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

Harold Zhang

Short-run and Long-run Consumption Risks, Dividend Processes and Asset Returns, Review of Financial Studies, 2016
with Jun Li

Subprime Mortgage Defaults and Credit Default Swaps, Journal of Finance, 2015
with Eric Arentsen, David Mauer, Brian Rosenlund, Feng Zhao

Capital Gains Taxes and Stock Return Volatility, Journal of American Taxation Association, 2013
with Zhonglan Dai, Douglas A. Shackelford, and Harold H. Zhang

Does Financial Constraint Affect Shareholder Taxes and the Cost of Equity Capital?, The Accounting Review, 2013
with Zhonglan Dai, Douglas A. Shackelford, Harold H. Zhang, and Chongyang Chen

Financial Networks and Trading in Emerging Bond Markets, Journal of Financial Markets, 2013
with G. Geoffrey Booth, Umit G. Gurun

Fear of the Unknown: Familiarity and Economic Decisions, Review of Finance, 2011
with H. Henry Cao, Bing Han, David Hirshleifer, and Harold H. Zhang

Stock Returns and the Volatility of Liquidity, Journal of Financial and Quantitative Analysis, 2010
with Joao Pereira and Harold H. Zhang

Capital Gains Taxes and Asset Prices: Capitalization or Lock-in?, Journal of Finance, 2008
with Zhonglan Dai, Edward Maydew, Douglas A. Shackelford

Model Uncertainty, Limited Market Participation and Asset Prices, Review of Financial Studies, 2005
with H. Henry Cao, Tan Wang

External Habit and the Cyclicality of Expected Stock Returns, Journal of Business, 2005
with Thomas Tallarini, jr

Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints, Review of Financial Studies, 2005
with Rui Yao

Maximizing Long-Term Wealth Accumulation: It's not just about What investments to make, but also Where to make them, Research Dialogue, 2005
with Robert Dammon, James Poterba, Chester Spatt

Comment on `Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle?, European Finance Review, 2004

Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing, Journal of Finance, 2004
with Robert M. Dammon, Chester S. Spat

Capital Gains Taxes and Portfolio Rebalancing, Research Dialogue, 2003
with Robert Dammon, Chester Spatt

Upstream Intergenerational Transfers, Southern Economic Journal, 2002
with Frank A. Sloan, Harold H. Zhang and Jingshu Wang

Optimal Consumption and Investment with Capital Gains Taxes, Review of Financial Studies, 2001
with Robert M. Dammon, Chester S. Spatt

Explaining Bond Returns in Heterogeneous Agent Models: The Importance of Higher Order Moments, Journal of Economic Dynamics and Control, 2000

Fixed costs and asset market participation, Revista De Analisis Economico, 2000
with Amir Yaron

An Investigation of the Risk and Return Relation at Long Horizons, Review of Economics and Statistics, 1999
with Paul Harrison

Overparameterization in the Seminonparametric Density Estimation, Economics Letters, 1998
with Ming Liu

Endogenous Borrowing Constraints with Incomplete Markets, Journal of Finance, 1997

Endogenous Short Sale Constraint, Stock Prices and Output Cycles, Macroeconomic Dynamics, 1997

Tort Liability and Obstetrician's Care Levels, International Review of Law and Economics, 1997
with Frank Sloan, Stephen Entman, Bridget Reilly, Cheryl Glass, Gerald Hickson and Harold H. Zhang)

Volume, Volatility, and Leverage: A Dynamic Analysis, Journal of Econometrics, 1996
with George Tauchen, Harold Zhang, and Ming Liu