IDEAS home Printed from https://ideas.repec.org/d/ifsjtcn.html

Publications

by members of

Shanghai Jiao Tong University → Shanghai Advanced Institute of Finance (SAIF)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters | Software components |

Working papers

2026

  1. Hui He & Yao Zhao & Dayong Zhou, 2026, "Stablecoins and Macroeconomic Stability: A DSGE Investigation," IMF Working Papers, International Monetary Fund, number 2026/129, Jun.

2024

  1. Viral V. Acharya & Qian Jun & Yang Su & Zhishu Yang, 2024, "Fiscal Stimulus, Deposit Competition, and the Rise of Shadow Banking: Evidence from China," NBER Working Papers, National Bureau of Economic Research, Inc, number 32034, Jan.

2022

  1. Leonid Kogan & Jun Li & Harold Zhang, 2022, "Operating Hedge and Gross Profitability Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 30241, Jul.

2021

  1. Lavender Yang & Nicholas Z. Muller & Pierre Jinghong Liang, 2021, "The Real Effects of Mandatory CSR Disclosure on Emissions: Evidence from the Greenhouse Gas Reporting Program," NBER Working Papers, National Bureau of Economic Research, Inc, number 28984, Jul.
  2. Hong, Claire Yurong & Lu, Xiaomeng & Pan, Jun, 2021, "FinTech adoption and household risk-taking," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 14/2021.

2020

  1. Claire Yurong Hong & Xiaomeng Lu & Jun Pan, 2020, "FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments," NBER Working Papers, National Bureau of Economic Research, Inc, number 28063, Nov.
  2. Hao Jiang & Dimitri Vayanos & Lu Zheng, 2020, "Passive Investing and the Rise of Mega-Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 28253, Dec.

2019

  1. Hui He & Lei Ning & Dongming Zhu, 2019, "The Impact of Rapid Aging and Pension Reform on Savings and the Labor Supply," IMF Working Papers, International Monetary Fund, number 2019/061, Mar.
  2. Hui He & Kevin X.D. Huang & Lei Ning, 2019, "Why Do Americans Spend So Much More on Health Care than Europeans? (REVISED)," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 19-00008, Apr.
  3. Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2019, "Security Analysis: An Investment Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 26060, Jul.
  4. Grace Xing Hu & Jun Pan & Jiang Wang & Haoxiang Zhu, 2019, "Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 25817, May.
  5. Zhe Geng & Jun Pan, 2019, "The SOE Premium and Government Support in China's Credit Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 26575, Dec.
  6. Claire Yurong Hong & Xiaomeng Lu & Jun Pan, 2019, "FinTech Platforms and Mutual Fund Distribution," NBER Working Papers, National Bureau of Economic Research, Inc, number 26576, Dec.

2018

  1. Ms. Longmei Zhang & Mr. R. Brooks & Ding Ding & Haiyan Ding & Hui He & Jing Lu & Rui Mano, 2018, "China’s High Savings: Drivers, Prospects, and Policies," IMF Working Papers, International Monetary Fund, number 2018/277, Dec.
  2. Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2018, "q⁵," NBER Working Papers, National Bureau of Economic Research, Inc, number 24709, Jun.
  3. Grace Xing Hu & Jun Pan & Jiang Wang, 2018, "Chinese Capital Market: An Empirical Overview," NBER Working Papers, National Bureau of Economic Research, Inc, number 24346, Feb.

2017

  1. Hui He & Hanya Li & Jinfan Zhang, 2017, "Does the Stock Market Boost Firm Innovation?: Evidence from Chinese Firms," IMF Working Papers, International Monetary Fund, number 2017/147, Jun.
  2. Kewei Hou & Chen Xue & Lu Zhang, 2017, "Replicating Anomalies," NBER Working Papers, National Bureau of Economic Research, Inc, number 23394, May.
  3. Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2017, "The Economics of Value Investing," NBER Working Papers, National Bureau of Economic Research, Inc, number 23563, Jun.

2016

  1. Chun Chang & Zheng Liu & Mark M. Spiegel & Jingyi Zhang, 2016, "Reserve Requirements and Optimal Chinese Stabilization Policy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2016-10, Jun, DOI: 10.24148/wp2016-10.
  2. Haiyan Ding & Hui He, 2016, "A Tale of Transition: An Empirical Analysis of Economic Inequality in Urban China, 1986–2009," IMF Working Papers, International Monetary Fund, number 2016/239, Dec.
  3. Hui He & Ms. Nan Li & Jing Fang, 2016, "China’s Rising IQ (Innovation Quotient) and Growth: Firm-level Evidence," IMF Working Papers, International Monetary Fund, number 2016/249, Dec.
  4. Zheng Sun & Ashley W. Wang & Lu Zheng, 2016, "Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-030, Mar, DOI: 10.17016/FEDS.2016.030.

2015

  1. Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015, "Trends and cycles in China's macroeconomy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-5, Jun.
  2. Kevin x.d. Huang & Hui He, 2015, "Why Do Americans Spend So Much More on Health Care than Europeans?," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 15-00003, Apr.
  3. Jia Chen & Kewei Hou & René M. Stulz, 2015, "Are Firms in "Boring" Industries Worth Less?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20880, Jan.
  4. Hang Bai & Kewei Hou & Howard Kung & Lu Zhang, 2015, "The CAPM Strikes Back? An Investment Model with Disasters," NBER Working Papers, National Bureau of Economic Research, Inc, number 21016, Mar.
  5. Grace Xing Hu & Jun Pan & Jiang Wang, 2015, "Tri-Party Repo Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 21502, Aug.
  6. Kaniel, Ron & Yan, Hong & Carlson, Murray & Chapman, David A., 2015, "Asset Return Predictability in a Heterogeneous Agent Equilibrium Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 10328, Jan.

2014

  1. Chang, C-L. & Chen, W. & McAleer, M.J., 2014, "Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-19, Jun.
  2. He, Hui & Huang, Kevin X. D. & Hung, Sheng-Ti, 2014, "Are Recessions Good for Your Health? When Ruhm Meets GHH," Dynare Working Papers, CEPREMAP, number 31, Jan.
  3. Hui He & Feng Huang & Zheng Liu & Dongming Zhu, 2014, "Breaking the “Iron Rice Bowl” and Precautionary Swings: Evidence from Chinese State-Owned Enterprises Reform," Working Paper Series, Federal Reserve Bank of San Francisco, number 2014-4, Jan, DOI: 10.24148/wp2014-04.
  4. Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2014, "Which Factors?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20682, Nov.
  5. Charles Cao & Bing Liang & Andrew W. Lo & Lubomir Petrasek, 2014, "Hedge fund holdings and stock market efficiency," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-36, May.
  6. Allen, Franklin & Carletti, Elena & Cull, Robert & Jun Qian & Senbet, Lemma & Valenzuela, Patricio, 2014, "The African financial development and financial inclusion gaps," Policy Research Working Paper Series, The World Bank, number 7019, Sep.
  7. Edward Denbee & Christian Julliard & Ye Li & Kathy Yuan, 2014, "Network Risk and Key Players: A Structural Analysis of Interbank Liquidity," FMG Discussion Papers, Financial Markets Group, number dp734.
  8. Yuan, Kathy & Ozdenoren, Emre, 2014, "Endogenous Contractual Externalities," CEPR Discussion Papers, Centre for Economic Policy Research, number 10052, Jul.

2013

  1. Chun Chang & Zheng Liu & Mark M. Spiegel, 2013, "Capital controls and optimal Chinese monetary policy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2012-13.
  2. Sheng-Ti Hung & Kevin X.D. Huang & Hui He, 2013, "Substituting Leisure for Health Expenditure: A General Equilibrium-Based Empirical Investigation," 2013 Meeting Papers, Society for Economic Dynamics, number 1310.
  3. Hui He & Kevin x.d. Huang, 2013, "Why Do Americans Spend So Much More on Health Care than Europeans?--A General Equilibrium Macroeconomic Analysis," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 13-00005, Mar.
  4. Bao, Jack & Hou, Kewei, 2013, "Comovement of Corporate Bonds and Equities," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-11, Jul.
  5. Allen, Franklin & Carletti, Elena & Cull, Robert & Qian, Jun & Senbet, Lemma & Valenzuela, Patricio, 2013, "Improving access to banking : evidence from Kenya," Policy Research Working Paper Series, The World Bank, number 6593, Sep.
  6. Tan Wang & Tony S. Wirjanto, 2013, "Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment," Working Paper series, Rimini Centre for Economic Analysis, number 31_13, May.
  7. Andrew Ang & Richard C. Green & Yuhang Xing, 2013, "Advance Refundings of Municipal Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 19459, Sep.
  8. Clemens Sialm & Zheng Sun & Lu Zheng, 2013, "Home Bias and Local Contagion: Evidence from Funds of Hedge Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 19570, Oct.

2012

  1. Hou, Kewei & Xue, Chen & Zhang, Lu, 2012, "Digesting Anomalies: An Investment Approach," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2012-21, Dec.
  2. Hou, Kewei & Loh, Roger, 2012, "Have We Solved the Idiosyncratic Volatility Puzzle?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2012-28, Dec.
  3. ALLEN, Franklin & CARLETTI, Elena & CULL, Robert & QIAN, Jun & SENBET, Lemma & VALENZUELA, Patricio, 2012, "Resolving the African Financial Development Gap: Cross-country comparisons and a within-country study of Kenya," Economics Working Papers, European University Institute, number ECO2012/15.
  4. Franklin Allen & Jun QJ Qian & Chenying Zhang & Mengxin Zhao, 2012, "China's Financial System: Opportunities and Challenges," NBER Working Papers, National Bureau of Economic Research, Inc, number 17828, Feb.
  5. Giannetti, Mariassunta & Yu, Xiaoyun & Liao, Guanmin, 2012, "The Brain Gain of Corporate Boards: A Natural Experiment from China," CEPR Discussion Papers, Centre for Economic Policy Research, number 9190, Oct.
  6. Emre Ozdenoren & Kathy Yuan, 2012, "Stock Market Tournaments," FMG Discussion Papers, Financial Markets Group, number dp706, Jul.
  7. Chongyang Chen & Zhonglan Dai & Douglas A. Shackelford & Harold H. Zhang, 2012, "Does Financial Constraint Affect Shareholder Taxes and the Cost of Equity Capital?," Working Papers, Oxford University Centre for Business Taxation, number 1202.

2011

  1. Sheng-Ti Hung & Hui He, 2011, "Are Recessions Good for Your Health? A Macroeconomic Analysis," 2011 Meeting Papers, Society for Economic Dynamics, number 1178.
  2. Jie (Jack) He & Jun 'QJ' Qian & Philip E. Strahan, 2011, "Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-backed Securities," NBER Working Papers, National Bureau of Economic Research, Inc, number 17238, Jul.

2010

  1. James A. Brander & Qianqian Du & Thomas F. Hellmann, 2010, "The Effects of Government-Sponsored Venture Capital: International Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 16521, Nov.
  2. Hui He & Hao Zhang, 2010, "A Note on a Rapid Grid Search Method for Solving Dynamic Programming Problems in Economics," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201017, Sep.
  3. Timothy Halliday & Hui He & Hao Zhang, 2010, "Health Investment over the Life-Cycle," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201020, Nov.
  4. Hou, Kewei & van Dijk, Mathijs A. & Zhang, Yinglei, 2010, "The Implied Cost of Capital: A New Approach," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2010-4, Feb.
  5. Hou, Kewei & van Dijk, Mathijs A., 2010, "Profitability Shocks and the Size EFfect in the Cross-Section of Expected Stock Return," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2010-1, Jan.
  6. Nengjiu Ju & Jianjun Miao, 2010, "Ambiguity, Learning, and Asset Returns," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 438, Nov.
  7. Bao, Jack & Pan, Jun, 2010, "Excess Volatility of Corporate Bonds," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2010-20, Oct.
  8. Xing Hu & Jun Pan & Jiang Wang, 2010, "Noise as Information for Illiquidity," NBER Working Papers, National Bureau of Economic Research, Inc, number 16468, Oct.
  9. Allen, Franklin & Carletti, Elena & Cull, Robert & Qian, Jun & Senbet, Lemma, 2010, "The African Financial Development Gap," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 10-18, Sep.
  10. Justin Azadivar & Max Shen & George Shanthikumar, 2010, "Dynamic Inventory Control with Satisfaction-Dependent Demand," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1249, Aug.
  11. Uppal, Raman & Boyle, Phelim & Wang, Tan & Garlappi, Lorenzo, 2010, "Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification," CEPR Discussion Papers, Centre for Economic Policy Research, number 7687, Feb.
  12. Huseyin Gulen & Yuhang Xing & Lu Zhang, 2010, "Value versus Growth: Time-Varying Expected Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 15993, May.
  13. Andrew Ang & Vineer Bhansali & Yuhang Xing, 2010, "Build America Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 16008, May.
  14. Kathy Yuan & Emre Ozdenoren & Itay Goldstein, 2010, "Trading Frenzies and Their Impact on Real Investment," 2010 Meeting Papers, Society for Economic Dynamics, number 94.
  15. Goldstein, Itay & Yuan, Kathy & Ozdenoren, Emre, 2010, "Learning and Complementarities: Implications for Speculative Attacks," CEPR Discussion Papers, Centre for Economic Policy Research, number 7651, Jan.
  16. Wenli Li & Michelle J. White & Ning Zhu, 2010, "Did Bankruptcy Reform Cause Mortgage Default to Rise?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15968, May.
  17. Wenli Li & Michelle J. White & Ning S. Zhu, 2010, "Did bankruptcy reform cause mortgage default rates to rise?," Working Papers, Federal Reserve Bank of Philadelphia, number 10-16.

2009

  1. Timothy J. Halliday & Hui He & Hao Zhang, 2009, "Health Investment over the Life-Cycle," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200910, Oct.
  2. Hui He, 2009, "What Drives the Skill Premium: Technological Change or Demographic Variation?," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200911, Mar.
  3. Hui He, 2009, "Why Have Girls Gone to College? A Quantitative Examination of the Female College Enrollment Rate in the United States: 1955-1980," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200912, Oct.
  4. Timmermann, Allan & Liu, Jun, 2009, "Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications," CEPR Discussion Papers, Centre for Economic Policy Research, number 7188, Mar.
  5. Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2009, "Trust and Delegation," NBER Working Papers, National Bureau of Economic Research, Inc, number 15529, Nov.

