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Publications

by members of

Southwestern University of Finance and Economics (SWUFE)
Chengdu, 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 institutions, not those affilated at the time of publication. List of registered members. Register yourself. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.


| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

Undated material is listed at the end

2015

  1. Juan Carlos Escanciano & Zaichao Du, 2015. "Backtesting Expected Shortfall: Accounting for Tail Risk," Caepr Working Papers 2015-001, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.

2014

  1. Fu, Shihe & Viard, Brian, 2014. "Commute Costs and Labor Supply: Evidence from a Satellite Campus," MPRA Paper 53740, University Library of Munich, Germany.
  2. Dong, Baomin & Fu, Shihe & Gong, Jiong & Fan, Hanwen, 2014. "The Lame Drain," MPRA Paper 53825, University Library of Munich, Germany.
  3. Fu, Shihe & Gu, Yizhen, 2014. "Highway toll and air pollution: evidence from Chinese cities," MPRA Paper 59619, University Library of Munich, Germany.
  4. David C Broadstock & Rui Wang & Dayong Zhang, 2014. "The direct and indirect e ects of oil shocks on energy related stocks," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 146, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  5. Dayong ZHANG & David C. Broadstock, 2014. "Impact of International Oil Price Shocks on Consumption Expenditures in ASEAN and East Asia," Working Papers DP-2014-24, Economic Research Institute for ASEAN and East Asia (ERIA).
  6. David C Broadstock & Alan Collins & Lester C Hunt & Konstantinos Vergos, 2014. "Voluntary Disclosure, Greenhouse Gas Emissions and Business Performance: Assessing the First Decade of Reporting," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 149, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  7. Chen, Shuai & Chen, Xiaoguang & Xu, Jintao, 2014. "Impacts of Climate Change on Agriculture: Evidence from China," Discussion Papers dp-14-07-efd, Resources For the Future.
  8. Chen, Xiaoguang & Khanna, Madhu, 2014. "Indirect Land Use Effects of Corn Ethanol in the U.S: Implications for the Conservation Reserve Program," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170284, Agricultural and Applied Economics Association.
  9. Chen, Shuai & Chen, Xiaoguang & Xu, Jintao, 2014. "The Economic Impact of Weather Variability on China’s Rice Sector," Discussion Papers dp-14-13-rev-efd, Resources For the Future.
  10. Muriel Fadairo & Jianyu Yu, 2014. "Economic Rationales of Exclusive Dealing ; Empirical Evidence from the French Distribution Networks," Working Papers 1405, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
  11. Bang Nam Jeon & Ji Wu, 2014. "The Role of Foreign Banks in Monetary Policy Transmission: Evidence from Asia during the Crisis of 2008-9," Working Papers 012014, Hong Kong Institute for Monetary Research.
  12. Jeon, Bang Nam & Lim, Hosung & Wu, Ji, 2014. "The impact of foreign banks on monetary policy transmission during the global financial crisis of 2008-2009: Evidence from Korea," School of Economics Working Paper Series 2014-7, LeBow College of Business, Drexel University.

2013

  1. Elizabeth Ananat & Shihe Fu & Stephen L. Ross, 2013. "Race-Specific Agglomeration Economies: Social Distance and the Black-White Wage Gap," Working papers 2013-08, University of Connecticut, Department of Economics.
  2. V. Brian Viard & Shihe Fu, 2013. "The Effect of Beijing’s Driving Restrictions on Pollution and Economic Activity," Papers 2013-10-14, Working Paper.
  3. David C Broadstock & Lester C Hunt, 2013. "Tying up loose ends: A note on the impact of omitting MA residuals from panel energy demand models based on the Koyck lag transformation," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 140, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  4. David C Broadstock & Eleni Papathanasopoulou, 2013. "Gasoline demand in Greece: the importance of shifts in the underlying energy demand trend," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 141, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  5. Chen, Shuai & Chen, Xiaoguang & Xu, Jintao, 2013. "Impacts of Climate Change on Corn and Soybean Yields in China," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149739, Agricultural and Applied Economics Association.
  6. Long, Cheryl & Xu, Lihe & Yuan, Yan, 2013. "Interlinkage between Farmland Rental and Credit Markets in China," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151290, Agricultural and Applied Economics Association.
  7. Liang, Pinghan, 2013. "Optimal delegation via a strategic intermediary," MPRA Paper 45271, University Library of Munich, Germany.
  8. Liang, Pinghan & Meng, Juanjuan, 2013. "Love me, love my dog: an experimental study on social connections and indirect reciprocity," MPRA Paper 45270, University Library of Munich, Germany.
  9. Liang, Pinghan, 2013. "Exit and voice: a game-theoretic analysis of customer complaint management," MPRA Paper 45268, University Library of Munich, Germany.
  10. Bouamra-Mechemache, Zohra & Jianyu, Yu, 2013. "Production Standards, Competition and Vertical Relationship," TSE Working Papers 13-417, Toulouse School of Economics (TSE).
  11. Yi Qian & Qiang Gong & Yuxin Chen, 2013. "Untangling Searchable and Experiential Quality Responses to Counterfeits," NBER Working Papers 18784, National Bureau of Economic Research, Inc.
  12. Mengmeng Guo & Lhan Zhou & Jianhua Z. Huang & Wolfgang Karl Härdle, 2013. "Functional Data Analysis of Generalized Quantile Regressions," SFB 649 Discussion Papers SFB649DP2013-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  13. Bang Nam Jeon & Maria Pia Olivero & Ji Wu, 2013. "Multinational Banking and Financial Contagion: Evidence from Foreign Bank Subsidiaries," Working Papers 052013, Hong Kong Institute for Monetary Research.
  14. Zhang, Lei & Zhang, Lin & Zheng, Yong, 2013. "Wholesale Funding, Coordination, and Credit Risk," CAGE Online Working Paper Series 124, Competitive Advantage in the Global Economy (CAGE).
  15. Gunay, Hikmet & Meng, Xin & Nagelberg, Mark, 2013. "Reserve price when bidders are asymmetric," Economics Discussion Papers 2013-19, Kiel Institute for the World Economy.
  16. Johansson, Anders C. & Feng, Xunan, 2013. "CEO Incentives in Chinese State-Controlled Firms," Stockholm School of Economics Asia Working Paper Series 2013-27, Stockholm China Economic Research Institute, Stockholm School of Economics.
  17. Johansson, Anders C. & Feng, Xunan, 2013. "The State Advances, the Private Sector Retreats: Firm Effects of China’s Great Stimulus Program," Stockholm School of Economics Asia Working Paper Series 2013-25, Stockholm China Economic Research Institute, Stockholm School of Economics.
  18. Feng, Xunan & Johansson, Anders C. & Zhang, Tianyu, 2013. "Mixing Business with Politics: Political Participation by Entrepreneurs in China," Stockholm School of Economics Asia Working Paper Series 2013-28, Stockholm China Economic Research Institute, Stockholm School of Economics.
  19. Chien-Yu Huang & Juin-Jen Chang & Lei Ji, 2013. "Cash-In-Advance Constraint on R&D in a Schumpeterian Growth Model with an Endogenous Market Structure," IEAS Working Paper : academic research 13-A009, Institute of Economics, Academia Sinica, Taipei, Taiwan.
  20. Chien-Yu Huang & Juin-Jen Chang & Lei Ji, 2013. "Cash-In-Advance Constraints in a Schumpeterian Growth Model with an Endogenous Market Structure," IEAS Working Paper : academic research 13-A012, Institute of Economics, Academia Sinica, Taipei, Taiwan.
  21. Brennan, Michael J. & Kraft, Holger, 2013. "Financing asset growth," SAFE Working Paper Series 26, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  22. Yasuhiro Sato & Wei Xiao, 2013. "Land development, search frictions, and city structure," Discussion Papers in Economics and Business 13-12, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).

