Faculty & Research

Latest Publications

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

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

3. 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

4. Bakshi, Gurdip, and Nengjiu Ju, 2005, A Refinement to AitSahalia's "Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach", Journal of Business

5. Hong, Harrison, and Ming Huang, 2005, Talking up Liquidity: Insider Trading and Investor Relations, Journal of Financial Intermediation

6. Hong, Harrison, Jeffrey D. Kubik, and Jeremy C. Stein, 2005, Thy Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trades of Money Managers, The Journal of Finance

7. Dammon, Robert, James Poterba, Chester Spatt, and Harold H. Zhang, 2005, Maximizing Long-Term Wealth Accumulation: It’s not just about “What” but also about “Where” to Make Them, Research Dialogue

8. Cheng, Joseph, and Son-Nan Chen , 2005, An Alternative Test of The After-tax CAPM, Advances in Financial Planning and Forecasting

9. Huddart, Steven, and Pierre Jinghong Liang, 2005, Profit sharing and monitoring in partnerships, Journal of Accounting & Economics

10. Wu, Guojun, and Qin Lei, 2005, Time-Varying Informed and Uninformed Trading Activities, Journal of Business Research