Publications

Latest Publications

1. Chen, Son Nan. 1986. An Intertemporal Capital Asset Pricing Model Under Heterogeneous Beliefs. Journal of Economics and Business , 38 (4), 317-330.

2. Titman, Sheridan, and Brett Trueman. 1986. Information quality and the valuation of new issues. Journal of Accounting and Economics , 8 (2), 159-172.

3. Chang, Eric C.. 1986. A note on the variability of inflation and the cross-sectional dispersion of stock returns. Economics Letters , 21 (3), 241-244.

4. Jagannathan, Ravi, and Robert A. Korajczyk. 1986. Assessing the Market Timing Performance of Managed Portfolios. Journal of Business , 59 (2), 217-235.

5. Chang, Eric C., and J. Michael Pinegar. 1986. Return seasonality and tax-loss selling in the market for long-term government and corporate bonds. Journal of Financial Economics , 17 (2), 391-415.

6. Breen, W, Ravi Jagannathan, and AR Ofer. 1986. Correcting for Heteroscedasticity in Tests for Market Timing Ability. Journal of Business , 59 (4), 585-598.

7. Titman, Sheridan, and Arthur Warga. 1986. Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach. Real Estate Economics , 14 (3), 414-431.

8. Pari, Robert A., and Son-Nan Chen. 1985. Estimation risk and optimal portfolios. Journal of Portfolio Management , 12 (1), 40-43.

9. Chen, Son‐Nan ‐N, and Arthur J. Keown. 1985. GROUP EFFECTS AND BETA NONSTATIONARITY. Journal of Business Finance and Accounting , 12 (4), 595-608.

10. Titman, Sheridan. 1985. Urban land prices under uncertainty. American Economic Review , 75 (3), 505-514.

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