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1

“Comparing Cross-Section and Time-Series Factor Models”

Review of Financial Studies

2

“The Cross-Section of Risk and Returns”

Review of Financial Studies

3

“Replicating Anomalies”

Review of Financial Studies

4

“Empirical Asset Pricing via Machine Learning”

Review of Financial Studies

5

“Factors That Fit the Time Series and Cross-Section of Stock Returns”

Review of Financial Studies

1

“On the Rise of FinTechs: Credit Scoring Using Digital Footprints”

Review of Financial Studies

2

“Trading and arbitrage in cryptocurrency markets”

Journal of Financial Economics

3

“Blockchain Disruption and Smart Contracts”

Review of Financial Studies

4

“The Blockchain Folk Theorem”

Review of Financial Studies

5

“Sex, Drugs, and Bitcoin: How Much Illegal Activity Is Financed through Cryptocurrencies? ”

Review of Financial Studies

1

“Credit Allocation Under Economic Stimulus: Evidence from China”

Review of Financial Studies

2

“Commodities as Collateral”

Review of Financial Studies

3

“The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes”

Journal of Financial Economics

4

“Entrusted Loans: A Close Look at China’s Shadow Banking System”

Journal of Financial Economics

5

“Formal versus Informal Finance: Evidence from China”

Review of Financial Studies

1

“Employment and Wage Insurance within Firms: Worldwide Evidence”

Review of Financial Studies

2

“Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice”

Journal of Finance

3

“Shadow Insurance”

Econometrica

4

“The Effects of DACA on Health Insurance, Access to Care, and Health Outcomes”

Journal of Health Economics

5

“Health-Related Life Cycle Risks and Public Insurance”

Journal of Health Economics

1

“What Drives Anomaly Returns? ”

Journal of Finance

2

“What Drives Stock Price Movements? ”

Review of Financial Studies

3

“Dividend Growth, Cash Flow, and Discount Rate News”

Journal of Financial and Quantitative Analysis

4

“Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns”

Review of Financial Studies

5

“Return Decomposition”

Review of Financial Studies

1

“From Mining to Markets: The Evolution of Bitcoin Transaction Fees”

Journal of Financial Economics

2

“Blockchain-Based Settlement for Asset Trading”

Review of Financial Studies

3

“How Valuable Is FinTech Innovation? ”

Review of Financial Studies

4

“Initial Coin Offerings: Financing Growth with Cryptocurrency Token Sales”

Review of Financial Studies

5

“Fintech, Regulatory Arbitrage, and the Rise of Shadow Banks”

Journal of Financial Economics

1

“Winners, Losers, and Regulators in a Derivatives Market Bubble”

Review of Financial Studies

2

“The Chinese Warrants Bubble: Evidence from Brokerage Account Records”

Review of Financial Studies

3

“Counterparty Credit Risk and Derivatives Pricing”

Journal of Financial Economics

4

“The Chinese Warrants Bubble”

American Economic Review

5

“Analyst Coverage, Information, and Bubbles”

Journal of Financial and Quantitative Analysis

1

“Subsidizing Health Insurance for Low-Income Adults: Evidence from Massachusetts”

American Economic Review

2

“Advertising and Risk Selection in Health Insurance Markets”

American Economic Review

3

“A Context-Robust Measure of the Disincentive Cost of Unemployment Insurance”

American Economic Review

4

“Disability Insurance and the Dynamics of the Incentive Insurance Trade-Off”

American Economic Review

5

“The Effect of Extended Unemployment Insurance Benefits: Evidence from the 2012-2013 Phase-Out”

American Economic Review

1

“Equity is Cheap for Large Financial Institutions”

Review of Financial Studies

2

“Beta Risk in the Cross-Section of Equities”

Review of Financial Studies

3

“Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns”

Review of Financial Studies

4

“Expectations Management and Stock Returns”

Review of Financial Studies

5

“Advertising, Attention, and Financial Markets”

Review of Financial Studies

1

“The Promises and Pitfalls of Robo-Advising”

Review of Financial Studies

2

“Big Data as a Governance Mechanism”

Review of Financial Studies

3

“The role of technology in mortgage lending”

Review of Financial Studies

4

“Informing the Market: The Effect of Modern Information Technologies on Information Production”

Review of Financial Studies

5

“Blockchain without Waste: Proof-of-Stake”

