Publications

Latest Publications

1. Chang, Charles, 2003, Information Footholds: Expatriate Analysts in an Emerging Market, Journal of International Money and Finance

2. Li, Kai, Dale J Poirier, 2003, The Roles of Birth Inputs and Outputs in Predicting Health, Behavior, and Test Scores in Early Childhood, Statistics in Medicine

3. Hong, Harrison, and Jeffrey D. Kubik, 2003, Analyzing the Analysts: Career Concerns and Biased Earnings Forecasts, The Journal of Finance

4. Hong, Harrison, and Jeremy C. Stein, 2003, Differences of Opinion, Short-Sales Constraints and Market Crashes, The Review of Financial Studies

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

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

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

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

9. Pan, Jun, 2003, The Jump-Risk Premia Implicit in Options: Evidence from an Integrated Time-Series Study, Journal of Financial Economics

10. 陈松男, 2003, 浮动汇率连动极大值选择权, 风险管理学报

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