Publications

Latest Publications

1. Kaniel, Ron, and Hong Liu, 2006, So What Orders Do Informed Traders Use?, Journal of Business Research

2. Chao, Xiuli, and Ayyar Rahman, 2006, Analysis and Computational Algorithm for Queues with State-Dependent Vacations I: G/M(n)/1/K, Journal of Systems Science & Complexity

3. Piwowar, Michael, and Wei Li, 2006, The sensitivity of Effective Spread Estimates to Trade-quote Matching Algorithm, Electronic Markets

4. Chao, Xiuli, and Sean X. Zhou, 2006, Joint inventory-and-pricing strategy for a stochastic continuous-review system, Iie Transactions

5. Yao, David D, Shuzhong Zhang, and Xunyu Zhou, 2006, Tracking a Financial Benchmark Using a Few Assets, Operations Research

6. Chen, Andrew, Sumon Mazumdar, Avinash Verma, and Nengjiu Ju , 2006, Correlated Default Risks and Bank Regulations, Journal of Money, Credit and Banking

7. Kan, Raymond, and Guofu Zhou, 2006, A New Variance Bound On the Stochastic Discount Factor, Journal of Business Research

8. Chou, Pin-Huang, Wen-Shen Lia , Guofu Zhou, 2006, Portfolio Optimization Under Asset Pricing Anomalies, Japan and the World Economy

9. Liang, Pierre Jinghong, and Xiao-Jun Zhang, 2006, Accounting Treatment of Inherent versus Incentive Uncertainties and the Capital Structure of the Firm, Journal of Accounting Research

10. Chao, Xiuli, and Ayyar Rahman, 2006, Analysis and Computational Algorithm for Queues with State-Dependent Vacations I: G/M(n)/1/K, Journal of Systems Science & Complexity

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