Faculty & Research

Latest Publications

1. Madan, Dilip B., Peter Carr, and Eric C. Chang, 1998, The Variance Gamma Process and Options Pricing, European Finance Review

2. Chang Eric C., J. Michael Pinegar, and Ravi Ravichandran, 1998, US Day-of-the-Week Effects and Asymmetric Responses to Macroeconomic News, Journal of Banking & Finance

3. Li, David X., 1998, Constructing a Credit Curve, Journal of Credit Risk

4. Murray Frank, and Ravi Jagannathan, 1998, Why Do Stock Prices Drop by Less than the Value of the Dividend? Evidence from a Country without Taxes, Journal of Financial Economics

5. Jagannathan,Ravi,Zhenyu Wang, 1998, An Asympototic Theory For Estimating Beta-Pricing Models Using Cross-Sectional Regression, The Journal of Finance

6. Jagannathan,Ravi, and Zhenyu Wang, 1998, A Note on the Asymptotic Covariance in Fama-MacBeth Regression, The Journal of Finance

7. C. Bram Cadsby, Murray Frank, and Vojislav Maksimovic, 1998, Equilibrium Dominance in Experimental Financial Markets, The Review of Financial Studies

8. Zha, Tao, 1998, A Dynamic Multivariate Model for Use in Formulating Policy, Atlanta: Federal Reserve Bank of Atlanta

9. Jagannathan, Ravi, and Zhenyu Wang, 1998, An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression, The Journal of Finance

10. Wang, Zhenyu, 1998, Efficiency Loss and Constraints on Portfolio Holdings, Journal of Financial Economics