Faculty & Research

Latest Publications

1. Pan, Jun. 2002. The jump-risk premia implicit in options: Evidence from an integrated time-series study. Journal of Financial Economics , 63 .

2. Lam, K., E. Chang, and M. C. Lee. 2002. An empirical test of the variance gamma option pricing model. Pacific Basin Finance Journal , 10 .

3. Ozdenoren, Emre. 2002. Completing the state space with subjective states. Journal of Economic Theory , 105 .

4. Jagannathan, Ravi, Georgios Skoulakis, and Zhenyu Wang. 2002. Generalized method of moments: Applications in finance. Journal of Business and Economic Statistics , 20 .

5. Wu, Guojun, and Zhijie Xiao. 2002. An analysis of risk measures. Journal of Risk , 4 .

6. Ju, Nengjiu. 2002. Pricing Asian and basket options via Taylor expansion. Journal of Computational Finance , 5 .

7. Titman, Sheridan. 2002. Discussion of "Underreaction to Self-Selected News Events". Review of Financial Studies , 15 .

8. Shaffer, Greg, and Z. John Zhang. 2002. Competitive one-to-one promotions. Management Science , 48 .

9. Chang, Eric C., and Joseph W. Cheng. 2002. Inflation and relative price variability: A revisit. Applied Economics Letters , 9 .

10. BurikPaul, KruseO. . 2002. Strukturen in Fondsgeschaeft: Chance für Spezialisten. Bank und Markt .