Publications

Latest Publications

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

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

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

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

5. Garvey, Ryan, and Fei Wu, 2010, Speed, Distance and Electronic Trading: New Evidence on Why Location Matters, Journal of Financial Markets

6. Andrew Ang, Vineer Bhansali,and Yuhang Xing, 2010, Build America Bonds, Journal of Fixed Income

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

8. 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

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

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

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