List of Published Works

The School of Management is proud of the intellectual contributions of its faculty and its ongoing commitment to research. A list of all published works for the last six years is provided here.

Please make a selection:

• Published Works for All Academic Areas
• Published Works, Accounting and Information Management
• Published Works, Finance / Managerial Economics
• Published Works, Information Systems
• Published Works, Operations Management
• Published Works, Marketing
• Published Works, Organizations, Strategy and International Management

Baranchuk, Nina
Finance and Managerial Economics
"Assessing the Role of Option Grants to CEOs: How important is heterogeneity?" With Siddhartha Chib. Journal of Empirical Finance. 15.2. (2008): 145-166.

Baranchuk, Nina
Finance and Managerial Economics
"Consensus in Diverse Corporate Boards." With Philip Dybvig. Review of Financial Studies Advance Access. Forthcoming.

Baranchuk, Nina
Finance and Managerial Economics
"Organizing Multiple Related Tasks into Jobs: Diversification vs. Competition." Economic Letters. 99. (2008): 599-603.

Butler, Alexander
Finance and Managerial Economics
"Distance Still Matters: Evidence from Municipal Bond Underwriting." Review of Financial Studies. 21.2. (2008): 763-784.

Butler, Alexander
Finance and Managerial Economics
"Can Managers Successfully Time the Maturity Structure of Their Debt Issues?" With Gustavo Grullon and James Weston. Journal of Finance. 61.4. (2006): 1731-1758.

Butler, Alexander
Finance and Managerial Economics
"Institutional Environment and Sovereign Credit ratings." With Larry Fauver. Financial Management. 35.3. (2006): 53-79.

Butler, Alexander
Finance and Managerial Economics
"Are They Still Called Late? The Effect of Notice Period on Calls of Convertible Bonds." With Ayca Altintig. Journal of Corporate Finance. 11.1-2. (2005): 337-350.

Butler, Alexander
Finance and Managerial Economics
"Can Managers Forecast Aggregate Market Returns?" With Gustavo Grullon and James Weston. Journal of Finance. 60.2. (2005): 963-986.

Butler, Alexander
Finance and Managerial Economics
"Stock Market Liquidity and the Cost of Issues Equity." With Gustavo Grullon and James Weston. Journal of Financial and Quantitative Analysis. 40.2. (2005): 331-348.

Butler, Alexander
Finance and Managerial Economics
"The Information Content of Short Interest: A Natural Experiment." With Tom Arnold, Timothy Falcon Crack and Yan Zhang. Journal of Business. 78.4. (2005): 1307-1335.

Butler, Alexander
Finance and Managerial Economics
"Impact: What Influences Finance Research?" With Tom Arnold, Timothy Falcon Crack and Ayca Altintig. Journal of Business. 76.2. (2003): 343-361.

Butler, Alexander
Finance and Managerial Economics
"On the Uniformity of Investment Banking Spreads: The Seven Percent Solution is Not Unique." With Pinghsun Huang. Journal of Multinational Financial Management. 13.3. (2003): 265-272.

Butler, Alexander
Finance and Managerial Economics
"Revisiting Optimal Call Policy for Convertibles." Financial Analysts Journal. 58. (2002): 50-55.

Carare, Octavian
Finance and Managerial Economics
"Competition Between Auctions." With E. Haruvy, P.T. L. Popkowski Leszczyc, J.C. Cox, E.A. Greenleaf, W. Jank, S. Jap, Y-H Park and M.H. Rothkopf. Marketing Letters. Forthcoming.

Carare, Octavian
Finance and Managerial Economics
"Hierarchical Thinking and Learning in Rank Order Contests." With Ernan Haruvy and Ashutosh Prasad. Experimental Economics. 10. (2007): 305-316.

Carare, Octavian
Finance and Managerial Economics
"Auction Form Preference and Inefficiency of Asymmetric Discriminatory Auctions." With Colin Campbell and Richard McLeon. Economic Letters. 86.1. (2005): 95-100.

Carare, Octavian
Finance and Managerial Economics
"Slow Dutch Auctions." With Michael Rothkopf. Management Science. 51.3. (2005): 365-373.

Cordell, David
Finance and Managerial Economics
"Intraperson Consistency in Financial Risk Tolerance: 'Traitedness' Is More than Noise, but Not Independent of Level of Performance."  With M Roszkowski, M. Delaney.  Journal of Business and Psychology.  Forthcoming.

