Publications

by members of

Zicklin School of Business
Baruch College
City University of New York
New York City, New York (United States)

Working papers

2009

1. Andra C. Ghent & Michael T. Owyang, 2009. "Is housing the business cycle? evidence from U.S. cities," Working Papers 2009-007, Federal Reserve Bank of St. Louis. [Downloadable!]
2. Andra C. Ghent & Marianna Kudlyak, 2009. "Recourse and residential mortgage default: theory and evidence from U.S. states," Working Paper 09-10, Federal Reserve Bank of Richmond. [Downloadable!]

2008

1. Chakraborty, Suparna, 2008. "Indian Economic Growth: Lessons for the Emerging Economies," Working Papers RP2008/67, World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]

2007

1. Chakraborty, Suparna & Allen, Linda, 2007. "Revisiting the Level Playing Field: International Lending Responses to Divergences in Japanese Bank Capital Regulations from the Basel Accord," MPRA Paper 1805, University Library of Munich, Germany. [Downloadable!]
2. June E. O'Neill & Dave M. O'Neill, 2007. "Health Status, Health Care and Inequality: Canada vs. the U.S," NBER Working Papers 13429, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

2006

1. Chakraborty, Suparna, 2006. "Amplifying Business Cycles through Credit Constraints," MPRA Paper 1808, University Library of Munich, Germany. [Downloadable!]

2005

1. Liuren Wu & Frank Xiaoling Zhang, 2005. "A no-arbitrage analysis of economic determinants of the credit spread term structure," Finance and Economics Discussion Series 2005-59, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
2. Suparna Chakraborty, 2005. "Real Estate Prices, Borrowing Constraints and Business Cycles -A Study of the Japanese Economy," Macroeconomics 0504012, EconWPA. [Downloadable!]
3. Suparna Chakraborty, 2005. "Business Cycle Accounting-How important are technology shocks as a propagation mechanism? Some new evidence from Japan," Macroeconomics 0508002, EconWPA. [Downloadable!]
4. Suparna Chakraborty, 2005. "Technology as a channel of economic growth in India," Macroeconomics 0512013, EconWPA. [Downloadable!]
5. June E. O'Neill & Dave M. O'Neill, 2005. "What Do Wage Differentials Tell Us about Labor Market Discrimination?," NBER Working Papers 11240, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

2004

1. Jingzhi Huang & Liuren Wu, 2004. "Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes," Finance 0401002, EconWPA. [Downloadable!]
2. Liuren Wu, 2004. "Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns," Finance 0401001, EconWPA. [Downloadable!]
3. Jing-zhi Huang & Liuren Wu, 2004. "Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes," Econometric Society 2004 North American Winter Meetings 405, Econometric Society. [Downloadable!]
4. Enlin Pan & Liuren Wu, 2004. "Taking Positive Interest Rates Seriously," Finance 0409013, EconWPA. [Downloadable!]
5. Peter Carr & Liuren Wu, 2004. "Stochastic Skew in Currency Options," Finance 0409014, EconWPA. [Downloadable!]
6. Peter Carr & Liuren Wu, 2004. "Static Hedging of Standard Options," Finance 0409016, EconWPA. [Downloadable!]
7. Peter Carr & Liuren Wu, 2004. "Variance Risk Premia," Finance 0409015, EconWPA. [Downloadable!]
8. Massoud Heidari & Liuren Wu, 2004. "What Constitutes a Good Model? An Analysis of Models for Mortgage Backed Securities," Finance 0409017, EconWPA. [Downloadable!]
9. Suparna Chakraborty, 2004. "Accounting for the 'Lost Decade' in Japan," Macroeconomics 0408009, EconWPA. [Downloadable!]
10. Charlotte S. Hansen & Bjorn E. Tuypens, 2004. "Proxying for Expected Returns with Price Earnings Ratios," Finance 0410019, EconWPA. [Downloadable!]
11. Charlotte S. Hansen & Bjorn E. Tuypens, 2004. "Long-Run Regressions: Theory and Application to US Asset Markets," Finance 0410018, EconWPA. [Downloadable!]
12. Archishman Chakraborty & Nandini Gupta, 2004. "Ordinal Cheap Talk in Common Value Auctions," Econometric Society 2004 North American Winter Meetings 605, Econometric Society. [Downloadable!]
13. Priyodorshi Banerjee & Archishman Chakraborty, 2004. "Auctions with Ceilings," Working Papers Rutgers University, Newark 2004-010, Department of Economics, Rutgers University, Newark.
14. Ted Joyce, 2004. "Further Tests of Abortion and Crime," NBER Working Papers 10564, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
15. Sanders Korenman & Ted Joyce & Robert Kaestner & Jennifer Walper, 2004. "What Did the "Illegitimacy Bonus" Reward?," NBER Working Papers 10699, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
16. Ted Joyce & Robert Kaestner & Sanders Korenman & Stanley Henshaw, 2004. "Family Cap Provisions and Changes in Births and Abortions," NBER Working Papers 10214, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
17. Ted Joyce & Diane Gibson & Silvie Colman, 2004. "The Changing Association Between Prenatal Participation in WIC and Birth Outcomes in New York City," NBER Working Papers 10796, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
18. Jean-Pierre Danthine & John B. Donaldson & Christos Giannikos & Hany Guirguis, 2004. "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," FAME Research Paper Series rp73, International Center for Financial Asset Management and Engineering. [Downloadable!]

