Faculty & Research

Latest Publications

1. Ju, Nengjiu, 1998, Pricing an American Option by Approximating Its Early Exercise Boundary As a Multi-Piece Exponential Function, The Review of Financial Studies

2. Yao, David D., and Shaohui Zheng, 1998, Markov Decision Programming for Process Control in Batch Manufacturing, Probability in the Engineering and Informational Sciences

3. Chao, Xiuli, and Shaohui Zheng, 1998, A Result on Networks of Queues with Customer Coalescence and State Dependent Signaling, Journal of Applied Probability

4. Kahn, Charles, and Andrew Winton, 1998, Ownership Structure, Speculation, and Shareholder Intervention, The Journal of Finance

5. Li, Kai, 1998, Bayesian Inference in a Simultaneous Equation Model with Limited Dependent Variables, Journal of Econometrics

6. Gdoorn, David B., Eric M. Leeper, and Tao Zha, 1998, Trends in Velocity and Policy Expectations, Carnegie-Rochester Conference Series on Public Policy

7. Sims, Christopher A., and Tao Zha, 1998, Bayesian Methods for Dynamic Multivariate Models, International Economic Review

8. Zhang, Anming, 1998, Industrial Reform and Air Transport Development in China, Journal of Air Transport Management

9. Zhang, Anming, and Yimin Zhang, 1998, Import Protection as Export Promotion under Economies of Scale, Japan and the World Economy

10. Keiichi Kubota ,Hitoshi Takehara,Ravi Jagannathan, 1998, Relationship between Labor-income Risk and Average Return: Empirical Evidence from the Japanese Stock Market, Journal of Business Research