Review of Financial Studies

1

“Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy”

Review of Economic Studies

2

“Property Rights, Land Misallocation and  Agricultural Efficiency in China”

Review of Economic Studies

3

“Better Lucky Than Rich? Welfare Analysis of Automobile
Licence Allocations in Beijing and Shanghai”

Review of Economic Studies

4

“Detection and Impact of Industrial Subsidies: The Case of Chinese Shipbuilding”

Review of Economic Studies

5

“Trade Integration, Market Size, and Industrialization: Evidence from China’s National Trunk Highway System”

Review of Economic Studies

1

“Optimal Life Cycle Unemployment Insurance”

American Economic Review

2

“Time versus State in Insurance: Experimental Evidence from Contract Farming in Kenya”

American Economic Review

3

“Medicaid Insurance in Old Age”

American Economic Review

4

“Networks and Misallocation: Insurance, Migration, and the Rural-Urban Wage Gap”

American Economic Review

5

“The Insurance is the Lemon: Failing to Index Contracts”

Journal of Finance

1

“The Collateralizability Premium”

The Review of Financial Studies

2

“Competition, Markups, and Predictable Returns”

The Review of Financial Studies

3

“Production Networks and Stock Returns: The Role of

Vertical Creative Destruction”

The Review of Financial Studies

4

“Untangling the Value Premium with Labor Shares”

The Review of Financial Studies

5

“Momentum and Reversals When Overconfident Investors Underestimate Their Competition”

The Review of Financial Studies

1

“Is Bitcoin Really Untethered?”

The Journal of Finance

2

“Turning Liabilities of Global Operations into Assets: IT-Enabled Social Integration Capacity and Exploratory Innovation”

Information Systems Research

3

“The Employment Effects of Faster Payment: Evidence from the Federal Quickpay Reform”

The Journal of Finance

4

“Demand Effects of the Internet-of-Things Sales Channel: Evidence from Automating the Purchase Process”

Information Systems Research

5

“Mobile Money and Mobile Technologies: A Structural Estimation”

Information Systems Research

1

“Air Pollution, Affect, and Forecasting Bias: Evidence from Chinese Financial Analysts?”

Journal of Financial Economics

2

“What is the Impact of Introducing a Parallel OTC Market? Theory and Evidence from the Chinese Interbank FX Market”

Journal of Financial Economics

3

“The Real Value of China’s Stock Market”

Journal of Financial Economics

4

“China’s Gradualistic Economic Approach and Financial Markets”

American Economic Review

5

“Cultural Proximity and the Processing of Financial Information”

Journal of Financial and Quantitative Analysis

1

“Basic Versus Supplementary Health Insurance: Access to Care and the Role of Cost Effectiveness?”

Journal of Health Economics

2

“Contemporaneous and Long-term Effects of Children’s Public Health Insurance Expansions on Supplemental Security Income Participation”

Journal of Health Economics

3

“Impacts of Shifting Responsibility for High-cost Individuals on Health Insurance Exchange Plan Premiums and Cost-sharing Provisions”

Journal of Health Economics

4

“Financial Risk Protection from Social Health Insurance”

Journal of Health Economics

5

“Health Care Reform, Adverse Selection and Health Insurance Choice”

Journal of Health Economics

1

“Bank Quality, Judicial Efficiency, and Loan Repayment Delays in Italy”

The Journal of Finance

2

“Stress Tests and Small Business Lending”

Journal of Financial Economics

3

“Monetary Stimulus and Bank Lending”

Journal of Financial Economics

4

“Democracy and Credit”

Journal of Financial Economics

5

“Does the Geographic Expansion of Banks Reduce Risk”

Journal of Financial Economics

1

“Microstructure in the Machine Age”

Review of Financial Studies

2

“Fintech Borrowers: Lax Screening or Cream-Skimming”

Review of Financial Studies

3

“Peer-to-Peer Lenders versus Banks: Substitutes or Complements?”

Review of Financial Studies

4

“On the Financing Benefits of Supply Chain Transparency and Blockchain Adoption”

Management Science

5

“Risks and Returns of Cryptocurrency”

Review of Financial Studies

1

“Financial Contagion in a Core-Periphery Interbank Network”

The European Journal of Finance

2

“Understanding Systematic Risk: A High-Frequency Approach”

The Journal of Finance

3

“Network Connectedness and China's Systemic Financial Risk Contagion—An Analysis Based on Big Data?”

