Faculty & Research

Latest Publications

1. Goldman, Eitan, and Jun Qian, 2005, Optimal Toeholds in Takeover Contests, Journal of Financial Economics

2. Allen, Franklin, Meijun Qian, and Jun Qian, 2005, Law, Finance, and Economic Growth in China, Journal of Financial Economics

3. John Boyd , Jian HuRavi and Jagannathan, 2005, The Stock Market’s Reaction to Unemployment News: Why Bad News May Some Times Be Good For Stocks?, The Journal of Finance

4. Grinblatt, Mark, and Bing Han, 2005, Prospect theory, mental accounting, and momentum, Journal of Financial Economics

5. Burik, Paul, and O. Kruse, 2005, Mischfonds neuer Praegung: Attraktivitaet durch Flexibilitaet, Die Bank

6. Huw Lloyd-Ellis and Shiqiang Zhan, Xiaodong Zhu, 2005, Tax Smoothing with Stochastic Interest Rates: A Re-assessment of Clinton’s Fiscal Legacy, Journal of Money, Credit and Banking

7. Chen, Hong, Murray Z. Frank, and OwenWu, 2005, What Actually Happened to the Inventories of American Companies Between 1981 and 2000?, Management Science

8. Wang, Zhenyu, 2005, A Shrinkage Approach to Model Uncertainty and Asset Allocation, The Review of Financial Studies

9. Cao, H. Henry, Tan Wang, and Harold H. Zhang, 2005, Model Uncertainty, Limited Market Participation and Asset Prices, The Review of Financial Studies

10. Liu, Jun, Jun Pan, and Tan Wang, 2005, An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks, The Review of Financial Studies