2012

  1. Dong, Xiaofang & Fu, Shihe & Yuan, Yufei, 2012. "Impact fees and real estate prices: evidence from 35 Chinese cities," MPRA Paper 48047, University Library of Munich, Germany.
  2. David C Broadstock & Xun Chen, 2012. "A possible role for discriminatory fuel duty in reducing the emissions from road transport: Some UK evidence," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 136, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  3. David C Broadstock & Hong Cao & Dayong Zhang, 2012. "Oil Shocks and their Impact on Energy Related Stocks in China," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 137, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  4. Huang, Haixiao & Khanna, Madhu & Onal, Hayri & Chen, Xiaoguang, 2012. "Stacking Low Carbon Policies on the Renewable Fuels Standard: Economic and Greenhouse Gas Implications," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124637, Agricultural and Applied Economics Association.
  5. Yuan, Yan & Rong, Zhao & Xu, Lihe, 2012. "Sex Imbalance, Marriage Competition, and Entrepreneurship: Evidence from rural China," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 125021, Agricultural and Applied Economics Association.
  6. Rong, Zhao & Yang, Liu & Yuan, Yan, 2012. "Labor Migration Choice and Its Impacts on Households in Rural China," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124842, Agricultural and Applied Economics Association.
  7. Micahel Caputo & Chen Ling, 2012. "The Intrinsic Comparative Dynamics of Locally Differentiable Feedback Nash Equilibria of Autonomous and Exponentially Discounted Infinite Horizon Differential Games," Working Papers 2012-03, University of Central Florida, Department of Economics.
  8. David Scrogin & Chen Ling, 2012. "Optimal Pricing of Public Lotteries and Comparison of Competing Mechanisms," Working Papers 2012-05, University of Central Florida, Department of Economics.
  9. Hu, Youxin & Kagel, John & Xu, Xiaoshu & Ye, Lixin, 2012. "Theoretical and Experimental Analysis of Auctions with Negative Externalities," MPRA Paper 47060, University Library of Munich, Germany.
  10. Jeon, Bang & Olivero, María & Wu, Ji, 2012. "Multinational Banking and the International Transmission of Financial Shocks: Evidence from Foreign Bank Subsidiaries," School of Economics Working Paper Series 2012-2, LeBow College of Business, Drexel University.
  11. Li Gan & Tarun Sabarwal & Shuoxun Zhang, 2012. "Personal Bankruptcy: Reconciling Adverse Events and Strategic Filing Hypotheses Using Heterogeneity in Filing Types," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201239, University of Kansas, Department of Economics, revised Oct 2012.
  12. Hikmet Gunay & Xin Meng, 2012. "Exposure Problem in Multi-unit Auctions," ISER Discussion Paper 0848, Institute of Social and Economic Research, Osaka University.
  13. Jingye Shi & Mikal Skuterud, 2012. "Gone Fishing! Reported Sickness Absenteeism and the Weather," Working Papers 1208, University of Waterloo, Department of Economics, revised Aug 2012.

2011

  1. Fu, Shihe & Shan, Liwei, 2011. "Agglomeration Economies and Local Comovement of Stock Returns," MPRA Paper 31887, University Library of Munich, Germany.
  2. Viard, Brian & Fu, Shihe, 2011. "The effect of Beijing’s driving restrictions on pollution and economic activity," MPRA Paper 33009, University Library of Munich, Germany.
  3. Xiaoguang Chen & Haixiao Huang & Madhu Khanna & Hayri Önal, 2011. "Meeting the Mandate for Biofuels: Implications for Land Use, Food and Fuel Prices," NBER Working Papers 16697, National Bureau of Economic Research, Inc.
  4. Chen, Xiaoguang & Huang, Haixiao & Khanna, Madhu, 2011. "Land Use and Greenhouse Gas Implications of Biofuels: Role of Technology and Policy," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103216, Agricultural and Applied Economics Association.
  5. Nunez, Hector M. & Onal, Hayri & Khanna, Madhu & Chen, Xiaoguang & Huang, Haixiao, 2011. "A Prospective Analysis of Brazil and the U.S. Biofuel Policies: Impact on Land Use, Greenhouse Gas Emissions, and Social Welfare Using a Spatial Multi-Market Equilibrium Model," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 104019, Agricultural and Applied Economics Association.
  6. Yuan, Yan & Hu, Youxin & Gao, Ping, 2011. "Farmers’ Choice and Informal Credit Markets in China," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103887, Agricultural and Applied Economics Association.
  7. Bouamra-Mechemache, Zohra & Yu, Jianyu, 2011. "Quality Choice, Competition and Vertical Relationship in a Market of Protected Designation of Origin," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103607, Agricultural and Applied Economics Association.
  8. Rong, Zhao, 2011. "Free riding and durable adoption: a test of color television consumption in rural China," MPRA Paper 33434, University Library of Munich, Germany.
  9. Feng, Yao, 2011. "Local spillovers and learning from neighbors: Evidence from durable adoptions in rural China," MPRA Paper 33924, University Library of Munich, Germany.
  10. Micahel Caputo & Chen Ling, 2011. "The Envelope Theorem for Locally Differentiable Nash Equilibria of Discounted and Autonomous Infinite Horizon Differential Games," Working Papers 2011-06, University of Central Florida, Department of Economics.
  11. Dong, Yan & Leung, Charles Ka Yui & Cai, Dongliang, 2011. "What Drives Fixed Asset Holding and Risk-Adjusted Performance of Corporate in China? An Empirical Analysis," MPRA Paper 29128, University Library of Munich, Germany.
  12. Qiang Gong & Ming Liu & Qianqiu Liu, 2011. "Is Momentum Really Momentum? International Evidence," Working Papers EMS_2011_22, Research Institute, International University of Japan.
  13. Esra Akdeniz Duran & Mengmeng Guo & Wolfgang Karl Härdle, 2011. "A Confidence Corridor for Expectile Functions," SFB 649 Discussion Papers SFB649DP2011-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  14. Feng, Xunan & Johansson, Anders C., 2011. "Escaping Political Extraction: Political Participation, Institutions, and Cash Holdings in China," Working Paper Series 2011-18, China Economic Research Center, Stockholm School of Economics.
  15. Feng, Xunan & Johansson, Anders C. & Zhang, Tianyu, 2011. "Political Participation and Entrepreneurial Initial Public Offerings in China," Working Paper Series 2011-17, China Economic Research Center, Stockholm School of Economics.

2010

  1. Shihe Fu & Stephen L. Ross, 2010. "Wage Premia in Employment Clusters: Agglomeration or Worker Heterogeneity?," Working Papers 10-04, Center for Economic Studies, U.S. Census Bureau.
  2. Chen, Zhihong & Fu, Shihe & Zhang, Dayong, 2010. "Searching for the parallel growth of cities," MPRA Paper 21528, University Library of Munich, Germany.
  3. Shihe Fu & Stephen Ross, 2010. "Wage Premia in Employment Clusters: How Important is Worker Heterogeneity?," Working Papers 2011-027, Human Capital and Economic Opportunity Working Group.
  4. David C Broadstock & Alan Collins & Lester C Hunt, 2010. "Transportation Oil Demand Consumer Preferences and Asymmetric Price Responses: Some UK Evidence," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 126, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  5. Pinghan Liang, 2010. "Transfer of Authority within Hierarchy," Levine's Working Paper Archive 661465000000000139, David K. Levine.
  6. Mengmeng Guo & Wolfgang Karl Härdle, 2010. "Adaptive Interest Rate Modelling," SFB 649 Discussion Papers SFB649DP2010-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  7. Wu, Ji & Jeon, Bang Nam & Luca, Alina C., 2010. "Does Distance Affect the Performance of Foreign Banks? Evidence from Multinational Banking in Developing Countries," MPRA Paper 37083, University Library of Munich, Germany, revised 01 Feb 2012.
  8. Chien-Yu Huang, 2010. "Informative Middleman Service, Variety-Expansion and Long Run Growth," DEGIT Conference Papers c015_024, DEGIT, Dynamics, Economic Growth, and International Trade.

