Finance Academic Department
The Department of Finance will educate and train students and/or prospective managers in the theories and practices associated with the ownership and management of financial assets, the financial management of non-financial, and financial firms, and the creation of investment strategies that include all asset classes. Instruction will be at the undergraduate and graduate levels and will include doctoral education.
The department will produce research that contributes to the body of knowledge in finance. Concurrently, the finance department will support the programmatic needs of the college and the university and the educational needs of the community.
Overview
Affiliation
people
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Position
- Alldredge, Dallin, Assistant Professor
- Barber, Joel, Associate Professor
- Butchey, Deanne, Teaching Professor
- Caglayan, Mustafa, Associate Professor
- Carrillo, Flavio, Associate Teaching Professor
- Chang, Chun-Hao, Professor
- Chou, Wen-Hsiu, Associate Professor
- Dandapani, Krishnan, Professor
- Del Pezzo, Mark, Associate Teaching Professor
- Docgne Penlap, Sandrine, Assistant Professor
- Duarte Garcia Pires, Diogo, Assistant Professor
- Dupoyet, Brice, Associate Professor
- Gungoraydinoglu, Ali, Associate Teaching Professor
- Hamid, Shahid, Professor
- Jang, Yeonju, Assistant Professor
- Jiang, Xiaoquan, Professor
- Kang, Qiang, Associate Professor
- Lasaga, Manuel, Professor
- Lawrence, Edward, Professor
- Mishra, Suchismita, Professor
- Moysidis, Anastasios, Associate Teaching Professor
- Oztekin, Ozde, Eminent Scholar
- Parhizgari, Ali, Professor
- Reyes Pena, Robinson, Assistant Teaching Professor
- Rouxelin, Florent, Assistant Professor
- Upadhyay, Arun, Eminent Scholar
- Wang, Minho, Assistant Professor
- Zhang, Alan L., Assistant Professor
organization within
Scholarly & Creative Works
select organization publications
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Article
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2022Disagreement between hedge funds and other institutional investors and the cross-section of expected stock returnsFull Text via DOI: 10.1111/fire.12308 Web of Science: 000807561300001
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2022Institutional trading around repurchase announcements: An uphill battleFull Text via DOI: 10.1111/fire.12302 Web of Science: 000799047500001
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2022Financial crises, banking regulations, and corporate financing patterns around the worldFull Text via DOI: 10.1111/irfi.12381 Web of Science: 000792602200001
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2022CDS, CEO compensation, and firm valueFull Text via DOI: 10.1016/j.frl.2021.102445 Web of Science: 000816923500018
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2022Systemic Banking Crises, Institutional Environment, and Corporate LeverageFull Text via DOI: 10.1017/S0022109020000861 Web of Science: 000779750300012
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2022Florida public hurricane loss model: Software system for insurance loss projectionFull Text via DOI: 10.1002/spe.3086 Web of Science: 000776639500001
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2022Corporate governance and stakeholder capitalismFull Text via DOI: 10.1108/MF-01-2022-0056 Web of Science: 000762940800001
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2022
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2022Vanishing Contagion SpreadsFull Text via DOI: 10.1287/mnsc.2020.3868 Web of Science: 000770236200018
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2021Power law bond price and yield approximationFull Text via DOI: 10.1108/JRF-10-2020-0217 Web of Science: 000736213400001
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2021The effect of credit rating downgrades along the supply chainFull Text via DOI: 10.1108/RAF-10-2020-0295 Web of Science: 000730364600001
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2021Dynamics of managerial power and CEO compensation in the course of corporate distress: Evidence from 1992 to 2019Full Text via DOI: 10.1111/fima.12384 Web of Science: 000726321700001
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2021Why do Subchapter S Banks Convert to C Banks?Full Text via DOI: 10.1007/s10693-021-00369-6 Web of Science: 000718732900001
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2021The impact of COVID-19 pandemic on bank lending around the worldFull Text via DOI: 10.1016/j.jbankfin.2021.106207 Web of Science: 000722645200007
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2021How do investors trade R&D-intensive Stocks? Evidence from hedge funds and other institutional investorsFull Text via DOI: 10.1016/j.jbankfin.2021.106337 Web of Science: 000718382100001
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2021What matters more in board independence? Form or substance: Evidence from influential CEO-directorsFull Text via DOI: 10.1016/j.jcorpfin.2021.102099 Web of Science: 000716715600004
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2021The differing impact of COVID-19 across Republican and Democratic statesFull Text via DOI: 10.1080/00036846.2021.1983137 Web of Science: 000712666700001
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2021Securities litigation risk and board gender diversityFull Text via DOI: 10.1016/j.jcorpfin.2021.102102 Web of Science: 000712264800004
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2021Decision time and investors' portfolio strategiesFull Text via DOI: 10.1016/j.pacfin.2020.101344
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2021Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows?Full Text via DOI: 10.1017/S0022109020000794 Web of Science: 000693071000011
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2021Financial Leverage and Debt Maturity Targeting: International EvidenceFull Text via DOI: 10.3390/jrfm14090437 Web of Science: 000699738300001
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2021Can machines learn capital structure dynamics?*Full Text via DOI: 10.1016/j.jcorpfin.2021.102073 Web of Science: 000704088400021
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2021The importance of large shocks to return predictabilityFull Text via DOI: 10.1016/j.pacfin.2021.101518 Web of Science: 000687302600009
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2021Hindering human capital accumulation: A hidden cost of the silent mafia?Full Text via DOI: 10.1016/j.jebo.2021.05.029
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2021Are US founding families expropriators or stewards? Evidence from quasi-natural experimentFull Text via DOI: 10.1016/j.jcorpfin.2021.101987 Web of Science: 000693225000034