Pacific-Basin Finance Journal

4

“International Tail Risk Connectedness: Network and Determinants”

Journal of International Financial Markets

5

“Volatility and the Cross-Section of Corporate Bond Returns”

Journal of Financial Economics

1

“Consumption-Portfolio Choice with Preferences for Cash”

Journal of Economic Dynamics and Control

2

“Real Options with Competition and Regime Switching”

Mathematical Finance

3

“Tail Risk and Robust Portfolio Decisions”

Management Science

4

“A Dynamic Mean-Variance Analysis for Log Returns”

Management Science

5

“Dynamic Attention Behavior Under Return Predictability”

 Management Science

1

“Break Risk”

Review of Financial Studies

2

“Information, Trading, and Volatility: Evidence from Firm-Specific News”

Review of Financial Studies

3

“Quantile Factor Models”

Econometrica

4

“Treasury Yield Implied Volatility and Real Activity”

Journal of Financial Economics

5

“Macro Risks and the Term Structure of Interest Rates”

Journal of Financial Economics

1

“Initial Coin Offerings, Speculation, and Asset Tokenization”

Management Science

2

“To FinTech and Beyond”

Review of Financial Studies

3

“On the Fintech Revolution: Interpreting the Forces of Innovation, Disruption, and Transformation in Financial Services”

Journal of Management Information Systems

4

“Data Abundance and Asset Price Informativeness”

Journal of Financial Economics

5

“Initial Coin Offerings (ICOs) to Finance New Ventures”

Journal of Business Venturing

1

“The Rise of Shadow Banking: Evidence from Capital Regulation”

Review of Financial Studies

2

“Frequency Dependent Risk”

Journal of Financial Economics

3

“Bank Liquidity Creation and Systemic Risk”

Journal of Banking and Finance

4

“Bank-Based Versus Market-Based Financing: Implications for Systemic Risk”

Journal of Banking and Finance

5

“What is the Minimal Systemic Risk in Financial Exposure Networks？”

Journal of Economic Dynamics & Control

1

“Health Insurance and Mortality: Experimental Evidence from Taxpayer Outreach”

The Quarterly Journal of Economics

2

“Do People Feel Less at Risk? Evidence from Disaster Experience”

Journal of Financial Economics

3

“Machine Learning Improves Accounting Estimates: Evidence from Insurance Payments”

Review of Accounting Studies

4

“The Impact of Platform Protection Insurance on Buyers and Sellers in the Sharing Economy: A Natural Experiment”

Journal of Marketing

5

“Advertising in Health Insurance Markets”

Marketing Science

1

“A Supply Chain Theory of Factoring and Reverse Factoring”

Management Science

2

“Trade Credit and Profitability in Production Networks”

Journal of Financial Economics

3

“Supply Base Innovation and Firm Financial Performance”

Journal of Operations Management

4

“Guarantor Financing in a Four-Party Supply Chain Game with Leadership Influence”

Production and Operations Management Society

5

“Open or Closed? Technology Sharing, Supplier Investment, and Competition”

Manufacturing & Service Operations Management

1

“Asset Pricing with Omitted Factors”

Journal of Political Economy Forthcoming

2

“A Demand System Approach to Asset Pricing”

Journal of Political Economy

3

“False (and Missed) Discoveries in Financial Economics”

Journal of Finance 

4

“What You See is not What You Get: The Costs of Trading Market Anomalies”

Journal of Financial Economics

5

“Reconsidering Returns”

Review of Financial Studies Forthcoming

1

“Evolution of Shares in a Proof-of-Stake Cryptocurrency”

Management Science

2

“FinTech as a Game Changer: Overview of Research Frontiers”

Information Systems Research

3

“Selecting Directors Using Machine Learning”

Review of Financial Studies

4

“Decentralizing Money: Bitcoin Prices and Blockchain Security”

Review of Financial Studies

5

“User Interface and Firsthand Experience in Retail Investing”

Review of Financial Studies

1

“Generalized Statistical Arbitrage Concepts and Related Gain Strategies”

Mathematical Finance

2

“The Impact of Arbitrage on Market Liquidity”

Journal of Financial Economics

3

“Enhancing a Pairs Trading Strategy with the Application of Machine Learning”

