Faculty & Research

Latest Publications

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

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

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

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

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

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

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

8. Cheng, Feng, Markus Ettl, Grace Lin, and David D. Yao, 2002, Inventory-Service Optimization in Configure-to-Order Systems, Manufacturing & Service Operations Management

9. Yao, David D., Shuzhong Zhang, and Xunyu Zhou, 2002, Stochastic linear-quadratic control via semidefinite programming, Siam Journal on Control and Optimization

10. Zhang, Anming, and Yimin Zhang, 2002, A Model of Air Cargo Liberalization: Passenger vs. All-cargo Carriers, Transportation Research Part E-Logistics and Transportation Review