Faculty & Research

Latest Publications

1. H. Chen, 1989, Optimal Intensity Control of a Multi-Class Queue, Queueing Systems: Theory and Applications

2. Chang, Eric C., 1988, A Monthly Effect in Commodity Price Changes: A Note, Journal of Futures Markets

3. Frank, Murray, Ramazan Gencay, and Thanasis Stengos, 1988, International Chaos?, European Economic Review

4. Chang, Eric C. and J. Michael Pinegar, 1988, A Fundamental Study of Seasonal Risk-Return Relationship: A Note, The Journal of Finance

5. Frank, Murray, and Thanasis Stengos, 1988, Chaotic Dynamics in Economic Time-Series, Journal of Economic Surveys

6. Titman, Sheridan, and Roberto Wessels, 1988, The Determinants of Capital Structure Choice, The Journal of Finance

7. Chang, Eric C. and J. Michael Pinegar, 1988, Does the Market Reward Risk Bearing in Months Other Than January? Evidence from the Bond and Stock Markets, The Journal of Portfolio Management

8. Chang, Eric C., and Chan-Wung Kim, 1988, Day of the Week Effects and Commodity Price Changes, Journal of Futures Markets

9. Jagannathan,Ravi,V. V. Chari, 1988, Banking Panics, Information and Rational Expectation Equilibrium, The Journal of Finance

10. V. V. Chari and Aharon R. Ofer,Ravi Jagannathan, 1988, Seasonalities in Security Returns: the Case of Earnings Announcements, Journal of Financial Economics