Chang, Eric C., Grant R. McQueen, and J. Michael Pinegar. Cross-autocorrelation in Asian Stock Markets. Pacific-Basin Finance Journal, 1999, 7 (5): 471-493.
Chang, Eric C., Joseph W. Cheng, and J. Michael Pinegar. Does futures trading increase stock market volatility? The case of the Nikkei stock index futures markets. Journal of Banking & Finance, 1999, 23 (5): 727-753.
Boyd, John H., Chun Chang, and Bruce Smith D.. Moral Hazard under Commercial and Universal Banking. Journal of Money, Credit and Banking, 1998, 30 (3): 426-471.
Gorton, Gary, and Andrew Winton. Banking in Transition Economies: Does Efficiency Require Instability?. Journal of Money, Credit and Banking, 1998, 30 (3): 621-650.
Ju, Nengjiu. Pricing an American Option by Approximating Its Early Exercise Boundary As a Multi-Piece Exponential Function. The Review of Financial Studies, 1998, 11 (3): 627-646.
Kahn, Charles, and Andrew Winton. Ownership Structure, Speculation, and Shareholder Intervention. Journal of Finance, 1998, 53 (1): 99-129.
Chen, Son-Nan, and Kisuk Jeon. Mean Reversion Behavior of the Returns on currency Assets. International Review of Finance, 1998, 7 (2): 185-200.
Liu, Ming, and Harold H. Zhang. Overparameterization in Seminonparametric Density Estimation. Economics Letters, 1998, 60 (1): 11-18.
Jagannathan,Ravi,Zhenyu Wang. An Asympototic Theory For Estimating Beta-Pricing Models Using Cross-Sectional Regression. Journal of Finance, 1998, 53 (4): 1285-1309.
Jagannathan,Ravi, and Zhenyu Wang. A Note on the Asymptotic Covariance in Fama-MacBeth Regression. Journal of Finance, 1998, 53 (2): 799-801.
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