Expert Systems with Applications

4

“Revealing Pairs-trading Opportunities with Long Short-termMemory Networks”

European Journal of Operational Research

5

“Pairs-trading under Geometric Brownian Motions: An Optimal Strategy with Cutting Losses”

Automatica

1

“A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry”

Operations Research

2

“Trade Credit Insurance: Operational Value and Contract Choice”

Management Science

3

“Sensor Data and Behavioral Tracking: Does Usage-Based Auto Insurance Benefit Drivers”

Marketing Science

4

“Estimating the Critical Parameter in Almost Stochastic Dominance from Insurance Deductibles”

Management Science

5

“Modeling Municipal Yields With (and Without) Bond Insurance”

Management Science

1

“How is Liquidity Priced in Global Markets?”

 Review of Financial Studies

2

“The skewness of the stock market over long horizons”

Review of Financial Studies

3

“Arbitrage Portfolios”

Review of Financial Studies

4

“The High Volume Return Premium and Economic Fundamentals”

Journal of Financial Economics

5

“Understanding Momentum and Reversal”

Journal of Financial Economics

1

“Consumer-Lending Discrimination in the FinTech Era？”

 Journal of Financial Economics

2

“How Does Online Lending Influence Bankruptcy Filings?”

Management Science

3

“Personalized Robo-Advising: Enhancing Investment Through Client Interaction”

Management Science

4

“Machine Learning in the Chinese Stock Market”

Journal of Financial Economics

5

“A picture is Worth a Thousand Words: Measuring Investor Sentiment by Combining Machine Learning and Photos from News”

Journal of Financial Economics

1

“Trade, Migration, and Productivity: A Quantitative Analysis of China”

American Economic Review

2

“The Role of Firm Factors in Demand, Cost, and Export Market Selection for Chinese Footwear Producers”

Review of Economic Studies

3

“Policy Uncertainty, Trade, and Welfare: Theory and Evidence for China and the United States”

American Economic Review

4

“Trade Induced Technical Change? The Impact of Chinese Imports on Innovation, IT and Productivity”

Review of Economic Studies

5

“Domestic Value Added in Exports: Theory and Firm Evidence from China”

American Economic Review

1

“Extrapolation Bias and Robust Dynamic Liquidity Management”

Management Science

2

“Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth”

Mathematics of Operations Research

3

“Discrete Dividend Payments in Continuous Time”

Mathematics of Operations Research

4

“Optimal Portfolio Choice with Estimation Risk: No Risk-free Asset Case”

Management Science

5

“Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates”

SIAM Journal on Financial Mathematics

1

“Buyer Financing in Pull Supply Chains: Zero-Interest Early Payment or In-House Factoring?”

Production and Operations Management Society

2

“Implications of Price Matching in Supply Chain Negotiation”

Manufacturing & Service Operations Management

3

“Binding Ties in the Supply Chain and Supplier Capital Structure”

Journal of Banking & Finance

4

“On the Direct and Indirect Real Effects of Credit Supply Shocks”

Journal of Financial Economics

5

“Does Customer-base Structure Influence Managerial Risk-taking Incentives?”

Journal of Financial Economics

1

“Transparency and Deliberation Within the FOMC: A Computational Linguistics Approach”

The Quarterly Journal of Economics

2

“Eye in the Sky: Private Satellites and Government Macro Data”

Journal of Financial Economics

3

“On the Fast Track: Information Acquisition Costs and Information Production”

Journal of Financial Economics

4

“Production Networks, Geography, and Firm Performance”

Journal of Political Economy

5

“An Inconvenient Cost: The Effects of Climate Change on Municipal Bonds”

Journal of Financial Economics

1

“Policy Assessments for the Carbon Emission Flows and Sustainability of Bitcoin Blockchain Operation in China”

Nature Communications

2

“Token-Weighted Crowdsourcing”

Management Science

3

“Stability of Transaction Fees in Bitcoin: A Supply and Demand Perspective”

MIS Quarterly

4

“Optimal Financing with Tokens”

Journal of Financial Economics

5

“Crowds, Lending, Machine, and Bias”

Information Systems Research

1

“Non-Deal Roadshows, Informed Trading, and Analyst Conflicts of Interest”

The Journal of Finance

2

“Institutional Investor Cliques and Governance”

