Faculty & Research

Latest Publications

1. Drapeau, Samuel, Gregor Heyne, and Michael Kupper, 2013, Minimal Supersolutions of Convex BSDEs, Annals of Probability

2. Olszweski, Francis, and Guofu Zhou, 2013, Strategy Diversification: Combining Momentum and Carry Strategies within a Foreign Exchange Portfolio, Journal of Derivatives & Hedge Funds

3. Zhang, Xiao-Jun, 2013, Book-to-market Ratio and Skewness of Stock Return, The Accounting Review

4. Xiao, Yibin, Xiaowen Fu, and Anming Zhang, 2013, Demand uncertainty and airport capacity choice, Transportation Research Part B-Methodological

5. Yu, Xiaoyun, 2013, Securities Fraud and Corporate Finance: Recent Developments, Managerial and Decision Economics

6. Longzhen Fan, Canlin Li, Guofu Zhou, 2013, The Supply Factor in the Bond Market: Implications for Bond Risk and Return, Journal of Fixed Income

7. Liu, Crocker, and Peng Liu, 2013, Is What’s Bad for the Goose (Tenant), Bad for the Gander (Landlord)?: A Retail Real Estate Perspective, Journal of Real Estate Research

8. Xu, Nianhang, Xinzhong Xu, and Qingbu Yuan, 2013, Political Connections, Financing Friction, and Corporate Investment: Evidence from Chinese Listed Family Firms, European Financial Management

9. Pang, Guodong, and David D. Yao, 2013, Heavy-Traffic Limits for a Many-Server Queueing Network with Switchover, Advances in Applied Probability

10. Chang, Jui-Jane, Son-Nan Chen, and Ting-Pin Wu, 2013, Currency-Protected Swaps and Swaptions with Nonzero Spreads in a Multicurrency LMM, Journal of Futures Markets