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Publications

by members of

Shanghai Advanced Institute of Finance (SAIF)
Shanghai Jiao Tong University
Shanghai, China

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 |

Working papers

Undated material is listed at the end

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 32034, National Bureau of Economic Research, Inc.

2022

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

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 28984, National Bureau of Economic Research, Inc.
  2. Hong, Claire Yurong & Lu, Xiaomeng & Pan, Jun, 2021. "FinTech adoption and household risk-taking," BOFIT Discussion Papers 14/2021, Bank of Finland Institute for Emerging Economies (BOFIT).

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 28063, National Bureau of Economic Research, Inc.
  2. Hao Jiang & Dimitri Vayanos & Lu Zheng, 2020. "Passive Investing and the Rise of Mega-Firms," NBER Working Papers 28253, National Bureau of Economic Research, Inc.

2019

  1. Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2019. "Security Analysis: An Investment Perspective," NBER Working Papers 26060, National Bureau of Economic Research, Inc.
  2. Grace Xing Hu & Jun Pan & Jiang Wang & Haoxiang Zhu, 2019. "Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns," NBER Working Papers 25817, National Bureau of Economic Research, Inc.
  3. Zhe Geng & Jun Pan, 2019. "The SOE Premium and Government Support in China's Credit Market," NBER Working Papers 26575, National Bureau of Economic Research, Inc.
  4. Claire Yurong Hong & Xiaomeng Lu & Jun Pan, 2019. "FinTech Platforms and Mutual Fund Distribution," NBER Working Papers 26576, National Bureau of Economic Research, Inc.

2018

  1. Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2018. "q⁵," NBER Working Papers 24709, National Bureau of Economic Research, Inc.
  2. Grace Xing Hu & Jun Pan & Jiang Wang, 2018. "Chinese Capital Market: An Empirical Overview," NBER Working Papers 24346, National Bureau of Economic Research, Inc.

2017

  1. Kewei Hou & Chen Xue & Lu Zhang, 2017. "Replicating Anomalies," NBER Working Papers 23394, National Bureau of Economic Research, Inc.
  2. Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2017. "The Economics of Value Investing," NBER Working Papers 23563, National Bureau of Economic Research, Inc.

2016

  1. Chun Chang & Zheng Liu & Mark M. Spiegel & Jingyi Zhang, 2016. "Reserve Requirements and Optimal Chinese Stabilization Policy," Working Paper Series 2016-10, Federal Reserve Bank of San Francisco.
  2. 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 2016-030, Board of Governors of the Federal Reserve System (U.S.).

2015

  1. Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015. "Trends and cycles in China's macroeconomy," FRB Atlanta Working Paper 2015-5, Federal Reserve Bank of Atlanta.
  2. Jia Chen & Kewei Hou & René M. Stulz, 2015. "Are Firms in "Boring" Industries Worth Less?," NBER Working Papers 20880, National Bureau of Economic Research, Inc.
  3. Hang Bai & Kewei Hou & Howard Kung & Lu Zhang, 2015. "The CAPM Strikes Back? An Investment Model with Disasters," NBER Working Papers 21016, National Bureau of Economic Research, Inc.
  4. Grace Xing Hu & Jun Pan & Jiang Wang, 2015. "Tri-Party Repo Pricing," NBER Working Papers 21502, National Bureau of Economic Research, Inc.

2014

  1. 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 7019, The World Bank.
  2. Chang, C-L. & Chen, W. & McAleer, M.J., 2014. "Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan," Econometric Institute Research Papers EI2014-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2014. "Which Factors?," NBER Working Papers 20682, National Bureau of Economic Research, Inc.
  4. Charles Cao & Bing Liang & Andrew W. Lo & Lubomir Petrasek, 2014. "Hedge fund holdings and stock market efficiency," Finance and Economics Discussion Series 2014-36, Board of Governors of the Federal Reserve System (U.S.).
  5. Edward Denbee & Christian Julliard & Ye Li & Kathy Yuan, 2014. "Network Risk and Key Players: A Structural Analysis of Interbank Liquidity," FMG Discussion Papers dp734, Financial Markets Group.
  6. Yuan, Kathy & Ozdenoren, Emre, 2014. "Endogenous Contractual Externalities," CEPR Discussion Papers 10052, C.E.P.R. Discussion Papers.

2013

  1. 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 6593, The World Bank.
  2. Chun Chang & Zheng Liu & Mark M. Spiegel, 2013. "Capital controls and optimal Chinese monetary policy," Working Paper Series 2012-13, Federal Reserve Bank of San Francisco.
  3. Tan Wang & Tony S. Wirjanto, 2013. "Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment," Working Paper series 31_13, Rimini Centre for Economic Analysis.
  4. Bao, Jack & Hou, Kewei, 2013. "Comovement of Corporate Bonds and Equities," Working Paper Series 2013-11, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  5. Andrew Ang & Richard C. Green & Yuhang Xing, 2013. "Advance Refundings of Municipal Bonds," NBER Working Papers 19459, National Bureau of Economic Research, Inc.
  6. Clemens Sialm & Zheng Sun & Lu Zheng, 2013. "Home Bias and Local Contagion: Evidence from Funds of Hedge Funds," NBER Working Papers 19570, National Bureau of Economic Research, Inc.

2012

  1. 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 ECO2012/15, European University Institute.
  2. Franklin Allen & Jun QJ Qian & Chenying Zhang & Mengxin Zhao, 2012. "China's Financial System: Opportunities and Challenges," NBER Working Papers 17828, National Bureau of Economic Research, Inc.
  3. Giannetti, Mariassunta & Yu, Xiaoyun & Liao, Guanmin, 2012. "The Brain Gain of Corporate Boards: A Natural Experiment from China," CEPR Discussion Papers 9190, C.E.P.R. Discussion Papers.
  4. Hou, Kewei & Xue, Chen & Zhang, Lu, 2012. "Digesting Anomalies: An Investment Approach," Working Paper Series 2012-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  5. Hou, Kewei & Loh, Roger, 2012. "Have We Solved the Idiosyncratic Volatility Puzzle?," Working Paper Series 2012-28, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  6. Emre Ozdenoren & Kathy Yuan, 2012. "Stock Market Tournaments," FMG Discussion Papers dp706, Financial Markets Group.
  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 1202, Oxford University Centre for Business Taxation.

2011

  1. 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 17238, National Bureau of Economic Research, Inc.

2010

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

2009

  1. Timmermann, Allan & Liu, Jun, 2009. "Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications," CEPR Discussion Papers 7188, C.E.P.R. Discussion Papers.
  2. Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2009. "Trust and Delegation," NBER Working Papers 15529, National Bureau of Economic Research, Inc.

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 dp-179, Boston University - Department of Economics, revised Feb 2009.
  2. Michelle J. White & Ning Zhu, 2008. "Saving Your Home in Chapter 13 Bankruptcy," NBER Working Papers 14179, National Bureau of Economic Research, Inc.
  3. 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 13739, National Bureau of Economic Research, Inc.
  4. Andrew Ang & Vineer Bhansali & Yuhang Xing, 2008. "Taxes on Tax-Exempt Bonds," NBER Working Papers 14496, National Bureau of Economic Research, Inc.

