Faculty & Research

Latest Publications

1. Bernstein, Fernando, Jing-Sheng Song, and Xiaona Zheng, 2008, Bricks-and-mortar" VS "clicks-and-mortar, European Journal of Operational Research

2. Cheng, Shijun, 2008, Board size and the variability of corporate performance, Journal of Financial Economics

3. Pan, Jun, and Kenneth J Singleton, 2008, Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads, Journal of Finance

4. Hansen, Lars Peter, John C. Heaton, and Nan Li, 2008, Consumption Strikes Back? Measuring Long-Run Risk, Journal of Political Economy

5. Yuen, Andrew, and Anming Zhang, 2007, Strategic Trade and Transport Policies with Congestible Facilities, Asia-Pacific Journal of Accounting & Economics

6. Han, Bing, Craig Merrill, and Francis Longstaff, 2007, The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds, The Journal of Finance

7. Liang, Bing, and Yong Chen, 2007, Do Market Timing Hedge Funds Time the Market?, Journal of Financial and Quantitative Analysis

8. Shanthikumar, J.G. and D. D. Yao, 2007, John A. Buzacott and His Pioneering Contributions to Manufacturing and Service Systems, Production and Operations Management

9. Yao, D.D., 2007, Comments on: Dynamic priority allocation via restless bandit marginal productivity indices, Top

10. Cohen, Lauren, Karl B. Diether, and Christopher J. Malloy, 2007, Supply and Demand Shifts in the Shorting Market, The Journal of Finance