2009

  1. Claustra Bajona & Tianshu Chu, 2009. "Data Appendix to "Reforming the State-Owned Enterprises in China: Effects of WTO Accession"," Technical Appendices 06-12, Review of Economic Dynamics.
  2. Fu, Shihe & Shan, Liwei, 2009. "Corporate equality and equity prices: Doing well while doing good?," MPRA Paper 14235, University Library of Munich, Germany.
  3. David C Broadstock & Lester C Hunt, 2009. "Quantifying the Impact of Exogenous Non-Economic Factors on UK Transport Oil Demand," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 123, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  4. Olutomi I Adeyemi & David C Broadstock, 2009. "To what extent can non-price/income instruments influence the demand for energy?," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 125, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  5. Chen, Xiaoguang & Khanna, Madhu & Onal, Hayri, 2009. "The Economic Potential of Second-Generation Biofuels: Implications for Social Welfare, Land Use and Greenhouse Gas Emissions in Illinois," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49484, Agricultural and Applied Economics Association.
  6. Onal, Hayri & Chen, Xiaoguang & Khanna, Madhu & Huang, Haixiao, 2009. "Mathematical Programming Modeling of Agricultural Supply Response," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49469, Agricultural and Applied Economics Association.
  7. Yu, Jianyu, 2009. "Quality Provision and Farmer Inclusion of Agricultural Cooperatives," 2009 Conference, August 16-22, 2009, Beijing, China 51553, International Association of Agricultural Economists.
  8. Marco R Barassi & Dayong Zhang, 2009. "Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates," Discussion Papers 09-17, Department of Economics, University of Birmingham.
  9. Zaichao Du, 2009. "Nonparametric Bootstrap Tests for Independence of Generalized Errors," Caepr Working Papers 2009-023, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  10. Wu, Ji & Jeon, Bang Nam & Luca, Alina, 2009. "Foreign bank penetration, resource allocation and economic growth: evidence from emerging economies," MPRA Paper 34946, University Library of Munich, Germany.
  11. Liu, Jun & Timmermann, Allan G, 2009. "Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications," CEPR Discussion Papers 7188, C.E.P.R. Discussion Papers.

2008

  1. Fu, Shihe & Hong, Junjie, 2008. "Information and communication technologies and geographic concentration of manufacturing industries: evidence from China," MPRA Paper 7446, University Library of Munich, Germany.
  2. Fu, Shihe, 2008. "Sexual orientation and neighborhood quality: Do same-sex couples make better communities?," MPRA Paper 7678, University Library of Munich, Germany.
  3. Fu, Shihe & Hong, Junjie, 2008. "Testing urbanization economies in manufacturing industries: urban diversity or urban size?," MPRA Paper 10078, University Library of Munich, Germany.
  4. Fu, Shihe & Dong, Xiaofang & Chai, Guojun, 2008. "Industry specialization, diversification, churning, and unemployment in Chinese cities," MPRA Paper 15339, University Library of Munich, Germany.
  5. Olutomi I Adeyemi & David C Broadstock & Mona Chitnis & Lester C Hunt & Guy Judge, 2008. "Asymmetric Price Responses and the Underlying Energy Demand Trend: Are they Substitutes or Complements? Evidence from Modelling OECD Aggregate Energy Demand," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 121, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  6. David C. Broadstock, 2008. "Non-linear technological progress and the substitutability of energy for capital: an application using the translog cost function," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 120, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  7. Zhang, Tong & Brorsen, B. Wade, 2008. "Price Competition with Particle Swarm Optimization: An Agent-Based Artificial Model," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6780, Southern Agricultural Economics Association.
  8. Khanna, Madhu & Onal, Hayri & Chen, Xiaoguang & Huang, Haixiao, 2008. "Meeting Biofuels Targets: Implications for Land Use, Greenhouse Gas Emissions and Nitrogen Use in Illinois," Environmental and Rural Development Impacts Conference, October 15-16, 2008, St. Louis, Missouri 53491, Farm Foundation, Transition to a Bio Economy Conferences.
  9. Gu, Weishi & Awokuse, Titus O. & Yuan, Yan, 2008. "The Contribution of Foreign Direct Investment to China's Export Performance: Evidence from Disaggregated Sectors," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6453, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  10. Yu, Jianyu, 2008. "Bargaining structures in French dairy sector and impact of policy reforms," 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 6662, European Association of Agricultural Economists.
  11. Michael A. Arnold & Chenguang Li & Christine Saliba & Lan Zhang, 2008. "Asymmetric Market Shares, Advertising, and Pricing: Equilibrium with an Information Gatekeeper," Working Papers 08-14, University of Delaware, Department of Economics.

2007

  1. Shihe Fu & Stephen L. Ross, 2007. "Wage Premia in Employment Clusters: Does Worker Sorting Bias Estimates?," Working papers 2007-26, University of Connecticut, Department of Economics, revised Dec 2009.
  2. Andrew Ang & Jun Liu, 2007. "Risk, Return and Dividends," NBER Working Papers 12843, National Bureau of Economic Research, Inc.

2006

  1. William Kerr & Shihe Fu, 2006. "The Industry R&D Survey: Patent Database Link Project," Working Papers 06-28, Center for Economic Studies, U.S. Census Bureau.
  2. Emin M. Dinlersoz & Han Li & Roger Sherman & Rubén Hernández-Murillo, 2006. "Information and drug prices: evidence from the Medicare discount drug card program," Working Papers 2005-072, Federal Reserve Bank of St. Louis.
  3. Colin Black & David C Broadstock & Alan Collins & Lester C Hunt, 2006. "Food Superstores, Food Deserts and Traffic Generation in the UK: A Semi-Parametric Regression Approach," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 112, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  4. Zhang, Tong & Brorsen, B. Wade, 2006. "Heterogeneity in Producer's Marketing Strategy," 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida 35299, Southern Agricultural Economics Association.

2005

  1. Shihe Fu, 2005. "Smart Café Cities: Testing Human Capital Externalities in the Boston Metropolitan Area," Boston College Working Papers in Economics 609, Boston College Department of Economics.
  2. Shihe Fu, 2005. "What Has Been Capitalized into Property Values: Human Capital, Social Capital, or Cultural Capital?," Working Papers 05-25, Center for Economic Studies, U.S. Census Bureau.
  3. 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.
  4. 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.
  5. Brennan, Michael J & Li, Feifei & Torous, Walt, 2005. "Dollar Cost Averaging," University of California at Los Angeles, Anderson Graduate School of Management qt53p0r65q, Anderson Graduate School of Management, UCLA.
  6. Brennan, Michael J & LIU, XIAOQUAN & Xia, Yihong, 2005. "Option Pricing Kernels and the ICAPM," University of California at Los Angeles, Anderson Graduate School of Management qt4d90p8ss, Anderson Graduate School of Management, UCLA.

2004

  1. Tianshu Chu & Thomas J. Prusa, 2004. "The Reasons for and the Impact of Antidumping Protection: The Case of People's Republic of China," Economics Study Area Working Papers 69, East-West Center, Economics Study Area.
  2. Claustre Bajona & Tianshu Chu, 2004. "China's WTO Accession and Its Effect on State-Owned Enterprises," Economics Study Area Working Papers 70, East-West Center, Economics Study Area.
  3. Chung, Chanjin & Zhang, Tong & Peel, Derrell S., 2004. "Will Country-Of-Origin Labeling (Cool) Be 'Cool' For The U.S. Meat Industry?," 2004 Annual meeting, August 1-4, Denver, CO 19934, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  4. 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.
  5. 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.
  6. Brennan, Michael J, 2004. "How Did It Happen?," University of California at Los Angeles, Anderson Graduate School of Management qt1047x6kv, Anderson Graduate School of Management, UCLA.
  7. Brennan, Michael J. & Xia, Yihong, 2004. "International Capital Markets and Foreign Exchange Risk," University of California at Los Angeles, Anderson Graduate School of Management qt53z0s29k, Anderson Graduate School of Management, UCLA.

2003

  1. Yuan, Yan & Awokuse, Titus O., 2003. "Exchange Rate Volatility And U.S. Poultry Exports: Evidence From Panel Data," 2003 Annual meeting, July 27-30, Montreal, Canada 22083, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  2. Andrew Ang & Jun Liu, 2003. "How to Discount Cashflows with Time-Varying Expected Returns," NBER Working Papers 10042, National Bureau of Economic Research, Inc.
  3. Liu, Jun & Pan, Jun, 2003. "Dynamic Derivative Strategies," Working papers 4334-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  4. Brennan, Michael J. & Cao, H. Henry & Strong, Norman & Xu, Xinzhong, 2003. "The Dynamics of International Equity Market Expectations," University of California at Los Angeles, Anderson Graduate School of Management qt88t154b5, Anderson Graduate School of Management, UCLA.
  5. Brennan, Michael & Wang, Ashley W & Xia, Yihong, 2003. "Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing," University of California at Los Angeles, Anderson Graduate School of Management qt20r0j5t8, Anderson Graduate School of Management, UCLA.
  6. Brennan, Michael J. & Xia, Yihong, 2003. "Risk and Valuation Under an Intertemporal," University of California at Los Angeles, Anderson Graduate School of Management qt98x741b1, Anderson Graduate School of Management, UCLA.

2002

  1. 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.
  2. 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.
  3. 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.

