Faculty & Research

Latest Publications

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

2. Kahn, Matthew, and Peng Liu, 2016, Utilizing “Big Data” to improve the Hotel Sector’s Energy Efficiency: Lessons from Recent Economics Research, Cornell Hospitality Quarterly

3. Drapeau, Samuel, Asgar Jamneshan, Martin Karliczek, and Michael Kupper, 2016, The Algebra of Conditional Sets and the Concepts of Conditional Topology and Compactness, Journal of Mathematical Analysis and Applications

4. Drapeau, Samuel, Emmanuela R. Gianin, Michael Kupper, and Ludovic Tangpi, 2016, Dual Representation of Minimal Supersolutions of Convex BSDEs, Annales De L Institut Henri Poincare-Probabilites Et Statistiques

5. Krishnamurthy, Arvind, Zhiguo He, and Konstantin Milbradt, 2016, What Makes US Government Bonds Safe Assets?, American Economic Review

6. Chen, Son-Nan, Pao-Peng Hsu, and Chang-Yi Li, 2016, Pricing Credit-risky Bonds and Spread Options Modelling Credit-spread Term Structures with Two-dimensional Markov-modulated Jump-diffusion, Quantitative Finance

7. Chen, Xin, Song Sun, and Xiaodong Xu, 2016, Free Cash Flow, Over-Investment and Corporate Governance in China, Pacific-Basin Finance Journal

8. Tian, Xuan, Gregory Udell, and Xiaoyun Yu, 2016, Disciplining Delegated Monitors: When Venture Capitalists Fail to Prevent Fraud by Their IPO Firms, Journal of Accounting & Economics

9. Zhang, Huanan, Cong Shi, and Xiuli Chao, 2016, Technical Note—Approximation Algorithms for Perishable Inventory Systems with Setup Costs, Operations Research

10. Lin, Ming Hsin, and Anming Zhang, 2016, Hub congestion pricing Discriminatory passenger charges, Economics of Transportation