Cross-listings and the dynamics between credit and equity returns P Augustin, F Jiao, S Sarkissian, MJ Schill The Review of Financial Studies 33 (1), 112-154, 2020 | 15 | 2020 |
Systemic risk in financial institutions: A multiplex network approach Y Xie, F Jiao, S Li, Q Liu, Y Tse Pacific-Basin Finance Journal 73, 101752, 2022 | 14 | 2022 |
Operating leverage and underinvestment F Jiao, M Nishihara, C Zhang Journal of Financial Research 42 (3), 553-587, 2019 | 13 | 2019 |
The FOMC announcement returns on long-term US and German bond futures I Indriawan, F Jiao, Y Tse Journal of Banking & Finance 123, 106027, 2021 | 12 | 2021 |
Factor copula models and their application in studying the dependence of the exchange rate returns H Zhang, F Jiao International Business Research 5 (2), 3, 2012 | 9 | 2012 |
The SOFR and the Fed’s influence over market interest rates I Indriawan, F Jiao, Y Tse Economics Letters 209, 110095, 2021 | 8 | 2021 |
The impact of the US stock market opening on price discovery of government bond futures I Indriawan, F Jiao, Y Tse Journal of Futures Markets 39 (7), 779-802, 2019 | 8 | 2019 |
Price discovery between forward-looking SOFR and LIBOR I Indriawan, F Jiao, Y Tse Finance Research Letters 47, 102797, 2022 | 4 | 2022 |
Global liquidity provision and risk sharing F Jiao, S Sarkissian Journal of Financial and Quantitative Analysis 56 (5), 1844-1876, 2021 | 4 | 2021 |
Cross-listings and liquidity risk diversification F Jiao Available at SSRN 2551910, 2015 | 3 | 2015 |
Global liquidity provision and risk sharing F Jiao, S Sarkissian Working Paper, McGill University, 2015 | 3 | 2015 |
Lumpy investment and credit risk F Jiao, C Zhang Journal of Corporate Finance 77, 102293, 2022 | 2 | 2022 |
Seeing or believing? Cross-listing and the earnings response M Bhattacharyay, F Jiao Managerial Finance 45 (5), 671-685, 2019 | 2 | 2019 |
Are Mispricings Long-Lasting or Short-Lived? Evidence from S & P 500 Index ETF Options F Jiao Theoretical Economics Letters 8 (3), 378-389, 2018 | 2 | 2018 |
Multi-market trading and cross-asset integration P Augustin, F Jiao, S Sarkissian, MJ Schill Work. Pap 2660829, 2015 | 2 | 2015 |
Modeling Public Sector Corruption and the Institutional Environment in Emerging Economies: An Institutional Theory View M Bhattacharyay, F Wang, F Jiao Journal of Applied Business and Economics 25 (2), 2023 | 1 | 2023 |
Price disparity between Chinese A-and H-shares: Dividends, currency values, and the interest rate differential F Jiao, Q Liu, Y Tse, Z Wang Global Finance Journal 53, 100619, 2022 | 1 | 2022 |
Corruption Propensity of Entrepreneurs in Asian Emerging Economies: A Theoretical Model M Bhattacharyay, F Jiao Academy of Management Proceedings 2014 (1), 13041, 2014 | 1 | 2014 |
Bidding behaviours in ebay auctions: secret reservation price and endogenous entry F Jiao Journal of Economics and Behavioral Studies 3 (5), 326-331, 2011 | 1 | 2011 |
Nominal Exchange Rates and Heterogeneous Beliefs B Croitoru, F Jiao, L Lu Journal of Economic Dynamics and Control, 104904, 2024 | | 2024 |