Faculty & Research

Latest Publications

1. Robert Jarrow, and Liheng Xu, 2015, Bank Runs and Self-Insured Bank Deposits, Quarterly Review of Economics and Finance

2. Czerny, A.I., and Anming Zhang , 2015, Third-degree price discrimination in the presence of congestion externality, Canadian Journal of Economics-Revue Canadienne D Economique

3. Arnott, Robert D., Jason C. Hsu, Jun Liu, and Harry Markowitz, 2015, Can Noise Create the Size and Value Effects?, Management Science

4. Levi, Shai, and Xiao-Jun Zhang , 2015, Asymmetric decrease in liquidity trading before earnings announcements and the announcement return premium, Journal of Financial Economics

5. Stambaugh, Robert, Jianfeng Yu and Yu Yuan, 2015, Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle, The Journal of Finance

6. Zhe, Li, and Jianfei Sun, 2015, Emission Taxes and Standards in a General Equilibrium with Entry and Exit, Journal of Economic Dynamics & Control

7. Chang, Chun, Zheng Liu, and Mark M. Spiegel, 2015, Capital Controls and Optimal Chinese Monetary Policy, Journal of Monetary Economics

8. Chang, Charles, Paul Moon Sub Choi, and Seth H. Huang, 2015, Do Poorly Governed Acquirers Transfer Wealth to Targets in Cross-Border Acquisitions?, Financial Management

9. Dai, Min, Hong Liu, Yang Chen, and Yifei Zhong, 2015, Optimal Tax Timing with Asymmetric Long-Term/Short-Term Capital Gains Tax, The Review of Financial Studies

10. Tang, Dragon Yongjun, Feng Tian, and Hong Yan, 2015, Internal Control Quality and Credit Default Swap Spreads, Accounting Horizons