Qingliang Fan

The Chinese University of Hong Kong

Assistant Professor

Hong Kong

http://michaelqfan.weebly.com

  • The Chinese University of Hong Kong

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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SSRN RANKINGS

Top 40,352

in Total Papers Citations

21

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Ideas:
“  I'm currently working on theoretical and applied econometrics, with a focus on micro-econometrics in a data-rich environment, and big data. Some of my ongoing research projects relate to labor economics, environmental economics and financial economics.  ”

  • The Chinese University of Hong Kong

Scholarly Papers (11)

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1.

CEO Early-Life Disaster Experience and Stock Price Crash Risk

Journal of Corporate Finance, Forthcoming
Number of pages: 75 Posted: 31 Jul 2019 Last Revised: 09 Mar 2021
Yangyang Chen, Qingliang Fan, Xin Yang and Leon Zolotoy
City University of Hong Kong (CityU) - Department of Accountancy, The Chinese University of Hong Kong, Hong Kong Polytechnic University - School of Accounting and Finance and University of Melbourne - Melbourne Business School
Downloads 448 (112,672)
Citation 1

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CEO background characteristics; Disaster experience; Stock price crash risk; Bad news hoarding

2.

Time-varying Minimum Variance Portfolio

Number of pages: 58 Posted: 18 Nov 2021
Qingliang Fan, Ruike Wu, Yanrong Yang and Wei Zhong
The Chinese University of Hong Kong, Xiamen University, The Australian National University and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 336 (155,371)

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Minimum variance portfolio, time-varying covariance matrix, shrinkage estimation, testing constancy, sharp risk consistency

3.

Partners in Debt: An Endogenous Nonlinear Analysis of the Effects of Public and Private Debt on Growth

Number of pages: 40 Posted: 25 Jun 2018 Last Revised: 27 Feb 2019
Mehmet Caner, Qingliang Fan and Thomas J. Grennes
Ohio State University (OSU), The Chinese University of Hong Kong and North Carolina State University - Department of Economics
Downloads 302 (173,946)
Citation 5

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public and private debt, interactive effect, economic growth, endogenous threshold, dynamic panel data

4.

The impact of only child peers on the classroom environment and students’ cognitive and non-cognitive outcomes

Number of pages: 46 Posted: 24 Sep 2021
Xiqian Cai, Qingliang Fan and Congying Yuan
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), The Chinese University of Hong Kong and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 205 (254,478)

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Only child peers; Classroom environment; Academic outcome; Non-cognitive outcomes; Mechanism decomposition

5.

New Evidence on Debt as an Obstacle for US Economic Growth

Mercatus Research Paper
Number of pages: 23 Posted: 08 Apr 2019
Thomas J. Grennes, Qingliang Fan and Mehmet Caner
North Carolina State University - Department of Economics, The Chinese University of Hong Kong and North Carolina State University - Department of Economics
Downloads 205 (254,478)
Citation 2

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public debt, economic growth, private debt, fiscal policy, fiscal rules, budget deficits

6.

Endogenous Treatment Effect Estimation With a Large and Mixed Set of Instruments and Control Variables

Review of Economics and Statistics, Forthcoming
Number of pages: 56 Posted: 30 Jun 2022
Qingliang Fan and Yaqian Wu
The Chinese University of Hong Kong and Xiamen University - School of Economics
Downloads 173 (296,041)

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Endogeneity, model uncertainty, weak instruments, control variables, machine learning

7.

Dummy Endogenous Treatment Effect Estimation Using High-Dimensional Instrumental Variables

The Canadian Journal of Statistics
Number of pages: 26 Posted: 12 Jun 2020 Last Revised: 30 Mar 2021
Wei Zhong, Wei Zhou, Qingliang Fan and Yang Gao
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), Xiamen University - School of Economics, The Chinese University of Hong Kong and Xiamen University - School of Economics
Downloads 130 (373,340)

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Dummy variable, endogeneity, instrumental variable, logistic regression, treatment effect, variable selection

8.

Pump-Faking the Effort? Evidence from NBA Players’ Contracts

Number of pages: 36 Posted: 25 Feb 2021
Qingliang Fan, Jaimie W. Lien, Meng Lin and Jie Zheng
The Chinese University of Hong Kong, Shandong University - Center for Economic Research, University of San Francisco and Tsinghua University - School of Economics & Management
Downloads 113 (414,252)

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contract effect, incentive effect, effort, shirking, sports

9.

Credit Expansion, Bank Liberalization, and Structural Change in Bank Asset Accounts

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 34 Posted: 09 Jul 2020 Last Revised: 07 Jan 2021
Keqing Liu and Qingliang Fan
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and The Chinese University of Hong Kong
Downloads 67 (573,763)

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Credit expansion, Bank liberalization, Bank balance sheet, Business cycle

10.

Treatment Effect Estimation with Censored Outcome and Covariate Selection

Number of pages: 9 Posted: 11 Apr 2023 Last Revised: 07 Nov 2023
Li Li, Pengfei Shi, Qingliang Fan and Wei Zhong
affiliation not provided to SSRN, affiliation not provided to SSRN, The Chinese University of Hong Kong and Xiamen University
Downloads 26 (829,727)

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Average causal effect, Censored data, Propensity score, Perturbation-resampling

11.

Testing Overidentifying Restrictions with High-Dimensional Data and Heteroskedasticity

Number of pages: 88 Posted: 05 May 2022
Qingliang Fan, Zijian Guo and Ziwei Mei
The Chinese University of Hong Kong, Rutgers, The State University of New Jersey - Rutgers University and The Chinese University of Hong Kong (CUHK) - Department of Economics
Downloads 15 (932,275)
Citation 1

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many instruments, overidentification test, quadratic form, heteroskedasticity, data-rich environment