Publications  

• Do Property and Liability Insurance Underwriting Margins Have Unit Roots? with Scott Harrington, Journal of Risk and Insurance, 2003, 70(4), pp. 735-753.

• Cash Balance Plan Conversions: Evidence on the Excise Tax and Implicit Contracts, with Greg Niehaus, Journal of Risk and Insurance, forthcoming.

• Capacity Constraints and IPO Underpricing in the Property and Liability Insurance Industry, with Bingxuan Lin, Mulong Wang and William Feldhaus, Journal of Insurance Issues, forthcoming.

                                                     Working Papers

• Does Industry Performance Explain the Announcement Effect of Seasoned Equity Offerings, with LeRoy Brooks and Xuanjuan Chen
• Prudent Man or Agency Problem? On the Performance of Insurance Mutual Funds, with Xuanjuan Chen and Tong Yao
• Do Mutual Funds Time the Market? Evidence from Portfolio Holdings, with Georege Jiang and Tong Yao
• The Impact of Intangible Assets on Asset Allocation: Evidence from the Insurance Industry, with Bingxuan Lin and Henry Oppenheimer
• Catastrophic Losses versus Growth Potential: Analysis of Post-WTC Attack Earnings Forecasts of Insurance Industry, with Xuanjuan Chen and Bingxuan Lin.
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