Faculty & Research

Latest Publications

1. Liang, Bing, and Hyuna Park, 2007, Risk Measures for Hedge Funds: A Cross-Sectional Approach, European Financial Management

2. Kacperczyk, Marcin, Lu Zheng, and Clemens Sialm, 2007, Industry Concentration and Mutual Fund Performance, Journal of Investment Management

3. Boehmer, Ekkehart, Robert Jennings, and Li Wei, 2007, Public Disclosure and Private Decision: The Case of US Equity Market Execution Quality, The Review of Financial Studies

4. Liang, Pierre Jinghong, and Xiaoyan Wen, 2007, Accounting Measurement Basis, Market Mispricing, and Firm Investment Efficiency, Journal of Accounting Research

5. Li, Wei, and Xiuli Chao, 2007, Call admission control for an adaptive heterogeneous multimedia mobile network, Ieee Transactions on Wireless Communications

6. Hong, Harrison, and Jeremy C. Stein, 2007, Disagreement and the Stock Market, Journal of Economic Perspectives

7. Vayanos, Dimitri, and Tan Wang, 2007, Search and Endogenous Concentration of Liquidity in Asset Markets, Journal of Economic Theory

8. Hamilton, James D., Daniel F. Waggoner, and Tao Zha, 2007, Normalization in Econometrics, Econometric Reviews

9. Zha, Tao, 2007, Comment on An and Schorfheide‘s Bayesian Analysis of DSGE Models, Econometric Reviews

10. Zhang, Anming, Chunmei Lang, Y. V. Hui, and Lawrence Leung, 2007, Intermodal Alliance and Rivalry of Transport Chains: The Air Cargo Market, Transportation Research Part E-Logistics and Transportation Review