Publications

Latest Publications

1. Wu, Jingchen, and Xiuli Chao. 2014. Optimal control of a brownian production/inventory system with average cost criterion. Mathematics of Operations Research , 39 .

2. Chen, Son Nan, Mi Hsiu Chiang, Pao Peng Hsu, and Chang Yi Li. 2014. Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model. Finance Research Letters , 11 .

3. Garvey, Ryan, and Fei Wu. 2014. Clustering of intraday order-sizes by uninformed versus informed traders. Journal of Banking and Finance , 41 .

4. Titman, Sheridan, Ko Wang, and Jing Yang. 2014. The dynamics of housing prices. Journal of Real Estate Research , 36 .

5. Jiang, Changmin, and Anming Zhang. 2014. Effects of high-speed rail and airline cooperation under hub airport capacity constraint. Transportation Research Part B: Methodological , 60 .

6. Chang, Eric C., Yan Luo, and Jinjuan Ren. 2014. Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market. Journal of Banking and Finance , 48 .

7. Fan, Jianqing, Lei Qi, and Dacheng Xiu. 2014. Rejoinder. Journal of Business and Economic Statistics , 32 .

8. Zhou, Sean X., and Xiuli Chao. 2014. Dynamic pricing and inventory management with regular and expedited supplies. Production and Operations Management , 23 .

9. Yang, Po, and William Li. 2014. Blocked two-level semifoldover designs. Journal of Statistical Planning and Inference , 144 .

10. Chang, Chun, Guanmin Liao, Xiaoyun Yu, and Zheng Ni. 2014. Information from Relationship Lending: Evidence from Loan Defaults in China. Journal of Money, Credit and Banking , 46 .

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