Faculty & Research

Latest Publications

1. Ng, Lilian, Fei Wu, Jing Yu, and Bohui Zhang, 2016, Foreign Investor Heterogeneity and Stock Liquidity around the World, Review of Finance

2. Al-Gwaiz, M., Xiuli Chao, and E. Romeijn, 2016, Capacity expansion and cost efficiency improvement in the warehouse problem, Naval Research Logistics

3. King, Gregory J, Xiuli Chao, and Izak Duenyas, 2016, Dynamic Customer Acquisition and Retention Management, Production and Operations Management

4. Abhishek, Vibhanshu, Kinshuk Jerath, Z. John Zhang, 2016, Agency Selling or Reselling? Channel Structures in Electronic Retailing, Management Science

5. Hou, Kewei, and Roger K. Loh, 2016, Have we solved the idiosyncratic volatility puzzle?, Journal of Financial Economics

6. Rapach, David, Matthew Ringgenberg, and Guofu zhou, 2016, Short interest and aggregate stock returns, Journal of Financial Economics

7. Garvey, Ryan, Tao Huang, and Fei Wu, 2016, Why Do Traders Choose Dark Markets?, Journal of Banking & Finance

8. He, Zhiguo, and Asaf Manela, 2016, Information Acquisition in Rumor-Based Bank Runs, The Journal of Finance

9. Xu, He, David D. Yao, and Shaohui Zheng, 2016, Optimal Policies for a Two-Product Inventory System under a Flexible Substitution Scheme, Production and Operations Management

10. Liu, Hong, and Yajun Wang, 2016, Market Making with Asymmetric Information and Inventory Risk, Journal of Economic Theory