Faculty & Research

Latest Publications

1. Chang, Eric C., and Joseph W. Cheng, 2000, Further Evidence on the Variability of Inflation and Relative Price Variability, Economics Letters

2. Chang, Eric C., Joseph W. Cheng, and Ajay Khorana, 2000, An examination of Herd Behavior in Equity Markets: An International Perspective, Journal of Banking & Finance

3. Chang, Eric C., Ray Y. Chou, and Edward F. Nelling, 2000, Market Volatility and the Demand for Hedging in Stock Index Futures, Journal of Futures Markets

4. Jagannathan, Ravi, Ellen R. McGrattan, and Anna Scherbina, 2000, The Declining U.S. Equity Premium, Federal Reserve Bank of Minneapolis Quarterly Review

5. Song, Jing-Sheng, 2000, A Note on Assemble-to-order Systems with Batch Ordering, Management Science

6. Guojun Wu, Geert Bekaert, 2000, Asymmetric Volatility and Risk in Equity Markets , The Review of Financial Studies

7. Liang, Bing, 2000, Hedge Funds: The Living and the Dead, Journal of Financial and Quantitative Analysis

8. Liang, Bing, 2000, Portfolio Formation, Measurement Errors, and Beta Shifts: A Random Sampling Approach, Journal of Financial Research

9. Liang, Bing, Hemang Desai, and Ajai Singh, 2000, Do All-stars Shine? An Evaluation of Analysts’ Recommendations, Financial Analysts Journal

10. Hong, Harrison, Terence Lim, and Jeremy C. Stein, 2000, Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies, The Journal of Finance