Faculty & Research

Latest Publications

1. Daniel, Kent, and Sheridan Titman. 1998. Characteristics or covariances? Building superior portfolios using characteristics. Journal of Portfolio Management , 24 .

2. Ju, Nengjiu. 1998. Pricing an American option by approximating its early exercise boundary as a multipiece exponential function. Review of Financial Studies , 11 .

3. So, Kut C., and Jing Sheng Song. 1998. Price, delivery time guarantees and capacity selection. European Journal of Operational Research , 111 .

4. Chao, X., M. Miyazawa, R. F. Serfozo, and H. Takada. 1998. Markov network processes with product form stationary distributions. Queueing Systems , 28 .

5. Song, Jing Sheng. 1998. On the order fill rate in a multi-item, base-stock inventory system. Operations Research , 46 .

6. Chang, Eric C., J. Michael Pinegar, and R. Ravichandran. 1998. US day-of-the-week effects and asymmetric responses to macroeconomic news. Journal of Banking and Finance , 22 .

7. Madan, Dilip B., Peter P. Carr, and Eric C. Chang. 1998. The Variance Gamma Process and Option Pricing. Review of Finance , 2 .

8. Wang, Yijiang, and Chun Chang. 1998. Economic transition under a semifederalist government: The experience of China. China Economic Review , 9 .

9. Zhang, Jun. 1998. Decomposing stimulus and response component waveforms in ERP. Journal of Neuroscience Methods , 80 .

10. Jagannathan, Ravi, and ZY Wang. 1998. A note on the asymptotic covariance in Fama-MacBeth regression. Journal of Finance , 53 .