Publications

Latest Publications

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

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

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

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

5. 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

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

7. Gormley, Todd, Hong Liu, and Guofu Zhou, 2010, Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance, Journal of Financial Economics

8. Hong, Harrison, and Marcin Kacperczyk, 2010, Competition and Bias, Quarterly Journal of Economics

9. Levi, Maurice, Kai Li, and Feng Zhang, 2010, Deal or No Deal: Hormones and the Mergers and Acquisitions Game, Management Science

10. Huang, Jennifer, and Jiang Wang, 2010, Market liquidity, asset prices, and welfare, Journal of Financial Economics

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