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2021Founder-Led Firms and Operational Litigation RiskFull Text via DOI: 10.1080/15427560.2021.1949716 Web of Science: 000673073400001
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2021Corporate opacity and effectiveness of independent female directorsFull Text via DOI: 10.1016/j.jcorpfin.2021.102007 Web of Science: 000693225000009
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2021Mutual fund herding and return comovement in Chinese equitiesFull Text via DOI: 10.1016/j.pacfin.2021.101599 Web of Science: 000687316800005
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2021Copycat Skills and Disclosure Costs: Evidence from Peer Companies' Digital FootprintsFull Text via DOI: 10.1111/1475-679X.12369 Web of Science: 000659686600001
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2021The Impact of COVID-19 and Its Policy Responses on Local Economy and Health ConditionsFull Text via DOI: 10.3390/jrfm14060233 Web of Science: 000666021900001
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2021Leverage and capital utilizationFull Text via DOI: 10.1080/1351847X.2021.1924215 Web of Science: 000649608900001
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2021Industry herding by hedge fundsFull Text via DOI: 10.1080/1351847X.2021.1918206 Web of Science: 000649595900001
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2021The effect of cultural and institutional factors on initiation, completion, and duration of cross-border acquisitionsFull Text via DOI: 10.1016/j.jcorpfin.2021.101950 Web of Science: 000695282600033
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2021Languages and Dividend PolicyFull Text via DOI: 10.1080/15427560.2021.1913158 Web of Science: 000646417800001
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2021CEO vs. COO: shareholder perceptions of M&A announcements based on insider tradesFull Text via DOI: 10.1108/MF-07-2020-0369 Web of Science: 000636317000001
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2021Are REITs more resilient than non-REITs? Evidence from natural experimentsFull Text via DOI: 10.1016/j.japwor.2021.101069 Web of Science: 000652473500001
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2021A behavioral explanation of credit ratings and leverage adjustmentsFull Text via DOI: 10.1016/j.jbef.2020.100435 Web of Science: 000632618200030
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2021Stock market signals and consequences of securities class actions lawsuits: a microstructure perspectiveFull Text via DOI: 10.1007/s11156-021-00957-6 Web of Science: 000617090000001
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2021Insider Ownership, Corporate Diversification, and Firm Value: Evidence from REITsFull Text via DOI: 10.1080/08965803.2021.1885960 Web of Science: 000628663700001
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2021Global equity market leadership positions through implied volatility measuresFull Text via DOI: 10.1016/j.jempfin.2021.01.001 Web of Science: 000695273100010
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2020Asset mispricing in peer-to-peer loan secondary marketsFull Text via DOI: 10.1016/j.jcorpfin.2020.101769
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2020Drivers of diversity on boards: The impact of theSarbanes-OxleyactFull Text via DOI: 10.1002/hrm.22035 Web of Science: 000573000500001
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2020The Shareholder's response to a firm's first international acquisitionFull Text via DOI: 10.1016/j.jbankfin.2020.105852 Web of Science: 000564489700009
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2020Heterogeneous beliefs and return volatility around seasoned equity offeringsFull Text via DOI: 10.1016/j.jfineco.2020.03.003 Web of Science: 000542210000012
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2020The risk‐taking channel in the United States: A GVAR approachFull Text via DOI: 10.1002/ijfe.2096
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2020The impact of uncertainty on financial institutions: A cross‐country studyFull Text via DOI: 10.1002/ijfe.1983
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2020Cross-Sectional PEG Ratios, Market Equity Premium, and Macroeconomic ActivityFull Text via DOI: 10.1177/0148558X17748277 Web of Science: 000540499500001
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2020The relationship between psychopathy and financial risk and time preferencesFull Text via DOI: 10.1108/SEF-11-2019-0435 Web of Science: 000543489700001
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2020Crowdfunding in real estate: evolutionary and disruptiveFull Text via DOI: 10.1108/MF-10-2018-0492 Web of Science: 000567557200006
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2020Market returns and risk factors for the emerging economiesFull Text via DOI: 10.1080/00036846.2020.1761534 Web of Science: 000539121900001
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2020Announcement effects in the cryptocurrency marketFull Text via DOI: 10.1080/00036846.2020.1745747 Web of Science: 000538588800001
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2020Institutional trading, investor sentiment, and lottery-like stock preferencesFull Text via DOI: 10.1111/fire.12231 Web of Science: 000525972800001
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2020Can government industrial policy enhance corporate bidding? The evidence of ChinaFull Text via DOI: 10.1016/j.pacfin.2020.101288 Web of Science: 000527938000002
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2020CFO appointment and debt-equity choiceFull Text via DOI: 10.1108/MF-10-2018-0484 Web of Science: 000524846200002
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2020Tales of tails: Jumps in currency marketsFull Text via DOI: 10.1016/j.finmar.2019.05.002 Web of Science: 000528044500004
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2020Target governance provisions and acquisition typesFull Text via DOI: 10.1016/j.jbusres.2020.01.018 Web of Science: 000527382500011
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2020CEO compensation and firm performance in the insurance industryFull Text via DOI: 10.1108/MF-04-2019-0154 Web of Science: 000514663200001
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2020Benchmarking machine-learning software and hardware for quantitative economicsFull Text via DOI: 10.1016/j.jedc.2019.103796 Web of Science: 000512481400006
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2020Dual-class ownership structure and audit feesFull Text via DOI: 10.1111/ijau.12185 Web of Science: 000508419700001
