Faculty & Research

Latest Publications

1. Rapach David E., Jack K. Strauss, and Guofu Zhou, 2013, International Stock Return Predictability: What Is the Role of the United States?, The Journal of Finance

2. Goldstein, Itay, Emre Ozdenoren, and Kathy Yuan, 2013, Trading Frenzies and Their Impact on Real Investment, Journal of Financial Economics

3. Chang, Charles, Cheng-Der Fuh, and Shih-Kuei Lin, 2013, A Tale of Two Regimes: Theory and Empirical Evidence for a Markov-modulated Jump Diffusion Model of Equity Returns and Derivative Pricing Implications, Journal of Banking & Finance

4. Cao, Charles, Yong Chen, Bing Liang, and Andrew W.Lo, 2013, Can Hedge Funds Time Market Liquidity?, Journal of Financial Economics

5. Dichev, Ilia D., and Feng Li, 2013, Growth and Accounting Choice, Australian Journal of Management

6. Gatzlaff, Dean, and Peng Liu, 2013, List Price Information in the Negotiation of Commercial Real Estate Transactions: Is Silence Golden?, Journal of Real Estate Finance and Economics

7. Chen, Hui, 2013, Comment on “Systemic sovereign credit risk: Lessons from the U.S. and Europe” by Ang and Longstaff, Journal of Monetary Economics

8. Li, Xiaoyang, 2013, Productivity, restructuring, and the gains from takeovers, Journal of Financial Economics

9. Bolton, Patrick, Hui Chen, and Neng Wang, 2013, Market timing, investment, and risk management, Journal of Financial Economics

10. N. Jia, J. Shi, and Y. Wang, 2013, Coinsurance within Business Groups: Evidence from Related Party Transactions in an Emerging Market, Management Science