Faculty & Research

Latest Publications

1. Moulton, Pamela C. and Li Wei, 2009, A Tale of Two Time Zones: The Impact of Substitutes on Cross-Listed Stock Liquidity, Journal of Financial Markets

2. Cai, Gangshu, Xiuli Chao, and Jianbin Li, 2009, Optimal Reserve Prices in the Name-Your-Own-Price Channel of a Dual Channel Market, Production and Operations Management

3. Cohen, Lauren, and Breno Schmidt, 2009, Attracting Flows by Attracting Big Clients, The Journal of Finance

4. Stevens, G. and Jun Zhang, 2009, A dynamic systems model of infant attachment, IEEE Transactions on Autonomous Mental Development

5. GuoFu Zhou, 2009, Beyond Black-Litterman: Letting the Data Speak, The Journal of Portfolio Management

6. Hughes, John, Jing Liu, and Jun Liu, 2009, On the relation between expected returns and implied cost of capital, Review of Accounting Studies

7. Wong, Wai Hung, Anming Zhang, Yer Van Hui, and Lawrence C. Leung, 2009, Optimal Baggage Limit Policy: Airline Passenger and Cargo Allocation, Transportation Science

8. Huang, Jennifer, and Jiang Wang, 2009, Liquidity and Market Crashes, The Review of Financial Studies

9. Raymond Kan and Guofu Zhou, 2009, What Likely Range of My Wealth Will Be?, Financial Analysts Journal

10. Song, Jing-Sheng, and Yao Zhao, 2009, The Value of Component Commonality in a Dynamic Inventory System with Lead Times, Manufacturing & Service Operations Management