Faculty & Research

Latest Publications

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

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

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

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

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

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

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

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

9. Baker, Malcolm, Jeff Wurgler, and Yu Yuan, 2012, Global, Local, and Contagious Investor Sentiment, Journal of Financial Economics

10. Stambaugh, Robert, Jianfeng Yu, and Yu Yuan, 2012, The Short of It: Investor Sentiment and Anomalies, Journal of Financial Economics