Faculty & Research

Latest Publications

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

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

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

4. 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

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

6. 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

7. 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

8. 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

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

10. 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