Faculty & Research

Latest Publications

1. Shephard, Neil, and Dacheng Xiu, 2017, Econometric Analysis of Multivariate Realized QML: Estimation of the Covariation of Equity Prices under Asynchronous Trading, Journal of Econometrics

2. Bao, Jack, and Kewei Hou, 2017, De Facto Seniority, Credit Risk, and Corporate Bond Prices, The Review of Financial Studies

3. Li, Xiaoyang, and Yue M. Zhou, 2017, Offshoring Pollution while Offshoring Production?, Strategic Management Journal

4. Cohen, Lauren, 2017, Discussion: Do Common Inherited Beliefs and Values Influence CEO Pay?, Journal of Accounting & Economics

5. Ang, Marcus, Karl Sigman, Jing-Sheng Song, Hanqin Zhang, 2017, Closed-form approximations for optimal (r,q) and (S,T) policies in a parallel processing environment, Operations Research

6. Chen, Li, Jing-Sheng Song, and Yue Zhang, 2017, Serial inventory systems with Markov-modulated demand: Solution bounds, asymptotic analysis, and insights, Operations Research

7. Ozdenoren, Emre, and Kathy Yuan, 2017, Contractual Externalities and Systemic Risk, The Review of Economic Studies

8. He, Zhiguo, Kelly Bryan, and Asaf Manela, 2017, Intermediary asset pricing: New evidence from many asset classes, American Economic Review

9. Jagannathan, Ravi, José Liberti, Binying Liu, and Iwan Meier, 2017, A Firm's Cost of Capital, Annual Review of Financial Economics

10. Yan, X., Y. Lu, Xiuli Chao, and S. X. Zhou, 2017, Optimal Policies for Selling New and Remanufactured Products, Production and Operations Management