Publications

Latest Publications

1. Li, David X., 1999, The Valuation of Basket Credit Derivatives, CreditMetrics Monitor

2. Jagannathan,Ravi,Shaker Srinivasan, 1999, Does Product Market Competion Reduce Agency Costs?, Special Finance Issue of the North American the Journal of Finance

3. Liang, Bing, 1999, On the Performance of Hedge Funds, Financial Analysts Journal

4. Liang, Bing, 1999, Price Pressure: Evidence from the ‘Dartboard’ Column, Journal of Banking & Finance

5. Hong, Harrison, and Jeremy C. Stein, 1999, A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets, The Journal of Finance

6. Ju, Nengjiu, and Rui Zhong, 1999, An Approximate Formula for Pricing American Options, Journal of Derivatives

7. Zheng, Lu, 1999, Is Money Smart? – A Study of Mutual Fund Investors’ Fund Selection Ability, The Journal of Finance

8. G.Zhou, 1999, Security Factors as Linear Combinations of Economic Variables, Journal of Financial Markets

9. Chang, Chun, 1999, Capital Structure as Optimal Contracts, North American Journal of Economics and Finance

10. Chen, Son-Nan, and Kisuk Jeon, 1999, The Mean-Gini International Asset Pricing Model Under Investment Barriers, Advanced in Investment Analysis and Portfolio Management

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