Research: Finance

Tengjia Shu
Su, Z., Shu, T. & Yin, L. (In Press). Common Idiosyncratic Volatility and Returns: from an Investment Horizon Perspective. International Journal of Finance and Economics.
Thomas R. Berry-Stoelzle
Berry-Stölzle, T. R., Eastman, E. M. & Xu, J. (2018). CEO Overconfidence and Earnings Management: Evidence from Property-Liability Insurers' Loss Reserves. North American Actuarial Journal, 22(3), 380-404.
Thomas A. Rietz
Rietz, T. A., Schniter, E., Sheremeta, R. M. & Shields, T. (2018). Trust, Reciprocity and Rules. Economic Inquiry, 53(3), 1526-1542.
Tong Yao
Chen, X., Huang, J., Sun, Z., Yao, T. & Yu, T. (In Press). Liquidity Premium in the Eye of Beholders: An Analysis of the Clientele Effect in the Corporate Bond Market. Management Science.
Richard Peter
Boyer, M. M., Peter, R. (In Press). Insurance Fraud in a Rothschild-Stiglitz World. Journal of Risk and Insurance.
Terrence Chorvat
Chorvat, T., Chorvat, E. (2018). Warrants and Convertibles.
Tengjia Shu
Su, Z., Shu, T. & Yin, L. (2018). The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China. Physica A: Statistical Mechanics and its Applications, 497, 218-235.. DOI: 10.1016.