2001

  1. Chu, T., 2001. "Vertical Specialization with Heterogeneous Entrepreneurs: Can Trade Promote Industrialization of Developing Countries?," Papers 310, Minnesota - Center for Economic Research.
  2. 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.
  3. 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.
  4. 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.

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. Brennan, Michael J. & Xia, Yihong, 2000. "Dynamic Asset Allocation under Inflation," University of California at Los Angeles, Anderson Graduate School of Management qt8p95456t, Anderson Graduate School of Management, UCLA.

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. Brennan, Michael J. & Xia, Yihong, 1999. "Assessing Assets Pricing Anomalies," University of California at Los Angeles, Anderson Graduate School of Management qt3jx02532, Anderson Graduate School of Management, UCLA.

1998

  1. Brennan, Michael J. & Xia, Yihong, 1998. "Resolution of a Financial Puzzle," University of California at Los Angeles, Anderson Graduate School of Management qt5497w2bh, Anderson Graduate School of Management, UCLA.

1997

  1. Brennan, Michael, 1997. "The Role of Learning in Dynamic Portfolio Decisionsâ€," University of California at Los Angeles, Anderson Graduate School of Management qt8js8x85g, Anderson Graduate School of Management, UCLA.
  2. Brennan, Michael & Xia, Yihong, 1997. "Stock Price Volatility, Learning, and the Equity Premium," University of California at Los Angeles, Anderson Graduate School of Management qt3zw2w634, Anderson Graduate School of Management, UCLA.

1995

  1. Brennan, Michael J & Franks, Julian R, 1995. "Underpricing, Ownership and Control in Initial Public Offerings of Equity Securities in the UK," CEPR Discussion Papers 1211, C.E.P.R. Discussion Papers.
  2. Brennan, Michael J. & Her, Constance, 1995. "Convertible Bonds: Test of a Financial Signalling Model," University of California at Los Angeles, Anderson Graduate School of Management qt53r645wn, Anderson Graduate School of Management, UCLA.

1993

  1. Brennan, Michael J., 1993. "Agency and Asset Pricing," University of California at Los Angeles, Anderson Graduate School of Management qt53k014sd, Anderson Graduate School of Management, UCLA.

1991

  1. Brennan, Michael J. & Dunlop, Ian, 1991. "Contributing Shares," University of California at Los Angeles, Anderson Graduate School of Management qt6342f7bm, Anderson Graduate School of Management, UCLA.

1989

  1. Brennan, M. & Detemple, J. & Kalay, A., 1989. "Boud Covenants And The Valuation Of Risk Debt: A New Approach," Papers fb-_90-01, Columbia - Graduate School of Business.

Undated

  1. Dayong Zhang & David Dickinson & Marco R. Barassi, . "Structural Breaks, Cointegration and the B Share Discount in Chinese Stock Market," EcoMod2006 272100108, EcoMod.

Journal articles

2015

  1. Viard, V. Brian & Fu, Shihe, 2015. "The effect of Beijing's driving restrictions on pollution and economic activity," Journal of Public Economics, Elsevier, vol. 125(C), pages 98-115.
  2. Judy Xu & Gordon Liu & Guoying Deng & Lin Li & Xianjun Xiong & Kisalaya Basu, 2015. "A Comparison of Outpatient Healthcare Expenditures Between Public and Private Medical Institutions in Urban China: An Instrumental Variable Approach," Health Economics, John Wiley & Sons, Ltd., vol. 24(3), pages 270-279, 03.
  3. Lichao Wu & David C. Broadstock, 2015. "Does economic, financial and institutional development matter for renewable energy consumption? Evidence from emerging economies," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, vol. 8(1), pages 20-39.
  4. Yuan, Yan & Xu, Lihe, 2015. "Are poor able to access the informal credit market? Evidence from rural households in China," China Economic Review, Elsevier, vol. 33(C), pages 232-246.
  5. Dayong Zhang & Marco R. Barassi & Jijun Tan, 2015. "Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1118-1140, December.
  6. Michael Caputo & Chen Ling, 2015. "Intrinsic Comparative Dynamics of Locally Differentiable Feedback Stackelberg Equilibria," Dynamic Games and Applications, Springer, vol. 5(1), pages 1-25, March.
  7. Sato, Yasuhiro & Xiao, Wei, 2015. "Land development, search frictions and city structure," Regional Science and Urban Economics, Elsevier, vol. 50(C), pages 63-76.

2014

  1. Broadstock, David C. & Wang, Rui & Zhang, Dayong, 2014. "Direct and indirect oil shocks and their impacts upon energy related stocks," Economic Systems, Elsevier, vol. 38(3), pages 451-467.
  2. David C. Broadstock & Alan Collins & Lester C. Hunt, 2014. "Determining trip attraction rates for the UK office developments with limited observations and missing data," Transportation Planning and Technology, Taylor & Francis Journals, vol. 37(3), pages 247-263, April.
  3. Zhang, Dayong & Broadstock, David C. & Cao, Hong, 2014. "International oil shocks and household consumption in China," Energy Policy, Elsevier, vol. 75(C), pages 146-156.
  4. Broadstock, David C. & Filis, George, 2014. "Oil price shocks and stock market returns: New evidence from the United States and China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 417-433.
  5. Chen, Xiaoguang & Huang, Haixiao & Khanna, Madhu & Önal, Hayri, 2014. "Alternative transportation fuel standards: Welfare effects and climate benefits," Journal of Environmental Economics and Management, Elsevier, vol. 67(3), pages 241-257.
  6. Lin Huang & Yan Shu, 2014. "Accounting Accruals, Future Operating Performance, and Public-Listing Age," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 50(1), pages 164-182, January.
  7. Huang, Lin & Wang, Zijun, 2014. "Is the investment factor a proxy for time-varying investment opportunities? The US and international evidence," Journal of Banking & Finance, Elsevier, vol. 44(C), pages 219-232.
  8. Huang, Lin & Wu, Jia & Zhang, Rui, 2014. "Exchange risk and asset returns: A theoretical and empirical study of an open economy asset pricing model," Emerging Markets Review, Elsevier, vol. 21(C), pages 96-116.
  9. Li Gan & Dayong Zhang, 2014. "Economic and Financial Challenges and Issues in the Asia-Pacific Countries: Guest Editors' Introduction," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 50(1), pages 118-119, January.
  10. Chen Ling & David Scrogin, 2014. "Optimal pricing of public lotteries and comparison of competing mechanisms," Applied Economics, Taylor & Francis Journals, vol. 46(26), pages 3211-3223, September.
  11. Du, Zaichao, 2014. "Testing for serial independence of panel errors," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 248-261.
  12. Du, Zaichao & LI, Renyu & He, Qinying & ZHANG, Lin, 2014. "Decomposing the rich dad effect on income inequality using instrumental variable quantile regression," China Economic Review, Elsevier, vol. 31(C), pages 379-391.
  13. Yan Dong & Chao Men, 2014. "SME Financing in Emerging Markets: Firm Characteristics, Banking Structure and Institutions," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 50(1), pages 120-149, January.
  14. Yan Dong & Zhentao Liu & Zhe Shen & Qian Sun, 2014. "Political Patronage and Capital Structure in China," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 50(3), pages 102-125, May.
  15. Jeon, Bang Nam & Wu, Ji, 2014. "Global banks and internal capital markets: Evidence from bank-level panel data in emerging economies," Journal of Multinational Financial Management, Elsevier, vol. 28(C), pages 79-94.
  16. Jeon, Bang Nam & Wu, Ji, 2014. "The role of foreign banks in monetary policy transmission: Evidence from Asia during the crisis of 2008–9," Pacific-Basin Finance Journal, Elsevier, vol. 29(C), pages 96-120.
  17. Feng, Xunan & Johansson, Anders C. & Zhang, Tianyu, 2014. "Political participation and entrepreneurial initial public offerings in China," Journal of Comparative Economics, Elsevier, vol. 42(2), pages 269-285.
  18. Wei Xiao, 2014. "Search Frictions, Unemployment, And Housing In Cities: Theory And Policies," Journal of Regional Science, Wiley Blackwell, vol. 54(3), pages 422-449, 06.

