Faculty & Research

Latest Publications

1. Yang, Hangjun, and Anming Zhang, 2012, Effects of High-speed Rail and Air Transport Competition on Prices, Profits and Welfare, Transportation Research Part B-Methodological

2. Longsta, Francis A., and Jiang Wang, 2012, Asset Pricing and the Credit Market, The Review of Financial Studies

3. Fuller, Russell J., Bing Han, and Yining Tung, 2012, Estimating the Negative Impact of 'Noise' on the Returns of Cap-Weighted Portfolios in Various Segments of the Equity Markets, Journal of Investment Management

4. Chao, Xiuli, Yifan Xu, and Baimei Yang, 2012, OPTIMAL POLICY FOR A PRODUCTION–INVENTORY SYSTEM WITH SETUP COST AND AVERAGE COST CRITERION, Probability in the Engineering and Informational Sciences

5. Zhang, H. and Jun Zhang, 2012, Regularized learning in Banach space as an optimization problem: Representer theorems, Journal of Global Optimization

6. Yang, Hangjun, and Anming Zhang, 2012, Impact of Regulation on Transport Infrastructure Capacity and Service Quality, Journal of Transport Economics and Policy

7. Liu, Peng, Xiaomeng Lu, and Ke Tang, 2012, The determinants of homebuilder stock price exposure to lumber: Production cost versus housing demand, Journal of Housing Economics

8. Hong, Harrison, and Motohiro Yogo , 2012, What does futures market interest tell us about the macroeconomy and asset prices?, Journal of Financial Economics

9. Anshuman, V. Ravi, John Martin, and Sheridan Titman, 2012, An Entrepreneur's Guide to Understanding the Cost of Venture Capital: Just how much does venture capital cost?, Journal of Applied Corporate Finance

10. Dor, Arik Ben, Ravi Jagannathan, Iwan Meier, and Zhe Xu, 2012, What Drives the Tracking Error of Hedge Fund Clones?, Journal of Alternative Investments