Publications

Latest Publications

1. Chakravarty, Sugato, and Kai Li, 2003, An Examination of Own Account Trading by Dual Traders in Futures Markets, Journal of Financial Economics

2. Hollifield, Burton, Gary Koop, and Kai Li, 2003, A Bayesian Analysis of a Variance Decomposition for Stock Returns, Journal of Empirical Finance

3. Li, Kai, Asani Sarkar, and Zhenyu Wang, 2003, Diversification Benefits of Emerging Markets Subject to Portfolio Constraints, Journal of Empirical Finance

4. Dammon, Robert M., Chester S. Spatt, and Harold H. Zhang, 2003, Capital Gains Taxes and Portfolio Rebalancing, Research Dialogue

5. Trueman, Brett, M. H. Franco Wong, and Xiao-Jun Zhang, 2003, Anomalous stock returns around internet firms’ earnings announcements, Journal of Accounting & Economics

6. Boucherie, Richard J, Xiuli Chao, and Masakiyo Miyazawa, 2003, Arrival first queueing networks with applications in kanban production systems, Performance Evaluation

7. Chao, Xiuli, and Yuxi Zheng, 2003, TRANSIENT ANALYSIS OF IMMIGRATION BIRTH–DEATH PROCESSES WITH TOTAL CATASTROPHES, Probability in the Engineering and Informational Sciences

8. Drezner, Zvi, Carlton Scott, and Jing‐Sheng Song, 2003, The Central Warehouse Location Problem Revisited, Ima Journal of Management Mathematics

9. Boyaci, T., G. Gallego, K. Shang, and Jing-Sheng Song, 2003, Erratum to Bounds in "Serial Production/Distribution Systems Under Service Constraints", Manufacturing & Service Operations Management

10. Dayanik, Savas, Jing-Sheng Song, and Susan H. Xu, 2003, The Effectiveness of Several Performance Bounds for Capacitated Production, Partial-order-service Assemble-to-order Systems, Manufacturing & Service Operations Management

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