Narrow search
Showing 1 - 10 of 10
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.; Li, Haitao; Wells, Martin T. - In: Mathematical finance : an international journal of … 21 (2011) 3, pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Cover Image
A Bayesian analysis of return dynamics with Lévy jumps
Li, Haitao; Wells, Martin T.; Yu, Cindy L. - In: The review of financial studies 21 (2008) 5, pp. 2345-2378
Persistent link: https://www.econbiz.de/10003765224
Cover Image
Are liquidity and information risks priced in the treasury bond market?
Li, Haitao; Wang, Junbo; Wu, Chunchi; He, Yan - In: The journal of finance : the journal of the American … 64 (2009) 1, pp. 467-503
Persistent link: https://www.econbiz.de/10003853125
Cover Image
Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.; Li, Haitao; Zhao, Feng - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
Cover Image
Banks' interventions and firms' innovation : evidence from debt covenant violations
Gu, Yuqi; Mao, Connie X.; Tian, Xuan - In: The journal of law & economics 60 (2017) 4, pp. 637-671
Persistent link: https://www.econbiz.de/10011866514
Cover Image
Bank geographic diversification and corporate innovation : evidence from the lending channel
Deng, Saiying; Mao, Connie X.; Xia, Cong - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 3, pp. 1065-1096
Persistent link: https://www.econbiz.de/10012505705
Cover Image
Survival bias and the equity premium puzzle
Li, Haitao; Xu, Yuewu - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 1981-1996
Persistent link: https://www.econbiz.de/10001709392