Faculty & Research

Latest Publications

1. Yan, Hong, G. Li, and L. M. Sander. 1989. Fracture growth in 2d elastic networks with born model. Europhysics Letters , 10 .

2. Grinblatt, Mark, and Sheridan Titman. 1989. Adverse Risk Incentives and the Design of Performance-Based Contracts. Management Science , 35 .

3. CHARI, V. V., and RAVI JAGANNATHAN. 1989. Adverse Selection in a Model of Real Estate Lending. Journal of Finance , 44 .

4. Chao, Xiuli, Michael Pinedo, and Karl Sigman. 1989. On the interchangeability and stochastic ordering of exponential queues in tandem with blocking. Probability in the Engineering and Informational Sciences , 3 .

5. Frank, Murray, and Thanasis Stengos. 1989. Measuring the strangeness of gold and silver rates of return. Review of Economic Studies , 56 .

6. Titman, Sheridan, and Arthur Warga. 1989. Stock Returns as Predictors of Interest Rates and Inflation. Journal of Financial and Quantitative Analysis , 24 .

7. Yan, Hong, A. R. Day, and M. F. Thorpe. 1988. Stability of networks under tension and pressure. Physical Review B , 38 .

8. Frank, Murray, Ramazan Gencay, and Thanasis Stengos. 1988. International chaos?. European Economic Review , 32 .

9. Chang, Eric C.. 1988. A monthly effect in commodity price changes: A note. Journal of Futures Markets , 8 .

10. Chang, Eric C., and Chan‐Wung Kim. 1988. Day of the week effects and commodity price changes. Journal of Futures Markets , 8 .