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PBC School of Finance & National Institute of Financial Research (PBCSF-NIFR) Research Paper Series
8,310 Total downloads | Link to this page

PBC School of Finance & National Institute of Financial Research
Showing Papers 1 - 28 of 28
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Incl. Electronic Paper Rent Seeking, Brokerage Commissions, and Pricing and Share Allocation in Initial Public Offerings
PBCSF-NIFR Research Paper, Forthcoming
Thomas J. Chemmanur, Bibo Liu and Xuan Tian
Boston College - Carroll School of Management, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Date Posted: April 19, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper China’s Anti-corruption Campaign and Credit Reallocation from SOEs to PEs
PBCSF-NIFR Research Paper No. 17-01
Bo Li, Zhengwei Wang and Hao Zhou
Tsinghua University-PBC School of Finance, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Date Posted: February 01, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper China’s Anti-corruption Campaign and Credit Reallocation from SOEs to PEs
PBCSF-NIFR Research Paper No. 17-01
Bo Li, Zhengwei Wang and Hao Zhou
Tsinghua University-PBC School of Finance, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Date Posted: February 01, 2017
Last Revised: April 25, 2017
Working Paper Series
125 downloads

Incl. Electronic Paper Lottery-Related Anomalies: The Role of Reference-Dependent Preferences
PBCSF-NIFR Research Paper No. 15-04
Li An, Huijun Wang, Jian Wang and Jianfeng Yu
Tsinghua University - PBC School of Finance, University of Delaware, Dallas Fed and University of Minnesota
Date Posted: July 28, 2015
Last Revised: January 25, 2017
Working Paper Series
230 downloads

Incl. Electronic Paper Shadow Banking: China's Dual-Track Interest Rate Liberalization
Hao Wang, Honglin Wang, Lisheng Wang and Hao Zhou
Tsinghua University, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), The Chinese University of Hong Kong (CUHK) - Department of Economics and Tsinghua University - PBC School of Finance
Date Posted: May 14, 2015
Last Revised: June 28, 2016
Working Paper Series
524 downloads

Incl. Electronic Paper The Great Wall of Debt: Real Estate, Political Risk, and Chinese Local Government Credit Spreads
Georgetown McDonough School of Business Research Paper No. 2603022, Columbia Business School Research Paper No. 15-57, PBCSF-NIFR Research Paper No. 15-02
Andrew Ang, Jennie Bai and Hao Zhou
BlackRock, Inc, Georgetown University - Department of Finance and Tsinghua University - PBC School of Finance
Date Posted: May 07, 2015
Last Revised: August 31, 2016
Working Paper Series
795 downloads

Incl. Electronic Paper Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand
Asian Finance Association (AsianFA) 2015 Conference Paper, PBCSF-NIFR Research Paper No. 15-01, INSEAD Working Paper No. 2015/12/FIN
Yawen Jiao, Massimo Massa and Hong Zhang
University of California, Riverside, INSEAD - Finance and Tsinghua University - PBC School of Finance
Date Posted: February 03, 2015
Last Revised: February 19, 2016
Working Paper Series
468 downloads

Incl. Electronic Paper Overselling Winners and Losers: How Mutual Funds Trading Affects Asset Prices
PBCSF-NIFR Research Paper No. 14-07
Li An and Bronson Argyle
Tsinghua University - PBC School of Finance and Brigham Young University - Department of Finance
Date Posted: December 09, 2014
Working Paper Series

Incl. Electronic Paper Overselling Winners and Losers: How Mutual Funds Trading Affects Asset Prices
PBCSF-NIFR Research Paper No. 14-07
Li An and Bronson Argyle
Tsinghua University - PBC School of Finance and Brigham Young University - Department of Finance
Date Posted: December 09, 2014
Last Revised: April 28, 2017
Working Paper Series
105 downloads

