Publications

Latest Publications

1. Lyon, Thomas P., and Haizhou Huang. 1997. Innovation and imitation in an asymmetrically-regulated industry. International Journal of Industrial Organization , 15 .

2. Chao, Xiuli. 1997. Partial balances in batch arrival batch service and assemble-transfer queueing networks. Journal of Applied Probability , 34 .

3. Chang, Eric C., J. Michael Pinegar, and Barry Schachter. 1997. Interday variations in volume, variance and participation of large speculators. Journal of Banking and Finance , 21 .

4. Opler, Tim C., Michael Saron, and Sheridan Titman. 1997. DESIGNING CAPITAL STRUCTURE TO CREATE SHAREHOLDER VALUE. Journal of Applied Corporate Finance , 10 .

5. Li, William W., and C. F.Jeff Wu. 1997. Columnwise-pairwise algorithms with applications to the construction of supersaturated designs. Technometrics , 39 .

6. Winton, Andrew. 1997. Competition among Financial Intermediaries When Diversification Matters. Journal of Financial Intermediation , 6 .

7. Beaglehole, David R., Philip H. Dybvig, and Guofu Zhou. 1997. Going to extremes: Correcting simulation bias in exotic option valuation. Financial Analysts Journal , 53 .

8. Zhang, Harold H.. 1997. Endogenous borrowing constraints with incomplete markets. Journal of Finance , 52 .

9. Daniel, Kent, Mark Grinblatt, Sheridan Titman, and Russ Wermers. 1997. Measuring mutual fund performance with characteristic-based benchmarks. Journal of Finance , 52 .

10. Hansen, Lars Peter, and Ravi Jagannathan. 1997. Assessing specification errors in stochastic discount factor models. Journal of Finance , 52 .

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