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 Lily Banh
Information Systems Aylin Calisir
Operations Management Amanda Besch
Marketing Malissa Cloer
Organizations, Strategy and International Management Courtney Lozano





* The co-authors are not listed in the same priority sequence as they are listed in the journals.

Feng Zhao

Cautious Risk-Takers: Investor Preferences and Demand for Active Management, Journal of Finance, 2019
Co-Authors: Valery Polkovnichenko and Kelsey Wei

Effects of investor attention on commodity futures markets, Finance Research Letters, 2018
Co-Authors: Xiaolin Wang, Qiang Ye and Yi Kou

Investor Sentiment and the Chinese Index Futures Market: Evidence from the Internet Search, Journal of Futures Markets, 2018
Co-Authors: Xiaolin Wang, Qiang Ye and Yi Kou

Trading Activity and Price Behanvior in Chinese Agricultural Futures Markets, Finance Research Letters, 2016
Co-Authors: Xiaolin Wang and Qiang Ye

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
Co-Authors: Eric Arentsen, Brian Rosenbund, Harold Zhang

Probability weighting functions implied in options prices, Journal of Financial Economics , 2013
Co-Authors: Valery Polkovnichenko

Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices", Review of Financial Studies , 2009
Co-Authors: 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
Co-Authors: Yongmiao Hong and Haitao Li

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

Downside Loss Aversion and Portfolio Management, Management Science , 2006
Co-Authors: Robert Jarrow

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

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