Publications

Latest Publications

1. He, Zhiguo, and Wei Xiong, 2012, Rollover Risk and Credit Risk, The Review of Financial Studies

2. Jiang, Wei, Kai Li, and Wei Wang,, 2012, Hedge Funds and Chapter 11, The Journal of Finance

3. Kaniel, Ron, Shuming Liu, Gideon Saar, and Sheridan Titman, 2012, Individual Investor Trading and Return Patterns around Earnings Announcements, The Journal of Finance

4. Guofu Zhou, Yingzi Zhu, 2012, Volatility Trading: What Is the Role of the Long-Run Volatility Component?, Journal of Financial and Quantitative Analysis

5. Zhang, Jun, T. Hedden and A. Chia, 2012, Perspective-taking and depth of theory-ofmind reasoning in sequential-move games, Cognitive Science

6. Chang, Jui-Jane, Son-Nan Chen, and Ting-Pin Wu, 2012, A Note to Enhance the BPW Model for the Pricing of Basket and Spread Options, Journal of Derivatives

7. Ju, Nengjiu, and Jianjun Miao, 2012, Ambiguity, Learning, and Asset Returns, Econometrica

8. Ju, Nengjiu, and Xuhu Wan, 2012, Optimal Compensation and Pay-Performance Sensitivity in a Continuous-Time Principal-Agent Model, Management Science

9. Fan, Qintao, and Xiao-Jun Zhang, 2012, Accounting Conservatism, Aggregation, and Information Quality, Contemporary Accounting Research

10. Fu, Qi, Sean X. Zhou, Xiuli Chao, and Chung-Yee Lee, 2012, Combined Pricing and Portfolio Option Procurement, Production and Operations Management

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