Faculty & Research

Latest Publications

1. Winton, Andrew, 1995, Costly State Verification and Multiple Investors: The Role of Seniority, The Review of Financial Studies

2. Narasimhan Jegadeesh,Sheridan Titman, 1995, Short Horizon Return Reversals and the Bid-Ask Spread, Journal of Financial Intermediation

3. Strauss, Jack, and Guofu Zhou, 1995, Time to Build Effects and the Term Structure, Journal of Financial Research

4. Bardhan, Indrajit, and Xiuli Chao, 1995, Martingale Analysis for Assets with Discontinuous Returns, Mathematics of Operations Research

5. Epstein, Larry G., Tan Wang, 1995, Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes, Journal of Economic Theory

6. Xiaodong Zhu, 1995, Endogenous Capital Utilization, Investor's Effort, and Optimal Fiscal Policy, Journal of Monetary Economics

7. Zhou, Lin, 1995, A Characterization of Demand Functions that Satisfy the Weak Axiom of Revealed Preference, Economics Letters

8. Bates, Timothy, and William D. Bradford, 1995, Look Before You Leap: The Franchise Route to Self-Employment, Review of Black Political Economy

9. Lo, Andrew W., and Jiang Wang, 1995, Implementing Option Pricing Models When Asset Returns Are Predictable, The Journal of Finance

10. Chang, Eric C., M. W. Rhee, and Keith K. P. Wong, 1995, A Note on the Spread Between the Rates on Fixed and Variable Rate Loans, Journal of Banking & Finance