Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS)
Overnight Return Puzzle, T+1 Trading Rule, T+1 Discount, Market Micro Structure
Crude oil shocks, Interval-valued factor pricing models, Market efficiency, Oil stocks, Quantile regression.
disposition effect, unrealized return dispersion, equity risk premium
Interval dummy variables, Interval time series, Nonlinear minimum distance estimator, Range volatility, Trump election