Faculty & Research

Latest Publications

1. H. Chen, H. Zhang, 2000, Diffusion Approximations for Some Multiclass Queueing Networks Under FIFO Service Disciplines, Mathematics of Operations Research

2. Lo, Andrew W., Harry Mamaysky, and Jiang Wang, 2000, Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation, Journal of Finance

3. Daniel, Kent, and Sheridan Titman, 1999, Market Efficiency in an Irrational World , Financial Analysts Journal

4. Spasovic, Lazar N., Alexios Sideris, Sanchoy Das, and Xiuli Chao, 1999, Increasing Productivity and Service Quality of the Straddle Carrier Operations at a Container Port Terminal, Journal of Advanced Transportation

5. Ohlson, James A., and Xiao-Jun Zhang, 1999, On the Theory of Forecast Horizon and Equity Valuation, Journal of Accounting Research

6. Velu, Raja, and Guofu Zhou, 1999, Testing Multi-beta Pricing Models, Journal of Empirical Finance

7. Huddart, Steven J. , P. Jane Saly, and Ravi Jagannathan, 1999, Valuing the Reload Features of Executive Stock Options, Accounting Horizons

8. Kan, Raymond, and Guofu Zhou, 1999, A Critique of the Stochastic Discount Factor Methodology, The Journal of Finance

9. Squillante, Mark S, David D. Yao, and Li Zhang, 1999, Analysis of job arrival patterns and parallel scheduling performance, Performance Evaluation

10. Krishna, Aradhna, and Z. John Zhang, 1999, Short or Long-Duration Coupons: The Effect of the Expiration Date on the Profitability of Coupon Promotions, Management Science