Publications

Latest Publications

1. Yu, Mei, Shou Yang Wang, Kin Keung Lai, and X. Chao. 2005. Multiperiod portfolio selection on a minimax rule. Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms , 12 .

2. Chen, Yuxin, Sridhar Moorthy, and Z. John Zhang. 2005. Research note - Price discrimination after the purchase: Rebates as state-dependent discounts. Management Science , 51 .

3. Hou, Kewei, and Tobias J. Moskowitz. 2005. Market frictions, price delay, and the cross-section of expected returns. Review of Financial Studies , 18 .

4. Lei, Qin, and Guojun Wu. 2005. Time-varying informed and uninformed trading activities. Journal of Financial Markets , 8 .

5. Showcase, Research, Robert M Dammon, James Poterba, Chester S Spatt, and Harold H Zhang. 2005. Maximizing long-term wealth accumulation: It's not just about" What" investments to make, but also" Where" to make them. Research Dialogue .

6. Tallarini, Thomas D., and Harold H. Zhang. 2005. External habit and the cyclically of expected stock returns. Journal of Business , 78 .

7. Zhang, Jun. 2005. Method of unconfounding orientation and direction tunings in neuronal response to moving bars and gratings. Journal of the Optical Society of America A: Optics and Image Science, and Vision , 22 .

8. Grinblatt, Mark, and Bing Han. 2005. Prospect theory, mental accounting, and momentum. Journal of Financial Economics , 78 .

9. Ang, Andrew, Geert Bekaert, and Jun Liu. 2005. Why stocks may disappoint. Journal of Financial Economics , 76 .

10. Wu, Weixing, and Yongxiang Wang. 2005. Investment with restricted stock and the value of information. Applied Mathematics and Computation , 163 .

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