Research

Publications

• Li, X., Liu, Z., Xu, Q., Jiang, Z., Ma, G.* (2017) “Optimal Policy Mechanism Design for Cross-Sector and Multi-Stage Pollution Control with a Bilevel Model: Application to SO2 Emission in China.” Environmental Modeling & Assessment.

Working Papers

• Li, E. X., Ma, G., Wang, S., Yu, C. “Fundamental Anomalies.”
• Li, H., Ma, G., Yu, C. “Cross-Sectional Analysis of Conditional Stock Returns: Quantile Regression with Machine Learning.”
• Ma, G., Yu, C. “A Semiparametric Causal Estimator with Nonignorability.”
• Chen, Z., Li, H., Ma, G., Yu, C. “Portfolio Construction Using Predicted Extreme Stock Returns in the Cross Section: Classification Task with Machine Learning.”

*corresponding author