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2020Do Traditional Real Estate ETFs Increase the Volatility of REITs?Full Text via DOI: 10.1080/08965803.2020.1844534 Web of Science: 000607873100001
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2020Global investigation on the country-level idiosyncratic volatility and its determinantsFull Text via DOI: 10.1016/j.jempfin.2019.11.006 Web of Science: 000510316700008
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2019Business-cycle pattern of asset returns: a general equilibrium explanationFull Text via DOI: 10.1007/s10436-019-00347-y Web of Science: 000495771200003
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2019Endogenous asymmetric money illusionFull Text via DOI: 10.1016/j.jbankfin.2019.105681 Web of Science: 000500385900009
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2019The effects of risk aversion and money illusion on the components of dividend growth rateFull Text via DOI: 10.1080/1351847X.2019.1687098 Web of Science: 000494008300001
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2019Equilibrium implications of interest rate smoothingFull Text via DOI: 10.1080/14697688.2019.1645346 Web of Science: 000492891500001
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2019Intermarket sweep order trade size clustering around corporate announcementsFull Text via DOI: 10.1080/00036846.2019.1612029 Web of Science: 000482275100004
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2019A proposed literature-based syllabus for EAP writingFull Text via DOI: 10.5038/2577-509x.4.1.1103
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2019Earnings informativeness in dual-class firms An empirical investigation of the earnings quality and the information environmentFull Text via DOI: 10.1108/RAF-09-2017-0178 Web of Science: 000480279300003
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2019A dimension-invariant cascade model for VIX futuresFull Text via DOI: 10.1002/fut.22042 Web of Science: 000477166300001
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2019DO INSIDERS CLUSTER TRADES WITH COLLEAGUES? EVIDENCE FROM DAILY INSIDER TRADINGFull Text via DOI: 10.1111/jfir.12172 Web of Science: 000475810300005
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2019The determinants of firms' global diversification decisionsFull Text via DOI: 10.1080/00036846.2019.1566690 Web of Science: 000463615500004
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2019Institutional Investment Patterns in Gender-Diverse FirmsFull Text via DOI: 10.1080/15427560.2019.1554574 Web of Science: 000463461200001
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2019Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings?Full Text via DOI: 10.1111/fima.12223 Web of Science: 000460172400007
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2019The impact of jumps on carry trade returnsFull Text via DOI: 10.1016/j.jfineco.2018.08.006 Web of Science: 000458345700009
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2019Upside potential of hedge funds as a predictor of future performanceFull Text via DOI: 10.1016/j.jbankfin.2018.11.003 Web of Science: 000454465300014
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2018Determinants of Transactional Internet BankingFull Text via DOI: 10.1007/s10693-016-0268-8 Web of Science: 000443367700004
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2018Information, Investment Adjustment, and the Cost of CapitalFull Text via DOI: 10.1017/S0022109018000194 Web of Science: 000440810800009
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2018Oil prices implied volatility or direction: Which matters more to financial markets?Full Text via DOI: 10.1007/s11408-018-0314-7 Web of Science: 000446511300002
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2018Global leverage adjustments, uncertainty, and country institutional strengthFull Text via DOI: 10.1016/j.jfi.2018.01.010 Web of Science: 000445302700003
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2018Hedge fund vs. non-hedge fund institutional demand and the book-to-market effectFull Text via DOI: 10.1016/j.jbankfin.2018.04.021 Web of Science: 000438478500004
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2018A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countriesFull Text via DOI: 10.1016/j.qref.2018.03.003 Web of Science: 000432447000002
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2018The Effect of Prior Investment Outcomes on Future Investment Decisions: Is There a Gender Difference?Full Text via DOI: 10.1093/rof/rfw060 Web of Science: 000432295400010
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2018The economics of corporate lobbyingFull Text via DOI: 10.1016/j.jcorpfin.2017.12.012 Web of Science: 000429397400004
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2018Estimating extreme losses for the Florida Public Hurricane Model-part IIFull Text via DOI: 10.1007/s00704-016-2029-x Web of Science: 000423574800023
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2018Contemporaneous ADR pricing: intraday dynamics during overlapping trading hoursFull Text via DOI: 10.1080/1351847X.2017.1292935 Web of Science: 000423188600001
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2018Exchange traded funds: leverage and liquidityFull Text via DOI: 10.1080/00036846.2018.1441510 Web of Science: 000435001900006
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2018Sell-Side Financial Analysts and the CFA (R) ProgramFull Text via DOI: 10.2469/faj.v74.n2.2 Web of Science: 000432231700010
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2018Understanding spread in the electronic futures markets: financial crisis perspectiveFull Text via DOI: 10.1080/00036846.2017.1394972 Web of Science: 000423810000004
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2017Major Currency ETFs and Their Associated Spot and Futures RatesFull Text via DOI: 10.1142/S0219091517500266 Web of Science: 000414445000005
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2017Probable Maximum Loss for the Florida Public Hurricane Loss Model: ComparisonFull Text via DOI: 10.1061/AJRUA6.0000913 Web of Science: 000423145500004
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2017Cash holdings and the bargaining power of R&D-intensive targetsFull Text via DOI: 10.1007/s11156-016-0611-z Web of Science: 000412919300001
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2017Currency volatility and bid-ask spreads of ADRs and local sharesFull Text via DOI: 10.1016/j.gfj.2016.07.002 Web of Science: 000416271700005