2008

  1. Hui Chen & Nengjiu Ju & Jianjun Miao, 2008, "Dynamic Asset Allocation with Ambiguous Return Predictability," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-179, Sep, revised Feb 2009.
  2. Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2008, "High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 13739, Jan.
  3. Andrew Ang & Vineer Bhansali & Yuhang Xing, 2008, "Taxes on Tax-Exempt Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 14496, Nov.
  4. Tang, Dragon Yongjun & Yan, Hong, 2008, "Market conditions, default risk and credit spreads," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2008,08.
  5. Michelle J. White & Ning Zhu, 2008, "Saving Your Home in Chapter 13 Bankruptcy," NBER Working Papers, National Bureau of Economic Research, Inc, number 14179, Jul.

2007

  1. Hui He & Zheng Liu, 2007, "Investment-specific technological change, skill accumulation, and wage inequality," Working Papers, Federal Reserve Bank of Minneapolis, number 644, DOI: 10.21034/wp.644.
  2. Hui He, 2007, "Skill Premium, Schooling Decisions, Skill-Biased Technological and Demographic Change: A Macroeconomic Analysis," 2007 Meeting Papers, Society for Economic Dynamics, number 226.
  3. Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong, 2007, "Accruals and Aggregate Stock Market Returns," MPRA Paper, University Library of Munich, Germany, number 5197, Sep.
  4. Andrew Ang & Jun Liu, 2007, "Risk, Return and Dividends," NBER Working Papers, National Bureau of Economic Research, Inc, number 12843, Jan.
  5. Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2007, "How Sovereign is Sovereign Credit Risk?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13658, Dec.
  6. Grace Lin & Yingdong Lu & David Yao, 2007, "Stochastic Knapsack Problem Revisited: Switch-Over Policies and Dynamic Pricing," Papers, arXiv.org, number 0708.1146, Aug.
  7. Giannetti, Mariassunta & Yu, Xiaoyun, 2007, "Favouritism or Markets in Capital Allocation?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6124, Feb.
  8. Yi-Tsung Lee & Yu-Jane Liu & Ning Zhu, 2007, "The Cost of Owning Employer Stocks: Lessons From Taiwan," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2007-24, Oct, revised Dec 2007.
  9. Cao, Henry & Han, Bing & Hirshleifer, David & Zhang, Harold, 2007, "Fear of the Unknown: Familiarity and Economic Decisions," MPRA Paper, University Library of Munich, Germany, number 6512.

2006

  1. Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong, 2006, "The Accrual Anomaly: Risk or Mispricing?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-3, Mar.
  2. Hou, Kewei & Karolyi, G. Andrew & Kho, Bong Chan, 2006, "What Factors Drive Global Stock Returns?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-9, May.
  3. Hou, Kewei & Peng, Lin & Xiong, Wei, 2006, "R2 and Price Inefficiency," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-23, Nov.
  4. Allen, Franklin & Chakrabarti, Rajesh & De, Sankar & Qian, Jun & Qian, Meijun, 2006, "Financing firms in India," Policy Research Working Paper Series, The World Bank, number 3975, Aug.
  5. Zhonglan Dai & Edward Maydew & Douglas A. Shackelford & Harold H. Zhang, 2006, "Capital Gains Taxes and Asset Prices: Capitalization or Lock-In?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12342, Jun.

2005

  1. Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong, 2005, "Aggregate Accruals and Stock Market Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-25, Nov.
  2. Hughes, John S & Liu, Jing & Liu, Jun, 2005, "Information, Diversification, and Cost of Capital," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt82j2d59r, Mar.
  3. Garmaise, Mark J & Liu, Jun, 2005, "Corruption, Firm Governance, and the Cost of Capital," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt29403706, Feb.
  4. Jun Qian & Philip E. Strahan, 2005, "How Law and Institutions Shape Financial Contracts: The Case of Bank Loans," NBER Working Papers, National Bureau of Economic Research, Inc, number 11052, Jan.
  5. Uppal, Raman & Wang, Tan & Garlappi, Lorenzo, 2005, "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 5148, Jul.
  6. Geert Bekaert & Eric Engstrom & Yuhang Xing, 2005, "Risk, uncertainty, and asset prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-40.
  7. Andrew Ang & Joseph Chen & Yuhang Xing, 2005, "Downside Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11824, Dec.
  8. Ljungqvist, Alexander & Marston, Felicia & Yan, Hong & Starks, Laura T & Wei, Kelsey D., 2005, "Conflicts of Interest in Sell-Side Research and the Moderating Role of Institutional Investors," CEPR Discussion Papers, Centre for Economic Policy Research, number 5001, Apr.
  9. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005, "Unobserved Actions of Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 11766, Nov.

2004

  1. Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong & Zhang, Yinglei, 2004, "Do Investors Overvalue Firms with Bloated Balance Sheets?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-18, Sep.
  2. Liu, Jun & Longstaff, Francis A. & Mandell, Ravit E., 2004, "The Market Price Of Risk In Interest Rate Swaps: The Roles Of Default And Liquidity Risks," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt5z42g22g, May.
  3. Liu, Jun & Peleg, Ehud & Subrahmanyam, Avanidhar, 2004, "The Value of Private Information," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt71t9z3w3, Aug.
  4. Stephen J. Brown & William N. Goetzmann & Bing Liang, 2004, "Fees on Fees in Funds of Funds," Yale School of Management Working Papers, Yale School of Management, number ysm18, Mar.
  5. Jun Pan & Allen Poteshman, 2004, "The Information of Option Volume for Future Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 10925, Nov.
  6. Vayanos, Dimitri & Wang, Tan, 2004, "Search and endogenous concentration of liquidity in asset markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 455, Aug.
  7. Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2004, "The Cross-Section of Volatility and Expected Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 10852, Oct.
  8. William N. Goetzmann & Andrey Ukhov & Ning Zhu, 2004, "China and the World Financial Markets 1870-1930:," Yale School of Management Working Papers, Yale School of Management, number ysm9, Feb.
  9. Ravi Dhar & William Goetzmann & Ning Zhu & EFA Moscow, 2004, "The Impact of Clientele Changes: Evidence from Stock Splits," Yale School of Management Working Papers, Yale School of Management, number ysm369, Dec, revised 01 Sep 2009.
  10. Arturo Bris & William N. Goetzmann & Ning Zhu, 2004, "Efficiency and the Bear: Short Sales and Markets around the World," Yale School of Management Working Papers, Yale School of Management, number ysm15, Mar.
  11. Arturo Bris & William Goetzmann & Ning Zhu, 2004, "Short-Sales in Global Perspective," Yale School of Management Working Papers, Yale School of Management, number ysm453, Jan, revised 01 Sep 2009.
  12. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2004, "On the Industry Concentration of Actively Managed Equity Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 10770, Sep.

2003

  1. Andrew Ang & Jun Liu, 2003, "How to Discount Cashflows with Time-Varying Expected Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 10042, Oct.
  2. Liu, Jun & Pan, Jun, 2003, "Dynamic Derivative Strategies," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 4334-02, Sep.
  3. Nandini Gupta & Kathy Yuan, 2003, "Financial Dependence, Stock Market Liberalizations, and Growth," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-562, Jun.
  4. Ning Zhu, 2003, "Is Cash Auction Procedure a Bargain? Evidence from U.S. Bankruptcy Courts," Yale School of Management Working Papers, Yale School of Management, number ysm370, May, revised 01 Sep 2009.
  5. Gina Nicolosi & Liang Peng & Ning Zhu, 2003, "Do Individual Investors Learn from Their Trading Experience?," Yale School of Management Working Papers, Yale School of Management, number ysm439, Nov, revised 01 Sep 2009.

2002

  1. Nengjiu Ju & Robert Parrino & Allen M. Poteshman & Michael S. Weisbach, 2002, "Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholder and Manager Perspectives," NBER Working Papers, National Bureau of Economic Research, Inc, number 9327, Nov.
  2. Matthias Kahl & Jun Liu & Francis A. Longstaff, 2002, "Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8969, May.
  3. Liu, Jun & Pan, Jun & Wang, Tan, 2002, "An Equilibrium Model of Rare Event Premia," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 4370-02, Aug.
  4. Grinblatt, Mark & Liu, Jun, 2002, "Debt Policy, Corporate Taxes, and Discount Rates," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt7dx622kj, Nov.
  5. Franklin Allen & Jun Qian & Meijun Qian, 2002, "Law, Finance, and Economic Growth in China," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-44, Dec.
  6. Uppal, Raman & Wang, Tan, 2002, "Model Misspecification and Under-Diversification," CEPR Discussion Papers, Centre for Economic Policy Research, number 3304, Apr.
  7. Geert Bekaert & Min Wei & Yuhang Xing, 2002, "Uncovered Interest Rate Parity and the Term Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 8795, Feb.
  8. Ning Zhu, 2002, "The Local Bias of Individual Investors," Yale School of Management Working Papers, Yale School of Management, number ysm272, Mar, revised 01 Sep 2009.
  9. William Goetzmann & Ning Zhu, 2002, "Rain or Shine: Where is the Weather Effect?," Yale School of Management Working Papers, Yale School of Management, number ysm296, Aug, revised 01 Sep 2009.
  10. Ravi Dhar & Ning Zhu, 2002, "Up Close and Personal: An Individual Level Analysis of the Disposition Effect," Yale School of Management Working Papers, Yale School of Management, number ysm269, Mar, revised 01 Sep 2009.

2001

  1. Liu, Jun & Longstaff, Francis & Pan, Jun, 2001, "Dynamic Asset Allocation with Event Risk," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt9fm6t5nb, Aug.
  2. Liu, Jun, 2001, "Dynamic Choice and Risk Aversion," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt36v1d9zg, Aug.
  3. Bekaert, Geert & Liu, Jun, 2001, "Conditioning Information and Variance on Pricing Kernals," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt9m7392rq, Jun.
  4. Andrew Ang & Joseph Chen & Yuhang Xing, 2001, "Downside Risk and the Momentum Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 8643, Dec.
  5. Vassalou, Maria & Li, Qing & Xing, Yuhang, 2001, "An Investment-Growth Asset Pricing Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 3058, Nov.
  6. Ljungqvist, Alexander & Benveniste, Lawrence M & Wilhelm Jr, William J & Yu, Xiaoyun, 2001, "Evidence of Information Spillovers in the Production of Investment Banking Services," CEPR Discussion Papers, Centre for Economic Policy Research, number 2988, Oct.
  7. William Goetzmann & Andrey Ukhov & Ning Zhu, 2001, "China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version)," Yale School of Management Working Papers, Yale School of Management, number ysm242, Nov, revised 01 Sep 2009.
  8. William N. Goetzmann & Andrey Ukhov & Ning Zhu, 2001, "China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version)," Yale School of Management Working Papers, Yale School of Management, number ysm243, Nov.

2000

  1. Liu, Jun & Longstaff, Francis A. & Mandell, Ravit E., 2000, "The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt0zw4f9w6, Oct.
  2. Liu, Jun & Longstaff, Francis A, 2000, "Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt48k8f97f, Jun.
  3. Andrew Ang & Geert Bekaert & Jun Liu, 2000, "Why Stocks May Disappoint," NBER Working Papers, National Bureau of Economic Research, Inc, number 7783, Jul.
  4. Tan Wang, 2000, "Updating Rules for Non-Bayesian Preferences," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0157, Aug.

1999

  1. Geert Bekaert & Jun Liu, 1999, "Conditioning Information and Variance Bounds on Pricing Kernels," NBER Working Papers, National Bureau of Economic Research, Inc, number 6880, Jan.
  2. Liang, P.J., 1999, "Accounting Recognition, Moral Hazard, and Communication," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1999-33.
  3. Darrell Duffie & Jun Pan & Kenneth Singleton, 1999, "Transform Analysis and Asset Pricing for Affine Jump-Diffusions," NBER Working Papers, National Bureau of Economic Research, Inc, number 7105, Apr.
  4. Yao, D.D. & Zhang, S. & Zhou, X.Y., 1999, "LQ control without Ricatti equations: deterministic systems," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9913-/A, Mar.

1998

  1. John H. Boyd & Chun Chang & Bruce Smith, 1998, "Moral hazard under commercial and universal banking," Working Papers, Federal Reserve Bank of Minneapolis, number 585, DOI: 10.21034/wp.585.
  2. John H. Boyd & Chun Chang & Bruce Smith, 1998, "Deposit insurance: a reconsideration," Working Papers, Federal Reserve Bank of Minneapolis, number 593, DOI: 10.21034/wp.593.
  3. Bernard Dumas & Raman Uppal & Tan Wang, 1998, "Efficient Intertemporal Allocations with Recursive Utility," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0231, Apr.
  4. Chester Spatt & Robert Dammon & Harold Zhang, 1998, "Optimal Consumption and Investment with Capital Gains Taxes," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1999-16, Dec.

1997

  1. Yijiang Wang & Chun Chang, 1997, "Towards a Model of China as a Partially Reformed Developing Economy Under a Semifederalist Government," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 31, Mar.
  2. Tan Wang & Tony Wirjanto, 1997, "The Role of Risk Aversion and Uncertainty in Individual's Migration Decision," Working Papers, University of Waterloo, Department of Economics, number 98003, Nov, revised Nov 1997.
  3. Tan Wang & Tony Wirjanto, 1997, "On the Existence and Duration "Wait" Migration in a Generalized Model," Working Papers, University of Waterloo, Department of Economics, number 98004, Nov, revised Nov 1997.
  4. Geert Bekaert & Guojun Wu, 1997, "Asymmetric Volatility and Risk in Equity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 6022, Apr.
  5. Ming Liu & Harold H. Zhang, 1997, "Overparameterization in the Seminonparametric Density Estimation," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 197, Oct.