2007

  1. Andrew Ang & Jun Liu, 2007. "Risk, Return and Dividends," NBER Working Papers 12843, National Bureau of Economic Research, Inc.
  2. Giannetti, Mariassunta & Yu, Xiaoyun, 2007. "Favouritism or Markets in Capital Allocation?," CEPR Discussion Papers 6124, C.E.P.R. Discussion Papers.
  3. 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 wp2007-24, Center for Retirement Research, revised Dec 2007.
  4. Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong, 2007. "Accruals and Aggregate Stock Market Returns," MPRA Paper 5197, University Library of Munich, Germany.
  5. Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2007. "How Sovereign is Sovereign Credit Risk?," NBER Working Papers 13658, National Bureau of Economic Research, Inc.
  6. Grace Lin & Yingdong Lu & David Yao, 2007. "Stochastic Knapsack Problem Revisited: Switch-Over Policies and Dynamic Pricing," Papers 0708.1146, arXiv.org.
  7. Cao, Henry & Han, Bing & Hirshleifer, David & Zhang, Harold, 2007. "Fear of the Unknown: Familiarity and Economic Decisions," MPRA Paper 6512, University Library of Munich, Germany.

2006

  1. Allen, Franklin & Chakrabarti, Rajesh & De, Sankar & Qian, Jun & Qian, Meijun, 2006. "Financing firms in India," Policy Research Working Paper Series 3975, The World Bank.
    • Allen, Franklin & Chakrabarti, Rajesh & De, Sankar & Qian, Jun & Qian, Meijun, 2011. "Financing Firms in India," Working Papers 12-01, University of Pennsylvania, Wharton School, Weiss Center.
  2. Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong, 2006. "The Accrual Anomaly: Risk or Mispricing?," Working Paper Series 2006-3, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  3. Hou, Kewei & Karolyi, G. Andrew & Kho, Bong Chan, 2006. "What Factors Drive Global Stock Returns?," Working Paper Series 2006-9, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  4. Hou, Kewei & Peng, Lin & Xiong, Wei, 2006. "R2 and Price Inefficiency," Working Paper Series 2006-23, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  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 12342, National Bureau of Economic Research, Inc.

2005

  1. Jun Qian & Philip E. Strahan, 2005. "How Law and Institutions Shape Financial Contracts: The Case of Bank Loans," NBER Working Papers 11052, National Bureau of Economic Research, Inc.
  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 qt82j2d59r, Anderson Graduate School of Management, UCLA.
  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 qt29403706, Anderson Graduate School of Management, UCLA.
  4. Uppal, Raman & Wang, Tan & Garlappi, Lorenzo, 2005. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers 5148, C.E.P.R. Discussion Papers.
  5. Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong, 2005. "Aggregate Accruals and Stock Market Returns," Working Paper Series 2005-25, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  6. Geert Bekaert & Eric Engstrom & Yuhang Xing, 2005. "Risk, uncertainty, and asset prices," Finance and Economics Discussion Series 2005-40, Board of Governors of the Federal Reserve System (U.S.).
  7. Andrew Ang & Joseph Chen & Yuhang Xing, 2005. "Downside Risk," NBER Working Papers 11824, National Bureau of Economic Research, Inc.
  8. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005. "Unobserved Actions of Mutual Funds," NBER Working Papers 11766, National Bureau of Economic Research, Inc.

2004

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

2003

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

2002

  1. Franklin Allen & Jun Qian & Meijun Qian, 2002. "Law, Finance, and Economic Growth in China," Center for Financial Institutions Working Papers 02-44, Wharton School Center for Financial Institutions, University of Pennsylvania.
  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 8969, National Bureau of Economic Research, Inc.
  3. Liu, Jun & Pan, Jun & Wang, Tan, 2002. "An Equilibrium Model of Rare Event Premia," Working papers 4370-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  4. Grinblatt, Mark & Liu, Jun, 2002. "Debt Policy, Corporate Taxes, and Discount Rates," University of California at Los Angeles, Anderson Graduate School of Management qt7dx622kj, Anderson Graduate School of Management, UCLA.
  5. 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 9327, National Bureau of Economic Research, Inc.
  6. Uppal, Raman & Wang, Tan, 2002. "Model Misspecification and Under-Diversification," CEPR Discussion Papers 3304, C.E.P.R. Discussion Papers.
  7. Ning Zhu, 2002. "The Local Bias of Individual Investors," Yale School of Management Working Papers ysm272, Yale School of Management, revised 01 Sep 2009.
  8. William Goetzmann & Ning Zhu, 2002. "Rain or Shine: Where is the Weather Effect?," Yale School of Management Working Papers ysm296, Yale School of Management, revised 01 Sep 2009.
  9. Ravi Dhar & Ning Zhu, 2002. "Up Close and Personal: An Individual Level Analysis of the Disposition Effect," Yale School of Management Working Papers ysm269, Yale School of Management, revised 01 Sep 2009.
  10. Geert Bekaert & Min Wei & Yuhang Xing, 2002. "Uncovered Interest Rate Parity and the Term Structure," NBER Working Papers 8795, National Bureau of Economic Research, Inc.

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 qt9fm6t5nb, Anderson Graduate School of Management, UCLA.
  2. Liu, Jun, 2001. "Dynamic Choice and Risk Aversion," University of California at Los Angeles, Anderson Graduate School of Management qt36v1d9zg, Anderson Graduate School of Management, UCLA.
  3. Bekaert, Geert & Liu, Jun, 2001. "Conditioning Information and Variance on Pricing Kernals," University of California at Los Angeles, Anderson Graduate School of Management qt9m7392rq, Anderson Graduate School of Management, UCLA.
  4. 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 2988, C.E.P.R. Discussion Papers.
  5. 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 ysm242, Yale School of Management, revised 01 Sep 2009.
  6. 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 ysm243, Yale School of Management.
  7. Andrew Ang & Joseph Chen & Yuhang Xing, 2001. "Downside Risk and the Momentum Effect," NBER Working Papers 8643, National Bureau of Economic Research, Inc.
  8. Vassalou, Maria & Li, Qing & Xing, Yuhang, 2001. "An Investment-Growth Asset Pricing Model," CEPR Discussion Papers 3058, C.E.P.R. Discussion Papers.

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 qt0zw4f9w6, Anderson Graduate School of Management, UCLA.
  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 qt48k8f97f, Anderson Graduate School of Management, UCLA.
  3. Andrew Ang & Geert Bekaert & Jun Liu, 2000. "Why Stocks May Disappoint," NBER Working Papers 7783, National Bureau of Economic Research, Inc.
  4. Tan Wang, 2000. "Updating Rules for Non-Bayesian Preferences," Econometric Society World Congress 2000 Contributed Papers 0157, Econometric Society.

1999

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

1998

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

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

1995

  1. Hong Chen & Murray Frank, 1995. "Monopoly Pricing When Customers Queue," Industrial Organization 9504001, University Library of Munich, Germany.
  2. Dale W. Henderson & Ning S. Zhu, 1995. "Uncertainty, instrument choice, and the uniqueness of Nash equilibrium: microeconomic and macroeconomic examples," International Finance Discussion Papers 526, Board of Governors of the Federal Reserve System (U.S.).
  3. 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 95-07, Duke University, Department of Economics.
  4. Sloan, Frank & Harold H. Zhang, 1995. "Upstream Intergenerational Transfers," Working Papers 95-15, Duke University, Department of Economics.
  5. Amir Yaron & Harold Zhang, 1995. "Fixed Costs and Asset Market Participation," GSIA Working Papers 1997-25, Carnegie Mellon University, Tepper School of Business.
  6. Zhang, H.H., 1995. "Endogenous Short Sale Constraint, Stock Prices and Output Cycles," GSIA Working Papers 1995-26, Carnegie Mellon University, Tepper School of Business.
  7. Zhang, H.H., 1995. "Endogenous Borrowing Constraints with Incomplete Markets," GSIA Working Papers 1995-25, Carnegie Mellon University, Tepper School of Business.
  8. Tauchen, George E. & Harold Zhang & Ming Liu, 1995. "Volume, Volatility and Leverage: A Dynamic Analysis," Working Papers 95-02, Duke University, Department of Economics.

