Faculty & Research

Latest Publications

1. Hovakimian, Gayané, and Sheridan Titman, 2006, Corporate investment with financial constraints: Sensitivity of investment to funds from voluntary asset sales, Journal of Money, Credit and Banking

2. Jun, Liu, Francis A. Longstaff, and Ravit E. Mandell, 2006, The market price of risk in interest rate swaps: The roles of default and liquidity risks, Journal of Business

3. Haugh, Martin B., Leonid Kogan, and Jiang Wang, 2006, Evaluating portfolio policies: A duality approach, Operations Research

4. Sias, Richard W., Laura T. Starks, and Sheridan Titman, 2006, Changes in institutional ownership and stock returns: Assessment and methodology, Journal of Business

5. Ang, Andrew, Robert J. Hodrick, Yuhang Xing, and Xiaoyan Zhang, 2006, The cross-section of volatility and expected returns, Journal of Finance

6. Nengjiu, Ju, and Ou Yang Hui, 2006, Capital structure, debt maturity, and stochastic interest rates, Journal of Business

7. Ang, Andrew, Joseph Chen, and Yuhang Xing, 2006, Downside risk, Review of Financial Studies

8. Bates, Timothy, William Bradford, and Julia Sass Rubin, 2006, The viability of the minority-oriented venture-capital industry under alternative financing arrangements, Economic Development Quarterly

9. Liang, Pierre Jinghong, and Xiao Jun Zhang, 2006, Accounting treatment of inherent versus incentive uncertainties and the capital structure of the firm, Journal of Accounting Research

10. Hartzell, Jay C., Libo Sun, and Sheridan Titman, 2006, The effect of corporate governance on investment: Evidence from real estate investment trusts, Real Estate Economics