Publications

Latest Publications

1. Brauer, Greggory A, and Eric C Chang. 1990. Return Seasonality in Stocks and Their Underlying Assets: Tax-Loss Selling Versus Information Explanations. Review of Financial Studies , 3 (2), 255-280.

2. Hirshleifer, David, and Sheridan Titman. 1990. Share Tendering Strategies and the Success of Hostile Takeover Bids. Journal of Political Economy , 98 (2), 295-324.

3. Chang, Chun. 1990. The dynamic structure of optimal debt contracts. Journal of Economic Theory , 52 (1), 68-86.

4. 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 , 4 (1), 29-56.

5. Chang, S. J., and Son‐Nan ‐N Chen. 1989. A Study of Call Price Behavior under a Stationary Return Generating Process. Financial Review , 24 (3), 335-354.

6. BREEN, WILLIAM, LAWRENCE R. GLOSTEN, and RAVI JAGANNATHAN. 1989. Economic Significance of Predictable Variations in Stock Index Returns. Journal of Finance , 44 (5), 1177-1189.

7. TITMAN, SHERIDAN, and WALTER TOROUS. 1989. Valuing Commercial Mortgages: An Empirical Investigation of the Contingent‐Claims Approach to Pricing Risky Debt. Journal of Finance , 44 (2), 345-373.

8. JAGANNATHAN, RAVI, and THOMAS R. PALFREY. 1989. EFFECTS OF INSIDER TRADING DISCLOSURES ON SPECULATIVE ACTIVITY AND FUTURE PRICES. Economic Inquiry , 27 (3), 411-430.

9. Grinblatt, Mark, and Sheridan Titman. 1989. Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings. Journal of Business , 62 (3), 393-416.

10. Grinblatt, Mark, and Sheridan Titman. 1989. Portfolio Performance Evaluation: Old Issues and New Insights. Review of Financial Studies , 2 (3), 393-421.

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