2013

  1. Loh, Chung-Ping A. & Li, Qiang, 2013. "Peer effects in adolescent bodyweight: Evidence from rural China," Social Science & Medicine, Elsevier, vol. 86(C), pages 35-44.
  2. Li, Qiang & Zang, Wenbin & An, Lian, 2013. "Peer effects and school dropout in rural China," China Economic Review, Elsevier, vol. 27(C), pages 238-248.
  3. Shihe Fu & Stephen L. Ross, 2013. "Wage Premia in Employment Clusters: How Important Is Worker Heterogeneity?," Journal of Labor Economics, University of Chicago Press, vol. 31(2), pages 271 - 304.
  4. Zhihong Chen & Shihe Fu & Dayong Zhang, 2013. "Searching for the Parallel Growth of Cities in China," Urban Studies, Urban Studies Journal Limited, vol. 50(10), pages 2118-2135, August.
  5. Xiaofang Dong & Shihe Fu & Yufei Yuan, 2013. "Impact Fees and Real Estate Prices: Evidence from 35 Chinese Cities," Frontiers of Economics in China, Higher Education Press, vol. 8(2), pages 207-219, June.
  6. David C. Broadstock & Xun Chen, 2013. "A possible role for discriminatory fuel duty in reducing the emissions from road transport: some UK evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 20(6), pages 540-544, April.
  7. Xiaoguang Chen & Madhu Khanna, 2013. "Food vs. Fuel: The Effect of Biofuel Policies," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 95(2), pages 289-295.
  8. Huang, Haixiao & Khanna, Madhu & Önal, Hayri & Chen, Xiaoguang, 2013. "Stacking low carbon policies on the renewable fuels standard: Economic and greenhouse gas implications," Energy Policy, Elsevier, vol. 56(C), pages 5-15.
  9. Madhu Khanna & Xiaoguang Chen, 2013. "Economic, Energy Security, and Greenhouse Gas Effects of Biofuels: Implications for Policy," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 95(5), pages 1325-1331.
  10. Yan Yuan & Lihe Xu, 2013. "What determine the interest rates in China's informal market?," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 11(3), pages 179-196, August.
  11. Jin Zhang & David A. Bessler & David J. Leatham, 2013. "Aggregate business failures and macroeconomic conditions: A VAR look at the U.S. between 1980 and 2004," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 179-202, May.
  12. Jianyu Yu, 2013. "Decoupled payment, domestic subsidy and trade barrier under imperfect competition," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 40(3), pages 487-505, July.
  13. B. Fingleton & M. Abreu & P. Cheshire & H. Garretsen & D. Igliori & J. Le Gallo & P. McCann & John McCombie & V. Monastiriotis & M. Roberts & J. Yu, 2013. "Editorial," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(2), pages 113-119, June.
  14. Chen, Alex A. & Cao, Hong & Zhang, Dayong & Dickinson, David G., 2013. "The impact of shareholding structure on firm investment: Evidence from Chinese listed companies," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 85-100.
  15. Dayong Zhang & Hong Cao, 2013. "Sectoral Responses of the Chinese Stock Market to International Oil Shocks," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 49(6), pages 37-51, November.
  16. Caputo, Michael R. & Ling, Chen, 2013. "The intrinsic comparative dynamics of locally differentiable feedback Nash equilibria of autonomous and exponentially discounted infinite horizon differential games," Journal of Economic Dynamics and Control, Elsevier, vol. 37(10), pages 1982-1994.
  17. Du Zaichao & Yin Hua & Zhang Lin, 2013. "The macroeconomic effects of the 35-h workweek regulation in France," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 21, June.
  18. Jeon, Bang Nam & Olivero, María Pía & Wu, Ji, 2013. "Multinational banking and the international transmission of financial shocks: Evidence from foreign bank subsidiaries," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 952-972.
  19. Minetti, Raoul & Peng, Tao, 2013. "Lending constraints, real estate prices and business cycles in emerging economies," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2397-2416.
  20. You, Leyuan & Lucey, Brian M. & Shu, Yan, 2013. "An empirical study of multiple direct international listings," Global Finance Journal, Elsevier, vol. 24(1), pages 69-84.
  21. Shang, Hua, 2013. "Inference in asset pricing models with a low-variance factor," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 1046-1060.
  22. Huang, Chien-Yu & Ji, Lei, 2013. "Knowledge-intensive business services and economic growth with endogenous market structure," Journal of Macroeconomics, Elsevier, vol. 38(PA), pages 95-106.
  23. Jun Liu & Allan Timmermann, 2013. "Optimal Convergence Trade Strategies," Review of Financial Studies, Society for Financial Studies, vol. 26(4), pages 1048-1086.

2012

  1. Ouyang, Puman & Fu, Shihe, 2012. "Economic growth, local industrial development and inter-regional spillovers from foreign direct investment: Evidence from China," China Economic Review, Elsevier, vol. 23(2), pages 445-460.
  2. Broadstock, David C. & Cao, Hong & Zhang, Dayong, 2012. "Oil shocks and their impact on energy related stocks in China," Energy Economics, Elsevier, vol. 34(6), pages 1888-1895.
  3. Xiaoguang Chen & Hayri �nal, 2012. "Modeling Agricultural Supply Response Using Mathematical Programming and Crop Mixes," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 94(3), pages 674-686.
  4. Chen, Xiaoguang & Khanna, Madhu, 2012. "Explaining the reductions in US corn ethanol processing costs: Testing competing hypotheses," Energy Policy, Elsevier, vol. 44(C), pages 153-159.
  5. Xiaoguang Chen & Haixiao Huang & Madhu Khanna, 2012. "Land-Use And Greenhouse Gas Implications Of Biofuels: Role Of Technology And Policy," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., vol. 3(03), pages 1250013-1-1.
  6. Yan Yuan & Ping Gao, 2012. "Farmers' financial choices and informal credit markets in China," China Agricultural Economic Review, Emerald Group Publishing, vol. 4(2), pages 216-232, May.
  7. Yan Yuan & Steven T. Yen, 2012. "Alcohol consumption by individuals in the United States: a sample selection approach," Applied Economics Letters, Taylor & Francis Journals, vol. 19(14), pages 1353-1358, September.
  8. Li, Sanxi & Ye, Bing & Yu, Jianyu, 2012. "Observability and incentive in organizations," Economics Letters, Elsevier, vol. 114(2), pages 205-207.
  9. Dayong Zhang & Yu Wu, 2012. "Household Savings, the Stock Market, and Economic Growth in China," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 48(2), pages 44-58, March.
  10. Chen Ling & Michael Caputo, 2012. "The Envelope Theorem for Locally Differentiable Nash Equilibria of Discounted and Autonomous Infinite Horizon Differential Games," Dynamic Games and Applications, Springer, vol. 2(3), pages 313-334, September.
  11. Meiling Ying & Zaichao Du, 2012. "The effects of medical insurance on durables consumption in rural China," China Agricultural Economic Review, Emerald Group Publishing, vol. 4(2), pages 176-187, May.
  12. Yan Dong & Charles Ka Yui Leung & Dongliang Cai, 2012. "What Drives Fixed Asset Holding and Risk- Adjusted Performance of Corporates in China? An Empirical Analysis," International Real Estate Review, Asian Real Estate Society, vol. 15(2), pages 141-164.
  13. Mengmeng Guo & Wolfgang Härdle, 2012. "Simultaneous confidence bands for expectile functions," AStA Advances in Statistical Analysis, Springer, vol. 96(4), pages 517-541, October.
  14. Kamal, Fariha & Lovely, Mary E. & Ouyang, Puman, 2012. "Does deeper integration enhance spatial advantages? Market access and wage growth in China," International Review of Economics & Finance, Elsevier, vol. 23(C), pages 59-74.
  15. QINGXIA TONG & DECLAN McCROHAN & MURAT SAKIR EROGUL, 2012. "An Analysis Of Entrepreneurship Across Five Major Nationality Groups In The United Arab Emirates," Journal of Developmental Entrepreneurship (JDE), World Scientific Publishing Co. Pte. Ltd., vol. 17(02), pages 1250007-1-1.
  16. Tao Peng, 2012. "A Note on the implementation of the Pareto efficient allocation in the Lagos-Wright model," Economics Bulletin, AccessEcon, vol. 32(1), pages 27-36.
  17. Brennan, Michael J. & Chordia, Tarun & Subrahmanyam, Avanidhar & Tong, Qing, 2012. "Sell-order liquidity and the cross-section of expected stock returns," Journal of Financial Economics, Elsevier, vol. 105(3), pages 523-541.

