Finance

Faculty Research

David Bates
  • U.S. Stock Market Crash Risk, 1926-2010, Journal of Financial Economics, vol 105, 2012, 229-259
  • The Bates and Scott Models, Encyclopedia of Quantitative Finance/Wiley, 2010
  • The Market for Crash Risk, Journal of Economic Dynamics and Control, vol 32, 2008, 2291-2321

Artem Durnev

Jon Garfinkel

William C. (Curt) Hunter
  • A Comparative Analysis of Futures Contract Margins, Journal of Futures Markets, vol 6, 2006, 307-324
  • Efficiency of Service Delivery Systems in Large Commercial Banks, Psychology and Marketing, vol 12, 2006, 751-764
  • Whither the Community Bank? Relationship Finance in the Information Age, Journal of Financial Services Research, vol 25, 2004, 81-84

J. Tyler Leverty

Wei Li

Erik Lie
  • Share repurchases, catering, and dividend substitution, Journal of Corporate Finance, 2013
  • Financial restructuring in fresh start Chapter 11 reorganizations, Financial Management, 2009
  • Option grant backdating investigations and capital market discipline, Journal of Corporate Finance, vol 15, 2009, 562-572

David Mauer
  • Determinants of Corporate Call Policy for Convertible Bonds, Journal of Corporate Finance, vol 24, 2014, 112-134
  • Optimal Priority Structure, Capital Structure, and Investment, Review of Financial Studies, vol 25, 2012, 747-796
  • Corporate Cash Holdings and CEO Compensation Incentives, Journal of Financial Economics, vol 102, 2011, 183-198

Amrita Nain

Yiming Qian
  • Outside CEO Directors on Compensation Committees: Whose Side Are They on?, Review of Accounting & Finance, vol 10 (2), 2011, 110-133
  • Do investors learn from experience? Evidence from frequent IPO investors, Review of Financial Studies, vol 24 (5), 2011, 1560-1589
  • Endogenous entry and partial adjustment in IPO auctions: Are institutional investors better informed?, Review of Financial Studies, vol 23 (3), 2010, 1200-1230.

Thomas Rietz

Jarjisu Sa-Aadu

Ashish Tiwari

Anand Vijh

Paul Weller
  • Lessons from the Evolution of Foreign Exchange Trading Strategies, Journal of Banking and Finance, vol 37, 2013, 3783-3798
  • Technical Analysis in Foreign Exchange Market invited chapter for Handbook of Exchange Rates (eds. James, March and Sarno) Wiley, Wiley, 2011
  • The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market, Journal of Financial and Quantitative Analysis, vol 44, 2009, 467-488

Tong Yao