Publications
Latest Publications
1.
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
2.
Ng, Lilian, and Fei Wu, 2007, The Trading Behavior of Institutions and Individuals in Chinese Equity Markets, Journal of Banking & Finance
3.
Garvey, Ryan, Anthony Murphy, and Fei Wu, 2007, Do Losses Linger? Evidence from Proprietary Stock Traders, The Journal of Portfolio Management
4.
Cheng, Shijun, Venky Nagar and Madhav V. Rajan, 2007, Insider Trades and Private Information: A Special Case of Delayed-disclosure, The Review of Financial Studies
5.
Jagannathan,Ravi,Yong Wang, 2007, Lazy Investors, Discretionary Consumption, and the Cross Section of Stock Returns, The Journal of Finance
6.
Guojun Wu, Hongtao Guo, Zhijie Xiao, 2007, An Analysis of Risk for Defaultable Bond Portfolios, Journal of Risk Finance
7.
Guojun Wu, Mark Seasholes, 2007, Predictable Behavior, Profits, and Attention, Journal of Empirical Finance
8.
Liang, Bing, Turan Bali, and Suleyman Gokcan, 2007, Value at Risk and the Cross-Section of Hedge Fund Returns, Journal of Banking & Finance
9.
Garlappi, Lorenzo, Raman Uppal, and Tan Wang, 2007, Portfolio Selection with Parameter and Model Uncertainty, The Review of Financial Studies
10.
Liu, Jun, 2007, Portfolio Selection in Stochastic Environments, The Review of Financial Studies