Cordell, David
Finance and Managerial Economics
"Why You Are Not a Good Financial Planner?"  With J. Shein, Journal of Financial Planning.  Forthcoming.

Cordell, David
Finance and Managerial Economics
"Beyond the Red Zone: Retirement and Long Term Planning."  With C. Lemoine. Journal of Financial Planning. 21.5.  (2008):  32-35.

Cordell, David
Finance and Managerial Economics
"Dissipation of Life Insurance or Annuity Death Benefits."  With J. Tombs. Journal of Financial Planning.  21.1.  (2008):  34-37.

Cordell, David
Finance and Managerial Economics
"Financial Planning Research: Academic Articles That Are Relevant to Practitioners."  With H. Evensky, and T. Langdon.  Journal of Financial Service Professionals. 61.6.  (2007):  37-44.

Cordell, David
Finance and Managerial Economics
"Planning Possibilities with Health Care Savings Accounts."  With C. Lemoine. Journal of Financial Planning.  20.9.  (2007):  42-44.

Cordell, David
Finance and Managerial Economics
"Automobile Insurance and the CFP® Certificant."  With C. Lemoine.  Journal of Financial Planning.  20.5. (2007):  38-40.

Cordell, David
Finance and Managerial Economics
"Death of Life?"  With M. Finke and C. Lemoine.  Journal of Financial Planning,. 20.1.  (2007):  42-44.

Cordell, David
Finance and Managerial Economics
"Bridging the Gap: Academic Research That Is Relevant to Practitioners."  With T. Langdon and C. Lemoine. Journal of Financial Service Professionals. 60.6. (2006): 72-78.

Cordell, David
Finance and Managerial Economics
"Business-owned Life Insurance: Opportunities and Pitfalls." With T. Kurlowicz.  Journal of Financial Planning. 19.9.  (2006):  48-50, 82.

Cordell, David
Finance and Managerial Economics
"Life Insurance Trusts: They're Not Just for the Wealthy." Journal of Financial Planning.  19.5.  (2006): 42-45.

Cordell, David
Finance and Managerial Economics
"Structured Sales of Appreciated Property: A Space Age Use of Fixed Annuities."  Journal of Financial Planning. 19.1.  (2006):  40-41.

Cordell, David
Finance and Managerial Economics
Fundamentals of Investments for Financial Planning, W. Woerheide and D. Cordell (Bryn Mawr, PA: The American College), 2005.

Cordell, David
Finance and Managerial Economics
 "Putting the Client First: Fees and Commissions in Variable Annuity Contracts." With J. Tombs.  Journal of Financial Planning.  18.9. (2005):  40-43.

Cordell, David
Finance and Managerial Economics
"A Multiple Horizon Approach to Asset Allocation in the Retirement Portfolio." Journal of Financial Planning. 18.5.  (2005): 34-39.

Cordell, David
Finance and Managerial Economics
"Planning Considerations for Personal Injury Settlement Recipients." With  J. Tombs.  Journal of Financial Planning.  18.1.  (2005):  26-28.

Cordell, David
Finance and Managerial Economics
Financial Decision Making at Retirement, D. Littell, K. Tacchino, and D. Cordell (Bryn Mawr, PA: The American College), 2004.

Cordell, David
Finance and Managerial Economics
"The Comparability of Husbands and Wives in Financial Risk Tolerance."  With M. Roszkowski and M. Delaney.  Journal of Personal Finance. 3.3.  (2004):

Cordell, David
Finance and Managerial Economics
"Death Benefits: Rule of Thumb Fallacies." Journal of Financial Planning.  17.9. (2004):  32-34.

Cordell, David
Finance and Managerial Economics
"Insurance, Ethics, and the Golden Rule."   Journal of Financial Planning. 17.5. (2004):  32-34.

Cordell, David
Finance and Managerial Economics
"Risk Tolerance: Investments versus Insurance." Journal of Financial Planning. 17.1.  (2004):  30-32.

Cordell, David
Finance and Managerial Economics
"A Moving Experience in Financial Planning." Journal of Financial Planning. 16.9.  (2003):  30-32.

Cordell, David
Finance and Managerial Economics
"Structured Settlements Meet Modern Portfolio Theory." Journal of Financial Planning.  16.5.  (2003):  32-36.