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2017Inflation Illusion, Expertise and Commercial Real EstateFull Text via DOI: 10.1007/s11146-016-9587-7 Web of Science: 000409979000004
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2017The effect of TARP on the propagation of real estate shocks: Evidence from geographically diversified banksFull Text via DOI: 10.1016/j.jbankfin.2016.12.009 Web of Science: 000411305200011
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2017Expanding the Explanations for the Return-Volatility RelationFull Text via DOI: 10.1002/fut.21827 Web of Science: 000403011600003
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2017Firm network structure and innovationFull Text via DOI: 10.1016/j.jcorpfin.2017.03.009 Web of Science: 000404697500010
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2017Political environment, financial intermediation costs, and financing patternsFull Text via DOI: 10.1016/j.jcorpfin.2017.03.007 Web of Science: 000404697500009
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2017Distribution Fits for Various Parameters in the Florida Public Hurricane Loss ModelFull Text via DOI: 10.22237/jmasm/1493598480 Web of Science: 000411571000028
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2017Spicing Up a Portfolio with Commodity Futures: Still a Good Recipe?Full Text via DOI: 10.3905/jai.2017.2017.1.053
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2017Price Discovery and Liquidity Characteristics for U.S. Electronic Futures and ETF MarketsFull Text via DOI: 10.3905/jot.2017.12.2.059 Web of Science: 000424711500006
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2017The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover*Full Text via DOI: 10.1093/rof/rfw008 Web of Science: 000397090100006
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2017Financial Depth and the Asymmetric Impact of Monetary PolicyFull Text via DOI: 10.1111/obes.12160
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2017The evolution and future of the BRICS: Unbundling politics from economicsFull Text via DOI: 10.1016/j.gfj.2017.03.002 Web of Science: 000404685700001
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2017
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2017Inside directors, risk aversion, and firm performanceFull Text via DOI: 10.1016/j.rfe.2016.12.001 Web of Science: 000396417700006
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2017The effect of holding company affiliation on bank risk and the 2008 financial crisisFull Text via DOI: 10.1108/SEF-05-2016-0104 Web of Science: 000396552800006
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2016Hurricane vulnerability model for mid/high-rise residential buildingsFull Text via DOI: 10.12989/was.2016.23.5.449 Web of Science: 000391263500004
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2016Gender Diversity in Compensation CommitteesFull Text via DOI: 10.1177/0148558X16655704 Web of Science: 000384332300001
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2016Capital structure adjustments: Do macroeconomic and business risks matter?Full Text via DOI: 10.1007/s00181-016-1178-1
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2016The Effect of High-Frequency Market Making on Option Market LiquidityFull Text via DOI: 10.3905/jot.2016.11.4.056 Web of Science: 000450791500005
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2016The Determinants and Performance Impact of Outside Board LeadershipFull Text via DOI: 10.1017/S0022109016000570 Web of Science: 000388336800009
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2016The Tax Exemption to Subchapter S Banks: Who Gets the Benefit?Full Text via DOI: 10.1111/fire.12107 Web of Science: 000388372700002
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2016Inflation volatility effects on the allocation of bank loansFull Text via DOI: 10.1016/j.jfs.2016.04.008
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2016Do banks actively manage their liquidity?Full Text via DOI: 10.1016/j.jbankfin.2015.11.013 Web of Science: 000375499900010
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2016The Implied Convexity of VIX FuturesFull Text via DOI: 10.3905/jod.2016.23.3.073 Web of Science: 000371197300006
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2015The Shocks in the Interbank Market: An Analysis of China and the USFull Text via DOI: 10.1111/ajfs.12116 Web of Science: 000368861900003
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2015Uncertainty Effects of Inflation on Output: A MRS-IV ApproachFull Text via DOI: 10.15353/rea.v7i1.1483
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2015Interest Rates and Credit Spread DynamicsFull Text via DOI: 10.3905/jod.2015.23.1.025 Web of Science: 000361111200003
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2015Capital Structure Decisions around the World: Which Factors Are Reliably Important?Full Text via DOI: 10.1017/S0022109014000660 Web of Science: 000359788000002
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2015Long-Term Evidence on the Effect of Aggregate Earnings on PricesFull Text via DOI: 10.1111/fima.12063 Web of Science: 000355656800004
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2015Bank capital management: International evidenceFull Text via DOI: 10.1016/j.jfi.2014.11.005 Web of Science: 000353850300002
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2015Innovation efficiency, global diversification, and firm valueFull Text via DOI: 10.1016/j.jcorpfin.2014.12.009 Web of Science: 000350076500016
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2014Estimating Extreme Losses for the Florida Public Hurricane ModelFull Text via DOI: 10.4038/sljastats.v5i4.7793
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2014Macroeconomic risk and hedge fund returnsFull Text via DOI: 10.1016/j.jfineco.2014.06.008 Web of Science: 000342475700001
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2014Performance Chasing, Fund Flows and Fund Size in Real Estate Mutual FundsFull Text via DOI: 10.1007/s11146-013-9444-x Web of Science: 000341750400004
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2014The Dynamic Relations between Market Returns and Two Types of Risk with Business CyclesFull Text via DOI: 10.1111/fire.12043 Web of Science: 000210731400007
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2014Capital structure, equity mispricing, and stock repurchasesFull Text via DOI: 10.1016/j.jcorpfin.2014.03.007 Web of Science: 000336702800010
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2014Cost-and-Benefit Evaluation of Windstorm Damage Mitigation Techniques in FloridaFull Text via DOI: 10.1061/(ASCE)NH.1527-6996.0000122 Web of Science: 000334348800007