1995

  1. Hong Chen & Murray Frank, 1995, "Monopoly Pricing When Customers Queue," Industrial Organization, University Library of Munich, Germany, number 9504001, Apr.
  2. David D. Li & Shan Li, 1995, "Corporate Debt Crisis and Bankruptcy Law During the Transition: The Case of China," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 9, Dec.
  3. Dale W. Henderson & Ning S. Zhu, 1995, "Uncertainty, instrument choice, and the uniqueness of Nash equilibrium: microeconomic and macroeconomic examples," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 526.
  4. Sloan, Frank & Entman, Stephen S. & Reilly, Bridget A. & Cheryl A. Glass & Gerald B. Hickson & Harold H. Zhang, 1995, "Tort Liability and Obstetricians' Care Levels," Working Papers, Duke University, Department of Economics, number 95-07.
  5. Sloan, Frank & Harold H. Zhang, 1995, "Upstream Intergenerational Transfers," Working Papers, Duke University, Department of Economics, number 95-15.
  6. Amir Yaron & Harold Zhang, 1995, "Fixed Costs and Asset Market Participation," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1997-25, Dec.
  7. Zhang, H.H., 1995, "Endogenous Short Sale Constraint, Stock Prices and Output Cycles," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1995-26.
  8. Zhang, H.H., 1995, "Endogenous Borrowing Constraints with Incomplete Markets," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1995-25.
  9. Tauchen, George E. & Harold Zhang & Ming Liu, 1995, "Volume, Volatility and Leverage: A Dynamic Analysis," Working Papers, Duke University, Department of Economics, number 95-02.

1994

  1. Chong-en Bai & Shan Li, 1994, "Capital Structure and Product Market Strategy," Boston College Working Papers in Economics, Boston College Department of Economics, number 279, Jul.

1992

  1. Li, D.D. & Li, S., 1992, "Information, Control Right and Distressed Firms' Choices Between Workoutss and Bankruptcy," Papers, Michigan - Center for Research on Economic & Social Theory, number 93-08.

1988

  1. Simuta, U & Rieders, M. & Shanthikumar, J.G., 1988, "Rank Reduction Technique For Use Of The Matrix Laguerre Transform," Papers, Rochester, Business - Quantitative Methods Working Paper Series, number 88-02.

Undated

  1. Robert Dammon & Chester Spatt & Harold Zhang, undated, "Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2003-E44.
  2. Harold Zhang, undated, "Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 31.
  3. Ming Liu & Harold H. Zhang, undated, "Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models," Computing in Economics and Finance 1997, Society for Computational Economics, number 93.
  4. Thomas Tallarini & Harold Zhang, undated, "External Habit and the Cyclicality of Expected Stock Returns," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1997-26.
  5. Paul Harrison & Harold Zhang, undated, "Cyclical Variation in the Risk and Return Relation," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1997-27.
  6. Robert Dammon & Chester Spatt & Harold Zhang, undated, "Diversification and Capital Gains Taxes with Multiple Risky Assets," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2003-E43.
  7. Harold Zhang, undated, "Asymmetric Information, Short Sale Constraints, and Asset Prices," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 30.

Journal articles

2025

  1. Zhang, Longmei & Brooks, Ray & Ding, Ding & Ding, Haiyan & He, Hui & Lu, Jing & Mano, Rui C., 2025, "China's high savings: Drivers, prospects, and policy implications," Emerging Markets Review, Elsevier, volume 69, issue C, DOI: 10.1016/j.ememar.2025.101355.

2022

  1. Hu, Grace Xing & Pan, Jun & Wang, Jiang & Zhu, Haoxiang, 2022, "Premium for heightened uncertainty: Explaining pre-announcement market returns," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 909-936, DOI: 10.1016/j.jfineco.2021.09.015.
  2. Jennifer Huang & Kelsey D. Wei & Hong Yan, 2022, "Investor learning and mutual fund flows," Financial Management, Financial Management Association International, volume 51, issue 3, pages 739-765, September, DOI: 10.1111/fima.12378.

2021

  1. Hui He & Kevin X.D. Huang & Lei Ning, 2021, "Why Do Americans Spend So Much More On Health Care Than Europeans?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 62, issue 4, pages 1363-1399, November, DOI: 10.1111/iere.12527.
  2. Hu, Grace Xing & Pan, Jun & Wang, Jiang, 2021, "Tri-Party Repo Pricing," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 1, pages 337-371, February.
  3. Chenyu Shan & Dragon Yongjun Tang & Hong Yan & Xing (Alex) Zhou, 2021, "Credit Default Swaps and Bank Regulatory Capital
    [Securitization without risk transfer]    ," Review of Finance, European Finance Association, volume 25, issue 1, pages 121-152.

2020

  1. Fang, Jing & He, Hui & Li, Nan, 2020, "China's rising IQ (Innovation Quotient) and growth: Firm-level evidence," Journal of Development Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.jdeveco.2020.102561.

2019

  1. Halliday, Timothy J. & He, Hui & Ning, Lei & Zhang, Hao, 2019, "Health Investment Over The Life-Cycle," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue 1, pages 178-215, January.

2018

  1. He, Hui & Huang, Feng & Liu, Zheng & Zhu, Dongming, 2018, "Breaking the “iron rice bowl:” Evidence of precautionary savings from the chinese state-owned enterprises reform," Journal of Monetary Economics, Elsevier, volume 94, issue C, pages 94-113, DOI: 10.1016/j.jmoneco.2017.12.002.
  2. Haiyan Ding & Hui He, 2018, "A Tale of Transition: An Empirical Analysis of Economic Inequality in Urban China, 1986-2009," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 29, pages 106-137, July, DOI: 10.1016/j.red.2017.12.007.

2017

  1. Hu, Grace Xing & Pan, Jun & Wang, Jiang, 2017, "Early peek advantage? Efficient price discovery with tiered information disclosure," Journal of Financial Economics, Elsevier, volume 126, issue 2, pages 399-421, DOI: 10.1016/j.jfineco.2017.07.007.
  2. Weidong Tian & Murray Carlson & David A. Chapman & Ron Kaniel & Hong Yan, 2017, "Specification Error, Estimation Risk, and Conditional Portfolio Rules," International Review of Finance, International Review of Finance Ltd., volume 17, issue 2, pages 263-288, June.
  3. Tang, Dragon Yongjun & Yan, Hong, 2017, "Understanding transactions prices in the credit default swaps market," Journal of Financial Markets, Elsevier, volume 32, issue C, pages 1-27, DOI: 10.1016/j.finmar.2016.09.005.

2015

  1. Murray Carlson & David A. Chapman & Ron Kaniel & Hong Yan, 2015, "Asset Return Predictability in a Heterogeneous Agent Equilibrium Model," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 02, pages 1-45, DOI: 10.1142/S201013921550010X.

2014

  1. Chang, Zheshao & Li, Xin & Xu, Chao & Chang, Chun & Wang, Zhifeng, 2014, "Numerical simulation on the thermal performance of a solar molten salt cavity receiver," Renewable Energy, Elsevier, volume 69, issue C, pages 324-335, DOI: 10.1016/j.renene.2014.03.044.
  2. Chen, Son-Nan & Chiang, Mi-Hsiu & Hsu, Pao-Peng & Li, Chang-Yi, 2014, "Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model," Finance Research Letters, Elsevier, volume 11, issue 2, pages 161-172, DOI: 10.1016/j.frl.2013.09.002.
  3. He, Qi-Ming & Chao, Xiuli, 2014, "A tollbooth tandem queue with heterogeneous servers," European Journal of Operational Research, Elsevier, volume 236, issue 1, pages 177-189, DOI: 10.1016/j.ejor.2014.01.049.
  4. Jiang, Zhan & Kim, Kenneth A. & Zhang, Hao, 2014, "The effects of corporate bailout on firm performance: International evidence," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 78-96, DOI: 10.1016/j.jbankfin.2014.03.003.
  5. Hui Chen & Nengjiu Ju & Jianjun Miao, 2014, "Dynamic Asset Allocation with Ambiguous Return Predictability," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 17, issue 4, pages 799-823, October, DOI: 10.1016/j.red.2013.12.001.
  6. Li, Feng & Minnis, Michael & Nagar, Venky & Rajan, Madhav, 2014, "Knowledge, compensation, and firm value: An empirical analysis of firm communication," Journal of Accounting and Economics, Elsevier, volume 58, issue 1, pages 96-116, DOI: 10.1016/j.jacceco.2014.06.003.
  7. Cheng, W.W. & Li, J.X. & Shan, C.J. & Gong, L.Y. & Zhao, S.M., 2014, "Quantum discord near Anderson metal–insulator transition with correlated disorder," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 398, issue C, pages 1-9, DOI: 10.1016/j.physa.2013.12.012.
  8. Franklin Allen & Jun 'QJ' Qian & Susan Chenyu Shan & Mengxin Zhao, 2014, "The IPO of Industrial and Commercial Bank of China and the 'Chinese Model' of privatizing large financial institutions," The European Journal of Finance, Taylor & Francis Journals, volume 20, issue 7-9, pages 599-624, September, DOI: 10.1080/1351847X.2012.671780.
  9. Jing Shi & Fei Wu, 2014, "Guest Editors' Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue 3, pages 59-61, May.
  10. Garvey, Ryan & Wu, Fei, 2014, "Clustering of intraday order-sizes by uninformed versus informed traders," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 222-235, DOI: 10.1016/j.jbankfin.2014.01.026.
  11. Conrad, Jennifer & Kapadia, Nishad & Xing, Yuhang, 2014, "Death and jackpot: Why do individual investors hold overpriced stocks?," Journal of Financial Economics, Elsevier, volume 113, issue 3, pages 455-475, DOI: 10.1016/j.jfineco.2014.04.001.
  12. Li Liao & Zhisheng Li & Weiqiang Zhang & Ning Zhu, 2014, "Exercise to Lose Money? Irrational Exercise Behavior from the Chinese Warrants Market," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 34, issue 5, pages 399-419, May.
  13. Booth, G. Geoffrey & Gurun, Umit G. & Zhang, Harold, 2014, "Financial networks and trading in bond markets," Journal of Financial Markets, Elsevier, volume 18, issue C, pages 126-157, DOI: 10.1016/j.finmar.2013.08.001.

2013

  1. Bradford, William & Chen, Chao & Zhu, Song, 2013, "Cash dividend policy, corporate pyramids, and ownership structure: Evidence from China," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 445-464, DOI: 10.1016/j.iref.2013.01.003.
  2. Jui‐Jane Chang & Son‐Nan Chen & Ting‐Pin Wu, 2013, "Currency‐Protected Swaps and Swaptions with Nonzero Spreads in a Multicurrency LMM," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 33, issue 9, pages 827-867, September.
  3. Yuxin Chen & Tony Haitao Cui, 2013, "The Benefit of Uniform Price for Branded Variants," Marketing Science, INFORMS, volume 32, issue 1, pages 36-50, March, DOI: 10.1287/mksc.1120.0751.
  4. Hui He & Hao Zhang, 2013, "A Rapid Grid Search Method for Solving Dynamic Programming Problems in Economics," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 8, issue 2, pages 260-271, June.
  5. Jiang, Zhan & Kim, Kenneth A., 2013, "Financial management in China," Journal of Multinational Financial Management, Elsevier, volume 23, issue 3, pages 125-133, DOI: 10.1016/j.mulfin.2013.03.007.
  6. Jiang, Zhan & Kim, Kenneth A. & Lie, Erik & Yang, Sean, 2013, "Share repurchases, catering, and dividend substitution," Journal of Corporate Finance, Elsevier, volume 21, issue C, pages 36-50, DOI: 10.1016/j.jcorpfin.2013.01.004.
  7. Jun Liu & Allan Timmermann, 2013, "Optimal Convergence Trade Strategies," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 4, pages 1048-1086.
  8. Feng Li & Venky Nagar, 2013, "Diversity and Performance," Management Science, INFORMS, volume 59, issue 3, pages 529-544, September, DOI: 10.1287/mnsc.1120.1548.
  9. Ilia D Dichev & Feng Li, 2013, "Growth and accounting choice," Australian Journal of Management, Australian School of Business, volume 38, issue 2, pages 221-252, August, DOI: 10.1177/0312896212469520.
  10. Cao, Charles & Chen, Yong & Liang, Bing & Lo, Andrew W., 2013, "Can hedge funds time market liquidity?," Journal of Financial Economics, Elsevier, volume 109, issue 2, pages 493-516, DOI: 10.1016/j.jfineco.2013.03.009.
  11. Grace Xing Hu & Jun Pan & Jiang Wang, 2013, "Noise as Information for Illiquidity," Journal of Finance, American Finance Association, volume 68, issue 6, pages 2341-2382, December, DOI: 10.1111/jofi.12083.
  12. Jack Bao & Jun Pan, 2013, "Bond Illiquidity and Excess Volatility," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 12, pages 3068-3103.
  13. Ang, Marcus & Song, Jing-Sheng & Wang, Mingzheng & Zhang, Hanqin, 2013, "On properties of discrete (r, q) and (s, T) inventory systems," European Journal of Operational Research, Elsevier, volume 229, issue 1, pages 95-105, DOI: 10.1016/j.ejor.2013.02.054.
  14. Hongtao Guo & Miranda S. Lam & Guojun Wu & Zhijie Xiao, 2013, "Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 2, pages 1-15.
  15. D. Daniel Sokol & Xiaoyun Yu, 2013, "Securities Fraud and Corporate Finance: Recent Developments," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 34, issue 7-8, pages 439-450, October.
  16. Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy, 2013, "Trading frenzies and their impact on real investment," Journal of Financial Economics, Elsevier, volume 109, issue 2, pages 566-582, DOI: 10.1016/j.jfineco.2013.03.011.
  17. Fan, Joseph P.H. & Huang, Jun & Zhu, Ning, 2013, "Institutions, ownership structures, and distress resolution in China," Journal of Corporate Finance, Elsevier, volume 23, issue C, pages 71-87, DOI: 10.1016/j.jcorpfin.2013.07.005.

