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Glasserman, Paul, and David D. Yao. Structured Buffer Allocation Problems. Discrete Event Dynamic Systems-Theory and Applications, 1996, 6 (1): 9-41.
Chang, Eric C., and Peter R. Locke. The Performance and Market Impact of Dual Trading: CME Rule 552. Journal of Financial Intermediation, 1996, 5 (1): 23-48.
Chao, Xiuli, and Liyi Dai. A Monotonicity Result for a Single-Server Loss System. Journal of Applied Probability, 1995, 32 (4): 1112-1117.
Jegadeesh, Narasimhan, and Sheridan Titman. Overreaction, Delayed Reaction and Contrarian Profits. The Review of Financial Studies, 1995, 8 (4): 973-993.
Grinblatt, Mark, Russ Wermers, and Sheridan Titman. Momentum Investment Strategies, Portfolio Performance and Herding: A Study of Mutual Fund Behavior. American Economic Review, 1995, 85 (5): 1088-1105.
Glasserman, Paul, and David D. Yao. Stochastic Vector Difference Equations with Stationary Coefficients. Journal of Applied Probability, 1995, 32 (4): 851-866.
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Chang, Chun, and Yijiang Wang. A framework for understanding differences in labor turnover and human capital investment. Journal of Economic Behavior and Organization, 1995, 28.
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