Faculty & Research

Latest Publications

1. Zhang, Anming, and Yimin Zhang, 1997, Concession Revenue and Optimal Airport Pricing, Transportation Research Part E-Logistics and Transportation Review

2. Zhou, Lin, 1997, The Nash Bargaining Theory with Non-Convex Problems, Econometrica

3. Anderson, Robert M., Walter Trockel, and Lin Zhou, 1997, Nonconvergence of the Mas-Colell and Zhou Bargaining Sets, Econometrica

4. Zhou, Lin, 1997, Harsanyi's Utilitarianism Theorems: General Societies, Journal of Economic Theory

5. Chang, Eric C., J. Michael Pinegar and Barry Schachter, 1997, Interday Variations in Volume, Variance and Participation of Large Speculators, Journal of Banking & Finance

6. Lars Peter Hansen,Ravi Jagannathan, 1997, Assessing Specification Errors in Stochastic Discount Factor Models, The Journal of Finance

7. Huang, Jennifer, Jiang Wang, 1997, Market Structure, Security Prices and Informational E_x000E_ciency, Macroeconomic Dynamics

8. Zhou, Guofu, David Beaglehole, and Philip Dybvig, 1997, Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation, Financial Analysts Journal

9. Zhang, Harold H., 1997, Endogenous Borrowing Constraints with Incomplete Markets, The Journal of Finance

10. Zhang, Harold H., 1997, Endogenous Short-Sale Constraint, Stock Prices and Output Cycles, Macroeconomic Dynamics