Recently, Mr. Tian Hui from the Department of Accounting of our school, Professor Andrew Yim of Cass Business School, and Professor David Newton of the University of Bath, published a research paper entitled "Tail-Heaviness, Asymmetry, and Profitability Forecasting by Quantile Regression" in Management Science, a top journal of management.
Paper link: https: / / pubsonline.informs.org/doi/10.1287/mnsc.2020.3694