Faculty & Research

Latest Publications

1. Ju, Nengjiu, 2002, Pricing Asian and Basket Options Via Taylor Expansion, Journal of Computational Finance

2. Liu, Hong, and Jiongmin Yong, 2002, Contingent Claims in an Illiquid Market, Mathematical Finance

3. Li, Kai, 2002, What explains the growth of global equity markets?: the winner of the second annual Barclays Global Investors Canada Research Award asks why equity markets in some countries grow faster than others, Canadian Investment Review

4. Sarkar, Asani, and Kai Li, 2002, Should U.S. Investors Hold Foreign Stocks?, Economic Policy Review (federal Reserve Bank of New York)

5. Hong, Harrison, and Sven Rady, 2002, Strategic Trading and Learning about Liquidity, Journal of Financial Markets

6. Chen, Joseph, Harrison Hong, and Jeremy C. Stein, 2002, Breadth of Ownership and Stock Returns, Journal of Financial Economics

7. Llorente, Guillermo, Roni Michaely, Gideon Saar, and Jiang Wang, 2002, Dynamic Volume-Return Relation of Individual Stocks, The Review of Financial Studies

8. Zhang, Xiao-Jun, 2002, Discussion of “Excess Returns to R&D-Intensive Firms”, Review of Accounting Studies

9. Chao, Xiuli, and Indrajit Bardhan, 2002, Analysis of Incomplete Stock Market with Jump-Diffusion Uncertainty, Journal of Systems Science & Complexity

10. Song, Jing-Sheng, 2002, Order-based Backorders and Their Implications in Multi-item Inventory Systems, Management Science