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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

Investing in Talents: Manager Characteristics and Hedge Fund Performances

Li, Haitao; Zhang, Xiaoyan; Zhao, Rui - In: Journal of Financial and Quantitative Analysis 46 (2011) 01, pp. 59-82

Using a large sample of hedge fund manager characteristics, we provide one of the first comprehensive studies on the impact of manager characteristics, such as education and career concern, on hedge fund performances. We document differential ability among hedge fund managers in either...

Persistent link: https://www.econbiz.de/10009002865

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/10008223230

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/10005886752

A Bayesian Analysis of Return Dynamics with Levy Jumps

Li, Haitao; Wells, Martin T.; Yu, Cindy L. - In: The review of financial studies 21 (2013) 5, pp. 2345-2344

Persistent link: https://www.econbiz.de/10010114129

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 (2013) 1, pp. 37-36

Persistent link: https://www.econbiz.de/10010114461

Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices

Li, Haitao; Zhao, Feng - In: The review of financial studies 22 (2013) 11, pp. 4335-4334

Persistent link: https://www.econbiz.de/10010114738

Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates

Hong, Yongmiao; Li, Haitao; Zhao, Feng - In: Journal of econometrics 141 (2007) 2, pp. 736-776

Persistent link: https://www.econbiz.de/10007859771

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. 467-504

Persistent link: https://www.econbiz.de/10008169963

Modeling the supply chain configuration problem with resource constraints

Li, Haitao; Womer, Keith - In: International journal of project management : the … 26 (2008) 6, pp. 646-654

Persistent link: https://www.econbiz.de/10008089769