2012

  1. Jackson, William E. & Bates, Timothy & Bradford, William D., 2012, "Does venture capitalist activism improve investment performance?," Journal of Business Venturing, Elsevier, volume 27, issue 3, pages 342-354, DOI: 10.1016/j.jbusvent.2011.02.003.
  2. Du, Qianqian & Gao, Huasheng & Levi, Maurice D., 2012, "The relative-age effect and career success: Evidence from corporate CEOs," Economics Letters, Elsevier, volume 117, issue 3, pages 660-662, DOI: 10.1016/j.econlet.2012.08.017.
  3. Guo, Ming & Li, Zhan & Tu, Zhiyong, 2012, "A unique “T+1 trading rule” in China: Theory and evidence," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 575-583, DOI: 10.1016/j.jbankfin.2011.09.002.
  4. He, Hui, 2012, "What drives the skill premium: Technological change or demographic variation?," European Economic Review, Elsevier, volume 56, issue 8, pages 1546-1572, DOI: 10.1016/j.euroecorev.2012.09.005.
  5. David Hirshleifer & Kewei Hou & Siew Hong Teoh, 2012, "The Accrual Anomaly: Risk or Mispricing?," Management Science, INFORMS, volume 58, issue 2, pages 320-335, February, DOI: 10.1287/mnsc.1100.1289.
  6. Hou, Kewei & van Dijk, Mathijs A. & Zhang, Yinglei, 2012, "The implied cost of capital: A new approach," Journal of Accounting and Economics, Elsevier, volume 53, issue 3, pages 504-526, DOI: 10.1016/j.jacceco.2011.12.001.
  7. Nengjiu Ju & Xuhu Wan, 2012, "Optimal Compensation and Pay-Performance Sensitivity in a Continuous-Time Principal-Agent Model," Management Science, INFORMS, volume 58, issue 3, pages 641-657, March, DOI: 10.1287/mnsc.1110.1417.
  8. Feng Li, 2012, "Discussion of Analyzing Speech to Detect Financial Misreporting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 50, issue 2, pages 393-400, May, DOI: 10.1111/j.1475-679X.2012.00451.x.
  9. Brown, Stephen & Goetzmann, William & Liang, Bing & Schwarz, Christopher, 2012, "Trust and delegation," Journal of Financial Economics, Elsevier, volume 103, issue 2, pages 221-234, DOI: 10.1016/j.jfineco.2011.09.004.
  10. Allen, Franklin & Chakrabarti, Rajesh & De, Sankar & Qian, Jun “QJ” & Qian, Meijun, 2012, "Financing firms in India," Journal of Financial Intermediation, Elsevier, volume 21, issue 3, pages 409-445, DOI: 10.1016/j.jfi.2012.01.003.
  11. Andrew E. B. Lim & J. George Shanthikumar & Gah-Yi Vahn, 2012, "Robust Portfolio Choice with Learning in the Framework of Regret: Single-Period Case," Management Science, INFORMS, volume 58, issue 9, pages 1732-1746, September, DOI: 10.1287/mnsc.1120.1518.
  12. Phelim Boyle & Lorenzo Garlappi & Raman Uppal & Tan Wang, 2012, "Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification," Management Science, INFORMS, volume 58, issue 2, pages 253-272, February, DOI: 10.1287/mnsc.1110.1349.
  13. Ryan Garvey & Fei Wu, 2012, "Are informed traders reluctant to bear price risk or execution risk?," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 8, issue 4, pages 284-303, September, DOI: 10.1108/17439131211261233.
  14. Ryan GARVEY & Fei WU, 2012, "Are Market Center Trading Cost Measures Reliable?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 6, pages 505-517, December.
  15. Ryan Garvey & Fei Wu, 2012, "Who cancels in electronic markets?," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 12, pages 1161-1164, August, DOI: 10.1080/13504851.2011.617681.
  16. Zheng Sun & Ashley Wang & Lu Zheng, 2012, "The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 1, pages 96-143.

2011

  1. Tong Shu & Shou Chen & Xiuli Chao & Kin Keung Lai, 2011, "Hierarchical economic information filtering model concerning vendor selection," International Journal of Revenue Management, Inderscience Enterprises Ltd, volume 5, issue 1, pages 84-105.
  2. Sean X. Zhou & Zhijie Tao & Xiuli Chao, 2011, "Optimal Control of Inventory Systems with Multiple Types of Remanufacturable Products," Manufacturing & Service Operations Management, INFORMS, volume 13, issue 1, pages 20-34, March, DOI: 10.1287/msom.1100.0298.
  3. Yan Dong & Yuliang Yao & Tony Haitao Cui, 2011, "When Acquisition Spoils Retention: Direct Selling vs. Delegation Under CRM," Management Science, INFORMS, volume 57, issue 7, pages 1288-1299, July, DOI: 10.1287/mnsc.1110.1344.
  4. Qianqian Du & Ilan Vertinsky, 2011, "International patterns of ownership structure choices of start-ups: does the quality of law matter?," Small Business Economics, Springer, volume 37, issue 2, pages 235-254, September, DOI: 10.1007/s11187-009-9237-z.
  5. Hui He, 2011, "Why Have Girls Gone to College? A Quantitative Examination of the Female College Enrollment Rate in the United States: 1955-1980," Annals of Economics and Finance, Society for AEF, volume 12, issue 1, pages 41-64, May.
  6. Kewei Hou & G. Andrew Karolyi & Bong-Chan Kho, 2011, "What Factors Drive Global Stock Returns?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 8, pages 2527-2574.
  7. Feng Li, 2011, "Earnings Quality Based on Corporate Investment Decisions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 49, issue 3, pages 721-752, June, DOI: 10.1111/j.1475-679X.2010.00397.x.
  8. Li, Feng & Srinivasan, Suraj, 2011, "Corporate governance when founders are directors," Journal of Financial Economics, Elsevier, volume 102, issue 2, pages 454-469, DOI: 10.1016/j.jfineco.2010.11.006.
  9. Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2011, "How Sovereign Is Sovereign Credit Risk?," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 2, pages 75-103, April.
  10. Jack Bao & Jun Pan & Jiang Wang, 2011, "The Illiquidity of Corporate Bonds," Journal of Finance, American Finance Association, volume 66, issue 3, pages 911-946, June.
  11. Jie He & Jun Qian & Philip E. Strahan, 2011, "Credit Ratings and the Evolution of the Mortgage-Backed Securities Market," American Economic Review, American Economic Association, volume 101, issue 3, pages 131-135, May.
  12. Kai Li & Tan Wang & Yan-Leung Cheung & Ping Jiang, 2011, "Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 7, pages 2499-2525.
  13. Tan Wang, 2011, "Discussion of “Asset Prices, Liquidity, and Monetary Policy in an Exchange Economy”," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue , pages 553-558, October, DOI: j.1538-4616.2011.00451.x.
  14. Garvey, Ryan & Wu, Fei, 2011, "Information, speed vs. cost trade-offs, and order routing decisions in U.S. equity markets," Journal of Empirical Finance, Elsevier, volume 18, issue 3, pages 408-422, June.
  15. Ryan Garvey & Fei Wu, 2011, "What Influences Trader Choice of Electronic versus Intermediated Execution?," International Review of Finance, International Review of Finance Ltd., volume 11, issue 4, pages 445-476, December.
  16. Huseyin Gulen & Yuhang Xing & Lu Zhang, 2011, "Value versus Growth: Time‐Varying Expected Stock Returns," Financial Management, Financial Management Association International, volume 40, issue 2, pages 381-407, June.
  17. Lorenzo Garlappi & Hong Yan, 2011, "Financial Distress and the Cross‐section of Equity Returns," Journal of Finance, American Finance Association, volume 66, issue 3, pages 789-822, June.
  18. R. Zhang & D. Yao & Q. Xu & X. Liu, 2011, "Population difference study of few-cycle laser pulse propagating in near-resonant two-level atom medium," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 84, issue 2, pages 161-165, November, DOI: 10.1140/epjb/e2011-20685-8.
  19. Itay Goldstein & Emre Ozdenoren & Kathy Yuan, 2011, "Learning and Complementarities in Speculative Attacks," The Review of Economic Studies, Review of Economic Studies Ltd, volume 78, issue 1, pages 263-292.
  20. Luo, Wei & Zhang, Yi & Zhu, Ning, 2011, "Bank ownership and executive perquisites: New evidence from an emerging market," Journal of Corporate Finance, Elsevier, volume 17, issue 2, pages 352-370, April.
  21. Ning Zhu, 2011, "Household Consumption and Personal Bankruptcy," The Journal of Legal Studies, University of Chicago Press, volume 40, issue 1, pages 1-37, DOI: 10.1086/649033.
  22. Wenli Li & Michelle J. White & Ning Zhu, 2011, "Did Bankruptcy Reform Cause Mortgage Defaults to Rise?," American Economic Journal: Economic Policy, American Economic Association, volume 3, issue 4, pages 123-147, November.
  23. H. Henry Cao & Bing Han & David Hirshleifer & Harold H. Zhang, 2011, "Fear of the Unknown: Familiarity and Economic Decisions," Review of Finance, European Finance Association, volume 15, issue 1, pages 173-206.

2010

  1. Owen Q. Wu & Hong Chen, 2010, "Optimal Control and Equilibrium Behavior of Production-Inventory Systems," Management Science, INFORMS, volume 56, issue 8, pages 1362-1379, August, DOI: 10.1287/mnsc.1100.1186.
  2. Li, Xin & Kong, Weiqiang & Wang, Zhifeng & Chang, Chun & Bai, Fengwu, 2010, "Thermal model and thermodynamic performance of molten salt cavity receiver," Renewable Energy, Elsevier, volume 35, issue 5, pages 981-988, DOI: 10.1016/j.renene.2009.11.017.
  3. Busaba, Walid Y. & Chang, Chun, 2010, "Bookbuilding vs. fixed price revisited: The effect of aftermarket trading," Journal of Corporate Finance, Elsevier, volume 16, issue 3, pages 370-381, June.
  4. Chang, Chun & Yu, Xiaoyun, 2010, "Informational Efficiency and Liquidity Premium as the Determinants of Capital Structure," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 2, pages 401-440, April.
  5. Wu, Jun & Wang, Shouyang & Chao, Xiuli & Ng, C.T. & Cheng, T.C.E., 2010, "Impact of risk aversion on optimal decisions in supply contracts," International Journal of Production Economics, Elsevier, volume 128, issue 2, pages 569-576, December.
  6. Yunchuan Liu & Tony Haitao Cui, 2010, "The Length of Product Line in Distribution Channels," Marketing Science, INFORMS, volume 29, issue 3, pages 474-482, 05-06, DOI: 10.1287/mksc.1090.0533.
  7. Teck-Hua Ho & Noah Lim & Tony Haitao Cui, 2010, "Reference Dependence in Multilocation Newsvendor Models: A Structural Analysis," Management Science, INFORMS, volume 56, issue 11, pages 1891-1910, November, DOI: 10.1287/mnsc.1100.1225.
  8. Billett, Matthew T. & Jiang, Zhan & Lie, Erik, 2010, "The effect of change-in-control covenants on takeovers: Evidence from leveraged buyouts," Journal of Corporate Finance, Elsevier, volume 16, issue 1, pages 1-15, February.
  9. Liu, Jun & Peleg, Ehud & Subrahmanyam, Avanidhar, 2010, "Information, Expected Utility, and Portfolio Choice," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 5, pages 1221-1251, October.
  10. Feng Li, 2010, "The Information Content of Forward‐Looking Statements in Corporate Filings—A Naïve Bayesian Machine Learning Approach," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 48, issue 5, pages 1049-1102, December, DOI: 10.1111/j.1475-679X.2010.00382.x.
  11. Liang, Bing & Park, Hyuna, 2010, "Predicting Hedge Fund Failure: A Comparison of Risk Measures," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 1, pages 199-222, February.
  12. Li, Peng & Lim, Andrew E.B. & Shanthikumar, J. George, 2010, "Optimal risk transfer for agents with germs," Insurance: Mathematics and Economics, Elsevier, volume 47, issue 1, pages 1-12, August.
  13. Guo, Pengfei & Song, Jing-Sheng & Wang, Yulan, 2010, "Outsourcing structures and information flow in a three-tier supply chain," International Journal of Production Economics, Elsevier, volume 128, issue 1, pages 175-187, November.
  14. Lilian Ng & Fei Wu, 2010, "Peer Effects in the Trading Decisions of Individual Investors," Financial Management, Financial Management Association International, volume 39, issue 2, pages 807-831, June, DOI: 10.1111/j.1755-053X.2010.01093.x.
  15. Garvey, Ryan & Wu, Fei, 2010, "Speed, distance, and electronic trading: New evidence on why location matters," Journal of Financial Markets, Elsevier, volume 13, issue 4, pages 367-396, November.
  16. Xing, Yuhang & Zhang, Xiaoyan & Zhao, Rui, 2010, "What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 3, pages 641-662, June.
  17. Andrew Ang & Vineer Bhansali & Yuhang Xing, 2010, "Taxes on Tax‐Exempt Bonds," Journal of Finance, American Finance Association, volume 65, issue 2, pages 565-601, April, DOI: 10.1111/j.1540-6261.2009.01545.x.
  18. Tang, Dragon Yongjun & Yan, Hong, 2010, "Market conditions, default risk and credit spreads," Journal of Banking & Finance, Elsevier, volume 34, issue 4, pages 743-753, April.
  19. Tracy Yue Wang & Andrew Winton & Xiaoyun Yu, 2010, "Corporate Fraud and Business Conditions: Evidence from IPOs," Journal of Finance, American Finance Association, volume 65, issue 6, pages 2255-2292, December, DOI: 10.1111/j.1540-6261.2010.01615.x.
  20. Yu-Jane Liu & Chih-Ling Tsai & Ming-Chun Wang & Ning Zhu, 2010, "Prior Consequences and Subsequent Risk Taking: New Field Evidence from the Taiwan Futures Exchange," Management Science, INFORMS, volume 56, issue 4, pages 606-620, April, DOI: 10.1287/mnsc.1090.1131.
  21. Mark S. Seasholes & Ning Zhu, 2010, "Individual Investors and Local Bias," Journal of Finance, American Finance Association, volume 65, issue 5, pages 1987-2010, October, DOI: 10.1111/j.1540-6261.2010.01600.x.
  22. Chih-Ling Tsai & Hansheng Wang & Ning Zhu, 2010, "Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 62, issue 1, pages 109-116, February, DOI: 10.1007/s10463-009-0250-4.
  23. Michelle J. White & Ning Zhu, 2010, "Saving Your Home in Chapter 13 Bankruptcy," The Journal of Legal Studies, University of Chicago Press, volume 39, issue 1, pages 33-61, January, DOI: 10.1086/605096.
  24. Pereira, João Pedro & Zhang, Harold H., 2010, "Stock Returns and the Volatility of Liquidity," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 4, pages 1077-1110, August.
  25. Tom Nohel & Z. Jay Wang & Lu Zheng, 2010, "Side-by-Side Management of Hedge Funds and Mutual Funds," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 6, pages 2342-2373, June.