2011

  1. Shihe Fu & Junjie Hong, 2011. "Testing Urbanization Economies In Manufacturing Industries: Urban Diversity Or Urban Size?," Journal of Regional Science, Wiley Blackwell, vol. 51(3), pages 585-603, 08.
  2. David C. Broadstock & Alan Collins & Lester C. Hunt, 2011. "Transportation oil demand, consumer preferences and asymmetric prices," Journal of Economic Studies, Emerald Group Publishing, vol. 38(5), pages 528-536, November.
  3. Tong Zhang & B. Brorsen, 2011. "Oligopoly firms with quantity-price strategic decisions," Journal of Economic Interaction and Coordination, Springer, vol. 6(2), pages 157-170, November.
  4. Madhu Khanna & Xiaoguang Chen & Haixiao Huang & Hayri Onal, 2011. "Supply of Cellulosic Biofuel Feedstocks and Regional Production Pattern," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(2), pages 473-480.
  5. Yan Dong & Kui-Wai Li & Dayong Zhang, 2011. "Determinants of Chinese and American Outward Investment," Chinese Economy, M.E. Sharpe, Inc., vol. 44(2), pages 58-77, March.
  6. Zaichao Du, 2011. "Intraday probability of informed trading," Economics Bulletin, AccessEcon, vol. 31(4), pages 3103-3112.
  7. Wu, Ji & Luca, Alina C. & Jeon, Bang Nam, 2011. "Foreign bank penetration and the lending channel in emerging economies: Evidence from bank-level panel data," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 1128-1156, October.
  8. Jeon, Bang Nam & Olivero, María Pía & Wu, Ji, 2011. "Do foreign banks increase competition? Evidence from emerging Asian and Latin American banking markets," Journal of Banking & Finance, Elsevier, vol. 35(4), pages 856-875, April.
  9. Michael Arnold & Chenguang Li & Christine Saliba & Lan Zhang, 2011. "Asymmetric Market Shares, Advertising And Pricing: Equilibrium With An Information Gatekeeper," Journal of Industrial Economics, Wiley Blackwell, vol. 59(1), pages 63-84, 03.
  10. Jain, Sanjay & Triantis, Konstantinos P. & Liu, Shiyong, 2011. "Manufacturing performance measurement and target setting: A data envelopment analysis approach," European Journal of Operational Research, Elsevier, vol. 214(3), pages 616-626, November.
  11. Feng Xu'nan, 2011. "Dividends and tunneling: evidence from family firms in China," China Finance Review International, Emerald Group Publishing, vol. 1(2), pages 152-167, April.

2010

  1. Claustre Bajona & Tianshu Chu, 2010. "Reforming State Owned Enterprises in China: Effects of WTO Accession," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(4), pages 800-823, October.
  2. FU, Shihe & DONG, Xiaofang & CHAI, Guojun, 2010. "Industry specialization, diversification, churning, and unemployment in Chinese cities," China Economic Review, Elsevier, vol. 21(4), pages 508-520, December.
  3. Rajbhandary, Sameer & Basu, Kisalaya, 2010. "Working conditions of nurses and absenteeism: Is there a relationship? An empirical analysis using National Survey of the Work and Health of Nurses," Health Policy, Elsevier, vol. 97(2-3), pages 152-159, October.
  4. Broadstock, David C. & Collins, Alan, 2010. "Measuring unobserved prices using the structural time-series model: The case of cycling," Transportation Research Part A: Policy and Practice, Elsevier, vol. 44(4), pages 195-200, May.
  5. Broadstock, David C. & Hunt, Lester C., 2010. "Quantifying the impact of exogenous non-economic factors on UK transport oil demand," Energy Policy, Elsevier, vol. 38(3), pages 1559-1565, March.
  6. Adeyemi, Olutomi I. & Broadstock, David C. & Chitnis, Mona & Hunt, Lester C. & Judge, Guy, 2010. "Asymmetric price responses and the underlying energy demand trend: Are they substitutes or complements? Evidence from modelling OECD aggregate energy demand," Energy Economics, Elsevier, vol. 32(5), pages 1157-1164, September.
  7. David Clive Broadstock, 2010. "Non-linear technological progress and the substitutability of energy for capital: An application using the translog cost function," Economics Bulletin, AccessEcon, vol. 30(1), pages 84-93.
  8. David C. Broadstock & Alan Collins & Lester C. Hunt, 2010. "Modelling car trip generations for UK residential developments using data from TRICS," Transportation Planning and Technology, Taylor & Francis Journals, vol. 33(8), pages 671-678, September.
  9. Tong Zhang & B. Wade Brorsen, 2010. "The Long-Run and Short-Run Impact of Captive Supplies on the Spot Market Price: An Agent-Based Artificial Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 92(4), pages 1181-1194.
  10. Yen, Steven T. & Shaw, W. Douglass & Yuan, Yan, 2010. "Cigarette smoking and self-reported health in China," China Economic Review, Elsevier, vol. 21(4), pages 532-543, December.
  11. Nam Jeon, Bang & Wu, Ji, 2010. "Foreign Bank Penetration, Resource Allocation and Economic Growth: Evidence from Emerging Economies," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 25, pages 167-193.
  12. Liu, Shiyong & Triantis, Konstantinos P. & Sarangi, Sudipta, 2010. "A framework for evaluating the dynamic impacts of a congestion pricing policy for a transportation socioeconomic system," Transportation Research Part A: Policy and Practice, Elsevier, vol. 44(8), pages 596-608, October.
  13. Liu, Jun & Peleg, Ehud & Subrahmanyam, Avanidhar, 2010. "Information, Expected Utility, and Portfolio Choice," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(05), pages 1221-1251, October.

2009

  1. Sarma, Sisira & Hawley, Gordon & Basu, Kisalaya, 2009. "Transitions in living arrangements of Canadian seniors: Findings from the NPHS longitudinal data," Social Science & Medicine, Elsevier, vol. 68(6), pages 1106-1113, March.
  2. Olutomi I. Adeyemi & David C. Broadstock, 2009. "Underlying consumer preferences and their contribution to energy demand," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 33(3-4), pages 198-204, 09.
  3. Tong Zhang & B. Brorsen, 2009. "Particle Swarm Optimization Algorithm for Agent-Based Artificial Markets," Computational Economics, Society for Computational Economics, vol. 34(4), pages 399-417, November.
  4. Chung, Chanjin & Zhang, Tong & Peel, Derrell S., 2009. "Effects of Country of Origin Labeling in the U.S. Meat Industry with Imperfectly Competitive Processors," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 38(3), December.
  5. Lu, Wanbo & Tsai, Tzong-Ru, 2009. "Interval censored sampling plans for the gamma lifetime model," European Journal of Operational Research, Elsevier, vol. 192(1), pages 116-124, January.
  6. Wanbo Lu & Tzong-Ru Tsai, 2009. "Interval censored sampling plans for the log-logistic lifetime distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(5), pages 521-536.
  7. Yen, Steven T. & Yuan, Yan & Liu, Xiaowen, 2009. "Alcohol consumption by men in China: A non-Gaussian censored system approach," China Economic Review, Elsevier, vol. 20(2), pages 162-173, June.
  8. Yuan, Yan & Capps, Oral, Jr. & Nayga, Rodolfo M., Jr., 2009. "Assessing the Demand for a Functional Food Product: Is There Cannibalization in the Orange Juice Category?," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 38(2), October.
  9. Qiang Gong & Shen Jia & Justin Yifu Lin, 2009. "Firm Liquidation and Economic Crisis under Unexpected Exchange Rate Shock," Annals of Economics and Finance, Society for AEF, vol. 10(1), pages 1-14, May.

2008

  1. William Kerr & Shihe Fu, 2008. "The survey of industrial R&D—patent database link project," The Journal of Technology Transfer, Springer, vol. 33(2), pages 173-186, April.
  2. Michel DIMOU & Alexandra SCHAFFAR & Zhihong CHEN & Shihe FU, 2008. "La Croissance Urbaine Chinoise Reconsidérée," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 27, pages 109-131.
  3. Emin M. Dinlersoz & Rubén Hernández-Murillo & Han Li & Roger Sherman, 2008. "Drug prices under the medicare drug discount card program," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 643-666.
  4. Zhang, Dayong, 2008. "Oil shock and economic growth in Japan: A nonlinear approach," Energy Economics, Elsevier, vol. 30(5), pages 2374-2390, September.
  5. Pak, Maxwell, 2008. "Stochastic stability and time-dependent mutations," Games and Economic Behavior, Elsevier, vol. 64(2), pages 650-665, November.
  6. Grinblatt, Mark & Liu, Jun, 2008. "Debt policy, corporate taxes, and discount rates," Journal of Economic Theory, Elsevier, vol. 141(1), pages 225-254, July.

