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

Thomas Berry-Stoelzle

Artem Durnev

Jon Garfinkel

Wei Li

Erik Lie

Amrita Nain

Richard Peter

Yiming Qian
  • Information Asymmetry and Corporate Governance, Quarterly Journal of Finance, vol 5 (3), 2015
  • 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

Thomas Rietz

Jarjisu Sa-Aadu

Ashish Tiwari

Anand Vijh

Tong Yao