1994

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

1992

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

1988

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

Undated

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

Journal articles

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, vol. 145(3), pages 909-936.

2021

  1. Hu, Grace Xing & Pan, Jun & Wang, Jiang, 2021. "Tri-Party Repo Pricing," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 56(1), pages 337-371, February.

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, vol. 126(2), pages 399-421.

2014

  1. 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, vol. 398(C), pages 1-9.
  2. 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, vol. 20(7-9), pages 599-624, September.
  3. Jiang, Zhan & Kim, Kenneth A. & Zhang, Hao, 2014. "The effects of corporate bailout on firm performance: International evidence," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 78-96.
  4. 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, vol. 58(1), pages 96-116.
  5. 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, vol. 69(C), pages 324-335.
  6. 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, vol. 11(2), pages 161-172.
  7. 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, vol. 17(4), pages 799-823, October.
  8. Jing Shi & Fei Wu, 2014. "Guest Editors' Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(3), pages 59-61, May.
  9. Garvey, Ryan & Wu, Fei, 2014. "Clustering of intraday order-sizes by uninformed versus informed traders," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 222-235.
  10. 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., vol. 34(5), pages 399-419, May.
  11. He, Qi-Ming & Chao, Xiuli, 2014. "A tollbooth tandem queue with heterogeneous servers," European Journal of Operational Research, Elsevier, vol. 236(1), pages 177-189.
  12. Conrad, Jennifer & Kapadia, Nishad & Xing, Yuhang, 2014. "Death and jackpot: Why do individual investors hold overpriced stocks?," Journal of Financial Economics, Elsevier, vol. 113(3), pages 455-475.
  13. Booth, G. Geoffrey & Gurun, Umit G. & Zhang, Harold, 2014. "Financial networks and trading in bond markets," Journal of Financial Markets, Elsevier, vol. 18(C), pages 126-157.

2013

  1. Jiang, Zhan & Kim, Kenneth A., 2013. "Financial management in China," Journal of Multinational Financial Management, Elsevier, vol. 23(3), pages 125-133.
  2. Jiang, Zhan & Kim, Kenneth A. & Lie, Erik & Yang, Sean, 2013. "Share repurchases, catering, and dividend substitution," Journal of Corporate Finance, Elsevier, vol. 21(C), pages 36-50.
  3. 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, vol. 229(1), pages 95-105.
  4. Feng Li & Venky Nagar, 2013. "Diversity and Performance," Management Science, INFORMS, vol. 59(3), pages 529-544, September.
  5. Ilia D Dichev & Feng Li, 2013. "Growth and accounting choice," Australian Journal of Management, Australian School of Business, vol. 38(2), pages 221-252, August.
  6. Jun Liu & Allan Timmermann, 2013. "Optimal Convergence Trade Strategies," The Review of Financial Studies, Society for Financial Studies, vol. 26(4), pages 1048-1086.
  7. 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., vol. 33(9), pages 827-867, September.
  8. Yuxin Chen & Tony Haitao Cui, 2013. "The Benefit of Uniform Price for Branded Variants," Marketing Science, INFORMS, vol. 32(1), pages 36-50, March.
  9. D. Daniel Sokol & Xiaoyun Yu, 2013. "Securities Fraud and Corporate Finance: Recent Developments," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 34(7-8), pages 439-450, October.
  10. Fan, Joseph P.H. & Huang, Jun & Zhu, Ning, 2013. "Institutions, ownership structures, and distress resolution in China," Journal of Corporate Finance, Elsevier, vol. 23(C), pages 71-87.
  11. Bradford, William & Chen, Chao & Zhu, Song, 2013. "Cash dividend policy, corporate pyramids, and ownership structure: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 445-464.
  12. Cao, Charles & Chen, Yong & Liang, Bing & Lo, Andrew W., 2013. "Can hedge funds time market liquidity?," Journal of Financial Economics, Elsevier, vol. 109(2), pages 493-516.
  13. Grace Xing Hu & Jun Pan & Jiang Wang, 2013. "Noise as Information for Illiquidity," Journal of Finance, American Finance Association, vol. 68(6), pages 2341-2382, December.
  14. Jack Bao & Jun Pan, 2013. "Bond Illiquidity and Excess Volatility," The Review of Financial Studies, Society for Financial Studies, vol. 26(12), pages 3068-3103.
  15. 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, vol. 7(2), pages 1-15.
  16. Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy, 2013. "Trading frenzies and their impact on real investment," Journal of Financial Economics, Elsevier, vol. 109(2), pages 566-582.

2012

  1. Feng Li, 2012. "Discussion of Analyzing Speech to Detect Financial Misreporting," Journal of Accounting Research, Wiley Blackwell, vol. 50(2), pages 393-400, May.
  2. Allen, Franklin & Chakrabarti, Rajesh & De, Sankar & Qian, Jun “QJ” & Qian, Meijun, 2012. "Financing firms in India," Journal of Financial Intermediation, Elsevier, vol. 21(3), pages 409-445.
  3. Du, Qianqian & Gao, Huasheng & Levi, Maurice D., 2012. "The relative-age effect and career success: Evidence from corporate CEOs," Economics Letters, Elsevier, vol. 117(3), pages 660-662.
  4. Guo, Ming & Li, Zhan & Tu, Zhiyong, 2012. "A unique “T+1 trading rule” in China: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 575-583.
  5. Nengjiu Ju & Xuhu Wan, 2012. "Optimal Compensation and Pay-Performance Sensitivity in a Continuous-Time Principal-Agent Model," Management Science, INFORMS, vol. 58(3), pages 641-657, March.
  6. Phelim Boyle & Lorenzo Garlappi & Raman Uppal & Tan Wang, 2012. "Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification," Management Science, INFORMS, vol. 58(2), pages 253-272, February.
  7. 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, vol. 8(4), pages 284-303, September.
  8. 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, vol. 62(6), pages 505-517, December.
  9. Ryan Garvey & Fei Wu, 2012. "Who cancels in electronic markets?," Applied Economics Letters, Taylor & Francis Journals, vol. 19(12), pages 1161-1164, August.
  10. Jackson, William E. & Bates, Timothy & Bradford, William D., 2012. "Does venture capitalist activism improve investment performance?," Journal of Business Venturing, Elsevier, vol. 27(3), pages 342-354.
  11. David Hirshleifer & Kewei Hou & Siew Hong Teoh, 2012. "The Accrual Anomaly: Risk or Mispricing?," Management Science, INFORMS, vol. 58(2), pages 320-335, February.
  12. Hou, Kewei & van Dijk, Mathijs A. & Zhang, Yinglei, 2012. "The implied cost of capital: A new approach," Journal of Accounting and Economics, Elsevier, vol. 53(3), pages 504-526.
  13. Brown, Stephen & Goetzmann, William & Liang, Bing & Schwarz, Christopher, 2012. "Trust and delegation," Journal of Financial Economics, Elsevier, vol. 103(2), pages 221-234.
  14. 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, vol. 58(9), pages 1732-1746, September.
  15. 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, vol. 25(1), pages 96-143.

