Faculty & Research

Latest Publications

1. Cohen, Lauren, Andrea Frazzini, and Christopher J. Malloy, 2008, The Small World of Investing: Board Connections and Mutual Fund Returns, Journal of Political Economy

2. Deng, Yongheng, and Peng Liu, 2008, Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China’s Housing Market, Journal of Real Estate Finance and Economics

3. Zhou, Guofu, 2008, On the Fundamental Law of Active Portfolio Management: How to Make Conditional Investments Unconditionally Optimal?, The Journal of Portfolio Management

4. Yuen, A., L. Basso, and Anming Zhang, 2008, Effects of Gateway Congestion Pricing on Optimal Road Pricing and Hinterland, Journal of Transport Economics and Policy

5. Cui, Tony Haitao, Jagmohan S. Raju, and Z. John Zhang, 2008, A Price Discrimination Model of Trade Promotions, Marketing Science

6. Cohen, Lauren, and Andrea Frazzini, 2008, Economic Links and Predictable Returns, The Journal of Finance

7. Li, Feng, 2008, Annual Report Readability, Current Earnings, and Earnings Persistence, Journal of Accounting & Economics

8. Zhou, Sean X., Xiuli Chao, and Chung-Yee Lee, 2008, Optimal transportation policies for production/inventory systems with an unreliable and a reliable carrier, Journal of Global Optimization

9. Liu, Jun, and Mark Grinblatt, 2008, Debt Policy, Corporate Taxes, and Discount Rates, Journal of Economic Theory

10. Wu, Ting-Pin, and Son-Nan Chen, 2008, Valuation of Floating Range Notes in a LIBOR Market Model, Journal of Futures Markets