Publications

Latest Publications

1. Chen, Leon, Zhi Da, and Ernst Schaumburg, 2015, Implementing Black-Litterman using an Equivalent Formula and Equity Analyst Target Prices, Journal of Investing

2. Goldstein, Itay, and Liyan Yang, 2015, Information Diversity and Complementarities in Trading and Information Acquisition, The Journal of Finance

3. Henrik Cronqvist, Stephan Siegel and Frank Yu, 2015, Value versus growth investing: Why do different investors have different styles?, Journal of Financial Economics

4. Caskey, Judson, John S. Hughes, and Jun Liu, 2015, Strategic Informed Trades, Diversification, and Expected Returns, The Accounting Review

5. Gao, Huasheng, and Kai Li, 2015, A Comparison of CEO Pay-Performance Sensitivity in Privately-Held and Public Firms, Journal of Corporate Finance

6. Almazan, Andres, Adolfode Motta, and Sheridan Titman, 2015, Debt, labor markets, and the creation and destruction of firms, Journal of Financial Economics

7. Jushan Bai, Guofu Zhou, 2015, Fama-MacBeth Two-pass Regressions: Improving Risk Premia Estimates, Finance Research Letters

8. Sorensen, Morten and Ravi Jagannathan, 2015, The Public Market Equivalent and Private Equity Performance, Financial Analysts Journal

9. Levi, Maurice, Kai Li, and Feng Zhang, 2015, Are Women More Likely to Seek Advice than Men? Evidence from the Boardroom, Journal of Risk and Financial Management

10. Chang, Yen-Cheng, Harrison Hong, and Inessa Liskovich, 2015, Regression Discontinuity and the Price Effects of Stock Market Indexing, The Review of Financial Studies

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