Anticipated and repeated shocks in liquid markets

Academic journals

Publication Date
Review of Financial Studies
Publication Authors
Dong Lou
Hongjun Yan
Jinfan Zhang

Lou, Dong, Yan, Hongjun and Zhang, Jinfan (2013) Anticipated and repeated shocks in liquid markets. Review of Financial Studies, 26 (8). pp. 1891-1912. 

Winner of NASDAQ OMX Award for Best Paper on Asset Pricing, Western Finance Association, 2011