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

Yexiao Xu

Sell-Side Analyst Research and Stock Comovement, Journal of Accounting Research, 2014
with Volkan Mulslu and Michael Rebello

Dividend Distributions, and Closed-End Fund Discounts, Journal of Financial Economics, 2011
with Ted Day and Zhengzheng Li

Unique Symptoms of Japanese Stagnation: An Equity Market Perspective, Journal of Money, Credit, and Banking, 2007
with Yasushi Hamao and Jianping Mei

What Determines Chinese Stock Returns, Financial Analyst Journal, 2004
with Fenghua Wang

Small Levels of Predictability and Large Economic Gains, Journal of Empirical Finance, 2004

Investigating the Behavior of Idiosyncratic Volatility, Journal of Business, 2003
with Burton G. Malkiel

Biases in Using Jensen's Alpha, Advances in Investment Analysis and Portfolio Management, 2001

Identifying the Factor Structure of Equity Returns, Journal of Portfolio Management, 2001
with Larry J. Merville and Suzanne Hayes-Yelken

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk, Journal of Finance, 2001
with John Campbell, Martin Lettau, and Burton G. Malkiel

Risk and Return Revisited, Journal of Portfolio Management,, 1997
with Burton G. Malkiel

A Comparison of Semi-parametric and Partially Adaptive Estimators of the Censored Regression Model with Possibly Skewed and Leptokurtic Error Distributions, Economics Letters, 1996
with James B. McDonald

A Generalization of the Beta Distribution with Applications, Journal of Econometrics, 1995
with James B. McDonald

Some Forecasting Applications of Partially Adaptive Estimators of ARIMA Models, Economics Letters, 1994
with James B. McDonald

An Empirical Investigation of Size of the Likelihood Ratio Test Statistics, Communication in Statistics: Simulation and Computation, 1992
with J. B. McDonald