Journal of Financial Economics

3

“Institutional Herding and Its Price Impact: Evidence From the Corporate Bond Market”

Journal of Financial Economics

4

“Sell-Side Analysts and Stock Mispricing: Evidence from Mutual Fund Flow-Driven Trading Pressure”

Management Science

5

“Aggregate Investor Sentiment and Stock Return Synchronicity”

Journal of Banking & Finance

1

“Optimal Financing with Tokens”

Journal of Financial Economics

2

“Leverage Dynamics without Commitment”

The Journal of Finance

3

“Agency Conflicts and Short- Versus Long-Termism in Corporate Policies”

The Journal of Finance

4

“Optimal Short-Termism”

Management Science

5

“Short-Term Debt and Incentives for Risk-Taking”

The Journal of Finance

1

“Empirical Asset Pricing via Machine Learning”

The Review of Financial Studies

2

“Micro (Structure) Before Macro? the Predictive Power of Aggregate Illiquidity for Stock Returns and Economic Activity”

Journal of Financial Economics

3

“Characteristics Are Covariances: A Unified Model of Risk and Return”

Journal of Financial Economics

4

“Firm Characteristics and Empirical Factor Models: A Model Mining Experiment”

The Review of Financial Studies

5

“Swing Pricing and Fragility in Open-End Mutual Funds”

The Review of Financial Studies

1

“Riding the Blockchain Mania: Public Firms’ Speculative 8-K Disclosure”

Management Science

2

“Initial Coin Offerings, Speculation, and Asset Tokenization”

Management Science

3

“Cryptocurrency Adoption with Speculative Price Bubbles”

Marketing Science

4

“Ransomware Activity and Blockchain Congestion”

Journal of Financial Economics

5

“Decentralized Mining in Centralized Pools”

The Review of Financial Studies

1

“Issuance Overpricing of China's Corporate Debt Securities”

Journal of Financial Economics

2

“A Picture is Worth a Thousand Words: Measuring Investor Sentiment by Combining Machine Learning and Photos from News”

Journal of Financial Economics

3

“Kicking the Can Down the Road: Government Interventions in the European Banking Sector”

The Review of Financial Studies

4

“IPO Peer Effects”

Journal of Financial Economics

5

“Network Effects in Corporate Financial Policies”

Journal of Financial Economics

1

“Asset Pricing with Return Extrapolation”

Journal of Financial Economics

2

“Token-Based Platform Finance”

Journal of Financial Economics

3

“Optimal Retirement Under Partial Information”

Mathematics of Operations Research

4

“Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case”

Mathematics of Operations Research

5

“Stock Market and No-Dividend Stocks”

The Journal of Finance

1

“A Picture is Worth a Thousand Words: Measuring Investor Sentiment by Combining Machine Learning and Photos from News”

Journal of Financial Economics

2

“Machine Learning in the Chinese Stock Market”

Journal of Financial Economics

3

“Competition Links and Stock Returns”

The Review of Financial Studies

4

“What do Mutual Fund Investors Really Care About?”

The Review of Financial Studies

5

“Luck Versus Skill in the Cross-Section of Mutual Fund Returns: Reexamining the Evidence”

The Journal of Finance

1

“Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance”

Management Science

2

“FinTech Lending and Bank Credit Access for Consumers”

Management Science

3

“Bitcoin’s Limited Adoption Problem”

Journal of Financial Economics

4

“Decentralizing Money: Bitcoin Prices and Blockchain Security”

The Review of Financial Studies

5

“Predictably Unequal? The Effects of Machine Learning on Credit Markets”

The Journal of Finance

1

“Subnational Debt of China: The Politics-finance Nexus”

Journal of Financial Economics

2

“Global Banks and Systemic Debt Crises”

Econometrica

3

“Internet Searching and Stock Price Crash Risk: Evidence from a Quasi-natural Experiment”

Journal of Financial Economics

4

“Macro Risks and the Term Structure of Interest Rates”

Journal of Financial Economics

5

“Volatility, Intermediaries, and Exchange Rates”

Journal of Financial Economics

1

“Finance and Firm Volatility: Evidence from Small Business Lending in China”

Management Science

2

“The Role of Marketplace Lending in Credit Markets: Evidence from Bank Mergers”

Management Science

3

“Patient Routing to Skilled Nursing Facilities: The Consequences of the Medicare Reimbursement Rule”