2007

  1. Fu, Shihe, 2007. "Smart Cafe Cities: Testing human capital externalities in the Boston metropolitan area," Journal of Urban Economics, Elsevier, vol. 61(1), pages 86-111, January.
  2. Sarma, Sisira & Basu, Kisalaya & Gupta, Anil, 2007. "The influence of prescription drug insurance on psychotropic and non-psychotropic drug utilization in Canada," Social Science & Medicine, Elsevier, vol. 65(12), pages 2553-2565, December.
  3. Hikmet Gunay & Xin Meng, 2007. "Predatory Bidding in Sequential Auctions," Economics Bulletin, AccessEcon, vol. 4(12), pages 1-5.
  4. Jun Liu, 2007. "Portfolio Selection in Stochastic Environments," Review of Financial Studies, Society for Financial Studies, vol. 20(1), pages 1-39, January.
  5. Ang, Andrew & Liu, Jun, 2007. "Risk, return, and dividends," Journal of Financial Economics, Elsevier, vol. 85(1), pages 1-38, July.

2006

  1. Tianshu CHU & Fereidun FESHARAKI & Kang WU, 2006. "China's Energy in Transition: Regional and Global Implications," Asian Economic Policy Review, Japan Center for Economic Research, vol. 1(1), pages 134-152.
  2. Rajbhandary, Sameer & Basu, Kisalaya, 2006. "Interprovincial migration of physicians in Canada: Where are they moving and why?," Health Policy, Elsevier, vol. 79(2-3), pages 265-273, December.
  3. Basu, Kisalaya & Rajbhandary, Sameer, 2006. "Interprovincial migration of physicians in Canada: What are the determinants?," Health Policy, Elsevier, vol. 76(2), pages 186-193, April.
  4. Emin Dinlersoz & Han Li, 2006. "The shipping strategies of internet retailers: Evidence from internet book retailing," Quantitative Marketing and Economics, Springer, vol. 4(4), pages 407-438, December.
  5. Brummer, B. & Glauben, T. & Lu, W., 2006. "Policy reform and productivity change in Chinese agriculture: A distance function approach," Journal of Development Economics, Elsevier, vol. 81(1), pages 61-79, October.
  6. Titus O. Awokuse & Yan Yuan, 2006. "The impact of exchange rate volatility on U.S. poultry exports," Agribusiness, John Wiley & Sons, Ltd., vol. 22(2), pages 233-245.
  7. Jin Zhang & David Bessler & David Leatham, 2006. "Does consumer debt cause economic recession? Evidence using directed acyclic graphs," Applied Economics Letters, Taylor & Francis Journals, vol. 13(7), pages 401-407.
  8. Jun Liu & Francis A. Longstaff & Ravit E. Mandell, 2006. "The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks," The Journal of Business, University of Chicago Press, vol. 79(5), pages 2337-2360, September.

2005

  1. Kapur, Vishnu & Basu, Kisalaya, 2005. "Drug coverage in Canada: who is at risk?," Health Policy, Elsevier, vol. 71(2), pages 181-193, February.
  2. Ang, Andrew & Bekaert, Geert & Liu, Jun, 2005. "Why stocks may disappoint," Journal of Financial Economics, Elsevier, vol. 76(3), pages 471-508, June.
  3. Jun Liu, 2005. "An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks," Review of Financial Studies, Society for Financial Studies, vol. 18(1), pages 131-164.
  4. Michael Brennan & Feifei Li & Walter Torous, 2005. "Dollar Cost Averaging," Review of Finance, Springer, vol. 9(4), pages 509-535, December.
  5. Brennan, Michael J. & Xia, Yihong, 2005. "tay's as good as cay," Finance Research Letters, Elsevier, vol. 2(1), pages 1-14, March.
  6. Brennan, Michael J. & Henry Cao, H. & Strong, Norman & Xu, Xinzhong, 2005. "The dynamics of international equity market expectations," Journal of Financial Economics, Elsevier, vol. 77(2), pages 257-288, August.

2004

  1. Jun Liu, 2004. "Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities," Review of Financial Studies, Society for Financial Studies, vol. 17(3), pages 611-641.
  2. Andrew Ang & Jun Liu, 2004. "How to Discount Cashflows with Time-Varying Expected Returns," Journal of Finance, American Finance Association, vol. 59(6), pages 2745-2783, December.

2003

  1. Jian Yang & Jin Zhang & David J. Leatham, 2003. "Price and Volatility Transmission in International Wheat Futures," Annals of Economics and Finance, Society for AEF, vol. 4(1), pages 37-50, May.
  2. Rong, Zhao & Yao, Yang, 2003. "Public service provision and the demand for electric appliances in rural China," China Economic Review, Elsevier, vol. 14(2), pages 131-141.
  3. 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.
  4. 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, 02.
  5. Liu, Jun & Pan, Jun, 2003. "Dynamic derivative strategies," Journal of Financial Economics, Elsevier, vol. 69(3), pages 401-430, September.

2001

  1. Brennan, Michael J & Xia, Yihong, 2001. "Assessing Asset Pricing Anomalies," Review of Financial Studies, Society for Financial Studies, vol. 14(4), pages 905-42.
  2. Brennan, Michael J. & Xia, Yihong, 2001. "Stock price volatility and equity premium," Journal of Monetary Economics, Elsevier, vol. 47(2), pages 249-283, April.

1998

  1. Brennan, Michael J. & Chordia, Tarun & Subrahmanyam, Avanidhar, 1998. "Alternative factor specifications, security characteristics, and the cross-section of expected stock returns," Journal of Financial Economics, Elsevier, vol. 49(3), pages 345-373, September.
  2. Brennan, Michael J & Subrahmanyam, Avanidhar, 1998. "The Determinants of Average Trade Size," The Journal of Business, University of Chicago Press, vol. 71(1), pages 1-25, January.

1997

  1. Eric Nauenberg & Kisalaya Basu & Harish Chand, 1997. "Hirschman-Herfindahl index determination under incomplete information," Applied Economics Letters, Taylor & Francis Journals, vol. 4(10), pages 639-642.
  2. Brennan, Michael J. & Schwartz, Eduardo S. & Lagnado, Ronald, 1997. "Strategic asset allocation," Journal of Economic Dynamics and Control, Elsevier, vol. 21(8-9), pages 1377-1403, June.
  3. Brennan, M. J. & Franks, J., 1997. "Underpricing, ownership and control in initial public offerings of equity securities in the UK," Journal of Financial Economics, Elsevier, vol. 45(3), pages 391-413, September.
  4. Brennan, Michael J & Cao, H Henry, 1997. " International Portfolio Investment Flows," Journal of Finance, American Finance Association, vol. 52(5), pages 1851-80, December.

1996

  1. Brennan, Michael J & Cao, H Henry, 1996. "Information, Trade, and Derivative Securities," Review of Financial Studies, Society for Financial Studies, vol. 9(1), pages 163-208.
  2. Brennan, Michael J. & Subrahmanyam, Avanidhar, 1996. "Market microstructure and asset pricing: On the compensation for illiquidity in stock returns," Journal of Financial Economics, Elsevier, vol. 41(3), pages 441-464, July.

1995

  1. Brennan, Michael J. & Subrahmanyam, Avanidhar, 1995. "Investment analysis and price formation in securities markets," Journal of Financial Economics, Elsevier, vol. 38(3), pages 361-381, July.

1993

  1. Brennan, Michael J & Chordia, Tarun, 1993. " Brokerage Commission Schedules," Journal of Finance, American Finance Association, vol. 48(4), pages 1379-1402, September.
  2. Brennan, Michael J & Jegadeesh, Narasimhan & Swaminathan, Bhaskaran, 1993. "Investment Analysis and the Adjustment of Stock Prices to Common Information," Review of Financial Studies, Society for Financial Studies, vol. 6(4), pages 799-824.

1992

  1. Brennan, M. J. & Solnik, B., 1992. "International risk sharing and capital mobility: reply," Journal of International Money and Finance, Elsevier, vol. 11(1), pages 122-123, February.

1991

  1. Brennan, Michael J & Hughes, Patricia J, 1991. " Stock Prices and the Supply of Information," Journal of Finance, American Finance Association, vol. 46(5), pages 1665-91, December.

