Publications

Latest Publications

1. Cheng, Shijun, and Raffi J. Indjejikian. 2009. The Market for Corporate Control and CEO Compensation: Complements or Substitutes?. Contemporary Accounting Research , 26 .

2. Barber, Brad M., Terrance Odean, and Ning Zhu. 2009. Systematic noise. Journal of Financial Markets , 12 .

3. Guofu, Zhou. 2009. Beyond black-litterman: Letting the data speak. Journal of Portfolio Management , 36 .

4. Xu, Yifan, and Xiuli Chao. 2009. Dynamic pricing and inventory control for a production system with average profit criterion. Probability in the Engineering and Informational Sciences , 23 .

5. Zhu, Yingzi, and Guofu Zhou. 2009. Technical analysis: An asset allocation perspective on the use of moving averages. Journal of Financial Economics , 92 .

6. Ang, Andrew, Robert J. Hodrick, Yuhang Xing, and Xiaoyan Zhang. 2009. High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence. Journal of Financial Economics , 91 .

7. Zhang, Jun. 2009. Adaptive learning via selectionism and Bayesianism, Part I: Connection between the two. Neural Networks , 22 .

8. Decroix, Gregory A., Jing Sheng Song, and Paul H. Zipkin. 2009. Managing an assemble-to-order system with returns. Manufacturing and Service Operations Management , 11 .

9. Gupta, Nandini, and Kathy Yuan. 2009. On the growth effect of stock market liberalizations. Review of Financial Studies , 22 .

10. Hirshleifer, David, Kewei Hou, and Siew Hong Teoh. 2009. Accruals, cash flows, and aggregate stock returns. Journal of Financial Economics , 91 .

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