Publications

Latest Publications

1. JAGANNATHAN, RAVI. 1985. An Investigation of Commodity Futures Prices Using the Consumption‐Based Intertemporal Capital Asset Pricing Model. Journal of Finance , 40 (1), 175-191.

2. Aggarwal, Reena, and Son‐Nan ‐N Chen. 1985. THE SPEED OF ADJUSTMENT OF STOCK PRICES TO NEW INFORMATION. Financial Review , 20 (3), 2.

3. GRINBLATT, MARK, and SHERIDAN TITMAN. 1985. Approximate Factor Structures: Interpretations and Implications for Empirical Tests. Journal of Finance , 40 (5), 1367-1373.

4. Chang, Eric C., and Wilbur G. Lewellen. 1985. AN ARBITRAGE PRICING APPROACH TO EVALUATING MUTUAL FUND PERFORMANCE. Journal of Financial Research , 8 (1), 15-30.

5. CHANG, ERIC C.. 1985. Returns to Speculators and the Theory of Normal Backwardation. Journal of Finance , 40 (1), 193-208.

6. Chen, Son‐Nan ‐N, and William T. Moore. 1985. UNCERTAIN INFLATION AND OPTIMAL PORTFOLIO SELECTION: A SIMPLIFIED APPROACH. Financial Review , 20 (4), 343-352.

7. Subramanian, N., and Son‐Nan ‐N Chen. 1985. OPTIMAL PORTFOLIO REVISION INTERVAL AND ITS DETERMINANTS. Financial Review , 20 (3), 112.

8. Titman, Sheridan. 1985. The Effect of Forward Markets on the Debt-Equity Mix of Investor Portfolios and the Optimal Capital Structure of Firms. Journal of Financial and Quantitative Analysis , 20 (1), 19-27.

9. Chang, Eric C., and Richard A. Stevenson. 1985. The Timing Performance of Small Traders. Journal of Futures Markets , 5 (4), 517-527.

10. Moore, William T., and Son Nan Chen. 1984. The decision to lease or purchase under uncertainty: A bayesian approach. Engineering Economist , 29 (3), 195-206.

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