Publications
Latest Publications
1.
Grinblatt, Mark, and Bing Han, 2005, Prospect theory, mental accounting, and momentum, Journal of Financial Economics
2.
Burik, Paul, and O. Kruse, 2005, Mischfonds neuer Praegung: Attraktivitaet durch Flexibilitaet, Die Bank
3.
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
4.
Chen, Hong, Murray Z. Frank, and OwenWu, 2005, What Actually Happened to the Inventories of American Companies Between 1981 and 2000?, Management Science
5.
Wang, Zhenyu, 2005, A Shrinkage Approach to Model Uncertainty and Asset Allocation, The Review of Financial Studies
6.
Cao, H. Henry, Tan Wang, and Harold H. Zhang, 2005, Model Uncertainty, Limited Market Participation and Asset Prices, The Review of Financial Studies
7.
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
8.
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
9.
Hong, Harrison, and Ming Huang, 2005, Talking up Liquidity: Insider Trading and Investor Relations, Journal of Financial Intermediation
10.
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
