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Publications 2018

  • Faraglia, E., Marcet, A., Oikonomou, R., and Scott, A., (2018), Government Debt Management: The Long and the Short of it, Review of Economic  Studies
  • George, T., Hwang C.-Y. and Li, Y. (2018) "The 52-week high, q theory and the cross-section of stock returns." Journal of Financial Economics (forthcoming)

  • Hobson, D., Tse, A. S., & Zhu, Y. (2018). "Optimal consumption and investment under transaction costs". 

    Mathematical Finance. 2018; 1–24.


Working papers:

Li, Y. (2018) " Book-to-market ratio and inflexibility: The effect of unrecorded R&D capital." Available online

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CERF Scholarship competition 2021 - Now Open

Nov 18, 2020

For the seventh year, Cambridge Endowment for Research in Finance is offering a scholarship scheme. Applications are invited for doctoral funding starting in October 2021. Funding is for up to 3 years and includes university and college fees and an allowance for accommodation and living expenses.

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