Faculty & Research

Latest Publications

1. He, Jie, Jun Qian, and Philip E. Strahan, 2012, Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-Backed Securities, The Journal of Finance

2. Allen, Franklin, Rajesh Chakrabarti, Sankar De, Jun Qian, and Meijun Qian, 2012, Financing Firms in India, Journal of Financial Intermediation

3. Jagannathan, Ravi, Srikant Marakani, Hitoshi Takehara, and Yong Wang, 2012, Calendar Cycles, Infrequent Decisions and the Cross Section of Stock Returns, Management Science

4. Zhi Da, Re-Jin Guo, Ravi Jagannathan, 2012, CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence, Journal of Financial Economics

5. Bekaert, Geert , Robert J. Hodrick, and Xiaoyan Zhang, 2012, Aggregate Idiosyncratic Volatility, Journal of Financial and Quantitative Analysis

6. Wang, Zhenyu, and Xiaoyan Zhang, 2012, Empirical Evaluation of Pricing Models: Arbitrage and Pricing Errors on Contingent Claims, Journal of Empirical Finance

7. Wang, Zhenyu, and Xiaoyan Zhang, 2012, Empirical Evaluation of Asset Pricing Models: Arbitrage and Pricing Errors in Contingent Claims, Journal of Empirical Finance

8. Brown, Stephen, William Goetzmann, Bing Liang, and Christopher Schwarz, 2012, Trust and Delegation, Journal of Financial Economics

9. Cai, Li, and Bing Liang, 2012, Asset Allocation Dynamics in the Hedge Fund Industry, Journal of Investment Management

10. Cai, Li, and Bing Liang, 2012, On the Dynamics of Hedge Fund Strategies, Journal of Alternative Investments