2009

  1. Timothy Bates & William Bradford, 2009, "The impact of institutional sources of capital upon the minority-oriented venture capital industry," Small Business Economics, Springer, volume 33, issue 4, pages 485-496, December, DOI: 10.1007/s11187-009-9200-z.
  2. Cheng, Shijun & Indjejikian, Raffi, 2009, "Managerial influence and CEO performance incentives," International Review of Law and Economics, Elsevier, volume 29, issue 2, pages 115-126, June.
  3. Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong, 2009, "Accruals, cash flows, and aggregate stock returns," Journal of Financial Economics, Elsevier, volume 91, issue 3, pages 389-406, March.
  4. Kisgen, Darren J. & QJ Qian, Jun & Song, Weihong, 2009, "Are fairness opinions fair? The case of mergers and acquisitions," Journal of Financial Economics, Elsevier, volume 91, issue 2, pages 179-207, February.
  5. Wongchoti, Udomsak & Wu, Fei & Young, Martin, 2009, "Buy and sell dynamics following high market returns: Evidence from China," International Review of Financial Analysis, Elsevier, volume 18, issue 1-2, pages 12-20, March.
  6. Garvey, Ryan & Wu, Fei, 2009, "Intraday time and order execution quality dimensions," Journal of Financial Markets, Elsevier, volume 12, issue 2, pages 203-228, May.
  7. Sreedhar T. Bharath & Paolo Pasquariello & Guojun Wu, 2009, "Does Asymmetric Information Drive Capital Structure Decisions?," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 8, pages 3211-3243, August.
  8. Bekaert, Geert & Engstrom, Eric & Xing, Yuhang, 2009, "Risk, uncertainty, and asset prices," Journal of Financial Economics, Elsevier, volume 91, issue 1, pages 59-82, January.
  9. Downing, Chris & Underwood, Shane & Xing, Yuhang, 2009, "The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 44, issue 5, pages 1081-1102, October.
  10. Ang, Andrew & Hodrick, Robert J. & Xing, Yuhang & Zhang, Xiaoyan, 2009, "High idiosyncratic volatility and low returns: International and further U.S. evidence," Journal of Financial Economics, Elsevier, volume 91, issue 1, pages 1-23, January.
  11. Hong Yan, 2009, "Estimation Uncertainty and the Equity Premium," International Review of Finance, International Review of Finance Ltd., volume 9, issue 3, pages 243-268, September, DOI: 10.1111/j.1468-2443.2009.01090.x.
  12. Bhattacharya, Utpal & Galpin, Neal & Ray, Rina & Yu, Xiaoyun, 2009, "The Role of the Media in the Internet IPO Bubble," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 44, issue 3, pages 657-682, June.
  13. Nandini Gupta & Kathy Yuan, 2009, "On the Growth Effect of Stock Market Liberalizations," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 11, pages 4715-4752, November.
  14. Barber, Brad M. & Odean, Terrance & Zhu, Ning, 2009, "Systematic noise," Journal of Financial Markets, Elsevier, volume 12, issue 4, pages 547-569, November.
  15. Lin, Xiaochi & Zhang, Yi & Zhu, Ning, 2009, "Does bank ownership increase firm value? Evidence from China," Journal of International Money and Finance, Elsevier, volume 28, issue 4, pages 720-737, June.
  16. Nicolosi, Gina & Peng, Liang & Zhu, Ning, 2009, "Do individual investors learn from their trading experience?," Journal of Financial Markets, Elsevier, volume 12, issue 2, pages 317-336, May.
  17. Brad M. Barber & Terrance Odean & Ning Zhu, 2009, "Do Retail Trades Move Markets?," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 1, pages 151-186, January.
  18. Nanda, Vikram K. & Wang, Z. Jay & Zheng, Lu, 2009, "The ABCs of mutual funds: On the introduction of multiple share classes," Journal of Financial Intermediation, Elsevier, volume 18, issue 3, pages 329-361, July.
  19. Boyer, Brian & Zheng, Lu, 2009, "Investor flows and stock market returns," Journal of Empirical Finance, Elsevier, volume 16, issue 1, pages 87-100, January.

2008

  1. Chao, Xiuli & Chen, Hong & Zheng, Shaohui, 2008, "Joint replenishment and pricing decisions in inventory systems with stochastically dependent supply capacity," European Journal of Operational Research, Elsevier, volume 191, issue 1, pages 142-155, November.
  2. Wei-Hsiung Wu & Hui-Hwang Tsai & Shyan-Yuan Lee & Son-Nan Chen, 2008, "Extend the debt as it is not deeply out-of-the-money," Economics Bulletin, AccessEcon, volume 7, issue 16, pages 1-6.
  3. Shijun Cheng & John Evans & Nandu Nagarajan, 2008, "Board size and firm performance: the moderating effects of the market for corporate control," Review of Quantitative Finance and Accounting, Springer, volume 31, issue 2, pages 121-145, August, DOI: 10.1007/s11156-007-0074-3.
  4. Cheng, Shijun, 2008, "Board size and the variability of corporate performance," Journal of Financial Economics, Elsevier, volume 87, issue 1, pages 157-176, January.
  5. Cheng, Shijun, 2008, "Perceived importance of corporate boards in October 1987," Finance Research Letters, Elsevier, volume 5, issue 3, pages 146-155, September.
  6. Tony Haitao Cui & Jagmohan S. Raju & Z. John Zhang, 2008, "A Price Discrimination Model of Trade Promotions," Marketing Science, INFORMS, volume 27, issue 5, pages 779-795, 09-10, DOI: 10.1287/mksc.1070.0314.
  7. Hui He & Zheng Liu, 2008, "Investment-Specific Technological Change, Skill Accumulation, and Wage Inequality," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 11, issue 2, pages 314-334, April, DOI: 10.1016/j.red.2007.08.003.
  8. Grinblatt, Mark & Liu, Jun, 2008, "Debt policy, corporate taxes, and discount rates," Journal of Economic Theory, Elsevier, volume 141, issue 1, pages 225-254, July.
  9. Li, Feng, 2008, "Annual report readability, current earnings, and earnings persistence," Journal of Accounting and Economics, Elsevier, volume 45, issue 2-3, pages 221-247, August.
  10. Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2008, "Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration," Journal of Finance, American Finance Association, volume 63, issue 6, pages 2785-2815, December, DOI: 10.1111/j.1540-6261.2008.01413.x.
  11. Sophie X. Ni & Jun Pan & Allen M. Poteshman, 2008, "Volatility Information Trading in the Option Market," Journal of Finance, American Finance Association, volume 63, issue 3, pages 1059-1091, June, DOI: 10.1111/j.1540-6261.2008.01352.x.
  12. Jun Pan & Kenneth J. Singleton, 2008, "Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads," Journal of Finance, American Finance Association, volume 63, issue 5, pages 2345-2384, October, DOI: 10.1111/j.1540-6261.2008.01399.x.
  13. Bernstein, Fernando & Song, Jing-Sheng & Zheng, Xiaona, 2008, ""Bricks-and-mortar" vs. "clicks-and-mortar": An equilibrium analysis," European Journal of Operational Research, Elsevier, volume 187, issue 3, pages 671-690, June.
  14. Cvitanic, Jaksa & Lazrak, Ali & Wang, Tan, 2008, "Implications of the Sharpe ratio as a performance measure in multi-period settings," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 5, pages 1622-1649, May.
  15. Phelim Boyle & Shui Feng & Weidong Tian & Tan Wang, 2008, "Robust Stochastic Discount Factors," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 3, pages 1077-1122, May.
  16. Yuhang Xing, 2008, "Interpreting the Value Effect Through the Q-Theory: An Empirical Investigation," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 4, pages 1767-1795, July.
  17. Lorenzo Garlappi & Tao Shu & Hong Yan, 2008, "Default Risk, Shareholder Advantage, and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 6, pages 2743-2778, November.
  18. Benveniste, Lawrence M. & Fu, Huijing & Seguin, Paul J. & Yu, Xiaoyun, 2008, "On the anticipation of IPO underpricing: Evidence from equity carve-outs," Journal of Corporate Finance, Elsevier, volume 14, issue 5, pages 614-629, December.
  19. Emre Ozdenoren & Kathy Yuan, 2008, "Feedback Effects and Asset Prices," Journal of Finance, American Finance Association, volume 63, issue 4, pages 1939-1975, August, DOI: 10.1111/j.1540-6261.2008.01378.x.
  20. Lee, Yi-Tsung & Liu, Yu-Jane & Zhu, Ning, 2008, "The Costs of Owning Employer Stocks: Lessons from Taiwan," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 43, issue 3, pages 717-740, September.
  21. Zhonglan Dai & Edward Maydew & Douglas A. Shackelford & Harold H. Zhang, 2008, "Capital Gains Taxes and Asset Prices: Capitalization or Lock‐in?," Journal of Finance, American Finance Association, volume 63, issue 2, pages 709-742, April, DOI: 10.1111/j.1540-6261.2008.01329.x.
  22. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2008, "Unobserved Actions of Mutual Funds," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 6, pages 2379-2416, November.

2007

  1. Shijun Cheng & Venky Nagar & Madhav V. Rajan, 2007, "Insider Trades and Private Information: The Special Case of Delayed-Disclosure Trades," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 6, pages 1833-1864, November.
  2. Tony Haitao Cui & Jagmohan S. Raju & Z. John Zhang, 2007, "Fairness and Channel Coordination," Management Science, INFORMS, volume 53, issue 8, pages 1303-1314, August, DOI: 10.1287/mnsc.1060.0697.
  3. Kewei Hou, 2007, "Industry Information Diffusion and the Lead-lag Effect in Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 4, pages 1113-1138.
  4. Jun Liu, 2007, "Portfolio Selection in Stochastic Environments," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 1, pages 1-39, January.
  5. Ang, Andrew & Liu, Jun, 2007, "Risk, return, and dividends," Journal of Financial Economics, Elsevier, volume 85, issue 1, pages 1-38, July.
  6. Bing Liang & Hyuna Park, 2007, "Risk Measures for Hedge Funds: a Cross‐sectional Approach," European Financial Management, European Financial Management Association, volume 13, issue 2, pages 333-370, March, DOI: 10.1111/j.1468-036X.2006.00357.x.
  7. Chen, Yong & Liang, Bing, 2007, "Do Market Timing Hedge Funds Time the Market?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 42, issue 4, pages 827-856, December.
  8. Bali, Turan G. & Gokcan, Suleyman & Liang, Bing, 2007, "Value at risk and the cross-section of hedge fund returns," Journal of Banking & Finance, Elsevier, volume 31, issue 4, pages 1135-1166, April.
  9. Jun Qian & Philip E. Strahan, 2007, "How Laws and Institutions Shape Financial Contracts: The Case of Bank Loans," Journal of Finance, American Finance Association, volume 62, issue 6, pages 2803-2834, December, DOI: 10.1111/j.1540-6261.2007.01293.x.
  10. Vayanos, Dimitri & Wang, Tan, 2007, "Search and endogenous concentration of liquidity in asset markets," Journal of Economic Theory, Elsevier, volume 136, issue 1, pages 66-104, September.
  11. Lorenzo Garlappi & Raman Uppal & Tan Wang, 2007, "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 1, pages 41-81, January.
  12. Ng, Lilian & Wu, Fei, 2007, "The trading behavior of institutions and individuals in Chinese equity markets," Journal of Banking & Finance, Elsevier, volume 31, issue 9, pages 2695-2710, September.
  13. Seasholes, Mark S. & Wu, Guojun, 2007, "Predictable behavior, profits, and attention," Journal of Empirical Finance, Elsevier, volume 14, issue 5, pages 590-610, December.
  14. Bekaert, Geert & Wei, Min & Xing, Yuhang, 2007, "Uncovered interest rate parity and the term structure," Journal of International Money and Finance, Elsevier, volume 26, issue 6, pages 1038-1069, October.
  15. Jennifer Huang & Kelsey D. Wei & Hong Yan, 2007, "Participation Costs and the Sensitivity of Fund Flows to Past Performance," Journal of Finance, American Finance Association, volume 62, issue 3, pages 1273-1311, June, DOI: 10.1111/j.1540-6261.2007.01236.x.
  16. Ljungqvist, Alexander & Marston, Felicia & Starks, Laura T. & Wei, Kelsey D. & Yan, Hong, 2007, "Conflicts of interest in sell-side research and the moderating role of institutional investors," Journal of Financial Economics, Elsevier, volume 85, issue 2, pages 420-456, August.
  17. Pantisa Pavabutr & Hong Yan, 2007, "The Impact of Foreign Portfolio Flows on Emerging Market Volatility: Evidence from Thailand," Australian Journal of Management, Australian School of Business, volume 32, issue 2, pages 345-368, December, DOI: 10.1177/031289620703200209.
  18. David Yao, 2007, "Comments on: Dynamic priority allocation via restless bandit marginal productivity indices," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 15, issue 2, pages 220-223, December, DOI: 10.1007/s11750-007-0031-2.
  19. Arturo Bris & William N. Goetzmann & Ning Zhu, 2007, "Efficiency and the Bear: Short Sales and Markets Around the World," Journal of Finance, American Finance Association, volume 62, issue 3, pages 1029-1079, June, DOI: 10.1111/j.1540-6261.2007.01230.x.
  20. William N. Goetzmann & Andrey D. Ukhov & Ning Zhu, 2007, "China and the world financial markets 1870–1939: Modern lessons from historical globalization1," Economic History Review, Economic History Society, volume 60, issue 2, pages 267-312, May, DOI: 10.1111/j.1468-0289.2007.00376.x.