Cordell, David
Finance and Managerial Economics
"The Enemies of Capitalism." Journal of Financial Planning. 16.1. (2003):  42-43.

Cordell, David
Finance and Managerial Economics
Readings in Financial Planning, B. Poole and D. Cordell (Bryn Mawr, PA: The American College), 2002.

Cordell, David
Finance and Managerial Economics
"Risk Tolerance in Two Dimensions." Journal of Financial Planning.  15.5. (2002):   30-35.

Cordell, David
Finance and Managerial Economics
"A 9-11 Wake-up Call." Journal of Financial Planning.  15.1. (2002):  32-33.  

Day, Ted
Finance and Managerial Economics
"Margin Adequacy and Standards: An Analysis of the Crude Oil Futures Market." With Craig Lewis. Journal of Business. 77.1. (2004): 101-135.

Day, Ted
Finance and Managerial Economics
"Dividends, Nonsynchronous Prices and the Returns from Trading the Dow Jones Industrial Average." With Pingying Wang. Journal of Empirical Finance. 9.4. (2002): 431-454.

Kieschnick, Robert
Finance and Managerial Economics
"Regression Analysis of Proportions in Finance with Self-Selection." With Doug Cook and Bruce McCullough. Journal of Empirical Finance. 3.3. Forthcoming.

Kieschnick, Robert
Finance and Managerial Economics
"On the Marketing of IPOs." With Doug Cook and Robert Van Ness. Journal of Financial Economics. 82.1. (2006): 35-61.

Kieschnick, Robert
Finance and Managerial Economics
"Product Market Competition, Regulation and Financial Contracts." With Michael Cichello. Quarterly Review of Economics and Finance. 45.1. (2005): 1-17.

Kieschnick, Robert
Finance and Managerial Economics
"Managerial Shareholdings, Firm Value, and Acquired Corporations." With Paul Halpern and Wendy Rotenberg. Quarterly Review of Economics and Finance. 45.4-5. (2005): 781-795.

Kieschnick, Robert
Finance and Managerial Economics
"A Study of Corporate Governance of Thrifts." With Douglas Cook and Arthur Hogan. Journal of Banking and Finance. 28.6. (2004): 1247-1271.

Kieschnick, Robert
Finance and Managerial Economics
"Monitoring as a Motivation for IPO Underpricing." With Onur Arugaslan and Doug Cook. Journal of Finance. 59.5. (2004): 2403-2420.

Kieschnick, Robert
Finance and Managerial Economics
"Regression Analysis of Variates Observed on (0,1): Percentages, Proportions and Fractions." With B. D. McCullough. Statistical Modelling. 3.3. (2003): 193-213.

Lewin, Peter
Finance and Managerial Economics
"Heterogeneous Human Capital, Uncertainty, and the Structure of Plans: A Market Process Approach to Marriage and Divorce." With Steven Horwitz. Review of Austrian Economics. Forthcoming.

Lewin, Peter
Finance and Managerial Economics
"The Firm in Disequilibrium: Contributions from the Austrian Tradition." Advances in Austrian Economics. Forthcoming.

Lewin, Peter
Finance and Managerial Economics
"Critical Perspective: Reflections on the Nature and Scope of the Concept of Capital and its Extension to Intangibles - a Structural Approach." Chapter 5, Oxford Handbook of Human Capital." Oxford University Press. 2009.

Lewin, Peter
Finance and Managerial Economics
"Can Ideas be Capital: Can Capital Be Anything Else?" With Howard Baetjer. Organization Studies. Forthcoming.

Lewin, Peter
Finance and Managerial Economics
"Creativity or Coercion: Alternative Perspectives on Rights to Intellectual Property." Journal of Business Ethics. 71. (2007): 441-455.

Lewin, Peter
Finance and Managerial Economics
"Facts, Values and the Burden of Proof." Independent Review. 11.4. (2007): 503-517.

Lewin, Peter
Finance and Managerial Economics
"Austrian Capital Theory, Strategic Management and the Theory of the Firm." Advances in Austrian Economics. (2006).

Lewin, Peter
Finance and Managerial Economics
"The Capital Idea and the Scope of Economics." Review of Austrian Economics. (2005): 145-167.

