Faculty & Research

Latest Publications

1. Basso, L., and Anming Zhang , 2010, Pricing vs. Slot Policies When Airport Profits Matter, Transportation Research Part B-Methodological

2. Zheng Liu, Glenn Rudebusch, 2010, Inflation: Mind the Gap, Economics Letters

3. Yacine, Aït-Sahalia, Jianqing Fan, and Dacheng Xiu, 2010, High Frequency Covariance Estimates with Noisy and Asynchronous Financial Data, Journal of the American Statistical Association

4. Xiu, Dacheng, 2010, Quasi-Maximum Likelihood Estimation of Volatility with High Frequency Data, Journal of Econometrics

5. Liu, Peng, and Ke Tang, 2010, No-arbitrage Conditions for Storable Commodities and the Modeling of Futures Term Structures , Journal of Banking & Finance

6. Ng, Lilian, and Fei Wu, 2010, Peer Effects in the Trading Decisions of Individual Investors, Financial Management

7. Da, Zhi, and Pengjie Gao, 2010, Clientele Change, Liquidity Shock and the Return on Financially Distressed Stocks, Journal of Financial and Quantitative Analysis

8. Canlin Li, Xiaohan Li, Guojun Wu, 2010, Corporate Governance, Investor Attention and Post-Earnings Announcement Drift, Ssrn Electronic Journal

9. He, Zhiguo, In Gu Khang, and Arvind Krishnamurthy, 2010, Balance Sheet Adjustments during the 2008 Crisis, Imf Economic Review

10. Titman, Sheridan, 2010, The leverage of hedge funds, Finance Research Letters