Publications

Latest Publications

1. Hirshleifer, David, Kewei Hou, and Siew Hong Teoh. 2012. The accrual anomaly: Risk or mispricing?. Management Science , 58 .

2. Fuller, Russell J, Bing Han, and Yining Tung. 2012. Estimating the Negative Impact of “Noise” on the Returns of Cap-Weighted Portfolios in Various Segments of the Equity Markets. Journal of Finance .

3. Kan, Raymond, and Guofu Zhou. 2012. Tests of mean-variance spanning. Annals of Economics and Finance , 13 .

4. Zhou, Wenhui, and Xiuli Chao. 2012. Stein-Chen approximation and error bounds for order fill rates in assemble-to-order systems. Naval Research Logistics , 59 .

5. Boyle, Phelim, Lorenzo Garlappi, Raman Uppal, and Tan Wang. 2012. Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification. Management Science , 58 .

6. Fan, Joseph P.H., Sheridan Titman, and Garry Twite. 2012. An international comparison of capital structure and debt maturity choices. Journal of Financial and Quantitative Analysis , 47 .

7. 许多奇. 2012. 信息监管是遏制金融腐败的锐利武器. 中国社会科学报 .

8. Cheng, Lee Young, Zhipeng Yan, Yan Zhao, and Wei Fang Chang. 2012. Short selling activity, price efficiency and fundamental value of IPO stocks. Pacific Basin Finance Journal , 20 .

9. 陈欣. 2012. 邮票的特征与发行后长期回报—来自新中国邮票的证据. 中国金融评论 .

10. Chao, Xiuli, Yifan Xu, and Baimei Yang. 2012. Optimal policy for a production-inventory system with setup cost and average cost criterion. Probability in the Engineering and Informational Sciences , 26 .

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