Faculty & Research

Latest Publications

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

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

3. Titman, Sheridan, and Walter Torous, 1989, Valuing Commercial Mortgages: An Empirical Investigation of the Contingent Claims Approach to Pricing Risky Debt, The Journal of Finance

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

5. Titman, Sheridan, 1989, How to Avoid Games Portfolio Managers Play, Institutional Investor Money Management Forum

6. William Breen , Lawrence Glosten,Ravi Jagannathan, 1989, Economic Significance of Predictable Variations in Stock Index Returns, The Journal of Finance

7. Jagannathan,Ravi,V. V. Chari, 1989, Adverse Selection in a Model of Real Estate Lending, The Journal of Finance

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

9. Chang, Suckjeong, and Son-Nan Chen, 1989, Stock Price Adjustment to Earnings and Dividend Announcements, Quarterly Review of Economics and Business

10. Chang, Suckjeong, and Son-Nan Chen, 1989, A Study of Call Price Behavior Under Stationary Return Generating Process, Financial Review