Publications

Latest Publications

1. Avramov, Doron, and Guofu Zhou. 2010. Bayesian portfolio analysis. Annual Review of Financial Economics , 2 .

2. Fisman, Raymond, and Yongxiang Wang. 2010. The mortality cost of political connections. Review of Economic Studies , 82 .

3. Choi, Nam Hee, William Li, and Ji Zhu. 2010. Variable selection with the strong heredity constraint and its oracle property. Journal of the American Statistical Association , 105 .

4. Fabozzi, Frank J., Dashan Huang, and Guofu Zhou. 2010. Robust portfolios: Contributions from operations research and finance. Annals of Operations Research , 176 .

5. Wang, Tracy Yue, Andrew Winton, and Xiaoyun Yu. 2010. Corporate fraud and business conditions: Evidence from IPOs. Journal of Finance , 65 .

6. Ng, Lilian, and Fei Wu. 2010. Peer Effects in the Trading Decisions of Individual Investors. Financial Management , 39 .

7. Calomiris, Charles W., Raymond Fisman, and Yongxiang Wang. 2010. Profiting from government stakes in a command economy: Evidence from Chinese asset sales. Journal of Financial Economics , 96 .

8. Stillerman, Allan, Christopher Nachtsheim, William Li, Mark Albrecht, and Joshua Waldman. 2010. Efficacy of a novel air filtration pillow for avoidance of perennial allergens in symptomatic adults. Annals of Allergy, Asthma and Immunology , 104 .

9. Yan, Zhipeng, and Yan Zhao. 2010. A new methodology of measuring firm life-cycle stages. International Journal of Economic Perspectives , 4 .

10. Xing, Yuhang, Xiaoyan Zhang, and Rui Zhao. 2010. What does the individual option volatility smirk tell us about future equity returns?. Journal of Financial and Quantitative Analysis , 45 .

Top