Faculty & Research

Latest Publications

1. Andrew Ang , Vineer Bhansali,and Yuhang Xing, 2010, Taxes on Tax-exempt Bonds, The Journal of Finance

2. Yuhang Xing, Xiaoyan Zhang,and Rui Zhao, 2010, What Does Individual Option Volatility Smirk Tell Us About Future Equity Returns?, Journal of Financial and Quantitative Analysis

3. Jagannathan,Ravi,Ernst Schaumburg, Guofu Zhou, 2010, Cross-Sectional Asset Pricing Tests, Annual Review of Financial Economics

4. Jagannathan,Ravi,Alexey Malakhov, Dmitry Novikov, 2010, Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation, The Journal of Finance

5. Li, Haitao, Yuewu Xu, and Xiaoyan Zhang, 2010, Evaluating Asset Pricing Models Using the Second Hansen-Jagannathan Distance, Journal of Financial Economics

6. Jarrow, Robert, and Liheng Xu, 2010, Credit Rating Accuracy and Incentives, Journal of Credit Risk

7. Liang, Bing, and Hyuna Park, 2010, Predicting Hedge Fund Failure: A Comparison of Risk Measures, Journal of Financial and Quantitative Analysis

8. Chang, Charles, 2010, Herding and the Role of Foreign Institutions in Emerging Equity Markets, Pacific-Basin Finance Journal

9. Billett, Matthew T. , Zhan Jiang, and Erik Lie , 2010, The Effect of Change-in-Control Covenants on Takeovers: Evidence from Leveraged Buyouts, Journal of Corporate Finance

10. Chang, Chun, and Walid Y. Busaba, 2010, Bookbuilding vs. Fixed Price Revisited: The Effect of Aftermarket Trading, Journal of Corporate Finance