2006

  1. Timothy Bates & William Bradford & Julia Sass Rubin, 2006, "The Viability of the Minority-Oriented Venture-Capital Industry Under Alternative Financing Arrangements," Economic Development Quarterly, , volume 20, issue 2, pages 178-191, May, DOI: 10.1177/0891242405286045.
  2. Cheng, Shijun & Xu, Xiaoyan, 2006, "The role of peer performance in managerial compensation surrounding the 1996 Telecommunications Act," Journal of Accounting and Public Policy, Elsevier, volume 25, issue 5, pages 596-608.
  3. Guo, Ming & Ou-Yang, Hui, 2006, "Incentives and performance in the presence of wealth effects and endogenous risk," Journal of Economic Theory, Elsevier, volume 129, issue 1, pages 150-191, July.
  4. Kewei Hou & David T. Robinson, 2006, "Industry Concentration and Average Stock Returns," Journal of Finance, American Finance Association, volume 61, issue 4, pages 1927-1956, August, DOI: 10.1111/j.1540-6261.2006.00893.x.
  5. Chen, Andrew H. & Ju, Nengjiu & Mazumdar, Sumon C. & Verma, Avinash, 2006, "Correlated Default Risks and Bank Regulations," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 2, pages 375-398, March, DOI: 10.1353/mcb.2006.0028.
  6. Nengjiu Ju & Rui Zhong, 2006, "Fourier transformation and the pricing of average-rate derivatives," Review of Derivatives Research, Springer, volume 9, issue 3, pages 187-212, November, DOI: 10.1007/s11147-007-9013-7.
  7. Bakshi, Gurdip & Ju, Nengjiu & Ou-Yang, Hui, 2006, "Estimation of continuous-time models with an application to equity volatility dynamics," Journal of Financial Economics, Elsevier, volume 82, issue 1, pages 227-249, October.
  8. Jun Liu & Francis A. Longstaff & Ravit E. Mandell, 2006, "The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks," The Journal of Business, University of Chicago Press, volume 79, issue 5, pages 2337-2360, September, DOI: 10.1086/505237.
  9. Jun Pan & Kenneth J. Singleton, 2006, "Interpreting Recent Changes in the Credit Spreads of Japanese Banks," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 24, issue S1, pages 129-141, December.
  10. Jun Pan & Allen M. Poteshman, 2006, "The Information in Option Volume for Future Stock Prices," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 3, pages 871-908.
  11. Cheng, Yingmei & Liu, Mark H. & Qian, Jun, 2006, "Buy-Side Analysts, Sell-Side Analysts, and Investment Decisions of Money Managers," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 41, issue 1, pages 51-83, March.
  12. Ng, Lilian & Wu, Fei, 2006, "Revealed stock preferences of individual investors: Evidence from Chinese equity markets," Pacific-Basin Finance Journal, Elsevier, volume 14, issue 2, pages 175-192, April.
  13. Bruno Gerard & Guojun Wu, 2006, "How Important Is Intertemporal Risk for Asset Allocation?," The Journal of Business, University of Chicago Press, volume 79, issue 4, pages 2203-2242, July, DOI: 10.1086/503661.
  14. Rajesh K. Aggarwal & Guojun Wu, 2006, "Stock Market Manipulations," The Journal of Business, University of Chicago Press, volume 79, issue 4, pages 1915-1954, July, DOI: 10.1086/503652.
  15. Toni M. Whited & Guojun Wu, 2006, "Financial Constraints Risk," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 2, pages 531-559.
  16. Andrew Ang & Joseph Chen & Yuhang Xing, 2006, "Downside Risk," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1191-1239.
  17. Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2006, "The Cross‐Section of Volatility and Expected Returns," Journal of Finance, American Finance Association, volume 61, issue 1, pages 259-299, February, DOI: 10.1111/j.1540-6261.2006.00836.x.
  18. Qing Li & Maria Vassalou & Yuhang Xing, 2006, "Sector Investment Growth Rates and the Cross Section of Equity Returns," The Journal of Business, University of Chicago Press, volume 79, issue 3, pages 1637-1665, May, DOI: 10.1086/500687.
  19. Dragon Tang & Hong Yan, 2006, "Macroeconomic Conditions, Firm Characteristics, and Credit Spreads," Journal of Financial Services Research, Springer;Western Finance Association, volume 29, issue 3, pages 177-210, June, DOI: 10.1007/s10693-006-7625-y.
  20. Gary Jefferson & Bai Huamao & Guan Xiaojing & Yu Xiaoyun, 2006, "R&D Performance in Chinese industry," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 15, issue 4-5, pages 345-366, DOI: 10.1080/10438590500512851.
  21. Brian H. Boyer & Tomomi Kumagai & Kathy Yuan, 2006, "How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices," Journal of Finance, American Finance Association, volume 61, issue 2, pages 957-1003, April, DOI: 10.1111/j.1540-6261.2006.00860.x.
  22. Yuan, Kathy & Zheng, Lu & Zhu, Qiaoqiao, 2006, "Are investors moonstruck? Lunar phases and stock returns," Journal of Empirical Finance, Elsevier, volume 13, issue 1, pages 1-23, January.
  23. Arturo Bris & Ivo Welch & Ning Zhu, 2006, "The Costs of Bankruptcy: Chapter 7 Liquidation versus Chapter 11 Reorganization," Journal of Finance, American Finance Association, volume 61, issue 3, pages 1253-1303, June, DOI: 10.1111/j.1540-6261.2006.00872.x.
  24. Ravi Dhar & Ning Zhu, 2006, "Up Close and Personal: Investor Sophistication and the Disposition Effect," Management Science, INFORMS, volume 52, issue 5, pages 726-740, May, DOI: 10.1287/mnsc.1040.0473.
  25. Laura T. Starks & Li Yong & Lu Zheng, 2006, "Tax‐Loss Selling and the January Effect: Evidence from Municipal Bond Closed‐End Funds," Journal of Finance, American Finance Association, volume 61, issue 6, pages 3049-3067, December, DOI: 10.1111/j.1540-6261.2006.01011.x.

2005

  1. Hong Chen & Murray Z. Frank & Owen Q. Wu, 2005, "What Actually Happened to the Inventories of American Companies Between 1981 and 2000?," Management Science, INFORMS, volume 51, issue 7, pages 1015-1031, July, DOI: 10.1287/mnsc.1050.0368.
  2. Dai, Yue & Chao, Xiuli & Fang, Shu-Cherng & Nuttle, Henry L.W., 2005, "Pricing in revenue management for multiple firms competing for customers," International Journal of Production Economics, Elsevier, volume 98, issue 1, pages 1-16, October.
  3. Kewei Hou & Tobias J. Moskowitz, 2005, "Market Frictions, Price Delay, and the Cross-Section of Expected Returns," The Review of Financial Studies, Society for Financial Studies, volume 18, issue 3, pages 981-1020.
  4. Ju, Nengjiu & Parrino, Robert & Poteshman, Allen M. & Weisbach, Michael S., 2005, "Horses and Rabbits? Trade-Off Theory and Optimal Capital Structure," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 40, issue 2, pages 259-281, June.
  5. Ang, Andrew & Bekaert, Geert & Liu, Jun, 2005, "Why stocks may disappoint," Journal of Financial Economics, Elsevier, volume 76, issue 3, pages 471-508, June.
  6. Jun Liu, 2005, "An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks," The Review of Financial Studies, Society for Financial Studies, volume 18, issue 1, pages 131-164.
  7. Feng Li & M. H. Franco Wong, 2005, "Employee Stock Options, Equity Valuation, and the Valuation of Option Grants Using a Warrant‐Pricing Model," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 43, issue 1, pages 97-131, March, DOI: 10.1111/j.1475-679x.2005.00164.x.
  8. Gupta, Anurag & Liang, Bing, 2005, "Do hedge funds have enough capital? A value-at-risk approach," Journal of Financial Economics, Elsevier, volume 77, issue 1, pages 219-253, July.
  9. Huddart, Steven & Liang, Pierre Jinghong, 2005, "Profit sharing and monitoring in partnerships," Journal of Accounting and Economics, Elsevier, volume 40, issue 1-3, pages 153-187, December.
  10. Alessandria, George & Qian, Jun, 2005, "Endogenous financial intermediation and real effects of capital account liberalization," Journal of International Economics, Elsevier, volume 67, issue 1, pages 97-128, September.
  11. Allen, Franklin & Qian, Jun & Qian, Meijun, 2005, "Law, finance, and economic growth in China," Journal of Financial Economics, Elsevier, volume 77, issue 1, pages 57-116, July.
  12. Goldman, Eitan & Qian, Jun, 2005, "Optimal toeholds in takeover contests," Journal of Financial Economics, Elsevier, volume 77, issue 2, pages 321-346, August.
  13. Hyun-Soo Ahn & Rhonda Righter & J. Shanthikumar, 2005, "Staffing decisions for heterogeneous workers with turnover," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 62, issue 3, pages 499-514, December, DOI: 10.1007/s00186-005-0033-5.
  14. H. Henry Cao & Tan Wang & Harold H. Zhang, 2005, "Model Uncertainty, Limited Market Participation, and Asset Prices," The Review of Financial Studies, Society for Financial Studies, volume 18, issue 4, pages 1219-1251.
  15. Lei, Qin & Wu, Guojun, 2005, "Time-varying informed and uninformed trading activities," Journal of Financial Markets, Elsevier, volume 8, issue 2, pages 153-181, May.
  16. Kathy Yuan, 2005, "Asymmetric Price Movements and Borrowing Constraints: A Rational Expectations Equilibrium Model of Crises, Contagion, and Confusion," Journal of Finance, American Finance Association, volume 60, issue 1, pages 379-411, February, DOI: 10.1111/j.1540-6261.2005.00733.x.
  17. Kathy Yuan, 2005, "The Liquidity Service Of Benchmark Securities," Journal of the European Economic Association, MIT Press, volume 3, issue 5, pages 1156-1180, September.
  18. William N. Goetzmann & Ning Zhu, 2005, "Rain or Shine: Where is the Weather Effect?," European Financial Management, European Financial Management Association, volume 11, issue 5, pages 559-578, November, DOI: 10.1111/j.1354-7798.2005.00298.x.
  19. Thomas D. Tallarini, Jr. & Harold H. Zhang, 2005, "External Habit and the Cyclicality of Expected Stock Returns," The Journal of Business, University of Chicago Press, volume 78, issue 3, pages 1023-1048, May, DOI: 10.1086/429652.
  20. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005, "On the Industry Concentration of Actively Managed Equity Mutual Funds," Journal of Finance, American Finance Association, volume 60, issue 4, pages 1983-2011, August, DOI: 10.1111/j.1540-6261.2005.00785.x.
  21. Brad M. Barber & Terrance Odean & Lu Zheng, 2005, "Out of Sight, Out of Mind: The Effects of Expenses on Mutual Fund Flows," The Journal of Business, University of Chicago Press, volume 78, issue 6, pages 2095-2120, November, DOI: 10.1086/497042.

2004

  1. Timothy Bates & William Bradford, 2004, "Analysis of venture-capital funds that finance minority-owned businesses," The Review of Black Political Economy, Springer;National Economic Association, volume 32, issue 1, pages 37-46, September, DOI: 10.1007/s12114-004-1017-z.
  2. Chang, Chun & Chang, Gene Hsin & Fleisher, Belton M. & Parker, Elliott & Wang, Yijiang, 2004, "Note," China Economic Review, Elsevier, volume 15, issue 4, pages 373-374.
  3. John Boyd & Chun Chang & Bruce Smith, 2004, "Deposit insurance and bank regulation in a monetary economy: a general equilibrium exposition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 24, issue 4, pages 741-767, November, DOI: 10.1007/s00199-003-0372-5.
  4. Chun Chang & Xiaoyun Yu, 2004, "Investment Opportunities, Liquidity Premium, and Conglomerate Mergers," The Journal of Business, University of Chicago Press, volume 77, issue 1, pages 45-74, January, DOI: 10.1086/379861.
  5. Agrawal, Vipul & Chao, Xiuli & Seshadri, Sridhar, 2004, "Dynamic balancing of inventory in supply chains," European Journal of Operational Research, Elsevier, volume 159, issue 2, pages 296-317, December.
  6. Hirshleifer, David & Kewei Hou & Teoh, Siew Hong & Yinglei Zhang, 2004, "Do investors overvalue firms with bloated balance sheets?," Journal of Accounting and Economics, Elsevier, volume 38, issue 1, pages 297-331, December.
  7. Jun Liu, 2004, "Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities," The Review of Financial Studies, Society for Financial Studies, volume 17, issue 3, pages 611-641.
  8. Jang, Wooseung & Shanthikumar, J. George, 2004, "Sequential process control under capacity constraints," European Journal of Operational Research, Elsevier, volume 155, issue 3, pages 695-714, June.
  9. Ed Nosal & Tan Wang, 2004, "Arbitrage: the key to pricing options," Economic Commentary, Federal Reserve Bank of Cleveland, issue Jan.
  10. Liming Liu & Xiaoming Liu & David D. Yao, 2004, "Analysis and Optimization of a Multistage Inventory-Queue System," Management Science, INFORMS, volume 50, issue 3, pages 365-380, March, DOI: 10.1287/mnsc.1030.0196.
  11. Lu Zheng, 2004, "On the Comparative Advantage of Chinese Industries," Chinese Economy, Taylor & Francis Journals, volume 37, issue 2, pages 6-15, March.
  12. Cai, Fang & Zheng, Lu, 2004, "Institutional trading and stock returns," Finance Research Letters, Elsevier, volume 1, issue 3, pages 178-189, September.