2011

  1. Feng Li, 2011. "Earnings Quality Based on Corporate Investment Decisions," Journal of Accounting Research, Wiley Blackwell, vol. 49(3), pages 721-752, June.
  2. Li, Feng & Srinivasan, Suraj, 2011. "Corporate governance when founders are directors," Journal of Financial Economics, Elsevier, vol. 102(2), pages 454-469.
  3. 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, vol. 101(3), pages 131-135, May.
  4. Yan Dong & Yuliang Yao & Tony Haitao Cui, 2011. "When Acquisition Spoils Retention: Direct Selling vs. Delegation Under CRM," Management Science, INFORMS, vol. 57(7), pages 1288-1299, July.
  5. Qianqian Du & Ilan Vertinsky, 2011. "International patterns of ownership structure choices of start-ups: does the quality of law matter?," Small Business Economics, Springer, vol. 37(2), pages 235-254, September.
  6. 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, vol. 24(7), pages 2499-2525.
  7. Tan Wang, 2011. "Discussion of “Asset Prices, Liquidity, and Monetary Policy in an Exchange Economy”," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 553-558, October.
  8. 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, vol. 18(3), pages 408-422, June.
  9. Ryan Garvey & Fei Wu, 2011. "What Influences Trader Choice of Electronic versus Intermediated Execution?," International Review of Finance, International Review of Finance Ltd., vol. 11(4), pages 445-476, December.
  10. Luo, Wei & Zhang, Yi & Zhu, Ning, 2011. "Bank ownership and executive perquisites: New evidence from an emerging market," Journal of Corporate Finance, Elsevier, vol. 17(2), pages 352-370, April.
  11. Ning Zhu, 2011. "Household Consumption and Personal Bankruptcy," The Journal of Legal Studies, University of Chicago Press, vol. 40(1), pages 1-37.
  12. Wenli Li & Michelle J. White & Ning Zhu, 2011. "Did Bankruptcy Reform Cause Mortgage Defaults to Rise?," American Economic Journal: Economic Policy, American Economic Association, vol. 3(4), pages 123-147, November.
  13. 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, vol. 5(1), pages 84-105.
  14. Sean X. Zhou & Zhijie Tao & Xiuli Chao, 2011. "Optimal Control of Inventory Systems with Multiple Types of Remanufacturable Products," Manufacturing & Service Operations Management, INFORMS, vol. 13(1), pages 20-34, March.
  15. Kewei Hou & G. Andrew Karolyi & Bong-Chan Kho, 2011. "What Factors Drive Global Stock Returns?," The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2527-2574.
  16. 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, vol. 3(2), pages 75-103, April.
  17. Jack Bao & Jun Pan & Jiang Wang, 2011. "The Illiquidity of Corporate Bonds," Journal of Finance, American Finance Association, vol. 66(3), pages 911-946, June.
  18. Huseyin Gulen & Yuhang Xing & Lu Zhang, 2011. "Value versus Growth: Time‐Varying Expected Stock Returns," Financial Management, Financial Management Association International, vol. 40(2), pages 381-407, June.
  19. 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, vol. 84(2), pages 161-165, November.
  20. Itay Goldstein & Emre Ozdenoren & Kathy Yuan, 2011. "Learning and Complementarities in Speculative Attacks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(1), pages 263-292.
  21. 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, vol. 15(1), pages 173-206.

2010

  1. 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, vol. 16(1), pages 1-15, February.
  2. 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, vol. 128(1), pages 175-187, November.
  3. Feng Li, 2010. "The Information Content of Forward‐Looking Statements in Corporate Filings—A Naïve Bayesian Machine Learning Approach," Journal of Accounting Research, Wiley Blackwell, vol. 48(5), pages 1049-1102, December.
  4. Owen Q. Wu & Hong Chen, 2010. "Optimal Control and Equilibrium Behavior of Production-Inventory Systems," Management Science, INFORMS, vol. 56(8), pages 1362-1379, August.
  5. Liu, Jun & Peleg, Ehud & Subrahmanyam, Avanidhar, 2010. "Information, Expected Utility, and Portfolio Choice," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(5), pages 1221-1251, October.
  6. Li, Xin & Kong, Weiqiang & Wang, Zhifeng & Chang, Chun & Bai, Fengwu, 2010. "Thermal model and thermodynamic performance of molten salt cavity receiver," Renewable Energy, Elsevier, vol. 35(5), pages 981-988.
  7. Busaba, Walid Y. & Chang, Chun, 2010. "Bookbuilding vs. fixed price revisited: The effect of aftermarket trading," Journal of Corporate Finance, Elsevier, vol. 16(3), pages 370-381, June.
  8. 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, vol. 45(2), pages 401-440, April.
  9. Yunchuan Liu & Tony Haitao Cui, 2010. "The Length of Product Line in Distribution Channels," Marketing Science, INFORMS, vol. 29(3), pages 474-482, 05-06.
  10. Teck-Hua Ho & Noah Lim & Tony Haitao Cui, 2010. "Reference Dependence in Multilocation Newsvendor Models: A Structural Analysis," Management Science, INFORMS, vol. 56(11), pages 1891-1910, November.
  11. Lilian Ng & Fei Wu, 2010. "Peer Effects in the Trading Decisions of Individual Investors," Financial Management, Financial Management Association International, vol. 39(2), pages 807-831, June.
  12. Garvey, Ryan & Wu, Fei, 2010. "Speed, distance, and electronic trading: New evidence on why location matters," Journal of Financial Markets, Elsevier, vol. 13(4), pages 367-396, November.
  13. Tracy Yue Wang & Andrew Winton & Xiaoyun Yu, 2010. "Corporate Fraud and Business Conditions: Evidence from IPOs," Journal of Finance, American Finance Association, vol. 65(6), pages 2255-2292, December.
  14. 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, vol. 56(4), pages 606-620, April.
  15. Mark S. Seasholes & Ning Zhu, 2010. "Individual Investors and Local Bias," Journal of Finance, American Finance Association, vol. 65(5), pages 1987-2010, October.
  16. 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, vol. 62(1), pages 109-116, February.
  17. Michelle J. White & Ning Zhu, 2010. "Saving Your Home in Chapter 13 Bankruptcy," The Journal of Legal Studies, University of Chicago Press, vol. 39(1), pages 33-61, January.
  18. 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, vol. 128(2), pages 569-576, December.
  19. Liang, Bing & Park, Hyuna, 2010. "Predicting Hedge Fund Failure: A Comparison of Risk Measures," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(1), pages 199-222, February.
  20. Li, Peng & Lim, Andrew E.B. & Shanthikumar, J. George, 2010. "Optimal risk transfer for agents with germs," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 1-12, August.
  21. 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, vol. 45(3), pages 641-662, June.
  22. Andrew Ang & Vineer Bhansali & Yuhang Xing, 2010. "Taxes on Tax‐Exempt Bonds," Journal of Finance, American Finance Association, vol. 65(2), pages 565-601, April.
  23. Pereira, João Pedro & Zhang, Harold H., 2010. "Stock Returns and the Volatility of Liquidity," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(4), pages 1077-1110, August.
  24. 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, vol. 23(6), pages 2342-2373, June.