2003

1. James R. Lothian & Liuren Wu, 2003. "Uncovered Interest Rate Parity Over the Past Two Centuries," International Finance 0311009, EconWPA. [Downloadable!]
2. Archishman Chakraborty & Rick Harbaugh, 2003. "Ordinal Cheap Talk," Claremont Colleges Working Papers 2003-05, Claremont Colleges. [Downloadable!]
3. Ted Joyce & Andrew Racine, 2003. "Chip Shots: Association Between the State Children's Health Insurance Programs and Immunization Coverage and Delivery," NBER Working Papers 9831, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
4. Danthine, Jean-Pierre & Donaldson, John B & Giannikos, Chrisos & Guirguis, Hany, 2003. "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," CEPR Discussion Papers 3697, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

2002

1. David Backus & Silverio Foresi & Liuren Wu, 2002. "Accouting for Biases in Black-Scholes," Finance 0207008, EconWPA. [Downloadable!]
2. David Backus & Silverio Foresi & Liuren Wu, 2002. "Contagion in Financial Markets," Finance 0207009, EconWPA. [Downloadable!]
3. Massoud Heidari & Liuren Wu, 2002. "Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives," Finance 0207010, EconWPA, revised 05 Sep 2002. [Downloadable!]
4. Peter Carr & Liuren Wu, 2002. "Time-Changed Levy Processes and Option Pricing," Finance 0207011, EconWPA. [Downloadable!]
5. Peter Carr & Liuren Wu, 2002. "The Finite Moment Log Stable Process and Option Pricing," Finance 0207012, EconWPA. [Downloadable!]
6. Massoud Heidari & Liuren WU, 2002. "Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?," Finance 0207013, EconWPA. [Downloadable!]
7. Markus Leippold & Liuren Wu, 2002. "Design and Estimation of Quadratic Term Structure Models," Finance 0207014, EconWPA. [Downloadable!]
8. Markus Leippold & Liuren Wu, 2002. "Asset Pricing Under The Quadratic Class," Finance 0207015, EconWPA. [Downloadable!]
9. Gautam Goswami & Milind Shrikhande & Liuren Wu, 2002. "A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs," Finance 0207016, EconWPA. [Downloadable!]
10. David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2002. "Time-Varying Arrival Rates of Informed and Uninformed Trades," Finance 0207017, EconWPA. [Downloadable!]
11. David Backus & Liuren Wu & Stanley Zin, 2002. "Markov Chain Approximations For Term Structure Models," Finance 0207018, EconWPA. [Downloadable!]
12. Peter Carr & Liuren Wu, 2002. "What Type of Process Underlies Options? A Simple Robust Test," Finance 0207019, EconWPA. [Downloadable!]
13. CITANNA, Alessandro & CHAKRABORTY, Archishman, 2002. "Occupational Choice, Incentives and Wealth Redistributions with Scarcity of Capital," Les Cahiers de Recherche 788, HEC Paris. [Downloadable!]
14. Archishman Chakraborty & Nandini Gupta & Rick Harbaugh, 2002. "Seller Cheap Talk in Common Value Auctions," Claremont Colleges Working Papers 2002-30, Claremont Colleges. [Downloadable!]
15. Archishman Chakraborty & Rick Harbaugh, 2002. "Credible Comparisons in Multi-Issue Bargaining," Claremont Colleges Working Papers 2002-04, Claremont Colleges. [Downloadable!]
16. Theodore Joyce & Robert Kaestner & Sanders Korenman, 2002. "Welfare Reform and Non-Marital Fertility in the 1990s: Evidence from Birth Records," NBER Working Papers 9406, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
17. Greg Coleman & Michael Grossman & Ted Joyce, 2002. "The Effect of Cigarette Excise Taxes on Smoking Before, During and After Pregnancy," NBER Working Papers 9245, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
18. Robert Kaestner & June O'Neill, 2002. "Has Welfare Reform Changed Teenage Behaviors?," NBER Working Papers 8932, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
19. Jean-Pierre Danthine & John B. Donaldson & Christos Giannikos & Hany Guirguis, 2002. "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 02.17, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]

