of-Sample Forecasting of Cryptocurrency Returns: A Comprehensive Comparison of Predictors and Algorithms. Physica A: Statistical Mechanics and its Applications. (Forthcoming)
    • Antonio Gargano, A., Marco Giacoletti, M., and Elvis Jarnecic, “Local Experiences, Search and Spillovers in the Housing Market,” Journal of Finance (Forthcoming).