Faculty & Research

Latest Publications

1. 謝, 宗佑, and 松男 陳. 2010. Pricing Interest Rate Guarantee Embedded in Defined Contribution Pension Plans under the LIBOR Market Model. 財務金融學刊 , 18 .

2. Stern, Emily R., Yanni Liu, William J. Gehring, James J. Lister, Gang Yin, Jun Zhang, Kate D. Fitzgerald, Joseph A. Himle, James L. Abelson, and Stephan F. Taylor. 2010. Chronic medication does not affect hyperactive error responses in obsessive-compulsive disorder. Psychophysiology , 47 .

3. Jagannathan, Ravi, Alexey Malakhov, and Dmitry Novikov. 2010. Do hot hands exist among hedge fund managers? An empirical evaluation. Journal of Finance , 65 .

4. Almazan, Andres, Adolfo De Motta, Sheridan Titman, and Vahap Uysal. 2010. Financial structure, acquisition opportunities, and firm locations. Journal of Finance , 65 .

5. Chen, Hui, Jianjun Miao, and Neng Wang. 2010. Entrepreneurial finance and nondiversifiable risk. Review of Financial Studies , 23 .

6. Li, Xiaohan, Guojun Wu, and Canlin Li. 2010. Corporate Governance, Investor Attention and Post-Earnings Announcement Drift. SSRN Electronic Journal .

7. Wu, Jun, Shouyang Wang, Xiuli Chao, C. T. Ng, and T. C.E. Cheng. 2010. Impact of risk aversion on optimal decisions in supply contracts. International Journal of Production Economics , 128 .

8. Ang, Andrew, Vineer Bhansali, and Yuhang Xing. 2010. Taxes on tax-exempt bonds. Journal of Finance , 65 .

9. Lu, Yingdong, Jing Sheng Song, and Yao Zhao. 2010. No-Holdback allocation rules for continuous-time assemble-to-order systems. Operations Research , 58 .

10. Gormley, Todd, Hong Liu, and Guofu Zhou. 2010. Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance. Journal of Financial Economics , 96 .