Publications

Latest Publications

1. Bielecki, Tomasz, Igor Cialenco, Samuel Drapeau, and Martin Karliczek, 2015, Dynamic Assessment Indices, Stochastics-An International Journal of Probability and Stochastic Processes

2. Li, Chang-Yi, Son-Nan Chen, and Shih-Kuei Lin, 2015, Pricing Derivatives with Modeling CO2 Emission Allowance Using a Regime-Switching Jump Diffusion Model: with Regime-Switching Risk Premium, The European Journal of Finance

3. Ho, Benjamin, and Peng Liu, 2015, Herd journalism: Investment in novelty and popularity in markets for news, Information Economics and Policy

4. Huang, Tao, Fei Wu, Jing Yu, and Bohui Zhang, 2015, International Political Risk and Government Bond Pricing, Journal of Banking & Finance

5. Chiu, Tzu-Kuan, and Yi-Hsin Wang, 2015, Determinants of Social Disclosure Quality in Taiwan: An Application of Stakeholder Theory, Journal of Business Ethics

6. Bertomeu, Jeremy, and Pierre Jinghong Liang, 2015, Disclosure Policy and Industry Fluctuations, Management Science

7. Yuan, Yu, 2015, Market-Wide Attention, Trading, and Stock Returns, Journal of Financial Economics

8. Ravi Jagannathan, Srikant Marakani , 2015, Price Dividend Ratio Factors: Proxies For Long Run Risk, Review of Asset Pricing Studies

9. Huang, Tao, Fei Wu, Jin Yu, and Bohui Zhang, 2015, Political Risk and Dividend Policy: Evidence from International Political Crises, Journal of International Business Studies

10. Chao, Xiuli, Xiting Gong, Cong Shi, and Huanan Zhang, 2015, Approximation Algorithms for Perishable Inventory Systems, Operations Research

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