Incl. Electronic Paper Hot Money and Quantitative Easing: The Spillover Effects of U.S. Monetary Policy on the Chinese Economy
Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper No. 211 , PBCSF-NIFR Research Paper No. 14-06
Steven Wei Ho, Ji Zhang and Hao Zhou
Columbia University, Graduate School of Arts and Sciences, Department of Economics, Tsinghua University and Tsinghua University - PBC School of Finance
Date Posted: November 02, 2014
Last Revised: February 18, 2017
Working Paper Series
202 downloads

Incl. Electronic Paper Good Jumps, Bad Jumps, and Conditional Equity Premium
Asian Finance Association (AsianFA) 2014 Conference Paper, PBCSF-NIFR Research Paper No. 14-05
Hui Guo, Kent Wang and Hao Zhou
University of Cincinnati - Department of Finance - Real Estate, University of Queensland and Tsinghua University - PBC School of Finance
Date Posted: October 27, 2014
Last Revised: April 23, 2017
Working Paper Series
824 downloads

Incl. Electronic Paper Barriers to Long-Term Cross-Border Investing: A Survey of Institutional Investor Perceptions
Rotman International Journal of Pension Management, Vol. 7, No. 2, 2014, Columbia Business School Research Paper No. 14-43, PBCSF-NIFR Research Paper No. 14-04
Rachel Harvey, Patrick Bolton, Laurence H. Wilse-Samson, Li An and Frédéric Samama
Committee on Global Thought, Columbia University, Columbia Business School - Department of Economics, Columbia University, Tsinghua University - PBC School of Finance and SWF Research Initiative, Amundi
Date Posted: September 17, 2014
Last Revised: February 19, 2016
Working Paper Series
142 downloads

Incl. Electronic Paper Belief Uncertainty, Volatility Risk Premium, and Speculative Trading
PBCSF-NIFR Research Paper No. 14-03
Ming Guo and Hao Zhou
ShanghaiTech University and Tsinghua University - PBC School of Finance
Date Posted: July 21, 2014
Last Revised: February 19, 2016
Working Paper Series
173 downloads

Incl. Electronic Paper The Real Effects of Government Liquidity Provision: Evidence from the Commercial Paper Funding Facility
PBCSF-NIFR Research Paper No. 14-02
Bo Li
Tsinghua University-PBC School of Finance
Date Posted: March 26, 2014
Last Revised: February 22, 2016
Working Paper Series
99 downloads

Incl. Electronic Paper A Market-Based Funding Liquidity Measure
PBCSF-NIFR Research Paper No. 14-01
Zhuo Chen and Andrea Lu
Tsinghua University - PBC School of Finance and The University of Melbourne - Department of Finance
Date Posted: January 24, 2014
Last Revised: March 15, 2017
Working Paper Series
305 downloads

Incl. Electronic Paper The Systemic Risk of European Banks During the Financial and Sovereign Debt Crisis
FRB International Finance Discussion Paper No. 1083
Lamont K. Black, Ricardo Correa, Xin Huang and Hao Zhou
DePaul University - Driehaus College of Business, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Tsinghua University - PBC School of Finance
Date Posted: December 11, 2013
Working Paper Series
128 downloads

Incl. Electronic Paper Asset Pricing When Traders Sell Extreme Winners and Losers
Review of Financial Studies, 2016, Vol. 29 (3): 823-861, PBCSF-NIFR Research Paper No. 13-05
Li An
Tsinghua University - PBC School of Finance
Date Posted: November 17, 2013
Last Revised: February 19, 2016
Accepted Paper Series
419 downloads

Incl. Electronic Paper Stock Return Volatility and Capital Structure Decisions
PBCSF-NIFR Research Paper No. 13-04
Hui Chen, Hao Wang and Hao Zhou
Massachusetts Institute of Technology, Tsinghua University and Tsinghua University - PBC School of Finance
Date Posted: October 29, 2013
Last Revised: February 19, 2016
Working Paper Series
392 downloads

Incl. Electronic Paper Slow Diffusion of Information and Price Momentum in Stocks: Evidence from Options Markets
PBCSF-NIFR Research Paper No. 13-03
Zhuo Chen and Andrea Lu
Tsinghua University - PBC School of Finance and The University of Melbourne - Department of Finance
Date Posted: October 13, 2013
Last Revised: September 27, 2016
Working Paper Series
281 downloads

