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	Downside variance premium, firm fundamentals, and expected corporate bond returns Journal article Journal of Banking and Finance,2023, volume: 154 Authors: Huang, Tao; Jiang, Liang; Li, Junye Favorite \| View/Download：3/0 \| Submit date：2023/09/21 Cash flow uncertainty Corporate bond return predictability Credit rating downgrade Downside variance premium Equity options Probability of default
	R&D information quality and stock returns Journal article Journal of Financial Markets,2020, volume: 57 Authors: Huang, Tao; Li, Junye; Wu, Fei; Zhu, Ning Favorite \| View/Download：9/0 \| Submit date：2021/10/19 Factor models Information quality Research and development Return predictability
	Option-Implied variance asymmetry and the cross-section of stock returns Journal article Journal of Banking and Finance,2019, volume: 101, pages: 21-36 Authors: Huang, Tao; Li, Junye Favorite \| View/Download：4/0 \| Submit date：2022/04/21 Implied variance asymmetry Informed trading Liquidity Return predictability Risk-neutral semivariances Risk-neutral skewness
	Nonparametric Regression of Covariance Structures in Longitudinal Studies Journal article MIMS EPrint,2009, pages: 1-34 Authors: Pan, Jianxin; Ye, Huajun; Li, Runze Favorite \| View/Download：4/0 \| Submit date：2022/02/22 Covariance modelling Local likelihood method Longitudinal studies Modified Cholesky decomposition Modified cross validation with leave-one-subject-out Nonparametric regression