Publications
Latest Publications
1.
Jagannathan, Ravi, Ellen R. McGrattan, and Anna Scherbina, 2000, The Declining U.S. Equity Premium, Federal Reserve Bank of Minneapolis Quarterly Review
2.
Song, Jing-Sheng, 2000, A Note on Assemble-to-order Systems with Batch Ordering, Management Science
3.
Guojun Wu, Geert Bekaert, 2000, Asymmetric Volatility and Risk in Equity Markets , The Review of Financial Studies
4.
Liang, Bing, 2000, Hedge Funds: The Living and the Dead, Journal of Financial and Quantitative Analysis
5.
Liang, Bing, 2000, Portfolio Formation, Measurement Errors, and Beta Shifts: A Random Sampling Approach, Journal of Financial Research
6.
Liang, Bing, Hemang Desai, and Ajai Singh, 2000, Do All-stars Shine? An Evaluation of Analysts’ Recommendations, Financial Analysts Journal
7.
Hong, Harrison, Terence Lim, and Jeremy C. Stein, 2000, Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies, The Journal of Finance
8.
Hong, Harrison, 2000, A Model of Returns and Trading in Futures Markets, The Journal of Finance
9.
Lo, Andrew W, and Jiang Wang, 2000, Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory, The Review of Financial Studies
10.
Chou, Pin-Huang, Yuan-Lin Hsu, 2000, Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange, Annals of Economics and Finance
