Publications

Latest Publications

1. Tom Nohel, Zhi Wang, Lu Zheng, 2010, Side-by-Side Management of Hedge Funds and Mutual Funds, The Review of Financial Studies

2. Pereira, Joao Pedro, and Harold H. Zhang, 2010, Stock Returns and the Volatility of Liquidity, Journal of Financial and Quantitative Analysis

3. Zhou, Guofu, and Yingzi Zhu, 2010, Is the Recent Financial Crisis Really a “Once-in-a-Century” Event?, Financial Analysts Journal

4. Wu, Ting-Pin, Jui-Pin Fu, and Son-Nan Chen, 2010, Valuation of Asian Interest Rate Option in the BGM Model, 台湾财务金融学刊

5. Ting-Pin,Wu, and Son-Nan Chen, 2010, Modifying the LMM to Price Constant Maturity Swaps, Journal of Derivatives

6. Tang, Dragon and Hong Yan, 2010, Market Conditions, Default Risk and Credit Spreads, Journal of Banking & Finance

7. Wu, Owen Q., and Hong Chen, 2010, Optimal control and equilibrium behavior of production-inventory systems, Management Science

8. Griffin, Paul A. and Ning Zhu, 2010, Accounting Rules? Stock Buybacks and Stock Options: Additional Evidence, Journal of Contemporary Accounting & Economics

9. Li, Feng, 2010, Textual Analysis of Corporate Disclosures: A Survey of the Literature, Journal of Accounting Literature

10. Tong, S., S. Chen, S. Wang, and Xiuli Chao, 2010, Forecasting in supply chains based on indices, Systems Engineering

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