PUBLICATIONS

• Information Uncertainty and the Pricing of Liquidity, with Wenjin Kang and Huiping Zhang,  Journal of Empirical Finance, forthcoming, 2019
  Short selling, Margin Buying and Stock Return in China Market, with Rui Li, Jiahui Li and Chongfeng Wu, Account Finance, 2018, vol. 58, no. 2, 477-501
• Consumption Strikes Back? Measuring Long-Run Risk, with Lars Peter Hansen and John C. Heaton, Journal of Political Economy, 2008, vol. 116, no. 2, 260-302.
  • NBER working paper 11476
  • Online Data Appendix
• Intangible Risk?, with Lars Peter Hansen and John C. Heaton, Measuring Capital in the New Economy, edited by Carol Corrado, John Haltiwanger and Daniel Sichel, The University of Chicago Press, 2005. Conference on Measuring Capital in the New Economy, April 2002 
• Intangible Capital and Stock Market, Ph.D. thesis, Department of Economics, The University of Chicago, 2005
• Motivating Students to Learn Actively through Competition, Experiments in Pedagogy: Selected Papers from Professional Development Programme (Teaching), vol. 2, edited by Daphne Pan, Center for Development Teaching and Learning, National University of Singapore, 2007. 

PUBLICATIONS IN CHINESE

• Impact of Exchange Rate on the Economic Responses of Monetary Policy in China, in Chinese, with Su Yingrong, Macroeconomic Studies, Vol. 2014 (2), 2014, 45-52. (汇率波动对利率政策经济绩效的影响机理分析, 苏应蓉, 李楠, 宏观经济研究, 2014年第二期， 45-52页)

 
NEWS AND MEDIA

• 2016/04/22:  2013年诺贝尔经济学奖获得者、美国芝加哥大学教授拉尔斯 • 汉森：在经济研究中如何系统地引入不确定性，文汇报，文汇学人：访谈录  (Nobel Laureate 2013 in Economic Sciences, Professor in University of Chicago, Lars Peter Hansen on How to Systematically Study Ambiguity in Economics, in Chinese, Wenhui Bao)   
• 2016/10/17: 面对未知的投资决策：把鸡蛋放一个篮子，国际金融时报，2016年10月17日第14版, (Put All the Eggs in One Basket----Investment Decision with Ambiguity, in Chinese, International Finance Times) 
• 2017/9/21: 李楠（上海交通大学）：家族企业传承百年的秘密，音频,  伍治坚证据主义, @喜马拉雅FM (Li Nan (SJTU): The Secrete of Family Firms, Audio in Chinese, Wu Zhijian's Evidentialist Channel @ximalayaFM )
• 2017/09/20: China International Radio Today Business Show, Live Broadcast in English, comments on 
  • China General Nuclear Power Group  bidding for nuclear  power plants in UK
  • Increase of mortgage interest rate in Beijing and other Tier 1 cities 
• 2018/8/30: 为什么应该取缔滴滴“顺风车”业务？因为它的市场设计无法解决“道德危机”产生, 解放日报，上观新闻网  (In Chinese, Why should the Didi Share-Ride be Banned?, Jie Fang Daily, Shanghai Observe)
• ​2018/11/28: 上海交通大学李楠：真正的富人只需要一个篮子，全球华人财经大V面对面，伍治坚证据主义 (In Chinese text, Shanghai Jiao Tong University, Li Nan: The real wealthy investor only needs one basket, Wu Zhijian's Evidentialist Channel )
• 2018/12/04: 芝加哥大学荣休校长 Hugo F. Sonnenschein 做客第112期大师讲坛, 上海交通大学, 新闻学术网 (In Chinese, Report on the 112th Distinguished Master Lecture Series by President Emeritus of the University of Chicago, Hugo F. Sonnenschein, Shanghai Jiao Tong University,  Academic News)

WORKING PAPERS

• The Tangible Risk of Intangible Capital, with Weiqi Zhang and Jiang Yanzhao, working paper, 2016
• The Family Firm Puzzle, with Ronald Anderson, David Reeb and Masud Karim, working paper, 2019,
  • Presented in FMA Asian Conference 2013 in Shanghai, CICF 2013 in Shanghai
• Measuring Intangible Capital with Uncertainty, with Sungbae An, working paper, 2016
  • Presented in AEA 2016 (poster session), International Symposium on Financial Engineering and Risk Management 2014, Beijing, International Conference Econometrics for Macroeconomics and Finance 2014, Hitotsubashi University, Japan
• Re-Examine Pricing of Stock Liquidity with Wenjin Kang and Huiping Zhang, working paper, 2016
  • Presented in 2016 China Finance Review International Conference, 2013 AsianFA in Nanchang
• Labor Income Risk, Consumption Risk and Liquidity Premium in the Long Run, with Wenjin Kang, working paper, 2016
  • Presented in FMA Asian Conference 2013in Shanghai, FMA Annual Meeting 2013 in Chicago, CICF 2011 in Wuhan, 2011 AsianFA Annual Meeting in Macau
• Value Premium and Asset Liquidity, with Wenjin Kang, working paper, 2010.
  • Presented in AsianFA 2010 Hong Kong, AsianFMA 2011 Macau
• Intangible Capital and Stock Prices, working paper, 2009
  • Presented in City University of Hong Kong, Singapore Management of University, CICF 2006 Xi’an, Conference on Quantitative Finance 2005, NUS Saw Centre for Financial Studies