FINANCE Published Articles in Peer Reviewed Journals
Linda Canina, Persistent Performance Differences in Lodging Properties, Cornell Hospitality Quarterly, 64, 3, August 2023. With Potter, Gordon S.
Will Cong, Scaling Smart Contracts via Layer-2 Technolo- gies: Some Empirical Evidence, Management Science, 69, 12, December 2023. With Hui, Xiang; Tucker, Catherine; Zhou, Luofeng.
Will Cong, Advances in Blockchain and Crypto Econom- ics, Management Science, 69, 11, November 2023. With Biais, Bruno; Capponi, Agostino; Gaur, Vishal; Giesecke, Kay.
Will Cong, Crypto Wash Trading, Management Science, 69, 11, November 2023. With Li, Xi; Tang, Ke; Yang, Yang.
Will Cong, Tax-Loss Harvesting with Cryptocurrencies, Journal of Accounting and Economics, 76, 2-3, Novem- ber 2023. With Landsman, Wayne; Maydew, Edward; Rabetti, Daniel.
Will Cong, RIM-based Value Premium and Factor Pricing Using Value-Price Divergence, Journal of Banking and Finance, 149, April (2nd Quarter/Spring) 2023. With George, Nathan D.; Wang, Guojun.
Minmo Gahng, SPACs, Review of Financial Studies, 36, 9, September 2023. With Ritter, Jay R.; Zhang, Donghang.
Robert Jarrow, Futures Contract Collateralization and its Implications, Journal of Empirical Finance, 74, Decem- ber 2023. With Kwok, Simon S.
Robert Jarrow, A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital, Journal of Risk Management in Financial Institutions, 16, 3, 2023. With van Deventer, Donald R.
Robert Jarrow, Media trading groups and short selling manipulation, Quantitative Finance, 23, 7-8, 2023. With Li, Siguang.
Robert Jarrow, Inflation-Adjusted Bonds, Swaps, and Derivatives, Annual Review of Financial Economics, 15, November 2023. With Yildirim, Yildiray.
Robert Jarrow, Te no-arbitrage pricing of non-traded assets, Annals of Finance, 19, 3, September 2023.
Robert Jarrow, A Practical Guide to the Valuation of Cou- pon-Bearing Fixed Income Securities, Journal of Fixed Income, 33, 1, June 2023. With van Deventer, Donald R.
Robert Jarrow, An explosion time characterization of asset price bubbles, International Review of Finance, 23, 2, June 2023. With Kwok, Simon S.
Robert Jarrow, Interest rate swaps: a comparison of compounded daily versus discrete reference rates, Review of Derivatives Research, 26, April (2nd Quarter/Spring) 2023. With Li, Siguang.
Robert Jarrow, Asset price bubbles, wealth preserving, dominating, and replicating trading strategies, Frontiers of Mathematical Finance, 2, 1, March 2023. With Liu, Yuxuan.
Andrew Karolyi, Cross-Border Bank Flows and Systemic Risk, Review of Finance, 27, 5, September 2023. With Sedunov, John; Taboada, Alvaro G.
Andrew Karolyi, Biodiversity finance: A call for research into financing nature, Financial Management, 52, 2, July (3rd Quarter/Summer) 2023. With Tobin-de la Puente, John.
Yifei Mao, Te role of human capital: Evidence from corporate innovation, Journal of Empirical Finance, 74, December 2023. With Liu, Tong; Tian, Xuan.
David Ng, Temperature Shocks and Industry Earnings News, Journal of Financial Economics, 150, 1, October (4th Quarter/Autumn) 2023. With Addoum, Jawad M.; Ortiz-Bobea, Ariel.
Maureen O’Hara, Tings Fall Apart: Fixed Income Markets in the Covid Crisis, Annual Review of Financial Economics, 15, November 2023. With Zhou, Xing Alex.
TO PUBLICATIONS CONTENTS
RESEARCH WITH IMPACT: CORNELL SC JOHNSON COLLEGE OF BUSINESS • 2023 EDITION
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