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2014Emerging Market Exposures and the Predictability of Hedge Fund ReturnsFull Text via DOI: 10.1111/fima.12029 Web of Science: 000339852300006
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2014Intraday Trading and Bid-Ask Spread Characteristics for SPX and SPY OptionsFull Text via DOI: 10.3905/jod.2014.21.3.070 Web of Science: 000339782000005
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2014The intertemporal risk-return relation: A bivariate model approachFull Text via DOI: 10.1016/j.finmar.2013.02.002 Web of Science: 000333376600007
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2014Allocation effects of uncertainty on resources in JapanFull Text via DOI: 10.1016/j.econlet.2013.10.023
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2014Board structure and role of monitoring committeesFull Text via DOI: 10.1016/j.jbusres.2013.07.017
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2014Long memory in REIT volatility and changes in the unconditional mean: a modified FIGARCH approachFull Text via DOI: 10.1080/09599916.2013.877063 Web of Science: 000415491000003
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2013Debt ipo waves, investor sentiment, market conditions, and issue qualityFull Text via DOI: 10.1111/jfir.12018
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2013The Effects of Future Capital Investment and R&D Expenditures on Firms' LiquidityFull Text via DOI: 10.1111/roie.12048
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2013Hurricane vulnerability modeling: Development and future trendsFull Text via DOI: 10.1016/j.jweia.2012.12.004 Web of Science: 000315836600010
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2013Equity issues and aggregate market returns under information asymmetryFull Text via DOI: 10.1080/14697688.2012.717178 Web of Science: 000314162100013
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2013Dividends, Values and Agency Costs in REITsFull Text via DOI: 10.1007/s11146-011-9314-3 Web of Science: 000313063000004
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2013Does knowledge of finance mitigate the gender difference in financial risk-aversion?Full Text via DOI: 10.1016/j.gfj.2013.07.002 Web of Science: 000216289000005
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2013Market reactions to appointment of audit committee directors post-SOX: A noteFull Text via DOI: 10.1016/j.jaccpubpol.2012.10.004 Web of Science: 000314322000005
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2012Price Discovery in Currency Markets: Evidence from Three Emerging MarketsFull Text via DOI: 10.5539/ijef.v4n12p61
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2012Systematic risk and the cross section of hedge fund returnsFull Text via DOI: 10.1016/j.jfineco.2012.05.005 Web of Science: 000308274500006
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2012The Role of Financial Education in the Management of Retirement SavingsFull Text via DOI: 10.1080/15427560.2012.735727 Web of Science: 000311941700005
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2012Bank Owned Life Insurance: A Critical Examination of Banking StrategyFull Text via DOI: 10.32890/ijbf2012.9.3.8456
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2012Do Finance Professors Invest Like Everyone Else?Full Text via DOI: 10.2469/faj.v68.n5.1 Web of Science: 000309575200011
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2012Inventories, sales uncertainty, and financial strengthFull Text via DOI: 10.1016/j.jbankfin.2012.05.006
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2012Do Decomposed Financial Ratios Predict Stock Returns and Fundamentals Better?Full Text via DOI: 10.1111/j.1540-6288.2012.00339.x Web of Science: 000210720200005
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2012Leverage Expectations and Bond Credit SpreadsFull Text via DOI: 10.1017/S0022109012000300 Web of Science: 000310179000001
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2012Principal component analysis of yield curve movementsFull Text via DOI: 10.1007/s12197-010-9142-y
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2012Equity Mispricing and Leverage Adjustment CostsFull Text via DOI: 10.1017/S0022109012000051 Web of Science: 000308256500005
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2012REIT Stock Prices with Inflation Hedging and IllusionFull Text via DOI: 10.1007/s11146-010-9259-y Web of Science: 000305403000013
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2012Assessment of hurricane-induced internal damage to low-rise buildings in the Florida Public Hurricane Loss ModelFull Text via DOI: 10.1016/j.jweia.2012.03.023 Web of Science: 000307609200009
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2012Cross-listing and subsequent delisting in foreign marketsFull Text via DOI: 10.1016/j.jempfin.2011.11.005 Web of Science: 000302038200002
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2012Additions to S&P 500 Index: not so informative any moreFull Text via DOI: 10.1108/03074351211207536 Web of Science: 000210927700002
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2012Can Diversification be Learned?Full Text via DOI: 10.1080/15427560.2012.654547 Web of Science: 000304853600005
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2012Institutional determinants of capital structure adjustment speedsFull Text via DOI: 10.1016/j.jfineco.2011.08.014 Web of Science: 000297238300005
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2012The information content of the Banking Regulatory Agencies and the Depository Credit Intermediation InstitutionsFull Text via DOI: 10.1016/j.jeconbus.2011.06.003 Web of Science: 000213722900007
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2012Why do some firms have socially homogeneous boards?Full Text via DOI: 10.1177/0974686220120101
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2011Are better governed funds better monitors?Full Text via DOI: 10.1016/j.jcorpfin.2011.06.008 Web of Science: 000297887700003
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2011Firm- and country-level determinants of corporate leverage: Some new international evidenceFull Text via DOI: 10.1016/j.jcorpfin.2011.08.004 Web of Science: 000297887700015
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2011Board size, corporate information environment and cost of capitalFull Text via DOI: 10.1111/j.1468-5957.2011.02260.x
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2011Catastrophe Model-Based Assessment of Hurricane Risk and Estimates of Potential Insured Losses for the State of FloridaFull Text via DOI: 10.1061/(ASCE)NH.1527-6996.0000050 Web of Science: 000298249400004
