Faculty & Research

Latest Publications

1. Liang, Bing, and Hyuna Park, 2007, Risk measures for hedge funds: A cross-sectional approach, European Financial Management

2. Shang, Kevin H., and Jing Sheng Song, 2007, Serial supply chains with economies of scale: Bounds and approximations, Operations Research

3. Chen, Yong, and Bing Liang, 2007, Do market timing hedge funds time the market?, Journal of Financial and Quantitative Analysis

4. Han, Bing, Francis A. Longstaff, and Craig Merrill, 2007, The U.S. treasury buyback auctions: The cost of retiring illiquid bonds, Journal of Finance

5. Seasholes, Mark S., and Guojun Wu, 2007, Predictable behavior, profits, and attention, Journal of Empirical Finance

6. Almazan, Andres, Adolfo De Motta, and Sheridan Titman, 2007, Firm location and the creation and utilization of human capital, Review of Economic Studies

7. Li, Wei, and Xiuli Chao, 2007, Call admission control for an adaptive heterogeneous multimedia mobile network, IEEE Transactions on Wireless Communications

8. Hou, Kewei, 2007, Industry information diffusion and the lead-lag effect in stock returns, Review of Financial Studies

9. Yuan, Kathy, Lu Zheng, and Qiaoqiao Zhu, 2006, Are investors moonstruck? Lunar phases and stock returns, Journal of Empirical Finance

10. Whited, Toni M., and Guojun Wu, 2006, Financial constraints risk, Review of Financial Studies