Faculty & Research

Latest Publications

1. Liu, Jun, Jun Pan, and Tan Wang, 2005, An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks, The Review of Financial Studies

2. Bakshi, Gurdip, and Nengjiu Ju, 2005, A Refinement to AitSahalia's "Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach", Journal of Business

3. Hong, Harrison, and Ming Huang, 2005, Talking up Liquidity: Insider Trading and Investor Relations, Journal of Financial Intermediation

4. Hong, Harrison, Jeffrey D. Kubik, and Jeremy C. Stein, 2005, Thy Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trades of Money Managers, The Journal of Finance

5. Dammon, Robert, James Poterba, Chester Spatt, and Harold H. Zhang, 2005, Maximizing Long-Term Wealth Accumulation: It’s not just about “What” but also about “Where” to Make Them, Research Dialogue

6. Cheng, Joseph, and Son-Nan Chen , 2005, An Alternative Test of The After-tax CAPM, Advances in Financial Planning and Forecasting

7. Huddart, Steven, and Pierre Jinghong Liang, 2005, Profit sharing and monitoring in partnerships, Journal of Accounting & Economics

8. Wu, Guojun, and Qin Lei, 2005, Time-Varying Informed and Uninformed Trading Activities, Journal of Business Research

9. Chao, Xiuli, and Frank Y Chen, 2005, An Optimal Production and Shutdown Strategy when a Supplier Offers an Incentive Program, Manufacturing & Service Operations Management

10. Lu, Xiangwen, Jing-Sheng Song, and Kaijie Zhu, 2005, On "the censored newsvendor and the optimal acquisition of information", Operations Research