Faculty & Research

Latest Publications

1. Chang, Eric C., Cheol Eun, and Richard Kolodny, 1995, International Diversification through Closed End Country Funds, Journal of Banking & Finance

2. Chang, Eric C., J. Michael Pinegar, and Ravi Ravichandran, 1995, European Day-of-the-Week Effects, Beta Asymmetries and International Herding, European Financial Management

3. Chang, Eric C., Peter R. Locke, and Prem C. Jain, 1995, Standard & Poor's 500 Index Futures Volatility and Price Changes Around the New York Stock Exchange Close, Journal of Business

4. Rajan, Raghuram G., and Andrew Winton, 1995, Covenants and Collateral as Incentives to Monitor, The Journal of Finance

5. Sheridan Titman, 1995, Issuing Equity Under Asymmetric Information, North Holland Handbook of Finance

6. Sheridan Titman, 1995, Performance Evaluation, North Holland Handbook of Finance

7. Jagannathan, Ravi, and Ellen R. McGrattan,, 1995, The CAPM Debate, Federal Reserve Bank of Minneapolis Quarterly Review

8. He, Hua, and Jiang Wang, 1995, Differential Information and Dynamic Behavior of Stock Trading Volume, The Review of Financial Studies

9. G.Zhou, , 1995, Small Sample Rank Tests with Applications to Asset Pricing, Journal of Empirical Finance

10. Bardhan, Indrajit, and Xiuli Chao, 1995, Point Processes and Risk Neutral Measure for Utility Maximizations in Market with Discontinuous Returns, Mathematics of Operations Research