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Regulation fair disclosure and earnings information : market, analyst, and corporate responses
Bailey, Warren; Li, Haitao; Mao, Connie X.; Zhong, Rui - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2487-2514
Persistent link: https://www.econbiz.de/10001845825
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Corporate use of interest rate swaps : theory and evidence
Li, Haitao; Mao, Connie X. - In: Journal of banking & finance 27 (2003) 8, pp. 1511-1538
Persistent link: https://www.econbiz.de/10001770314
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Interaction of debt agency problem and optimal capital structure : theory and evidence
Mao, Connie X. - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 399-423
Persistent link: https://www.econbiz.de/10001766878
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Pricing of swaps with default risk
Li, Haitao - In: Review of derivatives research 2 (1998) 2/3, pp. 231-250
Persistent link: https://www.econbiz.de/10001497946
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Nonparametric specification testing for continuous-time models with applications to term structure of interest rates
Hong, Yongmiao; Li, Haitao - In: The review of financial studies 18 (2005) 1, pp. 37-84
Persistent link: https://www.econbiz.de/10002646532
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Is investor misreaction economically significant? : Evidence from short- and long-term S&P 500 index options
Cao, Charles Q.; Li, Haitao; Yu, Fan - In: The journal of futures markets 25 (2005) 8, pp. 717-752
Persistent link: https://www.econbiz.de/10003012118
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Out-of-sample performance of discrete-time spot interest rate models
Hong, Yongmiao; Li, Haitao; Zhao, Feng - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 457-473
Persistent link: https://www.econbiz.de/10002374062
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Short rate dynamics and regime shifts
Li, Haitao; Xu, Yuewu - In: International review of finance 9 (2009) 3, pp. 211-241
Persistent link: https://www.econbiz.de/10003893641
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Nonparametric estimation of state-price densities implicit in interest rate cap prices
Li, Haitao; Zhao, Feng - In: The review of financial studies 22 (2009) 11, pp. 4335-4376
Persistent link: https://www.econbiz.de/10003896303
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Evaluating asset pricing models using the second Hansen-Jagannathan distance
Li, Haitao; Xu, Yuewu; Zhang, Xiaoyan - In: Journal of financial economics 97 (2010) 2, pp. 279-301
Persistent link: https://www.econbiz.de/10008648200