2009

  1. Kisgen, Darren J. & QJ Qian, Jun & Song, Weihong, 2009. "Are fairness opinions fair? The case of mergers and acquisitions," Journal of Financial Economics, Elsevier, vol. 91(2), pages 179-207, February.
  2. Cheng, Shijun & Indjejikian, Raffi, 2009. "Managerial influence and CEO performance incentives," International Review of Law and Economics, Elsevier, vol. 29(2), pages 115-126, June.
  3. Wongchoti, Udomsak & Wu, Fei & Young, Martin, 2009. "Buy and sell dynamics following high market returns: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 12-20, March.
  4. Garvey, Ryan & Wu, Fei, 2009. "Intraday time and order execution quality dimensions," Journal of Financial Markets, Elsevier, vol. 12(2), pages 203-228, May.
  5. 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, vol. 44(3), pages 657-682, June.
  6. Barber, Brad M. & Odean, Terrance & Zhu, Ning, 2009. "Systematic noise," Journal of Financial Markets, Elsevier, vol. 12(4), pages 547-569, November.
  7. Lin, Xiaochi & Zhang, Yi & Zhu, Ning, 2009. "Does bank ownership increase firm value? Evidence from China," Journal of International Money and Finance, Elsevier, vol. 28(4), pages 720-737, June.
  8. Nicolosi, Gina & Peng, Liang & Zhu, Ning, 2009. "Do individual investors learn from their trading experience?," Journal of Financial Markets, Elsevier, vol. 12(2), pages 317-336, May.
  9. Brad M. Barber & Terrance Odean & Ning Zhu, 2009. "Do Retail Trades Move Markets?," The Review of Financial Studies, Society for Financial Studies, vol. 22(1), pages 151-186, January.
  10. Timothy Bates & William Bradford, 2009. "The impact of institutional sources of capital upon the minority-oriented venture capital industry," Small Business Economics, Springer, vol. 33(4), pages 485-496, December.
  11. Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong, 2009. "Accruals, cash flows, and aggregate stock returns," Journal of Financial Economics, Elsevier, vol. 91(3), pages 389-406, March.
  12. Sreedhar T. Bharath & Paolo Pasquariello & Guojun Wu, 2009. "Does Asymmetric Information Drive Capital Structure Decisions?," The Review of Financial Studies, Society for Financial Studies, vol. 22(8), pages 3211-3243, August.
  13. Bekaert, Geert & Engstrom, Eric & Xing, Yuhang, 2009. "Risk, uncertainty, and asset prices," Journal of Financial Economics, Elsevier, vol. 91(1), pages 59-82, January.
  14. 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, vol. 44(5), pages 1081-1102, October.
  15. 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, vol. 91(1), pages 1-23, January.
  16. Nandini Gupta & Kathy Yuan, 2009. "On the Growth Effect of Stock Market Liberalizations," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4715-4752, November.
  17. 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, vol. 18(3), pages 329-361, July.
  18. Boyer, Brian & Zheng, Lu, 2009. "Investor flows and stock market returns," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 87-100, January.

2008

  1. Bernstein, Fernando & Song, Jing-Sheng & Zheng, Xiaona, 2008. ""Bricks-and-mortar" vs. "clicks-and-mortar": An equilibrium analysis," European Journal of Operational Research, Elsevier, vol. 187(3), pages 671-690, June.
  2. Li, Feng, 2008. "Annual report readability, current earnings, and earnings persistence," Journal of Accounting and Economics, Elsevier, vol. 45(2-3), pages 221-247, August.
  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, vol. 31(2), pages 121-145, August.
  4. Cheng, Shijun, 2008. "Board size and the variability of corporate performance," Journal of Financial Economics, Elsevier, vol. 87(1), pages 157-176, January.
  5. Cheng, Shijun, 2008. "Perceived importance of corporate boards in October 1987," Finance Research Letters, Elsevier, vol. 5(3), pages 146-155, September.
  6. 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, vol. 191(1), pages 142-155, November.
  7. Grinblatt, Mark & Liu, Jun, 2008. "Debt policy, corporate taxes, and discount rates," Journal of Economic Theory, Elsevier, vol. 141(1), pages 225-254, July.
  8. 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, vol. 7(16), pages 1-6.
  9. Tony Haitao Cui & Jagmohan S. Raju & Z. John Zhang, 2008. "A Price Discrimination Model of Trade Promotions," Marketing Science, INFORMS, vol. 27(5), pages 779-795, 09-10.
  10. 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, vol. 32(5), pages 1622-1649, May.
  11. Phelim Boyle & Shui Feng & Weidong Tian & Tan Wang, 2008. "Robust Stochastic Discount Factors," The Review of Financial Studies, Society for Financial Studies, vol. 21(3), pages 1077-1122, May.
  12. 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, vol. 14(5), pages 614-629, December.
  13. 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, vol. 43(3), pages 717-740, September.
  14. 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, vol. 63(6), pages 2785-2815, December.
  15. Sophie X. Ni & Jun Pan & Allen M. Poteshman, 2008. "Volatility Information Trading in the Option Market," Journal of Finance, American Finance Association, vol. 63(3), pages 1059-1091, June.
  16. Jun Pan & Kenneth J. Singleton, 2008. "Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads," Journal of Finance, American Finance Association, vol. 63(5), pages 2345-2384, October.
  17. Yuhang Xing, 2008. "Interpreting the Value Effect Through the Q-Theory: An Empirical Investigation," The Review of Financial Studies, Society for Financial Studies, vol. 21(4), pages 1767-1795, July.
  18. Emre Ozdenoren & Kathy Yuan, 2008. "Feedback Effects and Asset Prices," Journal of Finance, American Finance Association, vol. 63(4), pages 1939-1975, August.
  19. 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, vol. 63(2), pages 709-742, April.
  20. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2008. "Unobserved Actions of Mutual Funds," The Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2379-2416, November.

2007

  1. Jun Qian & Philip E. Strahan, 2007. "How Laws and Institutions Shape Financial Contracts: The Case of Bank Loans," Journal of Finance, American Finance Association, vol. 62(6), pages 2803-2834, December.
  2. 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, vol. 20(6), pages 1833-1864, November.
  3. Jun Liu, 2007. "Portfolio Selection in Stochastic Environments," The Review of Financial Studies, Society for Financial Studies, vol. 20(1), pages 1-39, January.
  4. Ang, Andrew & Liu, Jun, 2007. "Risk, return, and dividends," Journal of Financial Economics, Elsevier, vol. 85(1), pages 1-38, July.
  5. Tony Haitao Cui & Jagmohan S. Raju & Z. John Zhang, 2007. "Fairness and Channel Coordination," Management Science, INFORMS, vol. 53(8), pages 1303-1314, August.
  6. Vayanos, Dimitri & Wang, Tan, 2007. "Search and endogenous concentration of liquidity in asset markets," Journal of Economic Theory, Elsevier, vol. 136(1), pages 66-104, September.
  7. 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, vol. 20(1), pages 41-81, January.
  8. Ng, Lilian & Wu, Fei, 2007. "The trading behavior of institutions and individuals in Chinese equity markets," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2695-2710, September.
  9. 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, vol. 62(3), pages 1029-1079, June.
  10. 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, vol. 60(2), pages 267-312, May.
  11. Kewei Hou, 2007. "Industry Information Diffusion and the Lead-lag Effect in Stock Returns," The Review of Financial Studies, Society for Financial Studies, vol. 20(4), pages 1113-1138.
  12. Bing Liang & Hyuna Park, 2007. "Risk Measures for Hedge Funds: a Cross‐sectional Approach," European Financial Management, European Financial Management Association, vol. 13(2), pages 333-370, March.
  13. Chen, Yong & Liang, Bing, 2007. "Do Market Timing Hedge Funds Time the Market?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(4), pages 827-856, December.
  14. Bali, Turan G. & Gokcan, Suleyman & Liang, Bing, 2007. "Value at risk and the cross-section of hedge fund returns," Journal of Banking & Finance, Elsevier, vol. 31(4), pages 1135-1166, April.
  15. Seasholes, Mark S. & Wu, Guojun, 2007. "Predictable behavior, profits, and attention," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 590-610, December.
  16. Bekaert, Geert & Wei, Min & Xing, Yuhang, 2007. "Uncovered interest rate parity and the term structure," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 1038-1069, October.
  17. 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, vol. 15(2), pages 220-223, December.

