Publications

Latest Publications

1. Jagannathan, Ravi, and Narayana Kocherlakota. 1996. Why Should Older People Invest Less in Stocks Than Younger People?. Quarterly Review , 20 .

2. Jagannathan, Ravi, and Zhenyu Wang. 1996. The conditional CAPM and the cross-section of expected returns. Journal of Finance , 51 .

3. Bardhan, Indrajit, and Xiuli Chao. 1996. Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty. Journal of Economic Dynamics and Control , 20 .

4. Chang, Chun, and Yijiang Wang. 1996. Human capital investment under asymmetric information: The Pigovian conjecture revisited. Journal of Labor Economics , 14 .

5. Michaely, Roni, Jean Luc Vila, and Jiang Wang. 1996. A model of trading volume with tax-induced heterogeneous valuation and transaction costs. Journal of Financial Intermediation , 5 .

6. Lamoureux, Christopher G., and Guofu Zhou. 1996. Temporary components of stock returns: What do the data tell us?. Review of Financial Studies , 9 .

7. Bardhan, Indrajit, and Xiuli Chao. 1996. On martingale measures when asset returns have unpredictable jumps. Stochastic Processes and their Applications , 63 .

8. Tauchen, George, Harold Zhang, and Ming Liu. 1996. Volume, volatility, and leverage: A dynamic analysis. Journal of Econometrics , 74 .

9. Dai, Liyi, and Xiuli Chao. 1996. Comparing single-server loss systems in random environment. IEEE Transactions on Automatic Control , 41 .

10. Song, Jing Sheng, and Paul H. Zipkin. 1996. Evaluation of base-stock policies in multiechelon inventory systems with state-dependent demands. Part II: State-dependent depot policies. Naval Research Logistics , 43 .

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