Faculty & Research

Latest Publications

1. Han, Bing, and Liyan Yang, 2013, Social Networks, Information Acquisition, and Asset Prices, Management Science

2. Gong, Xiting, and Xiuli Chao, 2013, Technical Note-Optimal Control Policy for Capacitated Inventory Systems with Remanufacturing, Operations Research

3. Casassus, Jaime, Peng Liu, and Ke Tang, 2013, Economic Linkages, Relative Scarcity, and Commodity Futures Returns, The Review of Financial Studies

4. Li, Feng, Russell Lundholm, and Michaael Minnis, 2013, A measure of competition based on 10-K filings, Journal of Accounting Research

5. Liu, Jun, and Allan Timmermann, 2013, Optimal Convergence Trade Strategies, The Review of Financial Studies

6. Cao, Jie, and Bing Han, 2013, Cross section of option returns and idiosyncratic stock volatility, Journal of Financial Economics

7. Han, Bing, and Alok Kumar , 2013, Speculative Retail Trading and Asset Prices, Journal of Financial and Quantitative Analysis

8. Zhang, H. and Jun hang, 2013, Vector-valued Reproducing Kernel Banach Spaces with applications to multi-task learning, Journal of Complexity

9. Titman, Sheridan, and Garry Twite, 2013, Urban density, law and the duration of real estate leases, Journal of Urban Economics

10. Chang, Charles, Li-jiun Chen, and Cheng-der Fuh, 2013, The Pricing of Risk and Sentiment: A Study of Executive Stock Options, Financial Management