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Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations Journal article
Journal of Econometrics, 2022
Authors:  Jiang, Liang;  Peter C.B. Phillips;  Tao, Yubo;  Zhang, Yichong
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Covariate-adaptive Randomization  High-dimensional Data  Regression Adjustment  Quantile Treatment Effects  
The neural mechanisms underlying effort process modulated by efficacy Journal article
Neuropsychologia, 2022,Volume: 173
Authors:  Cao, Siqi;  Liu, Xun;  Wu, Haiyan
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Efficacy  Proactive Control  Sustained Effort  Contingent Negative Variation  β Oscillation  
Board surname sharing and investment efficiency: Evidence from Chinese state-owned enterprises Journal article
Corporate Governance: An International Review, 2022
Authors:  Huang, Baibing;  Yang, Endong;  Zhang, Yang
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Do AI-powered mutual funds perform better? Journal article
Finance Research Letters, 2022,Volume: 47,Issue: Part A,Page: 102616
Authors:  Chen, Rui;  REN, Jinjuan
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Artificial Intelligence  Mutual Fund Performance  Behavioral Biases  
Capturing the straw in the wind: do short sellers trade on customer information? Journal article
Review of Quantitative Finance and Accounting, 2022,Volume: 58,Issue: 4,Page: 1363–1394
Authors:  Haw, In-Mu;  Wang, Wenming;  Zhang, Wenlan;  Zhang X(張旭)
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Short Selling · Supplier–customer Relationship · Earnings Announcement · Information Environment · Public Information · Private Information  
Market Segmentation and Firm Survival Journal article
Growth and Change, 2021,Volume: 2021,Page: 1-24
Authors:  Lyu, Xinjun;  Ni, Jinlan;  Yuan, Jia
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TRACKING ERRORS AND THEIR DETERMINANTS: EVIDENCE FROM JAPAN-LISTED EXCHANGE-TRADED FUNDS Journal article
Journal of Prediction Markets, 2021,Volume: 15,Issue: 1,Page: 67-96
Authors:  Chu, Patrick Kuok Kun;  Xu, Dan
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Exchange-traded Fund  Tracking Error  Panel Regression Model  Fixed-effects Estimation  
Examining the impact of high-speed railways on land value and government revenue: Evidence from China Journal article
China Economic Review, 2020,Volume: 63
Authors:  Li, Shaoshuai;  Li, Zhigang;  Yuan, Jia
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Government Revenue  High-speed Railway  Land Value  Transportation Infrastructure  
Edgeworth corrections for spot volatility estimator Journal article
Statistics and Probability Letters, 2020,Volume: 164
Authors:  He,Lidan;  Liu,Qiang;  Liu,Zhi
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Central Limit Theorem  Confidence Interval  Edgeworth Expansion  High Frequency Data  Spot Volatility  
Study on the nonlinear and chaotic behavior of exchange traded funds listed in Hong Kong Stock Exchanges Journal article
Journal of Prediction Markets, 2020,Volume: 13,Issue: 2,Page: 45-62
Authors:  Chu, Patrick Kuok-Kun
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Exchange Traded Fund  Ar-garch  Hong Kong Stock Exchange  Nonlinearity  Chaotic Behavior  Time Series