Lewin, Peter
Finance and Managerial Economics
"Entrepreneurship and the Defense of Capitalism: An Examination of the Work of Israel Kirzner." Journal des Economistes et des Etudes Humaines. 12.2-3. (2002): 203-212.

Liebowitz, Stan
Finance and Managerial Economics
"Bundles of Joy: The Ubiquity and Efficiency of Bundles in New Technology Markets." With Stephen Margolis. Journal of Competition Law & Economics. Forthcoming.

Liebowitz, Stan
Finance and Managerial Economics
"Research Note: Testing File-Sharing's Impact on Music Album Sales in Cities" Management Science. 4. 54. (2008): 852-859.

Liebowitz, Stan
Finance and Managerial Economics
"File-Sharing: Creative Destruction or Just Plain Destruction?" Journal of Law and Economics. 49.1. (2006): 1-28.

Liebowitz, Stan
Finance and Managerial Economics
"How to Best Ensure Remuneration for Creators in the Market for Music? Copyright and its Alternatives." With Richard Watt. Journal of Economic Surveys. 20.4. (2006): 513-545.

Liebowitz, Stan
Finance and Managerial Economics
"Alternative Copyright Systems: the Problem with a Compulsory License." The Review of Economic Research on Copyright Issues. 2.1. (2005): 5-17.

Liebowitz, Stan
Finance and Managerial Economics
"Economists' Topsy-Turvy View of Piracy." The Review of Economic Research on Copyright Issues. 3. (2005): 5-17.

Liebowitz, Stan
Finance and Managerial Economics
"Pitfalls in Measuring the Impact of File-sharing on the Sound Recording Market." CESifo Economic Studies. 51.2-3. (2005): 435-473.

Liebowitz, Stan
Finance and Managerial Economics
"Seventeen Famous Economists Weigh in on Copyright: The Role of Theory, Empirics, and Network Effects." With Steve Margolis. Harvard Journal of Law and Technology. 18.1. (2005): 435-457.

Liebowitz, Stan
Finance and Managerial Economics
"Lessons from the Internet Bubble." Hitotsubashi Business Review. 52.1. (2004).

Liebowitz, Stan
Finance and Managerial Economics
"The Elusive Symbiosis: The Impact of Radio on the Record Industry." The Review of Economic Research on Copyright Issues. 1.1. (2004): 93-118.

Liebowitz, Stan
Finance and Managerial Economics
"Will MP3 Downloads Annihilate the Record Industry?  The Evidence so Far." Advances in the Study of Entrepreneurship, Innovation, and Economic Growth.  15. (2004):  229-260.

Liebowitz, Stan
Finance and Managerial Economics
Rethinking the network economy: The real forces that drive the digital marketplace, Amacom, 2002.

Liebowitz, Stan
Finance and Managerial Economics
The Economics of Qwerty: Papers by Stan Liebowitz and Stephen Margolis, edited by Peter Lewin, Palgrave/NYU Press, 2002.

Mauer, David
Finance and Managerial Economics
"Growth Opportunities and the Choice of Leverage, Debt Maturity, and Covenants." With M.T. Billett and T.H.D. King. Journal of Finance. 62.2. (2007): 697-730.

Mauer, David
Finance and Managerial Economics
"Interactions of Corporate Financing and Investment Decisions: The Effects of Agency Conflicts." With P.D. Childs and S.H. Ott. Journal of Financial Economics. 76.3. (2005): 667-690.

Mauer, David
Finance and Managerial Economics
"Real Options, Agency Conflicts, and Optimal Capital Structure." With S. Sarkar. Journal of Banking and Finance. 29.6. (2005): 1405-1428.

Mauer, David
Finance and Managerial Economics
"Bondholder Wealth Effects in Mergers and Acquisitions: New Evidence from the 1980s and 1990s." With M.T. Billett and T.H.D. King. Journal of Finance. 59.1. (2004): 107-135.

Mauer, David
Finance and Managerial Economics
"Cross-Subsidies, External Financing Constraints, and the Value of the Internal Capital Market." With M.T. Billett. Review of Financial Studies. 16.4. (2003): 1167-1201.

Osborne, Dale
Finance and Managerial Economics
"On the Incidence of Deposit Taxes." Journal of the Academy of Finance. Fall 2007.