2001

1. CITANNA, Alessandro & CHAKRABORTY, Archishman, 2001. "Occupational Choice, incentives and wealth distribution," Les Cahiers de Recherche 720, HEC Paris. [Downloadable!]
2. Ted Joyce, 2001. "Did Legalized Abortion Lower Crime?," NBER Working Papers 8319, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

2000

1. Christiansen, Charlotte & Strunk Hansen, Charlotte, 2000. "Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model," Finance Working Papers 00-1, University of Aarhus, Aarhus School of Business, Department of Business Studies.
2. Archishman Chakraborty & Nandini Gupta & Rick Harbaugh, 2000. "Best Foot Forward or Best for Last in a Sequential Auction?," Claremont Colleges Working Papers 2000-43, Claremont Colleges. [Downloadable!]
3. Archishman Chakraborty & Nandini Gupta & Rick Harbaugh, 2000. "First Impressions in a Sequential Auction," Econometric Society World Congress 2000 Contributed Papers 1705, Econometric Society. [Downloadable!]

1999

1. Markus Leippold & Liuren Wu, 1999. "The Potential Approach to Bond and Currency Pricing," Finance 9903004, EconWPA. [Downloadable!]
2. David K. Backus & Chris I. Telmer & Liuren Wu, 1999. "Design and Estimation of Affine Yield Models," GSIA Working Papers 2000-E17, Carnegie Mellon University, Tepper School of Business. [Downloadable!]
3. David K. Backus & Chris I. Telmer & Liuren Wu, 1999. "Design and Estimation of Affine Yield Models," GSIA Working Papers 5, Carnegie Mellon University, Tepper School of Business. [Downloadable!]
4. Robert Kaestner & Theodore Joyce & Andrew Racine, 1999. "Does Publicly Provided Health Insurance Improve the Health of Low-Income Children in the United States," NBER Working Papers 6887, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

1998

1. David Backus & Silverio Foresi & Abon Mozumdar & Liuren Wu, 1998. "Predictable Changes in Yields and Forward Rates," NBER Working Papers 6379, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

1997

1. David Backus & Silverio Foresi & Liuren Wu, 1997. "Macroeconomic Foundations of Higher Moments in Bond Yields," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-10, New York University, Leonard N. Stern School of Business-.
2. Theodore Joyce, 1997. "Impact of Augmented Prenatal Care on Birth Outcomes of Medicaid Recipients in New York City," NBER Working Papers 6029, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

1996

1. Robert Kaestner & Theodore Joyce & Hassan Wehbeh, 1996. "The Effect of Maternal Drug Use on Birth Weight: Measurement Error in Binary Variables," NBER Working Papers 5434, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

1995

1. Theodore Joyce & Robert Kaestner, 1995. "State Reproductive Policies and Adolescent Pregnancy Resolution: The Case of Parental Involvement Laws," NBER Working Papers 5354, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Theodore Joyce, 1995. "Self-Selection, Prenatal Care, and Birthweight Among Blacks, Whites and Hispanics in New York City," NBER Working Papers 3549, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
3. Jérôme B. Detemple & Christos I. Giannikos, 1995. "Asset and Commodity Prices with Multiattribute Durable Goods," CIRANO Working Papers 95s-47, CIRANO. [Downloadable!]

1994

1. Theodore Joyce & Andrew D. Racine & Sandra McCalla & Hassan Wehbeh, 1994. "The Impact of Prenatal Exposure to Cocaine on Newborn Costs and Length of Stay," NBER Working Papers 4673, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

1993

1. Theodore Joyce & Andrew D. Racine & Naci Mocan, 1993. "The Consequences and Costs of Maternal Substance Abuse in New York City," NBER Working Papers 3987, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Theodore J. Joyce & Naci H. Mocan, 1993. "Unemployment and Infant Health: Times-Series Evidence from the State of Tennessee," NBER Working Papers 3694, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

1991

1. Michael Grossman & Theodore J. Joyce, 1991. "Unobservables, Pregnancy Resolutions, and Birthweight Production Functions in New York City," NBER Working Papers 2746, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Theodore Joyce & Michael Grossman, 1991. "The Dynamic Relationship between Low Birthweight and Induced Abortion in New York City: An Aggregate Time-Series Analysis," NBER Working Papers 3211, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