Incl. Electronic Paper Do Behavioral Biases Affect Order Aggressiveness?
Asian Finance Association (AsianFA) 2015 Conference Paper, PBCSF-NIFR Research Paper No. 13-01
Jiangze Bian, Kalok Chan, Donghui Shi and Hao Zhou
University of International Business and Economics (UIBE), CUHK Business School, Shanghai Stock Exchange and Tsinghua University - PBC School of Finance
Date Posted: August 19, 2013
Last Revised: February 19, 2016
Working Paper Series
86 downloads

Incl. Electronic Paper Seeing the Unobservable from the Invisible:The Role of CO2 in Measuring Consumption Risk
PBCSF-NIFR Research Paper No. 12-03
Zhuo Chen and Andrea Lu
Tsinghua University - PBC School of Finance and The University of Melbourne - Department of Finance
Date Posted: August 16, 2012
Last Revised: February 19, 2016
Working Paper Series
81 downloads

Incl. Electronic Paper Growing Pains: International Instability and Equity Market Returns
PBCSF-NIFR Research Paper No. 12-02
Zhuo Chen, Andrea Lu and Clair Zhuqing Yang
Tsinghua University - PBC School of Finance, The University of Melbourne - Department of Finance and Northwestern University - Kellogg School of Management
Date Posted: May 02, 2012
Last Revised: September 27, 2016
Working Paper Series
247 downloads

Incl. Electronic Paper China's Secondary Privatization: Perspectives from the Split-Share Structure Reform
Journal of Financial Economics (JFE), Forthcoming, PBCSF-NIFR Research Paper No. 12-01
Li Liao, Bibo Liu and Hao Wang
Tsinghua University - School of Economics & Management, Tsinghua University - PBC School of Finance and Tsinghua University
Date Posted: April 09, 2012
Last Revised: May 18, 2016
Working Paper Series
429 downloads

Incl. Electronic Paper On the Size Distribution of Macroeconomic Disasters
NBER Working Paper No. w15247
Robert J. Barro and Tao Jin
Harvard University - Department of Economics and Tsinghua University - PBC School of Finance
Date Posted: August 18, 2009
Working Paper Series
23 downloads

A Framework for Assessing the Systemic Risk of Major Financial Institutions
CAREFIN Research Paper No. 11/08
Xin Huang, Hao Zhou and Haibin Zhu
Board of Governors of the Federal Reserve System, Tsinghua University - PBC School of Finance and Bank for International Settlements (BIS)
Date Posted: March 22, 2009
Last Revised: January 17, 2016
Working Paper Series

Incl. Electronic Paper A Framework for Assessing the Systemic Risk of Major Financial Institutions
Journal of Banking and Finance, Vol. 33, No. 11, pp. 2036–2049, November 2009, BIS Working Paper No. 281, PBCSF-NIFR Research Paper No. 08-01,
Xin Huang, Hao Zhou and Haibin Zhu
Board of Governors of the Federal Reserve System, Tsinghua University - PBC School of Finance and Bank for International Settlements (BIS)
Date Posted: February 01, 2009
Last Revised: August 31, 2016
Accepted Paper Series
1507 downloads

Incl. Electronic Paper Information Discovery in Share Lockups: Evidence from the Split-share Structure Reform in China
Financial Management, Forthcoming., PBCSF-NIFR Research Paper No. 08-01
Li Liao, Bibo Liu and Hao Wang
Tsinghua University - School of Economics & Management, Tsinghua University - PBC School of Finance and Tsinghua University
Date Posted: October 16, 2008
Last Revised: February 18, 2016
Accepted Paper Series
271 downloads

Incl. Electronic Paper A Study of the Finite Sample Properties of EMM, GMM, QMLE, and MLE for a Square-Root Interest Rate Diffusion Model
FEDS Discussion Paper No. 2000-45
Hao Zhou
Tsinghua University - PBC School of Finance
Date Posted: January 23, 2001
Accepted Paper Series
439 downloads