Faculty & Research

Latest Publications

1. H. Chen, D.D. Yao, 1990, Optimal Intensity Control of a Queueing System with State-Dependent Capacity Limit, Ieee Transactions on Automatic Control

2. Tiao, G. C. ; Reinsel, G. C. ; Xu, Daming ; Pedrick, J. H. ; Zhu, Xiaodong ; Miller, A. J. ; DeLuisi, J. J. ; Mateer, C. L. ; Wuebbles, D. J., 1990, Effects of Autocorrelations and Temporal Sampling Schemes on Estimates of Trend and Spatial Correlation, Journal of Geophysical Research-Atmospheres

3. Fumio Hayashi,Ravi Jagannathan, 1990, Ex-day Behavior of Japanese Stock Prices: New Insights from New Methodology, Journal of the Japanese and International Economies

4. V. V. Chari , Larry E. Jones, and Ravi Jagannathan, 1990, Price Stability and Futures Trading in Commodities, Journal of Economics

5. Sheridan Titman, 1990, The Impact of Debt on Management Incentives, Investment Performance and Economic Impact

6. Zhou, Lin, 1990, On A Conjecture by Gale About One-Sided Matching Problems, Journal of Economic Theory

7. Safra, Zvi, Itzhak Zilcha, and Lin Zhou, 1990, Risk Aversion in The Nash Bargaining Problem with Risky Outcomes and Risky Disagreement Points, Econometrica

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

9. Brauer, A. Gregory, and Eric C. Chang, 1990, Return Seasonality in Stocks and Their Underlying Assets: Tax Loss Selling versus Information Explanations, The Review of Financial Studies

10. Chang, Eric C., and J. Michael Pinegar, 1990, Another Look at Risk and Reward in January and Non-January Months: Response, The Journal of Portfolio Management