1990

1. Theodore J. Joyce, 1990. "A Time-Series Analysis of Unemployment and Health: The Case of Birth Outcomes in New York City," NBER Working Papers 2834, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Theodore J. Joyce & Naci H. Mocan, 1990. "The Impact of a Ban on Legalized Abortion on Adolescent Childbearing in New York City," NBER Working Papers 3002, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
3. Theodore J. Joyce & Michael Grossman, 1990. "Pregnancy Resolution as an Indicator of Wantedness and its Impact on the Initiation of Early Prenatal Care," NBER Working Papers 2827, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

1989

1. Theodore J. Joyce & Michael Grossman & Fred Goldman, 1989. "An Assessment of the Benefits of Air Pollution Control: The Case of Infant Health," NBER Working Papers 1928, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

1988

1. Theodore J. Joyce, 1988. "The Demand for Health Inputs and Their Impact on the Black Neonatal Mortality Rate in the U.S," NBER Working Papers 1966, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Hope Corman & Theodore Joyce & Michael Grossman, 1988. "A Cost-Effectiveness Analysis of Strategies to Reduce Infant Mortality," NBER Working Papers 2346, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
3. Hope Corman & Michael Grossman & Theodore J. Joyce, 1988. "Demographic Analysis of Birthweight-Specific Neonatal Mortality," NBER Working Papers 2804, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

1987

1. Theodore J. Joyce, 1987. "The Impact of Induced Abortion on Birth Outcomes in the U.S," NBER Working Papers 1757, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Hope Corman & Theodore J. Joyce & Michael Grossman, 1987. "Birth Outcome Production Functions in the U.S," NBER Working Papers 1729, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

Undated

1. Archishman Chakraborty & Bilge Yilmaz, . "Nested Information and Manipulation in Financial Markets," Rodney L. White Center for Financial Research Working Papers 6-00, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
2. Archishman Chakraborty & Alessandro Citanna, . "Occupational choice, incentives and wealth distribution," GSIA Working Papers 225, Carnegie Mellon University, Tepper School of Business.
3. Archishman Chakraborty & Alessandro Citanna, . "Moral hazard and nominal, linear contracts," GSIA Working Papers 224, Carnegie Mellon University, Tepper School of Business.
4. Archishman Chakraborty & Bilge Yilmaz, . "Informed Manipulation," Rodney L. White Center for Financial Research Working Papers 7-00, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
5. Archishman Chakraborty & Bilge Yilmaz, . "Informed Manipulation," Rodney L. White Center for Financial Research Working Papers 07-00, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
6. Archishman Chakraborty & Bilge Yilmaz, . "Nested Information and Manipulation in Financial Markets," Rodney L. White Center for Financial Research Working Papers 06-00, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]

Journal articles

2009

1. Peter Carr & Liuren Wu, 2009. "Variance Risk Premiums," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(3), pages 1311-1341, March. [Downloadable!] (restricted)
2. Chakraborty, Suparna, 2009. "The boom and the bust of the Japanese economy: A quantitative look at the period 1980-2000," Japan and the World Economy, Elsevier, vol. 21(1), pages 116-131, January. [Downloadable!] (restricted)
3. Ghent, Andra C., 2009. "Comparing DSGE-VAR forecasting models: How big are the differences?," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 864-882, April. [Downloadable!] (restricted)

2008

1. Bakshi, Gurdip & Carr, Peter & Wu, Liuren, 2008. "Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies," Journal of Financial Economics, Elsevier, vol. 87(1), pages 132-156, January. [Downloadable!] (restricted)
2. Tsong-Yue Lai & Kerry Vandell & Ko Wang & Gerd Welke, 2008. "Estimating Property Values by Replication: An Alternative to the Traditional Grid and Regression Methods," Journal of Real Estate Research, American Real Estate Society, vol. 30(4), pages 441-460. [Downloadable!]

2007

1. Carr, Peter & Wu, Liuren, 2007. "Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2383-2403, August. [Downloadable!] (restricted)
2. Mo, Henry & Wu, Liuren, 2007. "International capital asset pricing: Evidence from options," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 465-498, September. [Downloadable!] (restricted)
3. Carr, Peter & Wu, Liuren, 2007. "Stochastic skew in currency options," Journal of Financial Economics, Elsevier, vol. 86(1), pages 213-247, October. [Downloadable!] (restricted)
4. Rose Lai & Ko Wang & Jing Yang, 2007. "Stickiness of Rental Rates and Developers’ Option Exercise Strategies," The Journal of Real Estate Finance and Economics, Springer, vol. 34(1), pages 159-188, January. [Downloadable!] (restricted)
5. Hany S. Guirguis & Christos I. Giannikos, 2007. "A note on the effect of expected changes in monetary policy on long-term interest rates," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 99-114, May. [Downloadable!] (restricted)

