Faculty & Research

Latest Publications

1. Li, Yan, and Liyan Yang, 2011, Testing Conditional-Factor Models: A Nonparametric Approach, Journal of Empirical Finance

2. He, Zhiguo, 2011, A model of dynamic compensation and capital structure, Journal of Financial Economics

3. Chang, Charles, and Ying Ying Zeng, 2011, Impact of Terrorism on Hospitality Stocks and the Role of Investor Sentiment, Cornell Hospitality Quarterly

4. He, Jie, Jun Qian, and Philip E. Strahan, 2011, Credit Ratings and the Evolution of the Mortgage-Backed Securities Market, American Economic Review

5. Garvey, Ryan, and Fei Wu, 2011, Information, Execution Quality and Order Routing on Nasdaq, Journal of Empirical Finance

6. Cao, Henry H., Bing Han, and David Hirshleifer, 2011, Taking the road less traveled by: Does conversation eradicate pernicious cascades?, Journal of Economic Theory

7. Da, Zhi, Pengjie Gao, and Ravi Jagannathan, 2011, Impatient Trading, Liquidity Provision, and Stock Selection by Mutual Funds, The Review of Financial Studies

8. Cao, Henry H., Bing Han, David Hirshleifer, and Harold Zhang, 2011, Fear of the Unknown: Familiarity and Economic Decisions, Review of Finance

9. Li, Haitao, Xiaoyan Zhang, and Rui Zhao, 2011, Investing In Talents: Manager Characteristics and Hedge Fund Performances, Journal of Financial and Quantitative Analysis

10. Paolo Guasoni, Gur Huberman, Zhenyu Wang, 2011, Performance Maximization of Actively Managed Funds, Journal of Financial Economics