Management Science

4

“Hospital Financial Health and Clinical Choices: Evidence from the Financial Crisis”

Management Science

5

“Impact of Information Asymmetry and Limited Production Capacity on Business Interruption Insurance”

Management Science

1

“Risk Price Variation: The Missing Half of Empirical Asset Pricing”

The Review of Financial Studies

2

“Learning, Slowly Unfolding Disasters, and Asset Prices”

Journal of Financial Economics

3

“Volatility Expectations and Returns”

Journal of Finance

4

“Understanding Alpha Decay”

Management Science

5

“Local, Regional, or Global Asset Pricing?”

Journal of Financial and Quantitative Analysis

1

“Common Risk Factors in Cryptocurrency”

Journal of Finance

2

“Should Central Banks Issue Digital Currency?”

Review of Economic Studies

3

“Bitcoin: A Natural Oligopolys”

Management Science

4

“Why Bitcoin Will Fail to Scale?”

Management Science

5

“Cultivating Self-control in Fintech: Evidence from a Field Experiment on Online Consumer Borrowing”

Journal of Financial and Quantitative Analysis

1

“Utility-Based Pricing and Hedging of Contingent Claims in Almgren-Chriss Model with Temporary Price Impact”

Mathematical Finance

2

“Stock Market Prediction Based on Adaptive Training Algorithm in Machine Learning”

Quantitative Finance

3

“Pairs trading under delayed cointegration”

Quantitative Finance

4

“Copula-Based Black–Litterman Portfolio Optimization”

European Journal of Operational Research

5

“Interpretable Deep Learning LSTM Model for Intelligent Economic Decision-Making”

Knowledge-Based Systems

1

“New Venture Creation: A Drift-Variance Diffusion Control Model”

Operations Research

2

“Quasi-Hyperbolic Discounting under Recursive Utility and Consumption-Investment Decisions”

Journal of Economic Theory

3

“Portfolio Diversification and Model Uncertainty: A Robust Dynamic Mean-Variance Approach”

Mathematical Finance

4

“Portfolio Concentration, Portfolio Inertia, and Ambiguous Correlation”

Journal of Economic Theory

5

“Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon”

Mathematics of Operations Research

1

“A Frog in Every Pan: Information Discreteness and the Lead-lag Returns Puzzle”

Journal of Financial Economics

2

“Macro News and Micro News: Complements or Substitutes?”

Journal of Financial Economics

3

“Short Selling Efficiency”

Journal of Financial Economics

4

“Leverage”

Journal of Financial Economics

5

“Ripples into Waves: Trade Networks, Economic Activity, and Asset Price”

Journal of Financial Economics

1

“Quantifying Reduced-Form Evidence on Collateral Constraints”

Journal of Finance

2

“Fintech, Financial Inclusion and Income Inequality: A Quantile Regression Approach”

Journal of Finance

3

“Why does Structural Change Accelerate in Recessions? The Credit Reallocation Channel”

Journal of Financial Economics

4

“Sustainable Investing in Equilibrium”

Journal of Financial Economics

5

“Can FinTech Reduce Disparities in Access to Finance? Evidence from the Paycheck Protection Program”

Journal of Financial Economics

1

“Machine Learning in the Chinese Stock Market”

Journal of Financial Economics

2

“Issuance Overpricing of China's Corporate Debt Securities”

Journal of Financial Economics

3

“Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits”

Journal of Financial Economics

4

“FIEs and the Transmission of Global Financial Uncertainty: Evidence from China”

Journal of Financial and Quantitative Analysis

5

“Finance Leases: In the Shadow of Banks”

Review of Finance

1

“Robust Asymptotic Growth in Stochastic Portfolio Theory under Long-only Constraints”

Mathematical Finance

2

“Portfolio Diversification and Model Uncertainty: A robust Dynamic Mean-variance Approach”

Mathematical Finance

3

“A Unified Model of Distress Risk Puzzles”

Journal of Financial Economics

4

“Debt Dynamics with Fixed Issuance Costs”

Journal of Financial Economics

5

“Optimal Short-termism”

Management Science

1

“Socially Responsible Corporate Customers”

Journal of Financial Economics

2

“Financing Disruptive Suppliers: Payment Advance, Timeline, and Discount Rate”

