Ng, Lilian, and Fei Wu. Revealed Stock Preferences of Individual Investors: Evidence from Chinese Equity Markets. Pacific-Basin Finance Journal, 2006, 14 (2): 175-192.
Li, David X.. It Is All about Credit. North American Actuarial Journal, 2006, 10 (1): 3-4.
Chang, Eric C., and Sen Dong. Idiosyncratic Volatility, Fundamentals, and Institutional Herding: Evidence from the Japanese Stock Market. Pacific-Basin Finance Journal, 2006, 14 (2): 135-154.
Bhattacharya, Utpal, Neal Galpin, Rina Ray, and Xiaoyun Yu. The Role of the Media in the Launch of Internet IPOs. Betriebswirtschaftliche Forschung Und Praxis, 2006, 58: 442-456.
Hou, Kewei, and Tobias Moskowitz. Market Frictions, Price Delay, and the Cross-Section of Expected Returns. The Review of Financial Studies, 2005, 18 (3): 981-1020.
Kacperczyk, Marcin, Clemens Sialm, and Lu Zheng. On the Industry Concentration of Actively Managed Equity Mutual Funds. Journal of Finance, 2005, 60 (4): 1983-2011.
Gupta, Anurag, and Bing Liang. Do Hedge Funds Have Enough Capital? A Value at Risk Approach. Journal of Financial Economics, 2005, 77 (1): 219-253.
Ju, Nengjiu, Robert Parrino, Allen M. Poteshman, and Michael S. Weisbach. Horses and Rabbits? Trade-Off Theory and Optimal Capital Structure. Journal of Financial and Quantitative Analysis, 2005, 40 (2): 259-281.
Ang, Andrew, Geert Bekaert, and Jun Liu. Why Stocks May Disappoint. Journal of Financial Economics, 2005, 76 (3): 471-508.
Hovakimian, Armen, Tim Opler, and Sheridan Titman. The Capital Structure Choice: New Evidence for a Dynamic Tradeoff Model. Journal of Applied Corporate Finance, 2005, 15 (2): 24-30.
学术活动
more >>