Publications

Latest Publications

1. Ang, Andrew ; Hodrick, Robert J. ; Xing, Yuhang ; Zhang, Xiaoyan, 2006, The Cross-Section of Volatility and Expected Returns, The Journal of Finance

2. Boyd, John H., Ravi Jagannathan, and Qianqiu Liu, 2006, The Stock Market’s Reaction to Unemployment News, Stock-Bond Return Correlations, and the State of the Economy, Journal of Investment Management

3. Zhang, Xiaoyan, 2006, Specification Tests of International Asset Pricing Models, Journal of International Money and Finance

4. Guojun Wu, Toni Whited, 2006, Financial Constraints Risk, The Review of Financial Studies

5. Neufville, Richard de, Stefan Scholtesd and Tao Wang, 2006, Real Options by Spreadsheet: Parking Garage Case Example, Journal of Infrastructure Systems

6. Hong, Harrison, Jose Scheinkman, and Wei Xiong, 2006, Asset Float and Speculative Bubbles, The Journal of Finance

7. Broshko, Erinn B., and Kai Li, 2006, Playing by the Rules: Comparing Principles-based and Rules-based Corporate Governance in Canada and the U.S., Canadian Investment Review

8. Kogan, Leonid, Haugh, Martin Haugh, and Jiang Wang, 2006, Evaluating Portfolio Policies: A Duality Approach, Operations Research

9. Starks, Laura T, Li Yong, and Lu Zheng, 2006, Tax Loss Selling and the January Effect: Evidence from Municipal Bond Closed-end Funds, The Journal of Finance

10. Yuan, Kathy, Lu Zheng, and Qiaoqiao Zhu, 2006, Are Investors Moonstruck? – Lunar Phases and Stock Returns, Journal of Empirical Finance

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