In this paper we use a new method to rank finance journals and study the pattern of authorship/co-authorship across journals. Author Affiliation Index is a cost-effective and intuitively easy-to-understand approach to journal rankings. We define Author Affiliation Index as the ratio of articles...

In this paper we use a new method to rank finance journals. Traditionally, journal qualities are measured either by the citation-based impact factor approach, or by the survey method. Although these two approaches have merits, their efficacy is also limited in many ways. Author Affiliation Index...

This paper investigates the determinants of swap spreads. Compared with previous work done in this area, such as the seminal paper by Duffie and Singleton (1997), the paper includes daily credit spreads in the time series framework. The issue is whether liquidity or credit (or both) is the main...

This paper presents some empirical evidence on the covered interest parity and a dynamic GARCH model to gauge the degree of capital mobility and its volatility in seven East Asia economies. The results show that Hong Kong and Singapore have fairly mobile capital markets while the other economies...

We evaluate how work experience in mutual funds affects manager skills after they switch to private funds. Using a proprietary Chinese private fund database from 2012 to 2016, we document that, despite their work experience in mutual funds, switched private fund managers significantly...