List of Published Works

List of published work

The Jindal 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 are provided here.

To request a copy of a particular work, forward a request to the appropriate contact:
Click on the area name to see articles

Academic Area Contact
Accounting Kathleen Milam
Finance / Managerial Economics Beverly Young
Information Systems Aylin Calisir
Operations Management Anna Fox
Marketing Malissa Cloer
Organizations, Strategy and International Management Jennifer Budd

Feng Zhao

Trading activity and price behavior in Chinese agricultural futures markets, Finance Research Letters, 2016

Subprime Mortgage Defaults and Credit Default Swaps, Journal of Finance , 2015
with Eric Arentsen, Brian Rosenbund, Harold Zhang

Probability weighting functions implied in options prices, Journal of Financial Economics , 2013
with Valery Polkovnichenko

Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices", Review of Financial Studies , 2009
with Haitao Li

Can the Random Walk Model be beaten in Out-of-Sample Density Forecasts: Evidence from Intraday Foreign Exchange Rates, Journal of Econometrics , 2007
with Yongmiao Hong and Haitao Li

Interest Rate Caps “Smile” Too! But Can the LIBOR Market Models Capture the Smile?", Journal of Finance , 2007
with Robert Jarrow and Haitao Li

Downside Loss Aversion and Portfolio Management, Management Science , 2006
with Robert Jarrow

Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives", Journal of Finance , 2006
with Haitao Li

Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models, Journal of Business and Economic Statistics , 2004
with Yongmiao Hong and Haitao Li