Publications

Latest Publications

1. Yao, D. C., Xiuli Chao, and J. Wu, 2015, Optimal control policy for a Brownian inventory system with concave ordering cost, Journal of Applied Probability

2. Chen, Xin, Jakob Arnoldi and Chaohong Na, 2015, Governance Structure and Related Party Loan Guarantees: The Case of Chinese Family Business Groups, Management and Organization Review

3. Yao, Dacheng, Xiuli Chao, and Jingchen Wu, 2015, OPTIMAL CONTROL POLICY FOR A BROWNIAN INVENTORY SYSTEM WITH CONCAVE ORDERING COST, Journal of Applied Probability

4. Chao, Xiuli, Qi-Ming He, and Sheldon Ross, 2015, Tollbooth tandem queues with infinite homogeneous servers, Journal of Applied Probability

5. Wan, Yulai, Changming Jiang, and Anming Zhang, 2015, Airport congestion pricing and terminal investment: Effects of terminal congestion, passenger types, and concessions, Transportation Research Part B-Methodological

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

7. 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

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

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

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

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