2003

  1. Chang, Chun & McCall, Brian P. & Wang, Yijiang, 2003, "Incentive contracting versus ownership reforms: evidence from China's township and village enterprises," Journal of Comparative Economics, Elsevier, volume 31, issue 3, pages 414-428, September.
  2. Chun Chang, 2003, "Progress and peril in China's modern economy," The Region, Federal Reserve Bank of Minneapolis, volume 17, issue Dec, pages 26-30.
  3. Xiuli Chao & Liming Liu & Shaohui Zheng, 2003, "Resource Allocation in Multisite Service Systems with Intersite Customer Flows," Management Science, INFORMS, volume 49, issue 12, pages 1739-1752, December, DOI: 10.1287/mnsc.49.12.1739.25110.
  4. Kahl, Matthias & Liu, Jun & Longstaff, Francis A., 2003, "Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?," Journal of Financial Economics, Elsevier, volume 67, issue 3, pages 385-410, March.
  5. Liu, Jun & Pan, Jun, 2003, "Dynamic derivative strategies," Journal of Financial Economics, Elsevier, volume 69, issue 3, pages 401-430, September.
  6. Jun Liu & Francis A. Longstaff & Jun Pan, 2003, "Dynamic Asset Allocation with Event Risk," Journal of Finance, American Finance Association, volume 58, issue 1, pages 231-259, February, DOI: 10.1111/1540-6261.00523.
  7. Wang, Tan, 2003, "Conditional preferences and updating," Journal of Economic Theory, Elsevier, volume 108, issue 2, pages 286-321, February.
  8. Jefferson, Gary & Hu, Albert G. Z. & Guan, Xiaojing & Yu, Xiaoyun, 2003, "Ownership, performance, and innovation in China's large- and medium-size industrial enterprise sector," China Economic Review, Elsevier, volume 14, issue 1, pages 89-113.
  9. Harold H. Zhang, 2003, "Comment on `Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle?'," Review of Finance, Springer, volume 7, issue 3, pages 583-586.

2002

  1. Boyd, John H. & Chang, Chun & Smith, Bruce D., 2002, "Deposit insurance: a reconsideration," Journal of Monetary Economics, Elsevier, volume 49, issue 6, pages 1235-1260, September.
  2. Pan, Jun, 2002, "The jump-risk premia implicit in options: evidence from an integrated time-series study," Journal of Financial Economics, Elsevier, volume 63, issue 1, pages 3-50, January.
  3. Wu, Guojun & Xiao, Zhijie, 2002, "A generalized partially linear model of asymmetric volatility," Journal of Empirical Finance, Elsevier, volume 9, issue 3, pages 287-319, August.

2001

  1. Chang, Chun & Chang, Gene & Fleisher, Belton & Parker, Elliott & Wang, Yijiang, 2001, "Editorial note," China Economic Review, Elsevier, volume 12, issue 4, pages 261-262.
  2. Chang, Chun & Fleisher, Belton M. & Parker, Elliott, 2001, "The impact of China's entry into the WTO: Overview," China Economic Review, Elsevier, volume 11, issue 4, pages 319-322.
  3. Jun Pan & Darrell Duffie, 2001, "Analytical value-at-risk with jumps and credit risk," Finance and Stochastics, Springer, volume 5, issue 2, pages 155-180.
  4. Phelim Boyle & Tan Wang, 2001, "Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing," Mathematical Finance, Wiley Blackwell, volume 11, issue 3, pages 267-284, July, DOI: 10.1111/1467-9965.00115.
  5. Wang, Tan, 2001, "Equilibrium with new investment opportunities," Journal of Economic Dynamics and Control, Elsevier, volume 25, issue 11, pages 1751-1773, November.
  6. Wu, Guojun, 2001, "The Determinants of Asymmetric Volatility," The Review of Financial Studies, Society for Financial Studies, volume 14, issue 3, pages 837-859.
  7. Hong Yan, 2001, "Dynamic Models of the Term Structure," Financial Analysts Journal, Taylor & Francis Journals, volume 57, issue 4, pages 60-76, July, DOI: 10.2469/faj.v57.n4.2466.
  8. Dammon, Robert M & Spatt, Chester S & Zhang, Harold H, 2001, "Optimal Consumption and Investment with Capital Gains Taxes," The Review of Financial Studies, Society for Financial Studies, volume 14, issue 3, pages 583-616.

2000

  1. W. Bradford & Robert Martin, 2000, "Partnerships, Profit Sharing, and Quality Competition in the Medical Profession," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 17, issue 2, pages 193-208, September, DOI: 10.1023/A:1007894428368.
  2. Chang, Chun & Chang, Gene Hsin & Fleisher, Belton & Parker, Elliott & Wang, Yijiang, 2000, "Introduction," China Economic Review, Elsevier, volume 11, issue 2, pages 113-113, December.
  3. Chun Chang & Yijiang Wang, 2000, "Choosing between Up-or-Out and Spot Contracts: Human Capital Investment versus Job-Matching Considerations," Annals of Economics and Finance, Society for AEF, volume 1, issue 1, pages 189-210, May.
  4. Bing Liang, 2000, "Portfolio Formation, Measurement Errors, And Beta Shifts: A Random Sampling Approach," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 23, issue 3, pages 261-284, September.
  5. Liang, Bing, 2000, "Hedge Funds: The Living and the Dead," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 35, issue 3, pages 309-326, September.
  6. Chong-en Bai & Shan Li, 2000, "Capital Structure and Product Market Strategy," Annals of Economics and Finance, Society for AEF, volume 1, issue 2, pages 381-400, November.
  7. Darrell Duffie & Jun Pan & Kenneth Singleton, 2000, "Transform Analysis and Asset Pricing for Affine Jump-Diffusions," Econometrica, Econometric Society, volume 68, issue 6, pages 1343-1376, November.
  8. Dumas, Bernard & Uppal, Raman & Wang, Tan, 2000, "Efficient Intertemporal Allocations with Recursive Utility," Journal of Economic Theory, Elsevier, volume 93, issue 2, pages 240-259, August.
  9. Bekaert, Geert & Wu, Guojun, 2000, "Asymmetric Volatility and Risk in Equity Markets," The Review of Financial Studies, Society for Financial Studies, volume 13, issue 1, pages 1-42.
  10. Zhang, Harold H., 2000, "Explaining bond returns in heterogeneous agent models: The importance of higher-order moments," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 10, pages 1381-1404, September.

1999

  1. Chang, Chun, 1999, "Capital structure as optimal contracts," The North American Journal of Economics and Finance, Elsevier, volume 10, issue 2, pages 363-385.
  2. Liang, Bing, 1999, "Price Pressure: Evidence from the "Dartboard" Column," The Journal of Business, University of Chicago Press, volume 72, issue 1, pages 119-134, January, DOI: 10.1086/209604.
  3. Li, David D. & Li, Shan, 1999, "An agency theory of the bankruptcy law," International Review of Economics & Finance, Elsevier, volume 8, issue 1, pages 1-24, January.
  4. Paul Harrison & Harold H. Zhang, 1999, "An Investigation Of The Risk And Return Relation At Long Horizons," The Review of Economics and Statistics, MIT Press, volume 81, issue 3, pages 399-408, August.

1998

  1. Wang, Yijiang & Chang, Chun, 1998, "Economic transition under a semifederalist government: The experience of China," China Economic Review, Elsevier, volume 9, issue 1, pages 1-23.
  2. John H. Boyd & Chun Chang & Bruce Smith, 1998, "Moral hazard under commercial and universal banking," Proceedings, Federal Reserve Bank of Cleveland, issue Aug, pages 426-471.
  3. Chen, Son-Nan & Jeon, Kisuk, 1998, "Mean reversion behavior of the returns on currency assets," International Review of Economics & Finance, Elsevier, volume 7, issue 2, pages 185-200.
  4. Chao, Xiuli & Zhao, Yiqiang Q., 1998, "Analysis of multi-server queues with station and server vacations," European Journal of Operational Research, Elsevier, volume 110, issue 2, pages 392-406, October.
  5. So, Kut C. & Song, Jing-Sheng, 1998, "Price, delivery time guarantees and capacity selection," European Journal of Operational Research, Elsevier, volume 111, issue 1, pages 28-49, November.
  6. Liu, Ming & Zhang, Harold H., 1998, "Overparameterization in the seminonparametric density estimation," Economics Letters, Elsevier, volume 60, issue 1, pages 11-18, July.

1997

  1. Byun, Jong Cook & Chen, Son-Nan, 1997, "The Effect on a Firm's Financing and Investment Decisions of Differential Taxation as Barriers to International Investment," Review of Quantitative Finance and Accounting, Springer, volume 8, issue 3, pages 191-209, May.
  2. C. Roger Glassey & Sridhar Seshadri & J. Shanthikumar, 1997, "Using information about machine failures to control flowlines," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 45, issue 3, pages 455-481, October, DOI: 10.1007/BF01194790.
  3. Shaked, Moshe & Shanthikumar, J. George, 1997, "Supermodular Stochastic Orders and Positive Dependence of Random Vectors," Journal of Multivariate Analysis, Elsevier, volume 61, issue 1, pages 86-101, April.
  4. Zhang, Harold H, 1997, "Endogenous Borrowing Constraints with Incomplete Markets," Journal of Finance, American Finance Association, volume 52, issue 5, pages 2187-2209, December.
  5. Sloan, Frank A. & Entman, Stephen S. & Reilly, Bridget A. & Glass, Cheryl A. & Hickson, Gerald B. & Zhang, Harold H., 1997, "Tort liability and obstetricians' care levels," International Review of Law and Economics, Elsevier, volume 17, issue 2, pages 245-260, June.
  6. Zhang, Harold H., 1997, "Endogenous Short-Sale Constraint, Stock Prices And Output Cycles," Macroeconomic Dynamics, Cambridge University Press, volume 1, issue 1, pages 228-254, January.

1996

  1. Chang, Chun & Wang, Yijiang, 1996, "Human Capital Investment under Asymmetric Information: The Pigovian Conjecture Revisited," Journal of Labor Economics, University of Chicago Press, volume 14, issue 3, pages 505-519, July, DOI: 10.1086/209820.
  2. Byun, Jong-Cook & Chen, Son-Nan, 1996, "International real interest rate parity with error correction models," Global Finance Journal, Elsevier, volume 7, issue 2, pages 129-151.
  3. Bardhan, Indrajit & Chao, Xiuli, 1996, "Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty," Journal of Economic Dynamics and Control, Elsevier, volume 20, issue 1-3, pages 361-384.
  4. Bardhan, Indrajit & Chao, Xiuli, 1996, "On martingale measures when asset returns have unpredictable jumps," Stochastic Processes and their Applications, Elsevier, volume 63, issue 1, pages 35-54, October.
  5. Li, David D & Li, Shan, 1996, "A Theory of Corporate Scope and Financial Structure," Journal of Finance, American Finance Association, volume 51, issue 2, pages 691-709, June.
  6. Jun Pan & Atul Bahel & Mushti V. Ramakrishna, 1996, "Structures Of Silicon Clusters," Surface Review and Letters (SRL), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 341-345, DOI: 10.1142/S0218625X96000620.
  7. Epstein, Larry G & Wang, Tan, 1996, ""Beliefs about Beliefs" without Probabilities," Econometrica, Econometric Society, volume 64, issue 6, pages 1343-1373, November.
  8. Tauchen, George & Zhang, Harold & Liu, Ming, 1996, "Volume, volatility, and leverage: A dynamic analysis," Journal of Econometrics, Elsevier, volume 74, issue 1, pages 177-208, September.

1995

  1. Timothy Bates & William Bradford, 1995, "Look before you leap: The Franchise route to self-employment," The Review of Black Political Economy, Springer;National Economic Association, volume 23, issue 4, pages 77-83, June, DOI: 10.1007/BF02689913.
  2. Chun Chang & Wang, Yijiang, 1995, "A framework for understanding differences in labor turnover and human capital investment," Journal of Economic Behavior & Organization, Elsevier, volume 28, issue 1, pages 91-105, September.
  3. Ziv Carmon & J. George Shanthikumar & Tali F. Carmon, 1995, "A Psychological Perspective on Service Segmentation Models: The Significance of Accounting for Consumers' Perceptions of Waiting and Service," Management Science, INFORMS, volume 41, issue 11, pages 1806-1815, November, DOI: 10.1287/mnsc.41.11.1806.
  4. Shaked, M. & Shanthikumar, J. G. & Tong, Y. L., 1995, "Parametric Schur Convexity and Arrangement Monotonicity Properties of Partial Sums," Journal of Multivariate Analysis, Elsevier, volume 53, issue 2, pages 293-310, May.
  5. Shaked, Moshe & George Shanthikumar, J., 1995, "Hazard rate ordering of k-out-of-n systems," Statistics & Probability Letters, Elsevier, volume 23, issue 1, pages 1-8, April.
  6. Epstein Larry G. & Wang Tan, 1995, "Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes," Journal of Economic Theory, Elsevier, volume 67, issue 1, pages 40-82, October.

1994

  1. Chang Chun & Wang Yijiang, 1994, "The Nature of the Township-Village Enterprise," Journal of Comparative Economics, Elsevier, volume 19, issue 3, pages 434-452, December.
  2. Chen, Son-Nan & Jang, Hoyoon, 1994, "On selectivity and market timing ability of U.S.-based international mutual funds: Using refined Jensen's measure," Global Finance Journal, Elsevier, volume 5, issue 1, pages 1-15.
  3. J. A. Buzacott & J. G. Shanthikumar, 1994, "Safety Stock versus Safety Time in MRP Controlled Production Systems," Management Science, INFORMS, volume 40, issue 12, pages 1678-1689, December, DOI: 10.1287/mnsc.40.12.1678.
  4. Epstein, Larry G & Wang, Tan, 1994, "Intertemporal Asset Pricing Under Knightian Uncertainty," Econometrica, Econometric Society, volume 62, issue 2, pages 283-322, March.

1993

  1. Chang, Chun, 1993, "Payout Policy, Capital Structure, and Compensation Contracts When Managers Value Control," The Review of Financial Studies, Society for Financial Studies, volume 6, issue 4, pages 911-933.
  2. Wang Tan, 1993, "Lp-Frechet Differentiable Preference and Local Utility Analysis," Journal of Economic Theory, Elsevier, volume 61, issue 1, pages 139-159, October.
  3. Guillermo Gallego & David D. Yao & Ilkyeong Moon, 1993, "Optimal Control of a Manufacturing Process That Involves Trial Runs," Management Science, INFORMS, volume 39, issue 12, pages 1499-1505, December, DOI: 10.1287/mnsc.39.12.1499.

1992

  1. Chang, Chun & Wang, Yijiang, 1992, "Optimal liquidation rule and debt in the principal-agent model," Economics Letters, Elsevier, volume 40, issue 1, pages 23-26, September.
  2. Chang, Chun, 1992, "Capital Structure as an Optimal Contract between Employees and Investors," Journal of Finance, American Finance Association, volume 47, issue 3, pages 1141-1158, July.
  3. Genji Yamazaki & Hirotaka Sakasegawa & J. George Shanthikumar, 1992, "On Optimal Arrangement of Stations in a Tandem Queueing System with Blocking," Management Science, INFORMS, volume 38, issue 1, pages 137-153, January, DOI: 10.1287/mnsc.38.1.137.
  4. Paul Glasserman & David D. Yao, 1992, "Some Guidelines and Guarantees for Common Random Numbers," Management Science, INFORMS, volume 38, issue 6, pages 884-908, June, DOI: 10.1287/mnsc.38.6.884.