Polkovnichenko, Valery
Finance and Managerial Economics
"Life-Cycle Portfolio Choice with Additive Habit Formation Preferences and Uninsurable Income Risk." Review of Financial Studies. Forthcoming.

Polkovnichenko, Valery
Finance and Managerial Economics
"Household Portfolio Diversification: A Case for Rank-Dependent Preferences." Review of Financial Studies. 18.4. (2005): 1467-1502.

Polkovnichenko, Valery
Finance and Managerial Economics
"Limited Stock Market Participation and the Equity Premium." Finance Research Letters. 1. (2004): 24-34.

Polkovnichenko, Valery
Finance and Managerial Economics
"Human Capital and the Private Equity Premium." Review of Economic Dynamics. 6.4. (2003): 831-845.

Rebello, Michael
Finance and Managerial Economics
"Board Structures Around the World: An Experimental Investigation." With Ann Gillette and Tom Noe. Review of Finance. 12. (2008): 93-140.

Rebello, Michael
Finance and Managerial Economics
"Experimental Evidence on Coverage Choices and Contract Prices in the Market for Corporate Insurance." With Gautam Goswami and Martin Grace. Experimental Economics . 11. (2008): 67-95.

Rebello, Michael
Finance and Managerial Economics
"Buying the Debt of Distressed Retailers: A Tale of Two Takeovers." With Tom Noe. Journal of Economics and Management Strategy. 15. (2006): 609-648.

Rebello, Michael
Finance and Managerial Economics
"The Role of Debt Purchases in Takeovers: A Tale of Two Takeovers." With Thomas Noe. Journal of Economics and Management Strategy. 15.3 (2006): 609-648.

Rebello, Michael
Finance and Managerial Economics
"The Evolution of Security Design." With Thomas Noe and Jun Wang. Journal of Finance. 61. (2006): 2103-2135.

Rebello, Michael
Finance and Managerial Economics
"Corporate Board Composition, Protocols, and Voting Behavior: Experimental Evidence." With Ann Gillette and Thomas Noe. Journal of Finance. 58. (2003): 1997-2031.

Rebello, Michael
Finance and Managerial Economics
"Corporate Financing: An Artificial Agent-Based Analysis." With Thomas Noe and Jun Wang. Journal of Finance. 58. (2003): 943-973.

Rebello, Michael
Finance and Managerial Economics
"Reputation in the Market for Distressed-Firm Debt." With Thomas Noe. Journal of Financial and Quantitative Analysis. 38. (2003): 503-521.

Rebello, Michael
Finance and Managerial Economics
"Structuring International Cooperative Ventures: Bargaining, Equity Participation, and Private Information." With Thomas Noe and Milind Shrikhande. Review of Financial Studies. 15. (2002): 1283-1324.

Springate, David
Finance and Managerial Economics
"The Enron/Andersen Collapse. Ongoing Implications for Executive MBA Programs." Journal of Executive Education. 1.2. (2002): 1-5.

Wan, Kam-Ming
Finance and Managerial Economics
"Managerial Compensation When Managers are Principals." Journal of Corporate Ownership and Control. 1.2. (2004): 107-121.

Wan, Kam-Ming
Finance and Managerial Economics
"Corporate World News." With Rodolfo Apreda, Jean Chen and Alex Kostyuk. The Journal of Corporate Ownership and Control. 1.1. (2003): 182-186.

Wei, Kelsey
Finance and Managerial Economics
"Conflicts of Interest in Sell-Side Research and the Moderating Role of Institutional Investors." With A. Ljungavist, F,. Marston, L.T. Starks, K.D. Wei and H. Yan. Journal of Financial Economics. 85.2. (2007): 420-456.

Wei, Kelsey
Finance and Managerial Economics
"Participation Costs and the Sensitivity of Fund Flows to Past Performance." With Jennifer Huang and Hong Yan. Journal of Finance. 62.3. (2007): 1273-1311.

Xu, Yexiao
Finance and Managerial Economics
"Unique Symptoms of Japanese Stagnation: An Equity Market Perspective." With Yasushi Hamao and Jianping Mei. Journal of Money, Credit and Banking. 39.4. (2007): 901-924.

Xu, Yexiao
Finance and Managerial Economics
"Small Levels of Predictability and Large Economic Gains." Journal of Empirical Finance. 11.2. (2004): 247-275.