Production and Operations Management Society

3

“The Effect of Supplier Industry Competition on Pay-For-Performance Incentive Intensity”

Journal of Accounting and Economics

4

“Differential Effects of Received Trade Credit and Provided Trade Credit on Firm Value”

Production and Operations Management

5

“Supply Chain Fairness”

Management Science

1

“Institutional Shareholders and Corporate Social Responsibility”

Journal of Financial Economics

2

“Can Environmental Policy Encourage Technical Change? Emissions Taxes and R&D Investment in Polluting Firms”

The Review of Financial Studies

3

“Cheap Trade Credit and Competition in Downstream Markets”

Journal of Political Economy

4

“Busy Bankruptcy Courts and the Cost of Credit”

Journal of Financial Economics

5

“Does Information Break the Political Resource Curse? Experimental Evidence from Mozambique”

American Economic Review

1

“When FinTech Competes for Payment Flows”

The Review of Financial Studies

2

“Man versus Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases”

The Review of Financial Studies

3

“How Voluntary Information Sharing Systems Form: Evidence from a U.S. Commercial Credit Bureau”

Journal of Financial Economics

4

“Market Efficiency in the Age of Big Data”

Journal of Financial Economics

5

“Price Revelation from Insider Trading: Evidence from Hacked Earnings News”

Journal of Financial Economics

1

“Global Political Uncertainty and Asset Prices”

The Review of Financial Studies

2

“Does Media Coverage Deter Firms from Withholding Bad News? Evidence from Stock Price Crash Risk”

Journal of Corporate Finance

3

“Interconnectedness in the Interbank Market”

Journal of Financial Economics

4

“Network Structure and Pricing in the FX Market”

Journal of Financial Economics

5

“The Persistent Effect of Initial Success: Evidence from Venture Capital”

Journal of Financial Economics

1

“The Role of Financial Conditions in Portfolio Choices: The Case of Insurers”

Journal of Financial Economics

2

“Mortality Effects and Choice Across Private Health Insurance Plans”

Quarterly Journal of Economics

3

“Investment Commonality across Insurance Companies: Fire Sale Risk and Corporate Yield Spreads”

Journal of Financial and Quantitative Analysis

4

“Is Tax Aggressiveness Associated with Tax Litigation risk? Evidence from D&O Insurance”

Review of Accounting Studies

5

“Unemployment Insurance and Job Search Behavior”

Quarterly Journal of Economics

1

“Attention-Induced Trading and Returns: Evidence from Robinhood Users”

The Journal of Finance

2

“Presidential Economic Approval Rating and the Cross-section of Stock Returns”

Journal of Financial Economics

3

“Is There Smart Money? How Information in the Commodity Futures Market Is Priced into the Cross-Section of Stock Returns with Delay”

Journal of Financial and Quantitative Analysis

4

“Fire-Sale Risk in the Leveraged Loan Market”

Journal of Financial Economics

5

“Debt Refinancing and Equity Returns”

Journal of Finance

1

“Tokenomics: Dynamic Adoption and Valuation”

Review of Financial Studies

2

“The Rise of Finance Companies and FinTech Lenders in Small Business Lending”

Review of Financial Studies

3

“Economics of Permissioned Blockchain Adoption”

Management Science

4

“How Does Social Media Impact Bitcoin Value? A Test of the Silent Majority Hypothesis”

Journal of Management Information Systems

5

“Regulating Cryptocurrencies: A Supervised Machine Learning Approach to De-Anonymizing the Bitcoin Blockchain”

Journal of Management Information Systems

1

“Machine Learning in the Chinese Stock Market”

Journal of Financial Economics

2

“Fire-sale Risk in the Leveraged Loan Market”

Journal of Financial Economics

3

“The Real Value of China’s Stock Market”

Journal of Financial Economics

4

“Anomalies and the Expected Market Return”

Journal of Finance

5

“Female Representation in the Academic Finance Profession”

Journal of Finance

1

“Credit Rating Prediction Through Supply Chains: A Machine Learning Approach”

Production and Operations Management

2

“Small and Vulnerable: SME Productivity in the Great Productivity Slowdown”

Journal of Financial Economics

3

“Machine Learning Methods for Data-Driven Demand Estimation and Assortment Planning Considering Cross-Selling and Substitutions”

Informs Journal on Computing

4

“Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability”

Management Science

5

“Do Rating Agencies Behave Defensively for Higher Risk Issuers?”

