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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. https://doi.org/10.1111/mafi.12187

 

Working papers:

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