Publications

Latest Publications

1. Jiang, Zhan, Kenneth A. Kim, and Hao Zhang, 2014, The Effects of Corporate Bailout on Firm Performance: International Evidence, Journal of Banking & Finance

2. Chen, Son-Nan, Mi-Hsiu Chiang, Pao-Peng Hsu, and Chang-Yi Li, 2014, Valuation of Quanto Options in a Markovian Regime-Switching Market: A Markov-Modulated Gaussian HJM Model, Finance Research Letters

3. Shi, Cong, Huanan Zhang, Xiuli Chao, and Retsef Levi, 2014, Approximation algorithms for capacitated stochastic inventory systems with setup costs, Naval Research Logistics

4. Saghafian, Soroush, and Xiuli Chao, 2014, The impact of operational decisions on the design of salesforce incentives, Naval Research Logistics

5. Qiong, Zhanga, Hangjun Yangb, Qiang Wang, and Anming Zhang, 2014, Market Power and Its Determinants in the Chinese Airline Industry, Transportation Research Part A-Policy and Practice

6. Gong, Xiting, Xiuli Chao, and David Simchi-Levi, 2014, Dynamic inventory control with limited capital and short-term financing, Naval Research Logistics

7. Diamond, Douglas W., and Zhiguo He, 2014, A Theory of Debt Maturity: the Long and Short of Debt Overhang, The Journal of Finance

8. Hartzell, Jay C., Libo Sun, and Sheridan Titman, 2014, Institutional investors as monitors of corporate diversification decisions: Evidence from real estate investment trusts, Journal of Corporate Finance

9. Liu, Hong, 2014, Solvency Constraint, Underdiversification, and Idiosyncratic Risks, Journal of Financial and Quantitative Analysis

10. Chiang, Mi-Hsiu, Chang-Yi Li, and Son- Nan Chen, 2014, Pricing Currency Options under Double Exponential Jump Diffusion in a Markov-Modulated HJM Economy, Review of Quantitative Finance and Accounting

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