Faculty & Research

Latest Publications

1. Piwowar, Michael, and Wei Li, 2006, The sensitivity of Effective Spread Estimates to Trade-quote Matching Algorithm, Electronic Markets

2. Chao, Xiuli, and Sean X. Zhou, 2006, Joint inventory-and-pricing strategy for a stochastic continuous-review system, Iie Transactions

3. Yao, David D, Shuzhong Zhang, and Xunyu Zhou, 2006, Tracking a Financial Benchmark Using a Few Assets, Operations Research

4. Chen, Andrew, Sumon Mazumdar, Avinash Verma, and Nengjiu Ju , 2006, Correlated Default Risks and Bank Regulations, Journal of Money, Credit and Banking

5. Kan, Raymond, and Guofu Zhou, 2006, A New Variance Bound On the Stochastic Discount Factor, Journal of Business Research

6. Chou, Pin-Huang, Wen-Shen Lia , Guofu Zhou, 2006, Portfolio Optimization Under Asset Pricing Anomalies, Japan and the World Economy

7. Liang, Pierre Jinghong, and Xiao-Jun Zhang, 2006, Accounting Treatment of Inherent versus Incentive Uncertainties and the Capital Structure of the Firm, Journal of Accounting Research

8. Chao, Xiuli, and Ayyar Rahman, 2006, Analysis and Computational Algorithm for Queues with State-Dependent Vacations I: G/M(n)/1/K, Journal of Systems Science & Complexity

9. Kogan, Leonid, Stephen A. Ross, Jiang Wang, and Mark M. Westerfield, 2006, The Price Impact and Survival of Irrational Traders, The Journal of Finance

10. Bennett, Paul and Li Wei, 2006, Market structure, fragmentation, and market quality, Journal of Financial Markets