2006

1. Liuren Wu, 2006. "Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns," Journal of Business, University of Chicago Press, vol. 79(3), pages 1445-1474, May. [Downloadable!]
2. Richard Holowczak & Yusif Simaan & Liuren Wu, 2006. "Price discovery in the U.S. stock and stock options markets: A portfolio approach," Review of Derivatives Research, Springer, vol. 9(1), pages 37-65, January. [Downloadable!] (restricted)
3. Bali, Turan G. & Wu, Liuren, 2006. "A comprehensive analysis of the short-term interest-rate dynamics," Journal of Banking & Finance, Elsevier, vol. 30(4), pages 1269-1290, April. [Downloadable!] (restricted)
4. Ko Wang & Yuqing Zhou, 2006. "Equilibrium Real Options Exercise Strategies with Multiple Players: The Case of Real Estate Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 34(1), pages 1-49, 03. [Downloadable!] (restricted)

2005

1. Su Han Chan & Wai-Kin Leung & Ko Wang, 2005. "Changes in REIT Structure and Stock Performance: Evidence from the Monday Stock Anomaly," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 33(1), pages 89-120, 03. [Downloadable!] (restricted)
2. Chakraborty, Archishman & Citanna, Alessandro, 2005. "Occupational choice, incentives and wealth distribution," Journal of Economic Theory, Elsevier, vol. 122(2), pages 206-224, June. [Downloadable!] (restricted)
3. O'Neill, June Ellenoff, 2005. "Comments on "Is there racism in economic research?"," European Journal of Political Economy, Elsevier, vol. 21(3), pages 775-780, September. [Downloadable!] (restricted)

2004

1. Carr, Peter & Wu, Liuren, 2004. "Time-changed Levy processes and option pricing," Journal of Financial Economics, Elsevier, vol. 71(1), pages 113-141, January. [Downloadable!] (restricted)
2. Jing-zhi Huang & Liuren Wu, 2004. "Specification Analysis of Option Pricing Models Based on Time-Changed Lévy Processes," Journal of Finance, American Finance Association, vol. 59(3), pages 1405-1440, 06. [Downloadable!] (restricted)
3. Su Han Chan & Wai-Kin Leung & Ko Wang, 2004. "The Impact of Institutional Investors on the Monday Seasonal," Journal of Business, University of Chicago Press, vol. 77(4), pages 967-986, October. [Downloadable!]
4. Rose Neng Lai & Ko Wang & Yuqing Zhou, 2004. "Sale before Completion of Development: Pricing and Strategy," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(2), pages 329-357, 06. [Downloadable!] (restricted)
5. Chakraborty, Archishman & Yilmaz, Bilge, 2004. "Informed manipulation," Journal of Economic Theory, Elsevier, vol. 114(1), pages 132-152, January. [Downloadable!] (restricted)
6. Chakraborty, Archishman & Yilmaz, Bilge, 2004. "Manipulation in market order models," Journal of Financial Markets, Elsevier, vol. 7(2), pages 187-206, February. [Downloadable!] (restricted)
7. Danthine, Jean-Pierre & Donaldson, John B. & Giannikos, Christos & Guirguis, Hany, 2004. "On the consequences of state dependent preferences for the pricing of financial assets," Finance Research Letters, Elsevier, vol. 1(3), pages 143-153, September. [Downloadable!] (restricted)
8. Hany Guirguis & Christos Giannikos & Randy Anderson, 2004. "The US Housing Market: Asset Pricing Forecasts Using Time Varying Coefficients," The Journal of Real Estate Finance and Economics, Springer, vol. 30(1), pages 33-53, October. [Downloadable!] (restricted)

2003

1. Wu, Liuren, 2003. " Jumps and Dynamic Asset Allocation," Review of Quantitative Finance and Accounting, Springer, vol. 20(3), pages 207-43, May. [Downloadable!] (restricted)
2. Peter Carr & Liuren Wu, 2003. "The Finite Moment Log Stable Process and Option Pricing," Journal of Finance, American Finance Association, vol. 58(2), pages 753-778, 04. [Downloadable!] (restricted)
3. Peter Carr & Liuren Wu, 2003. "What Type of Process Underlies Options? A Simple Robust Test," Journal of Finance, American Finance Association, vol. 58(6), pages 2581-2610, December. [Downloadable!] (restricted)
4. Su Han Chan & Ko Wang & Jing Yang, 2003. "Pricing Factors in Real Estate Markets: A Simple Preference Based Approach," International Real Estate Review, Asian Real Estate Society, vol. 6(1), pages 102-120. [Downloadable!]
5. Chakraborty, Archishman & Harbaugh, Rick, 2003. "Cheap talk comparisons in multi-issue bargaining," Economics Letters, Elsevier, vol. 78(3), pages 357-363, March. [Downloadable!] (restricted)
6. Archishman Chakraborty & Bilge Yilmaz, 2003. "Multi-stage financing and the winner's curse," Economics Bulletin, Economics Bulletin, vol. 4(32), pages 1-8. [Downloadable!]
7. Colman, Greg & Grossman, Michael & Joyce, Ted, 2003. "The effect of cigarette excise taxes on smoking before, during and after pregnancy," Journal of Health Economics, Elsevier, vol. 22(6), pages 1053-1072, November. [Downloadable!] (restricted)
8. June O'Neill, 2003. "The Gender Gap in Wages, circa 2000," American Economic Review, American Economic Association, vol. 93(2), pages 309-314, May. [Downloadable!]

