Publications

Latest Publications

1. Lo, Andrew W., and Jiang Wang. 1995. Implementing Option Pricing Models When Asset Returns Are Predictable. Journal of Finance , 50 .

2. Epstein, Larry G., and Tan Wang. 1995. Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes. Journal of Economic Theory , 67 .

3. Jegadeesh, Narasimhan, and Sheridan Titman. 1995. Short-Horizon return reversals and the bid-ask spread. Journal of Financial Intermediation , 4 .

4. Chang, Eric C., J. Michael Pinegar, and R. Ravichandran. 1995. European day‐of‐the‐week effects, beta asymmetries and international herding. European Financial Management , 1 .

5. Winton, Andrew. 1995. Costly State Verification and Multiple Investors: The Role of Seniority. Review of Financial Studies , 8 .

6. Titman, Sheridan, Mark Grinblatt, and Russ Wermers. 1995. Momentum Investment Strategies, Portfolio Performance and Herding: A Study of Mutual Fund Behavior. American Economic Review , 85 .

7. Chun, Chang, and Yijiang Wang. 1995. A framework for understanding differences in labor turnover and human capital investment. Journal of Economic Behavior and Organization , 28 .

8. Winton, Andrew. 1995. Delegated Monitoring and Bank Structure in a Finite Economy. Journal of Financial Intermediation , 4 .

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

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

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