Faculty & Research

Latest Publications

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

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

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

4. Hong, Harrison, Walter Torous, and Rossen Valkanov, 2007, Do Industries Lead Stock Markets?, Journal of Financial Economics

5. Hong, Harrison, Jeremy C. Stein, and Jialin Yu, 2007, Simple Forecasts and Paradigm Shifts, The Journal of Finance

6. Chen, Xia, Jarrad Harford, and Kai Li, 2007, Monitoring: Which Institutions Matter?, Journal of Financial Economics

7. Harford, Jarrad, and Kai Li, 2007, Decoupling CEO Wealth and Firm Performance: The Case of Acquiring CEOs, The Journal of Finance

8. Li, Kai, 2007, The Growth in Equity Market Size and Trading Activity: An International Study, Journal of Empirical Finance

9. Li, Kai, and William McNally, 2007, The Information Content of Canadian Open Market Share Repurchase Announcements, Managerial Finance

10. Shanken, Jay, and Guofu Zhou, 2007, Estimating and Testing Beta Pricing Models: Alternative Methods and Their Performance in Simulations, Journal of Financial Economics