Publications

Latest Publications

1. Kacperczyk, Marcin, Clemens Sialm, and Lu Zheng, 2008, Unobserved Actions of Mutual Funds, The Review of Financial Studies

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

3. Ni, Sophie, Jun Pan, and Allen Poteshman, 2008, Volatility Information Trading in the Option Market, The Journal of Finance

4. Dai, Zhonglan, Edward Maydew, Douglas A. Shackelford, and Harold H. Zhang, 2008, Capital Gains Taxes and Asset Prices: Capitalization or Lock-in?, The Journal of Finance

5. Chen, Son-Nan, 2008, Extend the debt as it is not deeply out-of-money, Economics Bulletion

6. Liang, Pierre Jinghong, and Xiao-Jun Zhang, 2008, Information Economics and Accounting Measurement: a Blueprint for Scholarly Research, 中国会计评论

7. Lin, Grace Y, Yingdong Lu, and David D. Yao, 2008, The Stochastic Knapsack Revisited: Switch- Over Policies and Dynamic Pricing, Operations Research

8. Chao, Xiuli, Hong Chen, and Shaohui Zheng, 2008, Joint replenishment and pricing decisions in inventory systems with stochastically dependent supply capacity, European Journal of Operational Research

9. Chao, Xiuli, and Paul H Zipkin, 2008, Optimal Policy for a Periodic-review Inventory System under Supply Capacity Contract, Operations Research

10. Lu, Xiangwen, Jing-Sheng Song, and Kaijie Zhu, 2008, Analysis of Perishable-inventory Systems with Censored Data, Operations Research

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