Publications

Latest Publications

1. Duffie, Darrell, and Jun Liu. 2001. Floating-Fixed Credit Spreads. Financial Analysts Journal , 57 .

2. Duffie, Darrell, and Jun Pan. 2001. Analytical value-at-risk with jumps and credit risk. Finance and Stochastics , 5 .

3. Chen, Yuxin, Chakravarthi Narasimhan, and Z. John Zhang. 2001. Research note: Consumer heterogeneity and competitive price-matching guarantees. Marketing Science , 20 .

4. Chen, H., and M. Z. Frank. 2001. State dependent pricing with a queue. IISE Transactions , 33 .

5. Liang, Bing. 2001. Hedge Fund Performance: 1990-1999. Financial Analysts Journal , 57 .

6. 许多奇. 2001. 中央银行独立性的法律探析. 经济法论丛 .

7. Chang, Chun. 2001. The Informational Requirement on Financial Systems at Different Stages of Economic Development: The Case of South Korea. China Economic Review .

8. Hovakimian, Armen, Tim Opler, and Sheridan Titman. 2001. The debt-equity choice. Journal of Financial and Quantitative Analysis , 36 .

9. Subrahmanyam, Avanidhar, and Sheridan Titman. 2001. Feedback from stock prices to cash flows. Journal of Finance , 56 .

10. Daniel, Kent, Sheridan Titman, and K. C.John Wei. 2001. Explaining the cross-section of stock returns in Japan: Factors or characteristics?. Journal of Finance , 56 .

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