Endogenously Procyclical
Liquidity, Capital Reallocation, and Tobin’s q ,
2014, with Shouyong Shi, Penn State University.
Why
Don’t Firms Reward their CEOs with Relative Compensation, 2014.
Optimal
CEO Compensation with Search: Theory and Empirical Evidence, 2013, Journal
of Finance, Vol. 68, No. 5, 2001-2058., with Rong Wang, Singapore Management University.
Option Market Liquidity:
Commonality and Other Characteristics, 2010, Journal of Financial
Markets, Vol. 13, No.1, 20 - 48 with Jason Wei, University of Toronto.
Valuation
of Housing Index Derivatives, 2010, Journal of
Futures Markets, Vol. 30, No.7, 660 - 688 with Jason Wei, University of
Toronto.
Incentive
Stocks and Options with Trading Restrictions: Not as Restricted as We Thought,
2008, Research in Finance, Vol. 24, 213-248, with Jason Wei, University
of Toronto.
Signaling in the
Internet Craze of Initial Public Offerings, 2006, Journal
of Corporate Finance, 12, 818-833, with Shouyong
Shi, Penn State University.
Effects of Return Predictability on
Option Prices with Stochastic Volatility for the Market Portfolio, 2005, Research
in Financial Economics, Vol. 1, No. 1, 104-150.
Stock Market Returns: a Note on
Temperature Anomaly, 2005, Journal of Banking and Finance, Vol. 29,
1559-1573, with Jason Wei, University of Toronto.
Weather
Derivatives Valuation and Market Price of Weather Risk, Nov. 2004, Journal
of Futures Markets, Vol. 24, Issue 11, 1065-1089, with Jason Wei,
University of Toronto.
Systematic Jump Risks in a Small Open
Economy: Simultaneous Equilibrium Valuation of Options on the Market Portfolio
and the Exchange Rate, 2001, Journal of International Money and Finance,
Vol. 20, No. 2, 191-218.
Risky Corporate Bond, Credit Spread
and Vulnerable Options, 2001, Journal of Futures Markets, Vol. 21,
No. 4, 301-327, with Jason Wei, University of Toronto.
Screening, Bidding
and the Loan Market Tightness, 2001, European
Finance Review (currently Review of Finance), Vol. 5, 21-61, with Shouyong Shi, Penn State University.
Coordination, Matching and Wages,
2000, Canadian Journal of Economics, 1009-1033, with Shouyong
Shi, Penn State University.