Faculty & Research

Latest Publications

1. Easley, David, Maureen O'Hara, and Liyan Yang. 2014. Opaque trading, Disclosure, and asset prices: Implications for hedge fund regulation. Review of Financial Studies , 27 .

2. Goldstein, Itay, Yan Li, and Liyan Yang. 2014. Speculation and hedging in segmented markets. Review of Financial Studies , 27 .

3. Conrad, Jennifer, Nishad Kapadia, and Yuhang Xing. 2014. Death and jackpot: Why do individual investors hold overpriced stocks?. Journal of Financial Economics , 113 .

4. Wu, Peng, Xiuli Chao, and Jian Chen. 2014. On the replenishment policy considering less expensive but non-committed supply. Operations Research Letters , 42 .

5. Chen, Hui, Nengjiu Ju, and Jianjun Miao. 2014. Dynamic asset allocation with ambiguous return predictability. Review of Economic Dynamics , 17 .

6. Eliashberg, Jehoshua, Sam K. Hui, and Z. John Zhang. 2014. Assessing box office performance using movie scripts: A kernel-based approach. IEEE Transactions on Knowledge and Data Engineering , 26 .

7. Da, Zhi, Umit G. Gurun, and Mitch Warachka. 2014. Frog in the pan: Continuous information and momentum. Review of Financial Studies , 27 .

8. Shi, Jing, and Fei Wu. 2014. Guest editors' introduction. Emerging Markets Finance and Trade , 50 .

9. Subramanian, Upender, Jagmohan S. Raju, and Z. John Zhang. 2014. The strategic value of high-cost customers. Management Science , 60 .

10. 许多奇. 2014. 落实税收法定原则的有效路径--建立我国纳税人权利保护官制度. 第九届中国经济法治论坛论文集 .