Publications

Latest Publications

1. Brown, Stephen J., Thomas L. Fraser, and Bing Liang. 2008. Hedge Fund Due Diligence: A Source of Alpha in a Hedge Fund Portfolio Strategy. SSRN Electronic Journal .

2. Chao, Xiuli, Hong Chen, and Shaohui Zheng. 2008. Joint replenishment and pricing decisions in inventory systems with stochastically dependent supply capacity. European Journal of Operational Research , 191 .

3. Bernstein, Fernando, Jing Sheng Song, and Xiaona Zheng. 2008. "Bricks-and-mortar" vs. "clicks-and-mortar": An equilibrium analysis. European Journal of Operational Research , 187 .

4. Fang, Eric, Robert W. Palmatier, and Jan Benedict E.M. Steenkamp. 2008. Effect of service transition strategies on firm value. Journal of Marketing , 72 .

5. Chao, Xiuli, and Paul H. Zipkin. 2008. Optimal policy for a periodic-review inventory system under a supply capacity contract. Operations Research , 56 .

6. Cheng, Shijun, Venky Nagar, and Madhav V. Rajan. 2007. Insider Trades and Private Information: The Special Case of Delayed-Disclosure Trades. Review of Financial Studies , 20 .

7. Wu, Ting Pin, and Son Nan Chen. 2007. Cross-currency equity swaps in the BGM model. Journal of Derivatives , 15 .

8. Chen, Qi, Itay Goldstein, and Wei Jiang. 2007. Price informativeness and investment sensitivity to stock price. Review of Financial Studies , 20 .

9. Povel, Paul, Rajdeep Singh, and Andrew Winton. 2007. Booms, busts, and fraud. Review of Financial Studies , 20 .

10. Jones, Bradley A., William Li, Christopher J. Nachtsheim, and Kenny Q. Ye. 2007. Model discrimination-another perspective on model-robust designs. Journal of Statistical Planning and Inference , 137 .

Top