Faculty & Research

Latest Publications

1. Bhattacharya, Utpal, Neal Galpin, Rina Ray, and Xiaoyun Yu, 2009, The Role of the Media in the Internet IPO Bubble, Journal of Financial and Quantitative Analysis

2. Hong, Harrison, and Marcin Kacperczyk, 2009, The Price of Sin: The Effects of Social Norms on Stock Markets, Journal of Financial Economics

3. Li, Kai, Heng Yue, and Longkai Zhao, 2009, Ownership, Institutions, and Capital Structure: Evidence from China, Journal of Comparative Economics

4. Li, Kai, Hernan Ortiz-Molina, and Xinlei Zhao, 2009, Voting with Their Feet: Institutional Investors Shy Away from Dual-Class Firms, Canadian Investment Review

5. Boyer, Brian H., and Lu Zheng, 2009, Investor flows and stock market returns, Journal of Empirical Finance

6. Z. Jay Wang, Vikram K. Nanda, Lu Zheng , 2009, The ABCs of Mutual Funds: On the Introduction of Multiple Share Classes, Journal of Financial Intermediation

7. Yingzi Zhu, Guofu Zhou, 2009, Technical Analysis: An Asset Allocation Perspective on the Use of Moving Averages, Journal of Financial Economics

8. Wu, Ting-Pin, and Son-Nan Chen, 2009, Valuation of Interest Rate Spread Options in a Multifactor LIBOR Marker Model, Journal of Derivatives

9. Wu, Ting-Pin and Son-Nan Chen, 2009, Analytical Valuation of Barriers Interest Rate Options under Market Models, Journal of Derivatives

10. Yan, Hong, 2009, Estimation Uncertainty and the Equity Premium, International Review of Finance