Faculty & Research

Latest Publications

1. Eisenbeis, Robert A., Daniel F. Waggoner, and Tao Zha, 2002, Evaluating Wall Street Journal Survey Forecasters: A Multivariate Approach, Business Economics

2. Kilian, Lutz, and Tao Zha, 2002, Quantifying the Uncertainty about the Half-Life of Deviations from PPP, Journal of Applied Econometrics

3. Zhang, Anming, Y. Zhang, and R. Zhao, 2002, Profitability and Productivity of Chinese Enterprises: Measurement and Ownership Implications, China Economic Review

4. Huang, Kevin X.D, and Zheng Liu, 2002, Staggered Price-Setting, Staggered Wage-Setting, and Business Cycle Persistence, Journal of Monetary Economics

5. Ching, S., and Lin Zhou, 2002, Multi-Valued Strategy-Proof Social Choice Rules, Social Choice and Welfare

6. K. Lam, Eric C. Chang, and M.C. Lee, 2002, An Empirical Test of the Variance Gamma Option Pricing Model, Pacific-Basin Finance Journal

7. Chang, Eric C., and Joseph W. Cheng, 2002, Inflation and Relative Price Variability: A Revisit, Applied Economics Letters

8. Iwan Meier,Ravi Jagannathan, 2002, Do We Need CAPM for Capital Budgeting?, Financial Management

9. Kian Guan Lim, and Zhi Da, 2002, Pricing Options using Implied Trees: Evidence from FTSE-100 Options, Journal of Futures Markets

10. Jagannathan, Ravi, George Skoulakis, and Zhenyu Wang, 2002, Generalized Method of Moments: Applications in Finance, Journal of Business and Economic Statistics