Publications

Latest Publications

1. Kahl, Matthias, Jun Liu, and Francis A. Longstaff. 2003. Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?. Journal of Financial Economics , 67 .

2. Ye, Kenny Q., and William Li. 2003. Some properties of blocked and unblocked foldovers of 2k-p designs. Statistica Sinica , 13 .

3. Meier, Iwan, and Ravi Jagannathan. 2002. Do we need CAPM for capital budgeting?. Financial Management , 31 .

4. Song, Jing Sheng. 2002. Order-based backorders and their implications in multi-item inventory systems. Management Science , 48 .

5. Lyon, Thomas P., and Haizhou Huang. 2002. Legal remedies for breach of the regulatory "contract". Journal of Regulatory Economics , 22 .

6. Llorente, Guillermo, Roni Michaely, Gideon Saar, and Jiang Wang. 2002. Dynamic Volume-Return Relation of Individual Stocks. Review of Financial Studies , 15 .

7. Dutta, Sunil, and Xiao Jun Zhang. 2002. Revenue recognition in a multiperiod agency setting. Journal of Accounting Research , 40 .

8. Sherman, Ann E., and Sheridan Titman. 2002. Building the IPO order book: Underpricing and participation limits with costly information. Journal of Financial Economics , 65 .

9. Bingham, Derek R., and William Li. 2002. A class of optimal robust parameter designs. Journal of Quality Technology , 34 .

10. Penman, Stephen H., and Xiao Jun Zhang. 2002. Accounting conservatism, the quality of earnings, and stock returns. The Accounting Review , 77 .

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