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Hu, Grace Xing, Jun Pan, Jiang Wang, Haoxiang Zhu. Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns.Journal of Financial Economics,2022, 145 (3): 909-936.
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He, L., Li, W., Song, D., and Yang, M.. A Systematic View of Information-Based Optimal Subdata Selection: Algorithm Development, Performance Evaluation, and Application in Financial Data.Statistica Sinica,2022.
Chi, Yeguang, Jingbin He, Fei Wu, and Bijiao Yi,. Optimal Information Production of Mutual Funds: Evidence from China.Journal of Banking & Finance,2022, 143: 106585.
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Tao, Xuan, Andrew Day, Lan Ling, and Samuel Drapeau. On Detecting Spoofing Strategies in High Frequency Trading.Quantitative Finance,2022, 2022.
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