Faculty & Research

Latest Publications

1. Titman, Sheridan, and Arthur Warga, 1986, Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach, Real Estate Economics

2. Titman, Sheridan, and Brett Trueman, 1986, Information Quality and the Valuation of New Issues, Journal of Accounting & Economics

3. Jagannathan Ravi, and Robert A. Korajczyk, 1986, Assessing the Market Timing Performance of Managed Portfolios, Journal of Business

4. Chang, Eric C., 1986, A Note on the Variability of Inflation and the Cross-Sectional Dispersion of Stock Returns, Economics Letters

5. Chang, Eric C., and J. Michael Pinegar, 1986, Inflation and Rates of Return on Long-Term Bonds, Economics Letters

6. Chang, Eric C., and J. Michael Pinegar, 1986, Return Seasonality and Tax-Loss Selling in the Market for Long-Term Government and Corporate Bonds, Journal of Financial Economics

7. Breen, William, Aharon R. Ofer, andRavi Jagannathan, 1986, Correcting for Heteroscedasticity in Tests for Market Timing Ability, Journal of Business

8. Chen, Son-Nan, 1986, Optimal Portfolio Selection Under Differential Taxation: Simple Rules, Quarterly Review of Economics and Business

9. Chen, Son-Nan, and Reena Aggarwal, 1986, Implementation of Optimal Portfolio Selection Under Uncertain Inflation, The Journal of Portfolio Management

10. Chen, Son-Nan, and Cheng-Few Lee, 1986, The Effects of the Sample Size, the Investment Horizon and Market Conditions on the Validity of Composite Performance Measures: A Generalization, Management Science