Publications
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.
陈欣, 陈娴, 2012, 邮票的特征与发行后长期回报—来自新中国邮票的证据, 中国金融评论
7.
Jiaping Qiu and Fan Yu, 2012, Endogenous Liquidity in Credit Derivatives, Journal of Financial Economics
8.
He, Zhiguo, and Wei Xiong, 2012, Debt Financing in Asset Markets, American Economic Review
9.
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
10.
Hovakimian, Armen, Ayla Kayhan, and Sheridan Titman, 2012, Are Corporate Default Probabilities Consistent with the Static Trade-off Theory?, The Review of Financial Studies
