Publications

Latest Publications

1. Heston, Steve, and Guofu Zhou, 2000, On Rate of Convergence of Discrete-time Contingent Claims, Mathematical Finance

2. Zhang, Harold H., 2000, Explaining Bond Returns in Heterogeneous Agents Models: The Importance of Higher Order Moments, Journal of Economic Dynamics & Control

3. Yaron, Amir, and Harold H. Zhang, 2000, Fixed Costs and Asset Market Participation, Revista De Analisis Economico

4. Duffie, Darrell, Jun Pan, and Kenneth Singleton, 2000, Transform Analysis and Asset Pricing for Affine Jump-Diffusions, Econometrica

5. Chang, Chun, and Yijiang Wang, 2000, Choosing between Up-or-Out and Spot Contracts: Human Capital Investment versus Job-Matching Considerations, Annals of Economics and Finance

6. 陈松男、郑翔尹, 2000, 组合型权证的正确评价及避险方法, 证券市场发展季刊

7. Thomas, Jacob, and Xiao-Jun Zhang, 2000, Identifying unexpected accruals: a comparison of current approaches, Journal of Accounting and Public Policy

8. Trueman, Brett, M. H. Franco Wong, and Xiao-Jun Zhang, 2000, The Eyeballs Have it: Searching for the Value in Internet Stocks, Journal of Accounting Research

9. Zhang, Xiao-Jun, 2000, Conservative accounting and equity valuation, Journal of Accounting & Economics

10. Chao, Xiuli, and Masakiyo Miyazawa, 2000, Queueing Networks with Instantaneous Movements: A Unified Approach by Quasi-Reversibility, Advances in Applied Probability

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