Faculty & Research

Latest Publications

1. Chang, Chun, and Xiaoyun Yu, 2004, Investment Opportunities, Liquidity Premiums and Conglomerate Mergers, Journal of Business

2. Hong, Harrison, Jeffrey D. Kubik, and Jeremy C. Stein, 2004, Social Interaction and Stock Market Participation, The Journal of Finance

3. Chen, Joseph, Harrison Hong, Ming Huang, and Jeffrey D. Kubik, 2004, Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization, American Economic Review

4. Li, Kai, 2004, Confidence in the Familiar: An International Perspective, Journal of Financial and Quantitative Analysis

5. Giammarino, Ronald, Robert Heinkel, Burton Hollifield, and Kai Li, 2004, Corporate Decisions, Information and Prices: Do Managers Move Prices or Do Prices Move Managers?, Statistics in Medicine

6. Cai, Fang, and Lu Zheng, 2004, Institutional Trading and Stock Returns, Finance Research Letters

7. Harold H. Zhang, 2004, Comment on Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle?, European Finance Review

8. Dammon, Robert M., Chester S. Spatt and Harold H. Zhang, 2004, Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing, The Journal of Finance

9. Tu, Jun, and Guofu Zhou, 2004, Data-generating Process Uncertainty: What Difference Does It Make in Portfolio Decisions?, Journal of Financial Economics

10. Agrawal, Vipul, Xiuli Chao, and Sridhar Seshadri, 2004, Dynamic balancing of inventory in supply chains, European Journal of Operational Research