Economics - AACSB - The University of Texas at San Antonio
Economics - AACSB - The University of Texas at San Antonio
Economics - AACSB - The University of Texas at San Antonio
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“Convergence to Efficiency in FTSE-100 Futures Market,” Intern<strong>at</strong>ional<br />
Journal <strong>of</strong> Financial Markets and Deriv<strong>at</strong>ives, 1(2010): 243-257 (with Ju<br />
Xiang).<br />
“Optimal Design for Study-Abroad Scholarship: <strong>The</strong> Effect <strong>of</strong> Payback Policy,”<br />
Educ<strong>at</strong>ion <strong>Economics</strong>, 18(2010): 191-205 (with Yaqin Wang).<br />
“<strong>The</strong> Effects <strong>of</strong> Skewness on Optimal Production and Hedging Decisions: An<br />
Applic<strong>at</strong>ion <strong>of</strong> the Skew-Normal Distribution,” Journal <strong>of</strong> Futures Markets,<br />
30(2010): 278-289.<br />
.<br />
“An Income Tax Withholding Model-Pervasiveness <strong>of</strong> Overpayment,” Journal <strong>of</strong><br />
Public Budgeting, Accounting, & Financial Management, 22(2010): 325-342<br />
(with Pamela Smith).<br />
“Effects <strong>of</strong> Omitting Inform<strong>at</strong>ion Variables on Optimal Hedge R<strong>at</strong>io Estim<strong>at</strong>ion: A Note,” Journal<br />
<strong>of</strong> Futures Markets, 30(2010): 795-800.<br />
“<strong>The</strong> Effects <strong>of</strong> Structural Breaks and Long Memory on Currency Hedging,” Journal <strong>of</strong> Futures<br />
Markets, 30(2010): 617-632 (with Li Yang).<br />
“Financial Assistance for Study Abroad Students: An Economic Analysis,”<br />
Intern<strong>at</strong>ional Review <strong>of</strong> <strong>Economics</strong> and Finance, 19(2010): 515-522 (with Gang<br />
Liu).<br />
“Recent Development in China’s Financial Markets: An Introduction,”<br />
Intern<strong>at</strong>ional Review <strong>of</strong> <strong>Economics</strong> and Finance, 19(2010): 177-179 (with Yulu<br />
Chen).<br />
“Estim<strong>at</strong>ing Optimal Hedge R<strong>at</strong>io: A Multivari<strong>at</strong>e Skew-Normal Distribution<br />
Approach,” Applied Financial <strong>Economics</strong>, 10(2010): 627-636 (with Keshab<br />
Shrestha).<br />
“A Note on the Rel<strong>at</strong>ionship between the Variability <strong>of</strong> the Hedge R<strong>at</strong>io and Hedging<br />
Performance,” Journal <strong>of</strong> Futures Markets, 30(2010): 1100-1104.<br />
“A Note on the Hedging Effectiveness <strong>of</strong> GARCH Models,” Intern<strong>at</strong>ional Review<br />
<strong>of</strong> <strong>Economics</strong> and Finance, 18(2009): 110-112.<br />
“Intraday Return and Vol<strong>at</strong>ility Spillover across Intern<strong>at</strong>ional Copper Futures<br />
Markets.” Intern<strong>at</strong>ional Journal <strong>of</strong> Managerial Finance, 5(2009):135-149. (with<br />
Li Yang).<br />
“Sexual Orient<strong>at</strong>ion and Self-reported Lying,” Review <strong>of</strong> <strong>Economics</strong> <strong>of</strong> Households,<br />
7(2009):<br />
83-104. (with N<strong>at</strong>han Berg).<br />
“Timing the VaR Hedge,” Research in Finance, 25(2009): 333-341.<br />
“Hedging Pressure and Delivery Risk Explan<strong>at</strong>ions <strong>of</strong> Futures Risk Premia,”<br />
Research in Finance, 25(2009): 303-331 (with Andrew Chen, Joseph Kang, and<br />
Charnwut Roongsangmanoon).
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