Faculty & Research

Latest Publications

1. Chen, Boxiao, Xiuli Chao, and Hyun-Soo Ahn, 2019, Coordinating Pricing and Inventory Replenishment with Nonparametric Demand Learning, Operations Research

2. Goldstein, Itay, and Liyan Yang, 2019, Good Disclosure, Bad Disclosure, Journal of Financial Economics

3. Chen, B. and Xiuli Chao, 2019, Parametric demand learning with limited price explorations in a backlog stochastic inventory system, Iise Transactions

4. Bradford, William, Chao Chen, and Yang Zhao, 2019, The Effect of Corporate Governance on Credit Ratings: Evidence from China's Bond Market, Journal of International Financial Management & Accounting

5. Chi, Yeguang, and Xiaoming Li, 2019, Beauties of the emperor: An investigation of a Chinese government bailout, Journal of Financial Markets

6. Chen, Son-Nan, Pao-Peng Hsu, and Kuo-Yuan Liang, 2019, Option pricing and hedging in different cyclical structures: a two-dimensional Markov-modulated model, The European Journal of Finance

7. Chang, Chun, Zheng Liu, Mark M. Spiegel and Jingyi Zhang, 2019, Reserve Requirements and Optimal Chinese Stabilization Policy, Journal of Monetary Economics

8. Tsoukalas, Gerry, Jiang Wang, and Kay Giesecke, 2019, Dynamic Portfolio Execution, Management Science

9. Chen, Yong, Zhi Da, and Dayong Huang, 2019, Arbitrage Trading: the Long and the Short of it, The Review of Financial Studies

10. Baltussen, Guido, Sjoerd van Bekkum, and Zhi Da, 2019, Indexing and Stock Market Serial Dependence around the World, Journal of Financial Economics