2006

  1. 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, vol. 41(1), pages 51-83, March.
  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, vol. 25(5), pages 596-608.
  3. 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, vol. 79(5), pages 2337-2360, September.
  4. Guo, Ming & Ou-Yang, Hui, 2006. "Incentives and performance in the presence of wealth effects and endogenous risk," Journal of Economic Theory, Elsevier, vol. 129(1), pages 150-191, July.
  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, vol. 38(2), pages 375-398, March.
  6. Nengjiu Ju & Rui Zhong, 2006. "Fourier transformation and the pricing of average-rate derivatives," Review of Derivatives Research, Springer, vol. 9(3), pages 187-212, November.
  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, vol. 82(1), pages 227-249, October.
  8. Ng, Lilian & Wu, Fei, 2006. "Revealed stock preferences of individual investors: Evidence from Chinese equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 14(2), pages 175-192, April.
  9. Gary Jefferson & Bai Huamao & Guan Xiaojing & Yu Xiaoyun, 2006. "R&D Performance in Chinese industry," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 15(4-5), pages 345-366.
  10. Arturo Bris & Ivo Welch & Ning Zhu, 2006. "The Costs of Bankruptcy: Chapter 7 Liquidation versus Chapter 11 Reorganization," Journal of Finance, American Finance Association, vol. 61(3), pages 1253-1303, June.
  11. Ravi Dhar & Ning Zhu, 2006. "Up Close and Personal: Investor Sophistication and the Disposition Effect," Management Science, INFORMS, vol. 52(5), pages 726-740, May.
  12. Timothy Bates & William Bradford & Julia Sass Rubin, 2006. "The Viability of the Minority-Oriented Venture-Capital Industry Under Alternative Financing Arrangements," Economic Development Quarterly, , vol. 20(2), pages 178-191, May.
  13. Kewei Hou & David T. Robinson, 2006. "Industry Concentration and Average Stock Returns," Journal of Finance, American Finance Association, vol. 61(4), pages 1927-1956, August.
  14. 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, vol. 24(S1), pages 129-141, December.
  15. Jun Pan & Allen M. Poteshman, 2006. "The Information in Option Volume for Future Stock Prices," The Review of Financial Studies, Society for Financial Studies, vol. 19(3), pages 871-908.
  16. Bruno Gerard & Guojun Wu, 2006. "How Important Is Intertemporal Risk for Asset Allocation?," The Journal of Business, University of Chicago Press, vol. 79(4), pages 2203-2242, July.
  17. Rajesh K. Aggarwal & Guojun Wu, 2006. "Stock Market Manipulations," The Journal of Business, University of Chicago Press, vol. 79(4), pages 1915-1954, July.
  18. Toni M. Whited & Guojun Wu, 2006. "Financial Constraints Risk," The Review of Financial Studies, Society for Financial Studies, vol. 19(2), pages 531-559.
  19. Andrew Ang & Joseph Chen & Yuhang Xing, 2006. "Downside Risk," The Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1191-1239.
    • Andrew Ang & Joseph Chen & Yuhang Xing, 2005. "Downside risk," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  20. Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2006. "The Cross‐Section of Volatility and Expected Returns," Journal of Finance, American Finance Association, vol. 61(1), pages 259-299, February.
  21. 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, vol. 79(3), pages 1637-1665, May.
  22. 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, vol. 61(2), pages 957-1003, April.
  23. Yuan, Kathy & Zheng, Lu & Zhu, Qiaoqiao, 2006. "Are investors moonstruck? Lunar phases and stock returns," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 1-23, January.
  24. 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, vol. 61(6), pages 3049-3067, December.

2005

  1. 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, Wiley Blackwell, vol. 43(1), pages 97-131, March.
  2. Alessandria, George & Qian, Jun, 2005. "Endogenous financial intermediation and real effects of capital account liberalization," Journal of International Economics, Elsevier, vol. 67(1), pages 97-128, September.
  3. Allen, Franklin & Qian, Jun & Qian, Meijun, 2005. "Law, finance, and economic growth in China," Journal of Financial Economics, Elsevier, vol. 77(1), pages 57-116, July.
  4. Goldman, Eitan & Qian, Jun, 2005. "Optimal toeholds in takeover contests," Journal of Financial Economics, Elsevier, vol. 77(2), pages 321-346, August.
  5. 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, vol. 51(7), pages 1015-1031, July.
  6. Ang, Andrew & Bekaert, Geert & Liu, Jun, 2005. "Why stocks may disappoint," Journal of Financial Economics, Elsevier, vol. 76(3), pages 471-508, June.
  7. 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, vol. 18(1), pages 131-164.
  8. 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, vol. 40(2), pages 259-281, June.
  9. 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, vol. 18(4), pages 1219-1251.
  10. William N. Goetzmann & Ning Zhu, 2005. "Rain or Shine: Where is the Weather Effect?," European Financial Management, European Financial Management Association, vol. 11(5), pages 559-578, November.
  11. 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, vol. 98(1), pages 1-16, October.
  12. 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, vol. 18(3), pages 981-1020.
  13. Gupta, Anurag & Liang, Bing, 2005. "Do hedge funds have enough capital? A value-at-risk approach," Journal of Financial Economics, Elsevier, vol. 77(1), pages 219-253, July.
  14. Huddart, Steven & Liang, Pierre Jinghong, 2005. "Profit sharing and monitoring in partnerships," Journal of Accounting and Economics, Elsevier, vol. 40(1-3), pages 153-187, December.
  15. 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), vol. 62(3), pages 499-514, December.
  16. Lei, Qin & Wu, Guojun, 2005. "Time-varying informed and uninformed trading activities," Journal of Financial Markets, Elsevier, vol. 8(2), pages 153-181, May.
  17. 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, vol. 60(1), pages 379-411, February.
  18. Kathy Yuan, 2005. "The Liquidity Service Of Benchmark Securities," Journal of the European Economic Association, MIT Press, vol. 3(5), pages 1156-1180, September.
  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, vol. 78(3), pages 1023-1048, May.
  20. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005. "On the Industry Concentration of Actively Managed Equity Mutual Funds," Journal of Finance, American Finance Association, vol. 60(4), pages 1983-2011, August.
  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, vol. 78(6), pages 2095-2120, November.