2002

1. Leippold, Markus & Wu, Liuren, 2002. "Asset Pricing under the Quadratic Class," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 37(02), pages 271-295, June. [Downloadable!]
2. Bent Jesper Christensen & Charlotte Strunk Hansen, 2002. "New evidence on the implied-realized volatility relation," European Journal of Finance, Taylor and Francis Journals, vol. 8(2), pages 187-205, June. [Downloadable!] (restricted)
3. Ko Wang & Leslie Young & Yuqing Zhou, 2002. "Nondiscriminating Foreclosure and Voluntary Liquidating Costs," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 15(3), pages 959-985.
4. Archishman Chakraborty, 2002. "Optimal Price Ceilings in a Common Value Auction," Economics Bulletin, Economics Bulletin, vol. 3, pages 1-7. [Downloadable!]
5. Giannikos, Christos I. & Ozenbas, Deniz, 2002. "Investment in real assets and information acquisition: the OCE preferences case," Economics Letters, Elsevier, vol. 77(1), pages 73-78, September. [Downloadable!] (restricted)

2001

1. Backus, David & Foresi, Silverio & Mozumdar, Abon & Wu, Liuren, 2001. "Predictable changes in yields and forward rates," Journal of Financial Economics, Elsevier, vol. 59(3), pages 281-311, March. [Downloadable!] (restricted)
2. Su H. Chan & Mark H. Stohs & Ko Wang, 2001. "Are Real Estate IPOs a Different Species? Evidence from Hong Kong IPOs," Journal of Real Estate Research, American Real Estate Society, vol. 21(3), pages 337-356. [Downloadable!]
3. Tsong-Yue Lai & Hin Man Mak & Ko Wang, 2001. "Asset Pricing Model with Short-Sale Restrictions: The Case of Asian Property Markets," International Real Estate Review, Asian Real Estate Society, vol. 4(1), pages 43-56. [Downloadable!]
4. June O'Neill, 2001. "Changing caseloads: macro influences and micro composition - commentary," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 57-59. [Downloadable!]
5. Giannikos, Christos I., 2001. "A note on demand for information: the OCE preferences case," Economics Letters, Elsevier, vol. 71(3), pages 355-358, June. [Downloadable!] (restricted)

2000

1. Ko Wang & Yuqing Zhou & Su Han Chan & K. W. Chau, 2000. "Over-Confidence and Cycles in Real Estate Markets: Cases in Hong Kong and Asia," International Real Estate Review, Asian Real Estate Society, vol. 3(1), pages 93-108. [Downloadable!]
2. Ko Wang & Yuqing Zhou, 2000. "Overbuilding: A Game-Theoretic Approach," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 28(3), pages 493-522. [Downloadable!] (restricted)

1999

1. Neng Lai & Ko Wang, 1999. "Land-Supply Restrictions, Developer Strategies and Housing Policies: The Case in Hong Kong," International Real Estate Review, Asian Real Estate Society, vol. 2(1), pages 143-159. [Downloadable!]
2. Joyce, Theodore, 1999. "Impact of augmented prenatal care on birth outcomes of Medicaid recipients in New York City," Journal of Health Economics, Elsevier, vol. 18(1), pages 31-67, January. [Downloadable!] (restricted)

1998

1. Su Han Chan & Shin-Hering Michelle Chu & George H. Lentz & Ko Wang, 1998. "Intra-Project Externality and Layout Variables in Residential Condominium Appraisals," Journal of Real Estate Research, American Real Estate Society, vol. 15(2), pages 131-146. [Downloadable!]
2. George H. Lentz & Ko Wang, 1998. "Residential Appraisal and the Lending Process: A Survey of Issues," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 11-40. [Downloadable!]
3. Su Han Chan & Wai Kin Leung & Ko Wang, 1998. "Institutional Investment in REITs: Evidence and Implications," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 357-374. [Downloadable!]
4. Tsong-Yue Lai & Ko Wang, 1998. "Appraisal Smoothing: The Other Side of the Story," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 26(3), pages 511-535. [Downloadable!] (restricted)

