Faculty Research
David Bates- U.S. Stock Market Crash Risk, 1926-2010, Journal of Financial Econometrics, 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
Jon Garfinkel
- Frequent Issuers’ Influence on Long-Run Post-Issuance Returns, Journal of Financial Economics, vol 99, 2011, 349-364
- The Influence of Governance on Investment: Evidence From a Hazard Model, Journal of Financial Economics, vol 102, 2011, 643-670
- Measuring Investors' Opinion Divergence, Journal of Accounting Research, vol 47, 2009, 1317-1348
William C. (Curt) Hunter
- Wither the Community Bank?, Journal of Financial Services Research, vol 25, 2004, 81-84
- The Past, Present, and Probable Future for Community Banks, Journal of Financial Services Research, vol 25, 2004, 85-133
J. Tyler Leverty
- Property-Liability Insurer Reserve Error-Motive, Manipulation, or Mistake, Journal of Risk and Insurance, vol 79, 2012, 351-380
- Dupes or Incompetents? An Examination of Management's Impact on Firm Distress, Journal of Risk and Insurance, vol 79, 2012, 751-783
- Cost of Duplicative Regulation: Evidence from Risk Retention Groups, Journal of Risk and Insurance, vol 79, 2012, 105-127
Wei Li
- Incentive Contracts in Delegated Portfolio Management, Review of Financial Studies, vol 22, 2009, 4681-4714
- A Bayesian's "Bubble", Journal of Finance, vol 64, 2009, 2665–2701
- Dividend Changes and Catering Incentives, Journal of Financial Economics, vol 80, 2006, 293-308
Erik Lie
- 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
- Does backdating explain the stock price pattern around executive stock option grants?, Journal of Financial Economics, 2007
Amrita Nain
- It Pays to Follow the Leader: Acquiring Targets Picked by Private Equity, Journal of Financial and Quantitative Analysis 47(5), 901-931, 2012
- Horizontal Acquisitions and Buying Power: A Product Market Analysis, Journal of Financial Economics, vol 99, 2011, 97-115
- Market Valuation and Acquisition Quality: Empirical Evidence, Review of Financial Studies, vol 22, 2009, 633-679
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
- InCaToMi: Integrative Causal Topic Miner Between Textual and Non-textual Time Series Data, Proceedings of the The 21st ACM International Conference on Information and Knowledge Management, 2012, 2689-2691
- Preference Reversals: The Impact of Truth-Revealing Monetary Incentives, Games and Economic Behavior, vol 68, 2010, 443-468
- Memoirs of an Indifferent Trader: Estimating Forecast Distributions from Prediction Markets, Quantitative Economics, vol 1, 2010, 163
Jarjisu Sa-Aadu
- On the Portfolio Properties of Real Estate in Good Times and Bad Times, Real Estate Economics, Volume 38, no 3, Real Estate Economics, vol 38, 2010, 529-565
- Is Real Estate Becoming Important Again? A Neo-Recardian Model of Land Rent, Real Estate Economics, vol 32, 2004, 33-54
John Spitzer
- This Financial Information Is Flawed -- Could Compensation Be The Culprit?, Corridor Business Journal, 2011
Ashish Tiwari
- Modeling the Cross Section of Stock Returns: A Model Pooling Approach, Journal of Financial and Quantitative Analysis, vol 47, 2012, 1331-1360
- On the Portfolio Properties of Real Estate in Good Times and Bad Times, Real Estate Economics, Volume 38, no 3, Real Estate Economics, vol 38, 2010, 529-565
- Incentive Contracts in Delegated Portfolio Management, Review of Financial Studies, vol 22, 2009, 4681-4714
Anand Vijh
- Incentive effects of stock and option holdings of target and acquirer CEOs, The Journal of Finance, vol 61, 2007, 1891-1933
- Does a parent-subsidiary structure enhance financing flexibility?, The Journal of Finance, vol 61, 2006, 1337-1360
- Executive stock and option valuation in a two state-variable framework, The Journal of Derivatives, lead article, vol 12, 2005, 9-27
Paul Weller
- The Adaptive Market Hypothesis: Evidence from the Foreign Exchange Market, Journal of Financial and Quantitative Analysis, vol 44, 2009
- Price Trends and Patterns in Technical Analysis: A Theoretical and Empirical Examination, Journal of Banking and Finance, 2009
- Central Bank Intervention with Limited Arbitrage, International Journal of Finance and Economics, vol 12, 2007, 249-260
Tong Yao
- The Asset Growth Effect: Insights from International Equity Markets, Journal of Financial Economics, vol 108, 2013, 529-563
- Forecasting Stock Returns though An Efficient Aggregation of Mutual Fund Holdings, Review of Financial Studies, vol 25, 2012, 3490-3529
- Asset Growth and Stock Returns: Evidence from Asian Financial Markets, Pacific Basin Finance Journal, vol 19, 2011, 115-139
