Faculty & Research

Latest Publications

1. Hong, Harrison, 2000, A Model of Returns and Trading in Futures Markets, The Journal of Finance

2. Lo, Andrew W, and Jiang Wang, 2000, Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory, The Review of Financial Studies

3. Chou, Pin-Huang, Yuan-Lin Hsu, 2000, Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange, Annals of Economics and Finance

4. Heston, Steve, and Guofu Zhou, 2000, On Rate of Convergence of Discrete-time Contingent Claims, Mathematical Finance

5. Zhang, Harold H., 2000, Explaining Bond Returns in Heterogeneous Agents Models: The Importance of Higher Order Moments, Journal of Economic Dynamics & Control

6. Yaron, Amir, and Harold H. Zhang, 2000, Fixed Costs and Asset Market Participation, Revista De Analisis Economico

7. Duffie, Darrell, Jun Pan, and Kenneth Singleton, 2000, Transform Analysis and Asset Pricing for Affine Jump-Diffusions, Econometrica

8. Chang, Chun, and Yijiang Wang, 2000, Choosing between Up-or-Out and Spot Contracts: Human Capital Investment versus Job-Matching Considerations, Annals of Economics and Finance

9. Thomas, Jacob, and Xiao-Jun Zhang, 2000, Identifying unexpected accruals: a comparison of current approaches, Journal of Accounting and Public Policy

10. Trueman, Brett, M. H. Franco Wong, and Xiao-Jun Zhang, 2000, The Eyeballs Have it: Searching for the Value in Internet Stocks, Journal of Accounting Research