1997

1. Wang, Ko & Li, Yuming & Erickson, John, 1997. " A New Look at the Monday Effect," Journal of Finance, American Finance Association, vol. 52(5), pages 2171-86, December. [Downloadable!] (restricted)
2. Ko Wang & John Erickson, 1997. "The Stock Performance of Securitized Real Estate and Master Limited Partnerships," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 25(2), pages 295-319. [Downloadable!] (restricted)
3. June O'Neill & Nachum Sicherman, 1997. "Earning Patterns and Changes in Economics and Other Sciences," Eastern Economic Journal, Eastern Economic Association, vol. 23(4), pages 395-409, Fall. [Downloadable!]

1996

1. Tsong-Yue Lai & Ko Wang, 1996. "Comparing the Accuracy of the Minimum-Variance Grid Method to Multiple Regression in Appraised Value Estimates," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 24(4), pages 531-549. [Downloadable!] (restricted)
2. Joyce, Theodore & Kaestner, Robert, 1996. "State reproductive policies and adolescent pregnancy resolution: The case of parental involvement laws," Journal of Health Economics, Elsevier, vol. 15(5), pages 579-607, October. [Downloadable!] (restricted)
3. Kaestner, Robert & Joyce, Theodore & Wehbeh, Hassan, 1996. "The Effect of Maternal Drug Use on Birth Weight: Measurement Error in Binary Variables," Economic Inquiry, Oxford University Press, vol. 34(4), pages 617-29, October.
4. Detemple, Jerome B. & Giannikos, Christos I., 1996. "Asset and commodity prices with multi-attribute durable goods," Journal of Economic Dynamics and Control, Elsevier, vol. 20(8), pages 1451-1504, August. [Downloadable!] (restricted)

1995

1. Ko Wang & John Erickson & Su Han Chan, 1995. "Does the REIT Stock Market Resemble the General Stock Market?," Journal of Real Estate Research, American Real Estate Society, vol. 10(4), pages 445-460. [Downloadable!]
2. Yuming Li & Ko Wang, 1995. "The Predictability of REIT Returns and Market Segmentatio," Journal of Real Estate Research, American Real Estate Society, vol. 10(4), pages 471-482. [Downloadable!]
3. Ko Wang & John Erickson & George Gau & Su Han Chan, 1995. "Market Microstructure and Real Estate Returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 23(1), pages 85-100. [Downloadable!] (restricted)
4. Chan, Su Han & Gau, George W. & Wang, Ko, 1995. "Stock Market Reaction to Capital Investment Decisions: Evidence from Business Relocations," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 30(01), pages 81-100, March. [Downloadable!]

1994

1. Gau, George W & Wang, Ko, 1994. "The Tax-Induced Holding Periods of Real Estate Investors: Theory and Empirical Evidence," The Journal of Real Estate Finance and Economics, Springer, vol. 8(1), pages 71-85, January.
2. George W. Gau & Tsong-Yue Lai & Ko Wang, 1994. "A Further Discussion of Optimal Comparable Selection and Weighting, and a Response to Green," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 22(4), pages 655-663. [Downloadable!] (restricted)

1993

1. Ko Wang & John Erickson & George W. Gau, 1993. "Dividend Policies and Dividend Announcement Effects for Real Estate Investment Trusts," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 21(2), pages 185-201. [Downloadable!] (restricted)
2. O'Neill, June & Polachek, Solomon, 1993. "Why the Gender Gap in Wages Narrowed in the 1980s," Journal of Labor Economics, University of Chicago Press, vol. 11(1), pages 205-28, January. [Downloadable!] (restricted)

1992

1. Terry V. Grissom & Ko Wang & James R. Webb, 1992. "The Spatial Equilibrium of Intra-Regional Rates of Return and the Implications for Real Estate Portfolio Diversification," Journal of Real Estate Research, American Real Estate Society, vol. 7(1), pages 59-72. [Downloadable!]
2. Wang, Ko & Chan, Su Han & Gau, George W., 1992. "Initial public offerings of equity securities *1: Anomalous evidence using REITs," Journal of Financial Economics, Elsevier, vol. 31(3), pages 381-410, June. [Downloadable!] (restricted)
3. Tsong-Yue Lai & Ko Wang & Su Han Chan & Daniel C. Lee, 1992. "A Note on Optimal Portfolio Selection and Diversification Benefits with a Short Sale Restriction on Real Estate Assets," Journal of Real Estate Research, American Real Estate Society, vol. 7(4), pages 493-501. [Downloadable!]
4. George W. Gau & Tsong-Yue Lai & Ko Wang, 1992. "Optimal Comparable Selection and Weighting in Real Property Valuation: An Extension," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 20(1), pages 107-123. [Downloadable!] (restricted)
5. Joyce, Theodore & Racine, Andrew D. & Mocan, Naci, 1992. "The consequences and costs of maternal substance abuse in New York City : A pooled time-series, cross-section analysis," Journal of Health Economics, Elsevier, vol. 11(3), pages 297-314, October. [Downloadable!] (restricted)

