- Chu, Jenny, Jonathan Faasse, Raghavendra Rau, (2017) "Do Compensation Consultants Enable Higher CEO Pay? New Evidence from Recent Disclosure Rule Changes", Management Science, forthcoming (available online via SSRN),
- Henderson, V., Hobson, D., & Tse, A.S.L. (2017). Randomized Strategies and Prospect Theory in a Dynamic Context. Journal of Economic Theory, 168, 287-300. http://dx.doi.org/10.1016/j.jet.2017.01.003
- Lambrecht, B.M., 2017, "Real options in finance." Journal of Banking and Finance (DOI: 10.1016/j.jbankfin.2017.03.006) (published online Mar 2017; forthcoming in print)
- Lambrecht, B.M. and Myers, S.C., 2017, "The dynamics of investment, payout and debt." Review of Financial Studies (DOI: 10.1093/rfs/hhx081) (published online Jul 2017; forthcoming in print) (available online via the SSRN)
- Saffi, Pedro, The Big Short: Short Selling Activity and Predictability in House Article DOI: 10.1111/1540-6229.12219, Real Estate Economics
- Li, Yuan, Analysts' reputational concerns, self-censoring and the international dispersion effect. ,with Chuan-Yang Hwang, Management Science, forthcoming.
- Li, Yuan,"The 52-week high, q theory and the cross-section of stock returns." with Thomas George and Chuan-Yang Hwang, Journal of Financial Economics, forthcoming.
- Whittington, Geoffrey, Value and Profit An Introduction to Measurement in Financial Reporting (published August 2017), ISBN 9780521190978
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Non-published working papers
- Bae, K., Kang, J. (2017) “Does the Stock Market Benefit the Economy?” Working Paper
- Bali, T.G., Brown, S., Peng, Q. and Tang, Y. (2016) "Is economic uncertainty priced in the cross-section of stock returns?" Social Science Research Network Working Paper (available online via the SSRN)
- Chambers, David, "Currency Regimes and the Carry Trade"
- Choi, Syngjoo, Gallo, Edoardo, Wallace, Brian, (2017) "Financial Contagion in Networks: A Market Experiment"
- Chu, Jenny, Florou, Anita, Pope, Peter, "Does Accounting Education add Value in Auditing? Evidence from the UK"
- Hobson, D., Tse, A. S., & Zhu, Y. (2016). "Optimal consumption and investment under transaction costs". arXiv preprint arXiv:1612.00720. (https://arxiv.org/abs/1612.00720)
- Hobson, D., Tse, A. S., & Zhu, Y. (2016). "A multi-asset investment and consumption problem with transaction costs". arXiv preprint arXiv:1612.01327. (https://arxiv.org/abs/1612.01327)
- Murillo Campello, Pedro A.C. Saffi , “The Rise of the Equity Lending Market: Implications for Corporate Financial Policies”, 2015 (available online via SSRN)
- Peng, Q. (2016) "Noisy rational bubbles." Social Science Research Network Working Paper (available online via the SSRN)
- Peng, Q. (2016) "Financial frictions, entry and growth: a study of China." Social Science Research Network Working Paper (available online via the SSRN)
- Saffi, Pedro, “Short Sales Constraints and the Diversification Puzzle”, 2015, with Adam Reed (UNC) and Edward Van Wesep (Colorado).