Management Science

1

“The Virtue of Complexity in Return Prediction”

Journal of Finance

2

“Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models”

Journal of Finance

3

“(Re-) Imag (in) ing Price Trends”

Journal of Finance

4

“Does Alternative Data Improve Financial Forecasting? The Horizon Effect”

Journal of Finance

5

“The Effect of Innovation Similarity on Asset Prices: Evidence from Patents’ Big Data”

The Review of Asset Pricing Studies

1

“FinTech Lending and Bank Credit Access for Consumers”

Management Science

2

“High-Speed Internet, Financial Technology, and Banking”

Management Science

3

“Can FinTech Reduce Disparities in Access to Finance? Evidence from the Paycheck Protection Program”

Journal of Financial Economics

4

“Impact of Customers' Digital Banking Adoption on Hidden Defection: A Combined Analytical–Empirical Approach”

Journal of Operations Management

5

“Attention-Induced Trading and Returns: Evidence from Robinhood Users”

The Journal of Finance

1

“A machine learning approach to portfolio pricing and risk management for high-dimensional problems”

Mathematical Finance

2

“On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging”

European Journal of Operational Research

3

“Pairs trading via unsupervised learning”

European Journal of Operational Research

4

“A portfolio stock selection model based on expected utility, entropy and variance”

Expert Systems with Applications

5

“A new approach to portfolio selection based on forecasting”

Expert Systems with Applications

1

“Deep Learning in Asset Pricing”

Management Science

2

“Predicting Bond Return Predictability”

Management Science

3

“Shrinking Factor Dimension: A Reduced-Rank Approach”

Management Science

4

“Data-Driven Optimization with Distributionally Robust Second Order Stochastic Dominance Constraints”

Operations Research

5

“Climate Change, Firm Performance, and Investor Surprises”

Management Science

1

“Factor Momentum and the Momentum Factor”

Journal of Finance

2

“Dissecting the Equity Premium”

Journal of Political Economy

3

“Principal Portfolios”

Journal of Finance

4

“Spectral Factor Models”

Journal of Financial Economics

5

“Competition for Attention in the ETF Space”

Review of Financial Studies

1

“Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data”

Journal of Finance

2

“Tax Policy and Lumpy Investment Behaviour: Evidence from China's VAT Reform”

Review of Economic Studies

3

“The Two-Pillar Policy for the RMB”

Journal of Finance

4

“Data-intensive Innovation and the State: Evidence from AI Firms in China”

Review of Economic Studies

5

“Misallocation, Selection, and Productivity: A Quantitative Analysis With Panel Data From China”

Econometrica

1

“Going the Extra Mile: Distant Lending and Credit Cycles”

The Journal of Finance

2

“Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets”

The Journal of Finance

3

“Are Bigger Banks Better? Firm-Level Evidence from Germany”

Journal of Political Economy

4

“What If Borrowers Were Informed about Credit Reporting? Two Natural Field Experiments”

The Accounting Review

5

“Finance and Climate Resilience: Evidence from the Long 1950s US Drought”

National Bureau of Economic Research

1

“Climate Impact Investing”

Management Science

2

“Sustainable Investing with ESG Rating Uncertainty”

Management Science

3

“Responsible Investing: The ESG-Efficient Frontier”

Journal of Financial Economics

4

“Sustainable Investing in Equilibrium”

Journal of Financial Economics

5

“Portfolio Selection, Periodic Evaluations and Risk Taking”

Operations Research

1

“Diversity Preference-Aware Link Recommendation for Online Social Networks”

Information Systems Research

2

“Option Trading Activity, News Releases, and Stock Return Predictability”

Management Science

3

“Business News and Business Cycles”

Journal of Finance

4

“Machine-Learning the Skill of Mutual Fund Managers”

Journal of Financial Economics

5

“Investor Attention and Option Returns”

Management Science

1

“Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors”

Information Systems Research

2

“(Re-)Imag(in)ing Price Trends”

Journal of Finance

3

“Do the Rich Gamble in the Stock Market? Low Risk Anomalies and Wealthy Households”

Journal of Financial Economics

4

“Disaster Resilience and Asset Prices”

Journal of Financial Economics

5

“Attention Spillover in Asset Pricing”

Journal of Finance