Publications

Latest Publications

1. Chang, Chun, 1990, The dynamic structure of optimal debt contracts, Journal of Economic Theory

2. Chang, Cheng Shang, Xiu Li Chao, and Michael Pinedo, 1990, Integration of discrete-time correlated markov processes in a tdm system: Structural results, Probability in the Engineering and Informational Sciences

3. Chang, S. J., and Son‐Nan ‐N Chen, 1989, A Study of Call Price Behavior under a Stationary Return Generating Process, Financial Review

4. BREEN, WILLIAM, LAWRENCE R. GLOSTEN, and RAVI JAGANNATHAN, 1989, Economic Significance of Predictable Variations in Stock Index Returns, Journal of Finance

5. TITMAN, SHERIDAN, and WALTER TOROUS, 1989, Valuing Commercial Mortgages: An Empirical Investigation of the Contingent‐Claims Approach to Pricing Risky Debt, Journal of Finance

6. JAGANNATHAN, RAVI, and THOMAS R. PALFREY, 1989, EFFECTS OF INSIDER TRADING DISCLOSURES ON SPECULATIVE ACTIVITY AND FUTURE PRICES, Economic Inquiry

7. Grinblatt, Mark, and Sheridan Titman, 1989, Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings, Journal of Business

8. Grinblatt, Mark, and Sheridan Titman, 1989, Portfolio Performance Evaluation: Old Issues and New Insights, Review of Financial Studies

9. Wang, Tan, 1989, Simulation Technique, Techinques of Modern Management

10. Chang, Eric C., and J. Michael Pinegar, 1989, Seasonal Fluctuations in Industrial Production and Stock Market Seasonals, Journal of Financial and Quantitative Analysis

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