1991

1. Wang, Ko & Grissom, Terry V. & Webb, James R. & Spellman, Lewis, 1991. "The impact of rental properties on the value of single-family residences," Journal of Urban Economics, Elsevier, vol. 30(2), pages 152-166, September. [Downloadable!] (restricted)
2. George W. Gau & Ko Wang, 1991. "A Further Examination of Appraisal Data and the Potential Bias in Real Estate Return Indexes: "Reply"," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 19(1), pages 113-116. [Downloadable!] (restricted)

1990

1. Ko Wang & James R. Webb & Suzanne Cannon, 1990. "Estimating Project-Specific Absorption," Journal of Real Estate Research, American Real Estate Society, vol. 5(1), pages 107-116. [Downloadable!]
2. Ko Wang & Terry V. Grissom & Su Han Chan, 1990. "The Functional Relationships and Use of Going-In and Going-Out Capitalization Rates," Journal of Real Estate Research, American Real Estate Society, vol. 5(2), pages 231-246. [Downloadable!]
3. George W. Gau & Ko Wang, 1990. "Capital Structure Decisions in Real Estate Investment," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 18(4), pages 501-521. [Downloadable!] (restricted)
4. George W. Gau & Ko Wang, 1990. "A Further Examination of Appraisal Data and the Potential Bias in Real Estate Return Indexes," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 18(1), pages 40-48. [Downloadable!] (restricted)
5. Grossman, Michael & Joyce, Theodore J, 1990. "Unobservables, Pregnancy Resolutions, and Birth Weight Production Functions in New York City," Journal of Political Economy, University of Chicago Press, vol. 98(5), pages 983-1007, October. [Downloadable!] (restricted)
6. Joyce, Theodore & Grossman, Michael, 1990. "The dynamic relationship between low birthweight and induced abortion in New York City : An aggregate time-series analysis," Journal of Health Economics, Elsevier, vol. 9(3), pages 273-288, November. [Downloadable!] (restricted)
7. Joyce, Theodore, 1990. "A time-series analysis of unemployment and health : The case of birth outcomes in New York city," Journal of Health Economics, Elsevier, vol. 8(4), pages 419-436, February. [Downloadable!] (restricted)
8. O'Neill, June, 1990. "The Role of Human Capital in Earnings Differences between Black and White Men," Journal of Economic Perspectives, American Economic Association, vol. 4(4), pages 25-45, Fall. [Downloadable!] (restricted)

1989

1. Joyce, Theodore J. & Grossman, Michael & Goldman, Fred, 1989. "An assessment of the benefits of air pollution control: The case of infant health," Journal of Urban Economics, Elsevier, vol. 25(1), pages 32-51, January. [Downloadable!] (restricted)
2. O'Neill, June & Brien, Michael & Cunningham, James, 1989. "Effects of Comparable Worth Policy: Evidence from Washington State," American Economic Review, American Economic Association, vol. 79(2), pages 305-09, May. [Downloadable!] (restricted)

1987

1. Corman, Hope & Joyce, Theodore & Lovitch, Norman, 1987. "Crime, Deterrence and the Business Cycle in New York City: A VAR Approach," The Review of Economics and Statistics, MIT Press, vol. 69(4), pages 695-700, November. [Downloadable!] (restricted)
2. O'Neill, June A & Bassi, Laurie J & Wolf, Douglas A, 1987. "The Duration of Welfare Spells," The Review of Economics and Statistics, MIT Press, vol. 69(2), pages 241-48, May. [Downloadable!] (restricted)

1985

1. O'Neill, June, 1985. "The Trend in the Male-Female Wage Gap in the United States," Journal of Labor Economics, University of Chicago Press, vol. 3(1), pages S91-116, January. [Downloadable!] (restricted)

1981

1. O'Neill, June A, 1981. "A Time-Series Analysis of Women's Labor Force Participation," American Economic Review, American Economic Association, vol. 71(2), pages 76-80, May. [Downloadable!] (restricted)

This page was last updated on 2009-12-2.