1990

  1. Brennan, Michael J & Thakor, Anjan V, 1990. " Shareholder Preferences and Dividend Policy," Journal of Finance, American Finance Association, vol. 45(4), pages 993-1018, September.
  2. Brennan, Michael J & Schwartz, Eduardo S, 1990. "Arbitrage in Stock Index Futures," The Journal of Business, University of Chicago Press, vol. 63(1), pages S7-31, January.
  3. Brennan, Michael J, 1990. " Latent Assets," Journal of Finance, American Finance Association, vol. 45(3), pages 709-30, July.

1989

  1. Brennan, M. J. & Solnik, B., 1989. "International risk sharing and capital mobility," Journal of International Money and Finance, Elsevier, vol. 8(3), pages 359-373, September.
  2. Brennan, Michael J & Schwartz, Eduardo S, 1989. "Portfolio Insurance and Financial Market Equilibrium," The Journal of Business, University of Chicago Press, vol. 62(4), pages 455-72, October.

1988

  1. Brennan, Michael J & Schwartz, Eduardo S, 1988. " Time-Invariant Portfolio Insurance Strategies," Journal of Finance, American Finance Association, vol. 43(2), pages 283-99, June.
  2. Brennan, Michael J & Maksimovic, Vojislav & Zechner, Josef, 1988. " Vendor Financing," Journal of Finance, American Finance Association, vol. 43(5), pages 1127-41, December.
  3. Brennan, Michael J. & Copeland, Thomas E., 1988. "Stock splits, stock prices, and transaction costs," Journal of Financial Economics, Elsevier, vol. 22(1), pages 83-101, October.
  4. Brennan, M J & Copeland, T E, 1988. " Beta Changes around Stock Splits: A Note," Journal of Finance, American Finance Association, vol. 43(4), pages 1009-13, September.

1987

  1. Brennan, Michael J & Kraus, Alan, 1987. " Efficient Financing under Asymmetric Information," Journal of Finance, American Finance Association, vol. 42(5), pages 1225-43, December.

1986

  1. Brennan, Michael J., 1986. "A theory of price limits in futures markets," Journal of Financial Economics, Elsevier, vol. 16(2), pages 213-233, June.

1985

  1. Brennan, Michael J. & Schwartz, Eduardo S., 1985. "On the Geometric Mean Index: A Note," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 20(01), pages 119-122, March.
  2. Brennan, Michael J & Schwartz, Eduardo S, 1985. "Evaluating Natural Resource Investments," The Journal of Business, University of Chicago Press, vol. 58(2), pages 135-57, April.

1984

  1. Brennan, Michael J & Schwartz, Eduardo S, 1984. " Optimal Financial Policy and Firm Valuation," Journal of Finance, American Finance Association, vol. 39(3), pages 593-607, July.

1982

  1. Brennan, Michael J. & Schwartz, Eduardo S., 1982. "An Equilibrium Model of Bond Pricing and a Test of Market Efficiency," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(03), pages 301-329, September.
  2. Brennan, Michael J & Schwartz, Eduardo S, 1982. " Regulation and Corporate Investment Policy," Journal of Finance, American Finance Association, vol. 37(2), pages 289-300, May.

1981

  1. Brennan, M.J. & Solanki, R., 1981. "Optimal Portfolio Insurance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(03), pages 279-300, September.
  2. Brennan, M J, 1981. "Empirical Tests of Multi-Factor Pricing Model: Discussion," Journal of Finance, American Finance Association, vol. 36(2), pages 352-53, May.

1980

  1. Brennan, Michael J & Schwartz, Eduardo S, 1980. " Conditional Predictions of Bond Prices and Returns," Journal of Finance, American Finance Association, vol. 35(2), pages 405-17, May.
  2. Brennan, Michael J. & Schwartz, Eduardo S., 1980. "Analyzing Convertible Bonds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(04), pages 907-929, November.

1979

  1. Brennan, Michael J & Schwartz, Eduardo S, 1979. "Alternative Investment Strategies for the Issuers of Equity Linked Life Insurance Policies with an Asset Value Guarantee," The Journal of Business, University of Chicago Press, vol. 52(1), pages 63-93, January.
  2. Brennan, M J, 1979. "The Pricing of Contingent Claims in Discrete Time Models," Journal of Finance, American Finance Association, vol. 34(1), pages 53-68, March.
  3. Brennan, Michael J. & Schwartz, Eduardo S., 1979. "A continuous time approach to the pricing of bonds," Journal of Banking & Finance, Elsevier, vol. 3(2), pages 133-155, July.

1978

  1. Brennan, Michael J & Schwartz, Edwardo S, 1978. "Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure," The Journal of Business, University of Chicago Press, vol. 51(1), pages 103-14, January.
  2. Brennan, Michael J. & Schwartz, Eduardo S., 1978. "Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(03), pages 461-474, September.
  3. Brennan, M. J. & Kraus, Alan, 1978. "Necessary Conditions for Aggregation in Securities Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(03), pages 407-418, September.

1977

  1. Brennan, Michael J & Schwartz, Eduardo S, 1977. "The Valuation of American Put Options," Journal of Finance, American Finance Association, vol. 32(2), pages 449-62, May.
  2. Brennan, Michael J. & Schwartz, Eduardo S., 1977. "Savings bonds, retractable bonds and callable bonds," Journal of Financial Economics, Elsevier, vol. 5(1), pages 67-88, August.
  3. Brennan, Michael J. & Schwartz, Eduardo S., 1977. "Abstract: Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(04), pages 659-659, November.
  4. Brennan, Michael J. & Schwartz, Eduardo S., 1977. "Abstract: Alternative Investment Strategies for the Issuers of Equity-Linked Life Insurance Policies with an Asset Value Guarantee," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(04), pages 651-652, November.
  5. Brennan, M J & Schwartz, Eduardo S, 1977. "Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion," Journal of Finance, American Finance Association, vol. 32(5), pages 1699-1715, December.

1976

  1. Brennan, Michael J. & Schwartz, Eduardo S., 1976. "The pricing of equity-linked life insurance policies with an asset value guarantee," Journal of Financial Economics, Elsevier, vol. 3(3), pages 195-213, June.
  2. Brennan, M. J. & Kraus, A., 1976. "The Geometry of Separation and Myopia," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(02), pages 171-193, June.

1975

  1. Brennan, M. J., 1975. "The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(03), pages 483-496, September.
  2. Brennan, Michael J, 1975. "Financial Models of Regulated Firms: Discussion," Journal of Finance, American Finance Association, vol. 30(2), pages 446-47, May.

1974

  1. Brennan, M J, 1974. "An Inter-Temporal Approach to the Optimization of Dividend Policy with Predetermined Investments: Comment," Journal of Finance, American Finance Association, vol. 29(1), pages 258-59, March.

1973

  1. Brennan, Michael J, 1973. "An Approach to the Valuation of Uncertain Income Streams," Journal of Finance, American Finance Association, vol. 28(3), pages 661-74, June.

1972

  1. Brennan, Michael J, 1972. "The Value of Perfect Market Forecasts in Portfolio Selection: Discussion," Journal of Finance, American Finance Association, vol. 27(2), pages 395-98, May.
  2. Brennan, Michael J, 1972. "Valuation and the Cost of Capital for Regulated Utilities: Comment," Journal of Finance, American Finance Association, vol. 27(5), pages 1147-49, December.

1971

  1. Brennan, M. J., 1971. "Capital Market Equilibrium with Divergent Borrowing and Lending Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(05), pages 1197-1205, December.
  2. Brennan, Michael, 1971. "A Note on Dividend Irrelevance and the Gordon Valuation Model," Journal of Finance, American Finance Association, vol. 26(5), pages 1115-22, December.

Books

1990

  1. Sanford Grossman & Michael Brennan, 1990. "Stock Market Volatility and the Crash," NBER Books, National Bureau of Economic Research, Inc, number gros90-1, October.

Chapters

2011

  1. Xiaoguang Chen & Haixiao Huang & Madhu Khanna & Hayri Önal, 2011. "Meeting the Mandate for Biofuels: Implications for Land Use, Food, and Fuel Prices," NBER Chapters, in: The Intended and Unintended Effects of U.S. Agricultural and Biotechnology Policies, pages 223-267 National Bureau of Economic Research, Inc.

2003

  1. Brennan, Michael J., 2003. "Corporate investment policy," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 3, pages 167-214 Elsevier.

Software components

2011

  1. Claustre Bajona & Tianshu Chu, 2011. "Code and data files for "Reforming SOE in china: the role of WTO accession"," Computer Codes 06-12, Review of Economic Dynamics.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.