2004

  1. 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, vol. 17(3), pages 611-641.
  2. Chang, Chun & Chang, Gene Hsin & Fleisher, Belton M. & Parker, Elliott & Wang, Yijiang, 2004. "Note," China Economic Review, Elsevier, vol. 15(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), vol. 24(4), pages 741-767, November.
  4. Chun Chang & Xiaoyun Yu, 2004. "Investment Opportunities, Liquidity Premium, and Conglomerate Mergers," The Journal of Business, University of Chicago Press, vol. 77(1), pages 45-74, January.
  5. Ed Nosal & Tan Wang, 2004. "Arbitrage: the key to pricing options," Economic Commentary, Federal Reserve Bank of Cleveland, issue Jan.
  6. 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, vol. 32(1), pages 37-46, September.
  7. Agrawal, Vipul & Chao, Xiuli & Seshadri, Sridhar, 2004. "Dynamic balancing of inventory in supply chains," European Journal of Operational Research, Elsevier, vol. 159(2), pages 296-317, December.
  8. Hirshleifer, David & Kewei Hou & Teoh, Siew Hong & Yinglei Zhang, 2004. "Do investors overvalue firms with bloated balance sheets?," Journal of Accounting and Economics, Elsevier, vol. 38(1), pages 297-331, December.
  9. Jang, Wooseung & Shanthikumar, J. George, 2004. "Sequential process control under capacity constraints," European Journal of Operational Research, Elsevier, vol. 155(3), pages 695-714, June.
  10. Liming Liu & Xiaoming Liu & David D. Yao, 2004. "Analysis and Optimization of a Multistage Inventory-Queue System," Management Science, INFORMS, vol. 50(3), pages 365-380, March.
  11. Lu Zheng, 2004. "On the Comparative Advantage of Chinese Industries," Chinese Economy, Taylor & Francis Journals, vol. 37(2), pages 6-15, March.
  12. Cai, Fang & Zheng, Lu, 2004. "Institutional trading and stock returns," Finance Research Letters, Elsevier, vol. 1(3), pages 178-189, September.

2003

  1. 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, vol. 67(3), pages 385-410, March.
  2. Liu, Jun & Pan, Jun, 2003. "Dynamic derivative strategies," Journal of Financial Economics, Elsevier, vol. 69(3), pages 401-430, September.
  3. 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, vol. 31(3), pages 414-428, September.
  4. Chun Chang, 2003. "Progress and peril in China's modern economy," The Region, Federal Reserve Bank of Minneapolis, vol. 17(Dec), pages 26-30.
  5. Wang, Tan, 2003. "Conditional preferences and updating," Journal of Economic Theory, Elsevier, vol. 108(2), pages 286-321, February.
  6. 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, vol. 14(1), pages 89-113.
  7. Xiuli Chao & Liming Liu & Shaohui Zheng, 2003. "Resource Allocation in Multisite Service Systems with Intersite Customer Flows," Management Science, INFORMS, vol. 49(12), pages 1739-1752, December.
  8. Jun Liu & Francis A. Longstaff & Jun Pan, 2003. "Dynamic Asset Allocation with Event Risk," Journal of Finance, American Finance Association, vol. 58(1), pages 231-259, February.
  9. Harold H. Zhang, 2003. "Comment on `Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle?'," Review of Finance, Springer, vol. 7(3), pages 583-586.

2002

  1. Boyd, John H. & Chang, Chun & Smith, Bruce D., 2002. "Deposit insurance: a reconsideration," Journal of Monetary Economics, Elsevier, vol. 49(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, vol. 63(1), pages 3-50, January.
  3. Wu, Guojun & Xiao, Zhijie, 2002. "A generalized partially linear model of asymmetric volatility," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 287-319, August.

2001

  1. Chang, Chun & Chang, Gene & Fleisher, Belton & Parker, Elliott & Wang, Yijiang, 2001. "Editorial note," China Economic Review, Elsevier, vol. 12(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, vol. 11(4), pages 319-322.
  3. Phelim Boyle & Tan Wang, 2001. "Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing," Mathematical Finance, Wiley Blackwell, vol. 11(3), pages 267-284, July.
  4. Wang, Tan, 2001. "Equilibrium with new investment opportunities," Journal of Economic Dynamics and Control, Elsevier, vol. 25(11), pages 1751-1773, November.
  5. Jun Pan & Darrell Duffie, 2001. "Analytical value-at-risk with jumps and credit risk," Finance and Stochastics, Springer, vol. 5(2), pages 155-180.
  6. Wu, Guojun, 2001. "The Determinants of Asymmetric Volatility," The Review of Financial Studies, Society for Financial Studies, vol. 14(3), pages 837-859.
  7. 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, vol. 14(3), pages 583-616.

2000

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

1999

  1. Chang, Chun, 1999. "Capital structure as optimal contracts," The North American Journal of Economics and Finance, Elsevier, vol. 10(2), pages 363-385.
  2. Liang, Bing, 1999. "Price Pressure: Evidence from the "Dartboard" Column," The Journal of Business, University of Chicago Press, vol. 72(1), pages 119-134, January.
  3. 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, vol. 81(3), pages 399-408, August.
  4. Li, David D. & Li, Shan, 1999. "An agency theory of the bankruptcy law," International Review of Economics & Finance, Elsevier, vol. 8(1), pages 1-24, January.

1998

  1. So, Kut C. & Song, Jing-Sheng, 1998. "Price, delivery time guarantees and capacity selection," European Journal of Operational Research, Elsevier, vol. 111(1), pages 28-49, November.
  2. Wang, Yijiang & Chang, Chun, 1998. "Economic transition under a semifederalist government: The experience of China," China Economic Review, Elsevier, vol. 9(1), pages 1-23.
  3. 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.
  4. Chen, Son-Nan & Jeon, Kisuk, 1998. "Mean reversion behavior of the returns on currency assets," International Review of Economics & Finance, Elsevier, vol. 7(2), pages 185-200.
  5. Chao, Xiuli & Zhao, Yiqiang Q., 1998. "Analysis of multi-server queues with station and server vacations," European Journal of Operational Research, Elsevier, vol. 110(2), pages 392-406, October.
  6. Liu, Ming & Zhang, Harold H., 1998. "Overparameterization in the seminonparametric density estimation," Economics Letters, Elsevier, vol. 60(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, vol. 8(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), vol. 45(3), pages 455-481, October.
  3. Shaked, Moshe & Shanthikumar, J. George, 1997. "Supermodular Stochastic Orders and Positive Dependence of Random Vectors," Journal of Multivariate Analysis, Elsevier, vol. 61(1), pages 86-101, April.
  4. Zhang, Harold H, 1997. "Endogenous Borrowing Constraints with Incomplete Markets," Journal of Finance, American Finance Association, vol. 52(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, vol. 17(2), pages 245-260, June.
  6. Zhang, Harold H., 1997. "Endogenous Short-Sale Constraint, Stock Prices And Output Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 1(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, vol. 14(3), pages 505-519, July.
  2. Byun, Jong-Cook & Chen, Son-Nan, 1996. "International real interest rate parity with error correction models," Global Finance Journal, Elsevier, vol. 7(2), pages 129-151.
  3. Epstein, Larry G & Wang, Tan, 1996. ""Beliefs about Beliefs" without Probabilities," Econometrica, Econometric Society, vol. 64(6), pages 1343-1373, November.
  4. Bardhan, Indrajit & Chao, Xiuli, 1996. "Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 20(1-3), pages 361-384.
  5. Bardhan, Indrajit & Chao, Xiuli, 1996. "On martingale measures when asset returns have unpredictable jumps," Stochastic Processes and their Applications, Elsevier, vol. 63(1), pages 35-54, October.
  6. Jun Pan & Atul Bahel & Mushti V. Ramakrishna, 1996. "Structures Of Silicon Clusters," Surface Review and Letters (SRL), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 341-345.
  7. Tauchen, George & Zhang, Harold & Liu, Ming, 1996. "Volume, volatility, and leverage: A dynamic analysis," Journal of Econometrics, Elsevier, vol. 74(1), pages 177-208, September.
  8. Li, David D & Li, Shan, 1996. "A Theory of Corporate Scope and Financial Structure," Journal of Finance, American Finance Association, vol. 51(2), pages 691-709, June.

