Publications

Latest Publications

1. Zhou, Guofu. 1991. Small sample tests of portfolio efficiency. Journal of Financial Economics , 30 .

2. Yan, Hong, D. A. Kessler, and L. M. Sander. 1991. Anomalous fluctuations in surface growth. Journal of Physics A: Mathematical and Theoretical , 24 .

3. CADSBY, CHARLES BRAM, and MURRAY FRANK. 1991. EXPERIMENTAL TESTS OF RICARDIAN EQUIVALENCE. Economic Inquiry , 29 .

4. Chang, Cheng Shang, Xiu Li Chao, and Michael Pinedo. 1990. A note on queues with Bernoulli routing. Proceedings of the IEEE Conference on Decision and Control , 2 .

5. Harvey, Campbell R., and Guofu Zhou. 1990. Bayesian inference in asset pricing tests. Journal of Financial Economics , 26 .

6. Hayashi, Fumio, and Ravi Jagannathan. 1990. Ex-day behavior of japanese stock prices: New insights from new methodology. Journal of the Japanese and International Economies , 4 .

7. Pla, O., F. Guinea, E. Louis, G. Li, L. M. Sander, Hong Yan, and P. Meakin. 1990. Crossover between different growth regimes in crack formation. Physical Review A , 42 .

8. Chang, Eric C., and J. Michael Pinegar. 1990. Stock Market Seasonals And Prespecified Multifactor Pricing Relations. Journal of Financial and Quantitative Analysis , 25 .

9. Chang, Cheng Shang, Xiuli Chao, Michael Pinedo, and George Shanthikumar. 1990. Stochastic convexity for multidimensional processes. Proceedings of the IEEE Conference on Decision and Control , 2 .

10. Chang, Eric C., and J. Michael Pinegar. 1990. Another look at risk and reward in January and non–January Months: Response. Journal of Portfolio Management , 16 .

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