Publications

Latest Publications

1. Chao, Xiuli, and Ayyar Rahman. 2006. Analysis and computational algorithm for queues with state-dependent vacations I: G/M(n)/1/K. Journal of Systems Science and Complexity , 19 .

2. Ji, Xiaodong, Xiujuan Zhao, and Xiuli Chao. 2006. A novel method for multistage scenario generation based on cluster analysis. International Journal of Information Technology and Decision Making , 5 .

3. Tang, Dragon Yongjun, and Hong Yan. 2006. Macroeconomic conditions, firm characteristics, and credit spreads. Journal of Financial Services Research , 29 .

4. Ng, Lilian, and Fei Wu. 2006. Revealed stock preferences of individual investors: Evidence from Chinese equity markets. Pacific Basin Finance Journal , 14 .

5. Kan, Raymond, and Guofu Zhou. 2006. A new variance bound on the stochastic discount factor. Journal of Business , 79 .

6. Kogan, Leonid, Stephen A. Ross, Jiang Wang, and Mark M. Westerfield. 2006. The price impact and survival of irrational traders. Journal of Finance , 61 .

7. Ju, Nengjiu, and Rui Zhong. 2006. Fourier transformation and the pricing of average-rate derivatives. Review of Derivatives Research , 9 .

8. Chang, Eric C., and Sen Dong. 2006. Idiosyncratic volatility, fundamentals, and institutional herding: Evidence from the Japanese stock market. Pacific Basin Finance Journal , 14 .

9. Chao, Xiuli, and Sean X. Zhou. 2006. Joint inventory-and-pricing strategy for a stochastic continuous-review system. IISE Transactions , 38 .

10. Bakshi, Gurdip, Nengjiu Ju, and Hui Ou-Yang. 2006. Estimation of continuous-time models with an application to equity volatility dynamics. Journal of Financial Economics , 82 .

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