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2011Damage Characterization: Application to Florida Public Hurricane Loss ModelFull Text via DOI: 10.1061/(ASCE)NH.1527-6996.0000051 Web of Science: 000298249400007
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2011Credit Spread Changes and Equity Volatility: Evidence from Daily DataFull Text via DOI: 10.1111/j.1540-6288.2011.00304.x Web of Science: 000210715400002
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2011In search of momentum profits: are they illusory?Full Text via DOI: 10.1080/09603107.2011.589804
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2011Do hedge funds' exposures to risk factors predict their future returns?Full Text via DOI: 10.1016/j.jfineco.2011.02.008 Web of Science: 000291067800003
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2011Effect of regulation FD on disclosures of information by firmsFull Text via DOI: 10.1080/09603107.2011.560107
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2010Parliamentary election cycles and the Turkish banking sectorFull Text via DOI: 10.1016/j.jbankfin.2010.05.013
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2010Does Real Exchange Rate Volatility Affect Sectoral Trade Flows?Full Text via DOI: 10.4284/sej.2010.77.2.313
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2010Predicting Stock Market Returns with Aggregate Discretionary AccrualsFull Text via DOI: 10.1111/j.1475-679X.2010.00379.x Web of Science: 000279903900003
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2010Aggregate insider trading: Contrarian beliefs or superior information?Full Text via DOI: 10.1016/j.jbankfin.2009.11.016 Web of Science: 000277673100010
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2010Return dispersion and expected returnsFull Text via DOI: 10.1007/s11408-009-0122-1 Web of Science: 000453441900002
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2010The Sarbanes-Oxley act and corporate investment: A structural assessmentFull Text via DOI: 10.1016/j.jfineco.2010.02.002 Web of Science: 000276918300007
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2010Information-Based Stock Trading, Executive Incentives, and the Principal-Agent ProblemFull Text via DOI: 10.1287/mnsc.1090.1128 Web of Science: 000276500300006
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2010Changes in the Information Efficiency of Stock Prices: Additional EvidenceFull Text via DOI: 10.1111/j.1540-6288.2009.00241.x Web of Science: 000210707600007
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2010Flood Zone Uncertainty and the Likelihood of Marketing SuccessFull Text via DOI: 10.1080/10835547.2010.12092025
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2010On the investment sensitivity of debt under uncertaintyFull Text via DOI: 10.1016/j.econlet.2009.09.015
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2010The boom and the lean times in global REITs: the 2000-2008 periodFull Text via DOI: 10.1108/17539261011062583 Web of Science: 000214092200002
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2009Spread behavior around board meetings for firms with concentrated insider ownershipFull Text via DOI: 10.1016/j.finmar.2009.04.001 Web of Science: 000271070400003
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2009The Intertemporal Risk-Return Relation in the Stock MarketFull Text via DOI: 10.1111/j.1540-6288.2009.00229.x Web of Science: 000210706600005
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2009Market timing with aggregate accrualsFull Text via DOI: 10.1057/jam.2009.5 Web of Science: 000213017400004
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2009On the sensitivity of firms' investment to cash flow and uncertaintyFull Text via DOI: 10.1093/oep/gpp015
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2009An Empirical Investigation of the Campbell-Cochrane Habit Utility ModelFull Text via DOI: 10.1111/j.1468-5957.2009.02134.x Web of Science: 000268100300010
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2009Asset pricing with incomplete information and fat tailsFull Text via DOI: 10.1016/j.jedc.2009.01.002 Web of Science: 000266211500009
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2009Florida public hurricane loss model: Research in multi-disciplinary system integration assisting government policy makingFull Text via DOI: 10.1016/j.giq.2008.12.004 Web of Science: 000265228500007
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2009REIT idiosyncratic riskFull Text via DOI: 10.1080/09599916.2009.485418 Web of Science: 000415472200005
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2008How Do Large Banking Organizations Manage Their Capital Ratios?Full Text via DOI: 10.1007/s10693-008-0044-5 Web of Science: 000260377500003
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2008Validation of a probabilistic model for hurricane insurance loss projections in FloridaFull Text via DOI: 10.1016/j.ress.2008.03.017 Web of Science: 000260203100015
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2008A behavioral explanation for the negative asymmetric return-volatility relationFull Text via DOI: 10.1016/j.jbankfin.2007.12.046 Web of Science: 000259909400022
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2008Inflation, price dispersion, and market structureFull Text via DOI: 10.1016/j.euroecorev.2008.01.003
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2008Auditor Tenure and Shareholder Ratification of the AuditorFull Text via DOI: 10.2308/acch.2008.22.3.297 Web of Science: 000260019900003
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2008Stock trading, information production, and executive incentivesFull Text via DOI: 10.1016/j.jcorpfin.2008.06.003 Web of Science: 000259831600013
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2008Uncertainty determinants of corporate liquidityFull Text via DOI: 10.1016/j.econmod.2007.11.006
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2008Voluntary disclosure and its impact on share prices: Evidence from the UK biotechnology sectorFull Text via DOI: 10.1016/j.jaccpubpol.2008.02.001 Web of Science: 000261771500001
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2008Corporate Bond Returns and VolatilityFull Text via DOI: 10.1111/j.1540-6288.2007.00184.x Web of Science: 000210695600001
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2008ADRs under momentum and contrarian strategiesFull Text via DOI: 10.1016/j.gfj.2007.10.002 Web of Science: 000216277400002