1991

  1. Chen, Son-Nan, 1991, "Optimal Asset Abandonment and Replacement: Tax and Inflation Considerations," The Financial Review, Eastern Finance Association, volume 26, issue 2, pages 157-177, May.
  2. Shaked, Moshe & Shanthikumar, J. George, 1991, "Dynamic multivariate aging notions in reliability theory," Stochastic Processes and their Applications, Elsevier, volume 38, issue 1, pages 85-97, June.

1990

  1. Chang, Chun, 1990, "The dynamic structure of optimal debt contracts," Journal of Economic Theory, Elsevier, volume 52, issue 1, pages 68-86, October.
  2. Moshe Shaked & J. Shanthikumar, 1990, "Parametric stochastic convexity and concavity of stochastic processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 42, issue 3, pages 509-531, September, DOI: 10.1007/BF00049305.
  3. Dale Henderson & Ning Zhu, 1990, "Uncertainty and the choice of instruments in a two-country monetary-policy game," Open Economies Review, Springer, volume 1, issue 1, pages 39-65, February, DOI: 10.1007/BF01886175.

1989

  1. Chang, S J & Chen, Son-Nan, 1989, "A Study of Call Price Behavior under a Stationary Return Generating Process," The Financial Review, Eastern Finance Association, volume 24, issue 3, pages 335-354, August.
  2. Çinlar, Erhan & Shaked, Moshe & Shanthikumar, J. George, 1989, "On lifetimes influenced by a common environment," Stochastic Processes and their Applications, Elsevier, volume 33, issue 2, pages 347-359, December.

1987

  1. Bradford, William D, 1987, "The Issue Decision of Manager-Owners under Information Asymmetry," Journal of Finance, American Finance Association, volume 42, issue 5, pages 1245-1260, December.
  2. David Assaf & J. George Shanthikumar, 1987, "Optimal Group Maintenance Policies with Continuous and Periodic Inspections," Management Science, INFORMS, volume 33, issue 11, pages 1440-1452, November, DOI: 10.1287/mnsc.33.11.1440.
  3. J. George Shanthikumar & David D. Yao, 1987, "Optimal Server Allocation in a System of Multi-Server Stations," Management Science, INFORMS, volume 33, issue 9, pages 1173-1180, September, DOI: 10.1287/mnsc.33.9.1173.
  4. Shaked, Moshe & Shanthikumar, J. George, 1987, "Temporal stochastic convexity and concavity," Stochastic Processes and their Applications, Elsevier, volume 27, issue , pages 1-20.
  5. Shaked, Moshe & George Shanthikumar, J., 1987, "The multivariate hazard construction," Stochastic Processes and their Applications, Elsevier, volume 24, issue 2, pages 241-258, May.
  6. Mok, Stephen K. & Shanthikumar, J. George, 1987, "A transient queueing model for Business Office with standby servers," European Journal of Operational Research, Elsevier, volume 28, issue 2, pages 158-174, February.
  7. David D. Yao & S. C. Kim, 1987, "Reducing the Congestion in a Class of Job Shops," Management Science, INFORMS, volume 33, issue 9, pages 1165-1172, September, DOI: 10.1287/mnsc.33.9.1165.

1986

  1. Son-Nan Chen & Cheng F. Lee, 1986, "The Effects of the Sample Size, the Investment Horizon and Market Conditions on the Validity of Composite Performance Measures: A Generalization," Management Science, INFORMS, volume 32, issue 11, pages 1410-1421, November, DOI: 10.1287/mnsc.32.11.1410.
  2. Chen, Son-Nan, 1986, "An intertemporal capital asset pricing model under heterogeneous beliefs," Journal of Economics and Business, Elsevier, volume 38, issue 4, pages 317-330, December.
  3. Shanthikumar, J. George & Yao, David D., 1986, "The preservation of likelihood ratio ordering under convolution," Stochastic Processes and their Applications, Elsevier, volume 23, issue 2, pages 259-267, December.
  4. Shanthikumar, J. George & Stecke, Kathryn E., 1986, "Reducing work-in-process inventory in certain classes of flexible manufacturing systems," European Journal of Operational Research, Elsevier, volume 26, issue 2, pages 266-271, August.
  5. Yao, David D. & Buzacott, J. A., 1986, "The exponentialization approach to flexible manufacturing system models with general processing times," European Journal of Operational Research, Elsevier, volume 24, issue 3, pages 410-416, March.
  6. J. A. Buzacott & David D. Yao, 1986, "Flexible Manufacturing Systems: A Review of Analytical Models," Management Science, INFORMS, volume 32, issue 7, pages 890-905, July, DOI: 10.1287/mnsc.32.7.890.

1985

  1. Chen, Son-Nan & Moore, William T, 1985, "Uncertain Inflation and Optimal Portfolio Selection: A Simplified Approach," The Financial Review, Eastern Finance Association, volume 20, issue 4, pages 343-356, November.
  2. J. A. Buzacott & J. G. Shanthikumar, 1985, "On Approximate Queueing Models of Dynamic Job Shops," Management Science, INFORMS, volume 31, issue 7, pages 870-887, July, DOI: 10.1287/mnsc.31.7.870.
  3. Shanthikumar, J. G. & Wu, Yih-Bor, 1985, "Decomposition approaches in permutation scheduling problems with application to the M-machine flow shop scheduling problems," European Journal of Operational Research, Elsevier, volume 19, issue 1, pages 125-141, January.
  4. Shanthikumar, J. G., 1985, "Discrete random variate generation using uniformization," European Journal of Operational Research, Elsevier, volume 21, issue 3, pages 387-398, September.
  5. Yao, David D. W. & Buzacott, J. A., 1985, "Queueing models for a flexible machining station Part I: The diffusion approximation," European Journal of Operational Research, Elsevier, volume 19, issue 2, pages 233-240, February.
  6. Yao, David D. W. & Buzacott, J. A., 1985, "Queueing models for a flexible machining station Part II: The method of Coxian phases," European Journal of Operational Research, Elsevier, volume 19, issue 2, pages 241-252, February.

1984

  1. Moore, William T & Chen, Son-Nan, 1984, "Implementing the IRR Criterion When Cash Flow Parameters Are Unknown," The Financial Review, Eastern Finance Association, volume 19, issue 4, pages 351-358, November.
  2. Chen, Son-Nan & Moore, William T, 1984, "Multi-Period Asset Pricing: The Effects of Uncertain Inflation," The Financial Review, Eastern Finance Association, volume 19, issue 2, pages 208-221, May.
  3. Robert A. Pari & Son-Nan Chen, 1984, "An Empirical Test Of The Arbitrage Pricing Theory," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 7, issue 2, pages 121-130, June.
  4. Chen, Son Nan, 1984, "Capital budgeting and uncertain inflation," Journal of Economics and Business, Elsevier, volume 36, issue 3, pages 335-344, August.
  5. Shanthikumar, J. G. & Buzacott, J. A., 1984, "The time spent in a dynamic job shop," European Journal of Operational Research, Elsevier, volume 17, issue 2, pages 215-226, August.
  6. Yao, David D. W. & Chaudhry, M. L. & Templeton, J. G. C., 1984, "On bounds for bulk arrival queues," European Journal of Operational Research, Elsevier, volume 15, issue 2, pages 237-243, February.

1983

  1. Chen, Son-Nan & Brown, Stephen J, 1983, "Estimation Risk and Simple Rules for Optimal Portfolio Selection," Journal of Finance, American Finance Association, volume 38, issue 4, pages 1087-1093, September.
  2. J. G. Shanthikumar & C. C. Tien, 1983, "An Algorithmic Solution to Two-Stage Transfer Lines with Possible Scrapping of Units," Management Science, INFORMS, volume 29, issue 9, pages 1069-1086, September, DOI: 10.1287/mnsc.29.9.1069.

1982

  1. Chen, Son-Nan, 1982, "An Examination of Risk-Return Relationship in Bull and Bear Markets Using Time-Varying Betas," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 17, issue 2, pages 265-286, June.
  2. Chen, Son-Nan & Keown, Arthur J., 1982, "Differencing interval and autocorrelation effects on portfolio diversification: Additive versus multiplicative assumptions," Journal of Economics and Business, Elsevier, volume 34, issue 1, pages 39-50.
  3. Chen, Son-Nan & Moore, William T., 1982, "Investment Decisions under Uncertainty: Application of Estimation Risk in the Hillier Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 17, issue 3, pages 425-440, September.
  4. Chen, Son-Nan & Lee, Cheng F., 1982, "Bayesian and mixed estimators of time varying betas," Journal of Economics and Business, Elsevier, volume 34, issue 4, pages 291-301.
  5. Shanthikumar, J. G., 1982, "On reducing time spent in M/G/1 systems," European Journal of Operational Research, Elsevier, volume 9, issue 3, pages 286-294, March.

1981

  1. Chen, Son-Nan, 1981, "Beta Nonstationarity, Portfolio Residual Risk and Diversification," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 16, issue 1, pages 95-111, March.
  2. Son-Nan Chen & Cheng F. Lee, 1981, "The Sampling Relationship Between Sharpe's Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions," Management Science, INFORMS, volume 27, issue 6, pages 607-618, June, DOI: 10.1287/mnsc.27.6.607.
  3. Chen, Son-Nan & Keown, Arthur J, 1981, "An Examination of the Relationship between Pure Residual and Market Risk: A Note," Journal of Finance, American Finance Association, volume 36, issue 5, pages 1203-1209, December.
  4. Chen, Son-Nan & Keown, Arthur J, 1981, "Risk Decomposition and Portfolio Diversification When Beta Is Nonstationary: A Note," Journal of Finance, American Finance Association, volume 36, issue 4, pages 941-947, September.

1980

  1. Bates, Timothy M & Bradford, William D, 1980, "An Analysis of the Portfolio Behavior of Black-Owned Commercial Banks," Journal of Finance, American Finance Association, volume 35, issue 3, pages 753-768, June.
  2. Chen, Son-Nan, 1980, "Time Aggregation, Autocorrelation, and Systematic Risk Estimates–Additive versus Multiplicative Assumptions," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 15, issue 1, pages 151-174, March.

1979

  1. Son-Nan Chen, 1979, "Re-Examining The Market Model Given Evidence Of Heteroskedasticity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 2, issue 2, pages 111-118, September.

1978

  1. Timothy Bates & William Bradford, 1978, "Lending activities of black-owned and controlled savings and loan associations," The Review of Black Political Economy, Springer;National Economic Association, volume 8, issue 2, pages 202-210, December, DOI: 10.1007/BF02689497.
  2. Bradford, William D, 1978, "The Performance of Merging Savings and Loan Associations," The Journal of Business, University of Chicago Press, volume 51, issue 1, pages 115-125, January, DOI: 10.1086/295988.
  3. Bradford, William D., 1978, "Minority Savings and Loan Associations: Hypotheses and Tests," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 13, issue 3, pages 533-547, September.
  4. Bradford, William D & Osborne, Alfred E, Jr & Spellman, Lewis J, 1978, "The Efficiency and Profitability of Minority Controlled Savings and Loan Associations," Journal of Money, Credit and Banking, Blackwell Publishing, volume 10, issue 1, pages 65-74, February.

1977

  1. Spellman, Lewis J & Osborne, Alfred E, Jr & Bradford, William D, 1977, "The Comparative Operating Efficiency of Black Savings and Loan Associations," Journal of Finance, American Finance Association, volume 32, issue 2, pages 565-574, May.

1976

  1. Bradford, William D & Osborne, Alfred E, Jr, 1976, "The Entrepreneurship Decision and Black Economic Development," American Economic Review, American Economic Association, volume 66, issue 2, pages 316-319, May.

1975

  1. William Bradford & Timothy Bates, 1975, "An evaluation of alternative strategies for expanding the number of black-owned businesses," The Review of Black Political Economy, Springer;National Economic Association, volume 5, issue 4, pages 376-385, June, DOI: 10.1007/BF02689467.
  2. Bradford, William D, 1975, "Valuation, Leverage and the Cost of Capital in the Case of Depreciable Assets: Comment," Journal of Finance, American Finance Association, volume 30, issue 1, pages 214-220, March.

1974

  1. William Bradford, 1974, "Minority financial institutions, inner city economic development, and the hunt commission report," The Review of Black Political Economy, Springer;National Economic Association, volume 4, issue 3, pages 47-62, June, DOI: 10.1007/BF03040675.

1973

  1. William Bradford, 1973, "Commercial banks and inner city economic development: Theory, comments, and development of a model," The Review of Black Political Economy, Springer;National Economic Association, volume 4, issue 1, pages 21-40, December, DOI: 10.1007/BF03040622.

Chapters

2015

  1. Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015, "Trends and Cycles in China's Macroeconomy," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2015, Volume 30".

2014

  1. Franklin Allen & Elena Carletti & Robert Cull & Jun Qian & Lemma Senbet & Patricio Valenzuela, 2014, "Resolving the African Financial Development Gap: Cross-Country Comparisons and a Within-Country Study of Kenya," NBER Chapters, National Bureau of Economic Research, Inc, "African Successes, Volume III: Modernization and Development".

2012

  1. Franklin Allen & Jun & Chenying Zhang & Mengxin Zhao, 2012, "China's Financial System: Opportunities and Challenges," NBER Chapters, National Bureau of Economic Research, Inc, "Capitalizing China".
  2. Ning Zhu, 2012, "Comment on "The Chinese Corporate Savings Puzzle: A Firm-level Cross-Country Perspective"," NBER Chapters, National Bureau of Economic Research, Inc, "Capitalizing China".

Software components

2017

  1. Haiyan Ding & Hui He, 2017, "Code and data files for "A Tale of Transition: An Empirical Analysis of Economic Inequality in Urban China, 1986-2009"," Computer Codes, Review of Economic Dynamics, number 16-97, revised .

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.