Faculty & Research

Latest Publications

1. G.Ming, H. Ou-Yang, 2006, Incentives and Performance in the Presence of Wealth Effects and Endogenous Risk, Journal of Economic Theory

2. Chang, Eric C., and Sen Dong, 2006, Idiosyncratic Volatility, Fundamentals, and Institutional Herding: Evidence from the Japanese Stock Market, Pacific-Basin Finance Journal

3. Bhattacharya, Utpal, Neal Galpin, Rina Ray, and Xiaoyun Yu, 2006, The Role of the Media in the Launch of Internet IPOs, Betriebswirtschaftliche Forschung Und Praxis

4. Li, David X., 2006, It Is All about Credit, North American Actuarial Journal

5. Qian, Jun, and Philip E. Strahan, 2006, How Law and Institutions Shape Financial Contracts: the Case of Bank Loans, The Journal of Finance

6. Cheng, Yingmei, Mark H. Liu, and Jun Qian, 2006, Buy-side Analysts, Sell-side Analysts and Investment Decisions of Money Managers, Journal of Financial and Quantitative Analysis

7. Ng, Lilian, and Fei Wu, 2006, Revealed Stock Preferences of Individual Investors: Evidence from Chinese Equity Markets, Pacific-Basin Finance Journal

8. Yuhang Xing, 2006, Downside Risk, The Review of Financial Studies

9. Ang, Andrew ; Hodrick, Robert J. ; Xing, Yuhang ; Zhang, Xiaoyan, 2006, The Cross-Section of Volatility and Expected Returns, The Journal of Finance

10. Boyd, John H., Ravi Jagannathan, and Qianqiu Liu, 2006, The Stock Market’s Reaction to Unemployment News, Stock-Bond Return Correlations, and the State of the Economy, Journal of Investment Management