38 Tongyan Road, Jinnan District
Tianjin, Tianjin 300350
China
Nankai University - School of Finance
Prospect theory, mental accounting, quasi-hedonic editing, realized profit, short-term reversal
Pure production-based asset pricing, R&D investment, Marginal rate of substitution, Cross-sectional asset pricing
Time to build, CIR model, bond risk premia, path dependence, Non- Markovian asset pricing, stochastic delay differential equations.