Xu, Yexiao
Finance and Managerial Economics
"What Determines Chinese Stock Returns?" With Fenghua Wang. Financial Analyst Journal. 60.6. (2004): 65-77.

Xu, Yexiao
Finance and Managerial Economics
"Investigating the Behavior of Idiosyncratic Volatility." With Burton G. Malkiel. Journal of Business. 76.4. (2003): 613-644.

Zentner, Alejandro
Finance and Managerial Economics
"Online Sales, Internet Use, File Sharing, and the Decline of Retail Music Specialty Stores." Information Economics and Policy. Forthcoming.

Zentner, Alejandro
Finance and Managerial Economics
"File Sharing and International Sales of Copyrighted Music: An Empirtical Analysis with a Panel of Countries." Berkeley Electronics, Topics in Economic Analysis and Policy. 5.1. (2005): Reprinted in the Special Collection on Law and Economics, May 2007.

Zentner, Alejandro
Finance and Managerial Economics
"Measuring the Effect of Music Downloads on Music Purchases." The Journal of Law and Economics. (2006): 63-90.

Zhang, Harold
Finance and Managerial Economics
"Capital Gains Taxes and Asset Prices: Capitalization or Lock-in?" With Zhonglan Dai, Edward Maydew, and Douglas A. Shackelford. Journal of Finance. 63. (2008): 709-742.

Zhang, Harold
Finance and Managerial Economics
"Model Uncertainty, Limited Market Participation and Asset Prices." With H. Henry Cao and Tan Wang. Review of Financial Studies. 18. (2005): 1219-1251.

Zhang, Harold
Finance and Managerial Economics
"External Habit and the Cyclicality of Expected Stock Returns."  With Thomas Tallarini, Jr. Journal of Business. 78. (2005): 1023-1048.

Zhang, Harold
Finance and Managerial Economics
"Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints." With Rui Yao. Review of Financial Studies. 18. (2005): 197-239.

Zhang, Harold
Finance and Managerial Economics
"Maximizing Long-Term Wealth Accumulation: It's not just about What investments to make, but also Where to make them." With Robert Dammon, James Poterba, and Chester Spatt. Research Dialogue. 85. (2005), TIAA-CREF Institute.

Zhang, Harold
Finance and Managerial Economics
"Comment on `Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle?"  European Finance Review 7. (2004): 583-586.

Zhang, Harold
Finance and Managerial Economics
"Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing." With Robert M. Dammon and Chester S. Spatt. Journal of Finance. 59. (2004). This paper was nominated for 2004 Smith-Breeden prize and is reprinted in Spephen A. Ross Mentor Influence through Generations, edited by Mark Grinblatt, McGraw-Hill Irwin, 2008.

Zhang, Harold
Finance and Managerial Economics
"Capital Gains Taxes and Portfolio Rebalancing."  With Robert Dammon and Chester Spatt.  Research Dialogue. 75. (2003), TIAA-CREF Institute.

Zhang, Harold
Finance and Managerial Economics
"Upstream Intergenerational Transfers." With Frank A. Sloan and Jingshu Wang. Southern Economic Journal. 69. (2002): 363-380.

Zhao, Feng
Finance and Managerial Economics
"Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices." With Haitao Li. Review of Financial Studies. Forthcoming.

Zhao, Feng
Finance and Managerial Economics
"Can the Random Walk Model be beaten in Out-of-Sample Density Forecasts: Evidence from Intraday Foreign Exchange Rates." With Yongmiao Hong and Haitao Li. Journal of Econometrics. 141.2. (December 2007): 736-776.

Zhao, Feng
Finance and Managerial Economics
"Interest Rate Caps "Smile" Too! But Can the LIBOR Market Models Capture It?". With Robert Jarrow and Haitao Li. Journal of Finance. 62.1. (February 2007): 345-382.

Zhao, Feng
Finance and Managerial Economics
"Downside Loss Aversion and Portfolio Management." With Robert Jarrow. Management Science. 52. (April 2006): 558-566.

Zhao, Feng
Finance and Managerial Economics
"Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives." With Haitao Li. Journal of Finance. 61.1. (February 2006): 341-378.

Zhao, Feng
Finance and Managerial Economics
"Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models." With Yongmiao Hong and Haitao Li. Journal of Business and Economic Statistics. (October 2004): 457-473.

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