Faculty & Research

Latest Publications

1. Ni, Sophie, Jun Pan, and Allen Poteshman, 2008, Volatility Information Trading in the Option Market, The Journal of Finance

2. Dai, Zhonglan, Edward Maydew, Douglas A. Shackelford, and Harold H. Zhang, 2008, Capital Gains Taxes and Asset Prices: Capitalization or Lock-in?, The Journal of Finance

3. Chen, Son-Nan, 2008, Extend the debt as it is not deeply out-of-money, Economics Bulletion

4. Lin, Grace Y, Yingdong Lu, and David D. Yao, 2008, The Stochastic Knapsack Revisited: Switch- Over Policies and Dynamic Pricing, Operations Research

5. Chao, Xiuli, Hong Chen, and Shaohui Zheng, 2008, Joint replenishment and pricing decisions in inventory systems with stochastically dependent supply capacity, European Journal of Operational Research

6. Chao, Xiuli, and Paul H Zipkin, 2008, Optimal Policy for a Periodic-review Inventory System under Supply Capacity Contract, Operations Research

7. Lu, Xiangwen, Jing-Sheng Song, and Kaijie Zhu, 2008, Analysis of Perishable-inventory Systems with Censored Data, Operations Research

8. Bernstein, Fernando, Jing-Sheng Song, and Xiaona Zheng, 2008, Bricks-and-mortar" VS "clicks-and-mortar, European Journal of Operational Research

9. Yuen, Andrew, and Anming Zhang, 2007, Strategic Trade and Transport Policies with Congestible Facilities, Asia-Pacific Journal of Accounting & Economics

10. Han, Bing, Craig Merrill, and Francis Longstaff, 2007, The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds, The Journal of Finance