Jiang, D., Norris, D., & Sun, L. (forthcoming). Weather, Institutional Investors, and Earnings News. Journal of Corporate Finance.
Hirshleifer, D., Jiang, D., & Meng, Y. (2020). Mood Beta and Seasonalities in Stock Returns. Journal of Financial Economics, 137(1), 272-295.
Autore, D., Hutton, I., Jiang, D., & Outlaw, D. G. (2018). Short interest as a signal to issue equity. Journal of Corporate Finance, 48, 797-815.
Jiang, D., Kumar, A., & Law, K. K. (2016). Political contributions and analyst behavior. Review of accounting studies, 21(1), 37-88.
Hutton, I., Jiang, D., & Kumar, A. (2015). Political values, culture, and corporate litigation. Management Science, 61(12), 2905-2925.
Big Data Analytics
Chen, H., Xiao, K., Sun, J., & Wu, S. (2017). A double-layer neural network framework for high-frequency forecasting. ACM Transactions on Management Information Systems (TMIS), 7(4), 11.
Yin, L., Ge, Y., Xiao, K., Wang, X., & Quan, X. (2013). Feature selection for high-dimensional imbalanced data. Neurocomputing, 105, 3-11.
Chan, C. S. R., Parhankangas, A., Sahaym, A., & Oo, P. (2020) Bellwether and the herd? Unpacking the u-shaped relationship between prior funding and subsequent contributions in reward-based crowdfunding. Journal of business Venturing, 35(2), 105934.
Chan, C. S. R., Park, H. D., Patel, P., & Gomulya, D. 2018. Reward-based crowdfunding success: decomposition of the project, product category, entrepreneur, and location effects. Venture Capital, 20(3), 285-307,
Chan, C. S. R., Park, H. D., & Patel, P. (2018). The effect of company name fluency on venture investment decisions and IPO underpricing. Venture Capital, 20(1), 1-26.
Chan, C. R., & Park, H. D. (2015). How images and color in business plans influence venture investment screening decisions. Journal of business Venturing, 30(5), 732-748.
Financial Risk Management
T. Kurosaki, Y. S. Kim (2021), Cryptocurrency portfolio optimization with multivariate normal tempered stable process and Foster-Hart risk , Finance Research Letters, to appear.
Kim, S. I., & Kim, Y. S. (2018). Tempered stable structural model in pricing credit spread and credit default swap. Review of Derivatives Research, 21, 119-148.
Anand, A., Kurosaki, T. Li, T. , & Kim, Y. S. (2016). Foster-hart optimal portfolios. Journal of Banking & Finance, 68, 117–130.
Kim, Y.S., Lee, J. , Mittnik, S. & Park, J. (2015). Quanto option pricing in the presence of fat tails and asymmetric dependence. Journal of Econometrics, 187, 512–520.
Choi, J. Kim, Y. S. , & Mitov, I. (2015). Reward-risk momentum strategies using classical tempered stable distribution. Journal of Banking & Finance, 58, 194-213.
Kim, Y. S., Rachev, S. T., Bianchi, M. L. , Mitov, I. & Fabozzi, F. J. (2011). Time series analysis for financial market meltdowns. Journal of Banking & Finance, 35, 1879–1891.
Chan, C. S., & Parhankangas, A. (2017). Crowdfunding innovative ideas: How incremental and radical innovativeness influence funding outcomes. Entrepreneurship Theory and Practice, 41(2), 237-263.
Wolf, G. (2017). Entrepreneurial university: a case study at Stony Brook University. Journal of Management Development, 36(2), 286-294.
Luryi, S., Tang, W., Lifshit, N., Wolf, G., Doboli, S., Betz, J. A., ... & Shamash, Y. (2007, October). Entrepreneurship in engineering education. In Frontiers In Education Conference-Global Engineering: Knowledge Without Borders, Opportunities Without Passports, 2007. FIE'07. 37th Annual (pp. T2E-10). IEEE.
Schmielewski, F., & Stoyanov, S. (2017). Defensive Portfolio Construction Based on Extreme Value at Risk. The Journal of Portfolio Management, 43(3), 42-50.
Biglova, A., Ortobelli, S., Rachev, S. T., & Stoyanov, S. (2004). Different approaches to risk estimation in portfolio theory. The Journal of Portfolio Management, 31(1), 103-112.
Real Estate Economics
Fabozzi, F. J., & Xiao, K. (2019). The timeline estimation of bubbles: The case of real estate. Real Estate Economics, 47(2), 564-594.
Fabozzi, F. J., & Xiao, K. (2017). Explosive rents: The real estate market dynamics in exuberance. The Quarterly Review of Economics and Finance, 66, 100-107.