Faculty & Research

Latest Publications

1. Ang, Andrew, Geert Bekaert, and Jun Liu, 2005, Why Stocks May Disappoint, Journal of Financial Economics

2. Ju, Nengjiu, Robert Parrino, Allen M. Poteshman, and Michael S. Weisbach, 2005, Horses and Rabbits? Trade-Off Theory and Optimal Capital Structure, Journal of Financial and Quantitative Analysis

3. Ling, Xiaoli, Shu-Cherng Fang, Herry LW Nuttle, and Xiuli Chao, 2005, Pooled Versus Reserved Inventory in a Two-Echelon Supply Chain, International Journal of Operations Research

4. Hovakimian, Armen, Tim Opler, and Sheridan Titman, 2005, The Capital Structure Choice: New Evidence for a Dynamic Tradeoff Model, Journal of Applied Corporate Finance

5. Dai, Yue, Xiuli Chao, Shu-Cherng Fang, and Henry L. W. Nuttle, 2005, Game Theoretic Analysis of a Distribution System with Customer Market Search, Annals of Operations Research

6. Chao, Xiuli, K. K. Lai, Shou-Yang Wang, and Mei Yu, 2005, Optimal Consumption Portfolio and No-Arbitrage with Nonproportional Transaction Costs, Annals of Operations Research

7. Raju, Jagmohan, and Z. John Zhang, 2005, Channel Coordination in the Presence of a Dominant Retailer, Marketing Science

8. Chen, Qi, Jennifer Francisa, and Wei Jiang, 2005, Investors Learning About Analyst Predictive Ability, Journal of Accounting & Economics

9. Yao, Rui, and Harold H. Zhang, 2005, Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints, The Review of Economic Studies

10. Liu, Hong, and Jiongmin Yong, 2005, Option pricing with an illiquid underlying asset market, Journal of Economic Dynamics & Control