Faculty & Research

Latest Publications

1. Xu, Yongsheng, and Lin Zhou, 2007, Rationalizability of Choice Functions by Game Trees, Journal of Economic Theory

2. Chang, Eric. C., Joseph W. Cheng, and Yinghui Yu, 2007, Short-Sales Constraints and Price Discovery: Evidence from the Hong Kong Market, The Journal of Finance

3. Ng, Lilian, and Fei Wu, 2007, The Trading Behavior of Institutions and Individuals in Chinese Equity Markets, Journal of Banking & Finance

4. Garvey, Ryan, Anthony Murphy, and Fei Wu, 2007, Do Losses Linger? Evidence from Proprietary Stock Traders, The Journal of Portfolio Management

5. Jagannathan,Ravi,Yong Wang, 2007, Lazy Investors, Discretionary Consumption, and the Cross Section of Stock Returns, The Journal of Finance

6. Guojun Wu, Mark Seasholes, 2007, Predictable Behavior, Profits, and Attention, Journal of Empirical Finance

7. Liang, Bing, Turan Bali, and Suleyman Gokcan, 2007, Value at Risk and the Cross-Section of Hedge Fund Returns, Journal of Banking & Finance

8. Garlappi, Lorenzo, Raman Uppal, and Tan Wang, 2007, Portfolio Selection with Parameter and Model Uncertainty, The Review of Financial Studies

9. Liu, Jun, 2007, Portfolio Selection in Stochastic Environments, The Review of Financial Studies

10. Ang, Andrew, and Jun Liu, 2007, Risk, Return and Dividends, Journal of Financial Economics