Funder
Cleveland State University’s Research Council Faculty Research Development (FRD) Program
Fudan University’s Fudan Fellow Program
National Natural Science Foundation of China
Youth Program
Major Research Plan
Subject
Economics and Econometrics,Finance
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3. Testing for jumps in a discretely observed process;Aït-Sahalia;Annals of Statistics,2009
4. Illiquidity and stock returns: Cross-section and time-series effects;Amihud;Journal of Financial Markets,2002
5. The distribution of realized stock return volatility;Andersen;Journal of Financial Economics,2001
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