Faculty & Research

Latest Publications

1. Chang, Eric C., Jinjuan Ren and Qi Shi, 2009, Effects of the Volatility Smile on Exchange Settlement Practices: the Hong Kong Case, Journal of Banking & Finance

2. Murray Frank and Vidhan Goyal, 2009, Capital Structure Decisions: Which Factors are Reliably Important?, Financial Management

3. Da, Zhi, and Mitch Warachka, 2009, Cashflow Risk, Systematic Earnings Revisions, and the Cross-Section of Stock Returns, Journal of Financial Economics

4. Da, Zhi, 2009, Cash flow, consumption risk, and the cross-section of stock returns, The Journal of Finance

5. Cohen, Lauren. "Loyalty-Based Portfolio Choice, 2009, Loyalty-Based Portfolio Choice, The Review of Financial Studies

6. Cohen, Lauren, Karl B. Diether, and Christopher J. Malloy, 2009, Shorting Demand and Predictability of Returns, Journal of Investment Management

7. Huang, Zhangkai, and Xindong Xu, 2009, Marketability, Control, and the Pricing of Block Shares, Journal of Banking & Finance

8. Chang, Charles, 2009, Information footholds: Isolating local presence as a factor in analyst performance and trading, Journal of International Money and Finance

9. Kisgen, Darren J., Jun Qian, and Weihong Song, 2009, Are Fairness Opinions Fair? The Case of Mergers and Acquisitions, Journal of Financial Economics

10. Garvey, Ryan, and Fei Wu, 2009, Intraday Time and Order Execution Quality Dimensions, Journal of Financial Markets