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2008Internet banking services and credit union performanceFull Text via DOI: 10.1108/03074350810872804 Web of Science: 000210875600006
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2008Virtual bank failures: an investigationFull Text via DOI: 10.1108/03074350810872778 Web of Science: 000210875600003
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2007Post-euro EU and US interest rates and foreign exchange rates: Are they in harmony or in disarray?Full Text via DOI: 10.1016/j.qref.2007.09.005 Web of Science: 000437603600004
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2007Liquidity and asset pricing under the three-moment capm paradigmFull Text via DOI: 10.1111/j.1475-6803.2007.00219.x
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2007Answering Financial Anomalies: Sentiment-Based Stock PricingFull Text via DOI: 10.1080/15427560701547248
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2007Global Stocks and Contemporaneous Market RiskWeb of Science: 000213794800007
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2007Intrinsic bubbles and fat tails in stock prices: A noteFull Text via DOI: 10.1017/S1365100507060178 Web of Science: 000246372400006
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2007Types of nonaudit fees and financial reporting qualityFull Text via DOI: 10.2308/aud.2007.26.1.133 Web of Science: 000248817000007
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2007Skewness preference and the measurement of abnormal returnsFull Text via DOI: 10.1080/00036840500439077 Web of Science: 000246579100030
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2007The impact of fat tails on equilibrium rates of return and term premiaFull Text via DOI: 10.1016/j.jedc.2006.03.001 Web of Science: 000244552400007
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2007Stock returns, dividend yield, and book-to-market ratioFull Text via DOI: 10.1016/j.jbankfin.2006.07.012
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2006Persistence of volatility in futures marketsFull Text via DOI: 10.1002/fut.20210 Web of Science: 000237212900003
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2006The dynamic relation between returns and idiosyncratic volatilityFull Text via DOI: 10.1111/j.1755-053X.2006.tb00141.x
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2005Bond Option Valuation for Non-Markovian Interest Rate ProcessesFull Text via DOI: 10.1111/j.1540-6288.2005.00122.x Web of Science: 000210686300005
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2005Do investors' perceptions vary with types of nonaudit fees? Evidence from auditor ratification votingFull Text via DOI: 10.2308/aud.2005.24.2.9 Web of Science: 000234632400001
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2005State of Florida hurricane loss projection model: Atmospheric science componentFull Text via DOI: 10.1016/j.jweia.2005.05.008 Web of Science: 000232861800004
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2004Hurricane damage prediction model for residential structuresFull Text via DOI: 10.1061/(ASCE)0733-9445(2004)130:11(1685) Web of Science: 000225007100006
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2004Measures of organizational effectiveness: private and public sector performanceFull Text via DOI: 10.1016/j.omega.2003.11.002 Web of Science: 000221140600004
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2004A Web-based distributed system for hurricane occurrence projectionFull Text via DOI: 10.1002/spe.580 Web of Science: 000221206600002
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2004On the relationship between the conditional mean and volatility of stock returns: A latent VAR approachFull Text via DOI: 10.1016/j.jfineco.2002.06.001 Web of Science: 000221210300001
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2004Success and failure - in Web-based financial servicesFull Text via DOI: 10.1145/986213.986233 Web of Science: 000221068100012
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2004Nonlinear effects of exchange rate volatility on the volume of bilateral exportsFull Text via DOI: 10.1002/jae.725
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2003Nonlinear impact of inflation on relative price variabilityFull Text via DOI: 10.1016/s0165-1765(02)00302-6
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2003Media perceptions and their impact on Web site qualityFull Text via DOI: 10.1108/02652320310457794
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2002Exchange rate effects on the volume and variability of trade flowsFull Text via DOI: 10.1016/s0261-5606(02)00003-7
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2001Hedge fund performance and manager skillFull Text via DOI: 10.1002/fut.2102 Web of Science: 000170954300002
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2001Exchange rate uncertainty and firm profitabilityFull Text via DOI: 10.1016/s0164-0704(01)00178-1
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2001Hedge fund and commodity fund investments in bull and bear marketsFull Text via DOI: 10.3905/jpm.2001.319817 Web of Science: 000170258200011
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2001Estimation of global systematic risk for securities listed in multiple marketsFull Text via DOI: 10.1080/13518470121761
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2000Uncertainty Resolution and Strategic Trade Policy in Oligopolistic IndustriesFull Text via DOI: 10.1111/1467-9396.00223
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2000Organizational effectiveness indicators to support service qualityFull Text via DOI: 10.1108/09604520010307030
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1999Persistence in International Inflation RatesFull Text via DOI: 10.1002/j.2325-8012.1999.tb00207.x
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1999Bond immunization for affine term structuresFull Text via DOI: 10.1111/j.1540-6288.1999.tb00458.x
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1998A minimax risk strategy for portfolio immunizationFull Text via DOI: 10.1016/S0167-6687(98)00028-6 Web of Science: 000088110000005
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1998Will a risk-averse decision maker ever really prefer an unfair gamble? Sometimes, he willFull Text via DOI: 10.1111/j.1540-5915.1998.tb01588.x Web of Science: 000076188700011
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1997Correction constants for present values of seasonal cash flowsFull Text via DOI: 10.1111/j.1540-5915.1997.tb01309.x Web of Science: A1997YB48200010