1995

  1. Chun Chang & Wang, Yijiang, 1995. "A framework for understanding differences in labor turnover and human capital investment," Journal of Economic Behavior & Organization, Elsevier, vol. 28(1), pages 91-105, September.
  2. Epstein Larry G. & Wang Tan, 1995. "Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes," Journal of Economic Theory, Elsevier, vol. 67(1), pages 40-82, October.
  3. 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, vol. 23(4), pages 77-83, June.
  4. 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, vol. 41(11), pages 1806-1815, November.
  5. Shaked, M. & Shanthikumar, J. G. & Tong, Y. L., 1995. "Parametric Schur Convexity and Arrangement Monotonicity Properties of Partial Sums," Journal of Multivariate Analysis, Elsevier, vol. 53(2), pages 293-310, May.
  6. Shaked, Moshe & George Shanthikumar, J., 1995. "Hazard rate ordering of k-out-of-n systems," Statistics & Probability Letters, Elsevier, vol. 23(1), pages 1-8, April.

1994

  1. Chang Chun & Wang Yijiang, 1994. "The Nature of the Township-Village Enterprise," Journal of Comparative Economics, Elsevier, vol. 19(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, vol. 5(1), pages 1-15.
  3. Epstein, Larry G & Wang, Tan, 1994. "Intertemporal Asset Pricing Under Knightian Uncertainty," Econometrica, Econometric Society, vol. 62(2), pages 283-322, March.
  4. J. A. Buzacott & J. G. Shanthikumar, 1994. "Safety Stock versus Safety Time in MRP Controlled Production Systems," Management Science, INFORMS, vol. 40(12), pages 1678-1689, December.

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, vol. 6(4), pages 911-933.
  2. Wang Tan, 1993. "Lp-Frechet Differentiable Preference and Local Utility Analysis," Journal of Economic Theory, Elsevier, vol. 61(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, vol. 39(12), pages 1499-1505, December.

1992

  1. Chang, Chun & Wang, Yijiang, 1992. "Optimal liquidation rule and debt in the principal-agent model," Economics Letters, Elsevier, vol. 40(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, vol. 47(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, vol. 38(1), pages 137-153, January.
  4. Paul Glasserman & David D. Yao, 1992. "Some Guidelines and Guarantees for Common Random Numbers," Management Science, INFORMS, vol. 38(6), pages 884-908, June.

1991

  1. Chen, Son-Nan, 1991. "Optimal Asset Abandonment and Replacement: Tax and Inflation Considerations," The Financial Review, Eastern Finance Association, vol. 26(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, vol. 38(1), pages 85-97, June.

1990

  1. Chang, Chun, 1990. "The dynamic structure of optimal debt contracts," Journal of Economic Theory, Elsevier, vol. 52(1), pages 68-86, October.
  2. Dale Henderson & Ning Zhu, 1990. "Uncertainty and the choice of instruments in a two-country monetary-policy game," Open Economies Review, Springer, vol. 1(1), pages 39-65, February.
  3. 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, vol. 42(3), pages 509-531, September.

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, vol. 24(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, vol. 33(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, vol. 42(5), pages 1245-1260, December.
  2. David Assaf & J. George Shanthikumar, 1987. "Optimal Group Maintenance Policies with Continuous and Periodic Inspections," Management Science, INFORMS, vol. 33(11), pages 1440-1452, November.
  3. J. George Shanthikumar & David D. Yao, 1987. "Optimal Server Allocation in a System of Multi-Server Stations," Management Science, INFORMS, vol. 33(9), pages 1173-1180, September.
  4. Shaked, Moshe & Shanthikumar, J. George, 1987. "Temporal stochastic convexity and concavity," Stochastic Processes and their Applications, Elsevier, vol. 27, pages 1-20.
  5. Shaked, Moshe & George Shanthikumar, J., 1987. "The multivariate hazard construction," Stochastic Processes and their Applications, Elsevier, vol. 24(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, vol. 28(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, vol. 33(9), pages 1165-1172, September.

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, vol. 32(11), pages 1410-1421, November.
  2. Chen, Son-Nan, 1986. "An intertemporal capital asset pricing model under heterogeneous beliefs," Journal of Economics and Business, Elsevier, vol. 38(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, vol. 23(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, vol. 26(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, vol. 24(3), pages 410-416, March.
  6. J. A. Buzacott & David D. Yao, 1986. "Flexible Manufacturing Systems: A Review of Analytical Models," Management Science, INFORMS, vol. 32(7), pages 890-905, July.

1985

  1. Chen, Son-Nan & Moore, William T, 1985. "Uncertain Inflation and Optimal Portfolio Selection: A Simplified Approach," The Financial Review, Eastern Finance Association, vol. 20(4), pages 343-356, November.
  2. J. A. Buzacott & J. G. Shanthikumar, 1985. "On Approximate Queueing Models of Dynamic Job Shops," Management Science, INFORMS, vol. 31(7), pages 870-887, July.
  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, vol. 19(1), pages 125-141, January.
  4. Shanthikumar, J. G., 1985. "Discrete random variate generation using uniformization," European Journal of Operational Research, Elsevier, vol. 21(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, vol. 19(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, vol. 19(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, vol. 19(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, vol. 19(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, vol. 7(2), pages 121-130, June.
  4. Chen, Son Nan, 1984. "Capital budgeting and uncertain inflation," Journal of Economics and Business, Elsevier, vol. 36(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, vol. 17(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, vol. 15(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, vol. 38(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, vol. 29(9), pages 1069-1086, September.

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, vol. 17(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, vol. 34(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, vol. 17(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, vol. 34(4), pages 291-301.
  5. Shanthikumar, J. G., 1982. "On reducing time spent in M/G/1 systems," European Journal of Operational Research, Elsevier, vol. 9(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, vol. 16(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, vol. 27(6), pages 607-618, June.
  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, vol. 36(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, vol. 36(4), pages 941-947, September.

1980

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

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, vol. 2(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, vol. 8(2), pages 202-210, December.
  2. Bradford, William D, 1978. "The Performance of Merging Savings and Loan Associations," The Journal of Business, University of Chicago Press, vol. 51(1), pages 115-125, January.
  3. Bradford, William D., 1978. "Minority Savings and Loan Associations: Hypotheses and Tests," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(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, vol. 10(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, vol. 32(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, vol. 66(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, vol. 5(4), pages 376-385, June.
  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, vol. 30(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, vol. 4(3), pages 47-62, June.

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, vol. 4(1), pages 21-40, December.

Chapters

2015

  1. Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015. "Trends and Cycles in China's Macroeconomy," NBER Chapters, in: NBER Macroeconomics Annual 2015, Volume 30, pages 1-84, National Bureau of Economic Research, Inc.

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, in: African Successes, Volume III: Modernization and Development, pages 13-62, National Bureau of Economic Research, Inc.

2012

  1. Franklin Allen & Jun & Chenying Zhang & Mengxin Zhao, 2012. "China's Financial System: Opportunities and Challenges," NBER Chapters, in: Capitalizing China, pages 63-143, National Bureau of Economic Research, Inc.
  2. Ning Zhu, 2012. "Comment on "The Chinese Corporate Savings Puzzle: A Firm-level Cross-Country Perspective"," NBER Chapters, in: Capitalizing China, pages 308-310, National Bureau of Economic Research, Inc.

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