Faculty & Research

Latest Publications

1. Liu, Xiaolong, and Peng Liu, 2012, The Composition of Market Proxy in REITs Risk Premium Estimation, Journal of Real Estate Portfolio Management

2. Zhang, Jin E., Huimin Zhao, and Eric C. Chang, 2012, Equilibrium Asset and Option Pricing Under Jump Diffusion, Mathematical Finance

3. Chang, Eric C., Joseph W. Cheng, J. Michael Pinegar and Yinghui Yu, 2012, Short-Sales Constraints: Reductions in Costs of Capital or Overvaluation? Evidence from Hong Kong, Pacific-Basin Finance Journal

4. Chen, Long, Zhi Da, and Richard Priestley, 2012, Dividend Smoothing and Predictability, Management Science

5. Cohen, Lauren, Andrea Frazzini, and Christopher Malloy, 2012, Hiring Cheerleaders: Board Appointments of 'Independent' Directors, Management Science

6. Jiaping Qiu and Fan Yu, 2012, Endogenous Liquidity in Credit Derivatives, Journal of Financial Economics

7. He, Zhiguo, and Wei Xiong, 2012, Debt Financing in Asset Markets, American Economic Review

8. Fan, Joseph P.H., Sheridan Titman, and Gary Twite, 2012, An International Comparison of Capital Structure and Debt Maturity Choices, Journal of Financial and Quantitative Analysis

9. Hovakimian, Armen, Ayla Kayhan, and Sheridan Titman, 2012, Are Corporate Default Probabilities Consistent with the Static Trade-off Theory?, The Review of Financial Studies

10. Levi, Maurice D., Kai Li, and Feng Zhang, 2012, Risk Homeostasis and Corporate Acquisitions, Journal of Behavioral Finance and Economics