Publications
Latest Publications
1.
Garvey, Ryan, and Fei Wu, 2009, Intraday Time and Order Execution Quality Dimensions, Journal of Financial Markets
2.
Chris Downing, Shane Underwood,and Yuhang Xing, 2009, The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis, Journal of Financial and Quantitative Analysis
3.
Geert Bekaert, Eric Engstrom,and Yuhang Xing, 2009, Risk, Uncertainty, and Asset Prices, Journal of Financial Economics
4.
Ang, Andrew, Robert J. Hodrick, Yuhang Xing, and Xiaoyan Zhang, 2009, High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence, Journal of Financial Economics
5.
Basak, Gopal K., Ravi Jagannathan, and Tongshu Ma, 2009, Jackknife Estimator for Tracking Error Variance of Optimal Portfolios, Management Science
6.
Han, Bing, David Hirshleifer, and John C. Persons, 2009, Promotion Tournaments and Capital Rationing, The Review of Financial Studies
7.
Bekaert, Geert , Robert J. Hodrick, and Xiaoyan Zhang , 2009, International Stock Return Comovements, The Journal of Finance
8.
Suresh Sundaresan, Zhenyu Wang, 2009, Y2K Options and the Liquidity Premium in Treasury Markets, The Review of Financial Studies
9.
Bharath, Sreedhar T., Paolo Pasquariello, and Guojun Wu, 2009, Does Asymmetric Information Drive Capital Structure Decisions?, The Review of Financial Studies
10.
Brown, Stephen, William Goetzmann, Bing Liang, and Christopher Schwarz, 2009, Estimating Operational Risk for Hedge Funds: The ω-Score, Financial Analysts Journal
