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Procuring Commodities: First-Price Sealed-Bid or English Auctions?

Jason Shachat, Lijia Wei Marketing Science 20131014
On The Jump Activity Index for Semimartingales

Bing-Yi Jing, Xin-Bing Kong, Zhi Liu, Per Mykland Journal of Econometrics 20131014
Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach

Haiqiang Chen, Qian Han, Yingxing Li, Kai Wu Journal of Future Markets 20131014
Modeling the Dynamics of Chinese Spot Interest Rates

Yongmiao Hong, Hai Lin, Shouyang Wang 20131014
Disentangling the Effect of Jumps on Systematic Risk Using A New Estimator of Integrated Co-volatility

Kent Wang, Junwei Liu, Zhi Liu Journal of Banking & Finance 20131014
Financial Volatility Forecasting with Range-based Autoregressive Volatility Model

Hongquan Li, Yongmiao Hong Finance Research Letters 20131014
Are “Nearly Exogenous Instruments” reliable?

Daniel Berkowitz, Mehmet Caner, Ying Fang 20131014
Are Corporate Bond Market Returns Predictable?

Yongmiao Hong, Hai Lin, Chunchi Wu Journal of Banking and Finance 20131014
A Tale of Two Index Futures: The Intraday Price Discovery and Volatility Transmission Processes between the China Financial Futures Exchange and the S

Biao Guo, Qian Han, Maonan Liu, Doojin Ryu Emerging Markets Finance and T 20131014
下游国的贸易报复与中国稀土出口政策

邢斐, 何欢浪, 金梦, 易金超世界经济 20131014

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