Faculty & Research

Latest Publications

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

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

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

4. 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

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

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

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

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

9. Chao, Xiuli, Baimei Yang, and Yifan Xu, 2012, Dynamic inventory and pricing policy in a capacitated stochastic inventory system with fixed ordering cost, Operations Research Letters

10. Boyle, Phelim, Lorenzo Garlappi, Raman Uppal, and Tan Wang, 2012, Keynes Meets Markowitz: The Tradeoff Between Familiarity and Diversification, Management Science