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

Ted Day

Dividend Distributions and Closed-End Fund Discounts, Journal of Financial Economics 100, 2011
with Zhengzheng Li and Yexiao Xu

Margin Adequacy in Futures Markets, Journal of Business, 2004
with Craig M. Lewis

Dividends, Nonsynchronous Prices, and Returns from Trading the Dow Jones Industrial Average, Journal of Empirical Finance, 2002
with Pingying Wang

Following the Leader: An Analysis of Analyst's Earnings Forecasts, Journal of Financial Economics, 2001
with Rick Cooper and Craig M. Lewis

Transfer Pricing, Incentive Compensation, and Tax Avoidance in a Multi-Division Firm, Review of Quantitative Finance and Accounting, 1998
with Yoon Choi

Mortgages, Minorities and Discrimination, Economic Inquiry, 1998
with S.J. Liebowitz

Initial Margin Policy and Stochastic Volatility in the Crude Oil Futures Market, Review of Financial Studies, 1997
with Craig M. Lewis

Marginal Influence, Energy and Power Risk Management, 1997
with Craig M. Lewis

Forecasting Futures Market Volatility, Journal of Derivatives, 1993
with Craig M. Lewis

Stock Market Volatility and the Information Content of Stock Index Options, Journal of Econometrics, 1992
with Craig M. Lewis

Commentary on the Replication of an Option on a Bond Portfolio, The Review of Futures Markets, 1990

The Behavior of the Volatility Implicit in the Prices of Stock Index Options, Journal of Financial Economics, 1988
with Craig M. Lewis

Information, Production, and the Term Structure., Journal of Political Economy, 1986

Expected Inflation and the Real Rate of Interest, Journal of Banking and Finance, 1985

Real Stock Returns and Inflation, Journal of Finance, 1984