Faculty & Research

Latest Publications

1. Han, Bing, 2007, Stochastic Volatilities and Correlations of Bond Yields, The Journal of Finance

2. Chen, Qi, T Hemmer, and Y Zhang, 2007, On the Relation Between Conservatism in Accounting Standards and Incentives for Earnings Management, Journal of Accounting Research

3. Eliashberg, Jehoshua, Sam K. Hui, and Z. John Zhang, 2007, From Storyline to Box Office: A New Approach for Green-Lighting Movie Scripts, Management Science

4. Xu, Xindong, M Shackleton, S Taylor, and Xiaoqian Liu, 2007, Closed-form transformations from risk-neutral to real-world distributions, Journal of Banking & Finance

5. Chen, Qi, and W Jiang, 2007, Price Informativeness and Investment Sensitivity to Stock Price, The Review of Financial Studies

6. Hughes, John S., Jing Liu, and and Jun Liu, 2007, Information Asymmetry, Diversification, and Cost of Capital, The Accounting Review

7. Cai, Gangshu, Peter R Wurman, and Xiuli Chao, 2007, THE NON-EXISTENCE OF EQUILIBRIUM IN SEQUENTIAL AUCTIONS WHEN BIDS ARE REVEALED, Journal of Electronic Commerce Research

8. Liang, Bing, and Hyuna Park, 2007, Risk Measures for Hedge Funds: A Cross-Sectional Approach, European Financial Management

9. Kacperczyk, Marcin, Lu Zheng, and Clemens Sialm, 2007, Industry Concentration and Mutual Fund Performance, Journal of Investment Management

10. Boehmer, Ekkehart, Robert Jennings, and Li Wei, 2007, Public Disclosure and Private Decision: The Case of US Equity Market Execution Quality, The Review of Financial Studies