Publications

Latest Publications

1. Chang, Eric C.. 1988. A monthly effect in commodity price changes: A note. Journal of Futures Markets , 8 (6), 717-722.

2. Chang, Eric C., and Chan‐Wung Kim. 1988. Day of the week effects and commodity price changes. Journal of Futures Markets , 8 (2), 229-241.

3. Frank, Murray Z., and Thanasis Stengos. 1988. Some evidence concerning macroeconomic chaos. Journal of Monetary Economics , 22 (3), 423-438.

4. Chang, Eric C., and J. Michael Pinegar. 1988. A Fundamental Study of the Seasonal Risk‐Return Relationship: A Note. Journal of Finance , 43 (4), 1035-1039.

5. Chari, V. V., Ravi Jagannathan, and Aharon R. Ofer. 1988. Seasonalities in security returns. The case of earnings announcements. Journal of Financial Economics , 21 (1), 101-121.

6. TruemanBrett, TitmanSheridan. 1988. An Explanation for Accounting Income Smoothing. Journal of Accounting Research , 26 , 127-139.

7. Frank, Murray, and Thanasis Stengos. 1988. The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent. Economics Letters , 27 (1), 11-14.

8. CHARI, V. V., and RAVI JAGANNATHAN. 1988. Banking Panics, Information, and Rational Expectations Equilibrium. Journal of Finance , 43 (3), 749-761.

9. Song, Jingsheng. 1988. Continuous-time Markov Decision Processes with Non-uniformly Bounded Transition Rates. Acta Mathematicae Applicatae Sinica .

10. Frank, Murray, and Thanasis Stengos. 1988. CHAOTIC DYNAMICS IN ECONOMIC TIME‐SERIES. Journal of Economic Surveys , 2 (2), 103-133.

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