Publications

Latest Publications

1. Chang, Eric C., and Sonia M. L. Wong, 2004, Political Control and Performance in China’s Listed Firms, Journal of Comparative Economics

2. Pong, S. , M. Shackleton, S. Taylor, and Xindong Xu, 2004, Forecasting FX Volatility: Inplied Volatilities versus AR(FI)MA Models, Journal of Banking & Finance

3. Hung, D., M. Shackleton, and Xindong Xu, 2004, CAPM, Higher Co-moment and Factor Models of UK Stock Returns, Journal of Business Finance & Accounting

4. Yuhang Xing, 2004, Default Risk in Equity Returns, The Journal of Finance

5. Hirshleifer, David, Kewei Hou, Siew Hong Teoh, and Yinglei Zhang, 2004, Do Investors Overvalue Firms with Bloated Balance Sheets?, Journal of Accounting & Economics

6. Werner Antweiler and Murray Z. Frank, 2004, Is all That Talk Just Noise? The Information Content of Internet Stock Message Boards, The Journal of Finance

7. Murray Z. Frank and Vidhan K. Goyal , 2004, The Effect of Market Conditions on Capital Structure Adjustment,, Finance Research Letters

8. Brown, Stephen, William Goetzmann, and Bing Liang, 2004, Fees on Fees in Funds of Funds, Journal of Investment Management

9. Chang, Chun, and Xiaoyun Yu, 2004, Investment Opportunities, Liquidity Premiums and Conglomerate Mergers, Journal of Business

10. Hong, Harrison, Jeffrey D. Kubik, and Jeremy C. Stein, 2004, Social Interaction and Stock Market Participation, The Journal of Finance

Top