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1997Predicting spot exchange rates in a nonlinear estimation framework using futures pricesFull Text via DOI: 10.1002/(SICI)1096-9934(199712)17:8<935::AID-FUT5>3.0.CO;2-M Web of Science: A1997YH39600005
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1997Is bond convexity a free lunch? Immunization does not imply risk-free arbitrage profits.Full Text via DOI: 10.3905/jpm.1997.113 Web of Science: A1997YD22600014
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1997Portfolio selection and skewness: Evidence from international stock marketsFull Text via DOI: 10.1016/S0378-4266(96)00032-5 Web of Science: A1997WK29600002
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1996Immunization using principal component analysis - An immunization strategy based upon historical term structure shifts.Full Text via DOI: 10.3905/jpm.1996.409574 Web of Science: 000169017500011
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1996Why a decision maker may prefer a seemingly unfair gambleFull Text via DOI: 10.1111/j.1540-5915.1996.tb00852.x Web of Science: A1996VE06100004
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1996Marginal risk aversion and preferences in a betting marketFull Text via DOI: 10.1080/000368496328740
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1995Return to shareholders of US targeted companies acquired by foreign corporationsFull Text via DOI: 10.1080/758536877
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1995The 100-year Japanese residential mortgage: An examinationFull Text via DOI: 10.1016/1061-9518(95)90004-7
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1994OPTIMAL PRICING STRATEGY IN MARKETING-RESEARCH CONSULTINGFull Text via DOI: 10.2307/2527064 Web of Science: A1994NK31000012
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1994A tax‐based motive for the underpricing of initial public offeringsFull Text via DOI: 10.1002/mde.4090150603
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1994PROJECT HOLDING‐PERIOD RATE OF RETURN AND THE MIRRFull Text via DOI: 10.1111/j.1468-5957.1994.tb00340.x
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1993ARBITRAGE PRICING THEORY AND THE INVESTMENT HORIZONFull Text via DOI: 10.1111/j.1468-5957.1993.tb00248.x
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1992INFORMATION ACQUISITION AS BUSINESS STRATEGYFull Text via DOI: 10.2307/1059841 Web of Science: A1992GY69200015
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1992Personal Taxes and the underpricing of initial public offeringsFull Text via DOI: 10.1002/mde.4090130402
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1989ALGORITHM AS-250 - TESTS OF THE EQUALITY OF DISPERSION MATRICESFull Text via DOI: 10.2307/2347753 Web of Science: A1989AP22400014
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1987Optimum Depletion of Oil Resources in a Developing CountryFull Text via DOI: 10.5547/issn0195-6574-ej-vol8-no3-2
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1987INTERTEMPORAL CHANGE AND FORECAST ADJUSTMENT IN BETAFull Text via DOI: 10.1111/j.1540-6288.1987.tb01231.x
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1987OPTIMAL REPAYMENT POLICIES FOR MULTIPLE LOANSFull Text via DOI: 10.1016/0305-0483(87)90020-X Web of Science: A1987J483400007
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1986Corporate Bankruptcy Prediction and the Impact of LeasesFull Text via DOI: 10.1111/j.1468-5957.1986.tb00519.x
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1978The residential demand for electricity: A variant parameters approachFull Text via DOI: 10.1080/758535196
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Book
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2008Size and advisory role of corporate boards. Ed. 9.Full Text via DOI: 10.1016/S1569-3767(08)09008-0
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Book Chapter
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2021Are Estimates of Target Capital Structures Meaningful? Evidence from International Data. 55-113.Full Text via DOI: 10.9734/bpi/niebm/v3/1647a
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2021Coronavirus Pandemic and its Economic and Human Capital Costs in US States. 1-42.Full Text via DOI: 10.9734/bpi/niebm/v3/15040d
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2021
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2021Transnationalism to further transform TESOL education. 209-224.Web of Science: 000721715700013
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2016Offshore banking centres: Prospects and issues. 313-338.Full Text via DOI: 10.1007/978-1-349-23161-4
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2007Patent protection and global schumpeterian growth. 105-129.Full Text via DOI: 10.4324/9780203932926
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2005Immunizing currency risk in international trade and finance: The development of a Sdr futures market. 220-233.Full Text via DOI: 10.4324/9780203978559-22
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1995Current Assets Policies of European Corporations: A Critical Examination. 105-117.Full Text via DOI: 10.1007/978-3-322-90985-5_8
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1995The Dynamics and Competitiveness of European-Asian Trade Flows. 151-161.Full Text via DOI: 10.1007/978-3-322-90983-1_12
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1994Offshore Banking Centres: Prospects and Issues. 313-338.Full Text via DOI: 10.1007/978-1-349-23161-4_21
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Conference
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2017Few Mode Ring-Core Fibre Amplifier for Low Differential Modal Gain. 1-3.Full Text via DOI: 10.1109/ecoc.2017.8345893
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2016A Scalable and Automatic Validation Process for Florida Public Hurricane Loss Model. 324-331.Full Text via DOI: 10.1109/IRI.2016.50 Web of Science: 000391397100041
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2016Domain Knowledge Assisted Data Processing for Florida Public Hurricane Loss Model. 441-447.Full Text via DOI: 10.1109/IRI.2016.65 Web of Science: 000391397100056
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2015Integrated Execution Framework for Catastrophe Modeling. 201-207.Web of Science: 000380479200037
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2014A Web-Based Task-Tracking Collaboration System for the Florida Public Hurricane Loss Model. 304-311.Full Text via DOI: 10.4108/icst.collaboratecom.2014.257662 Web of Science: 000380476700033
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2013Development and calibration of a currency trading strategy using global optimization. 353-371.Full Text via DOI: 10.1007/s10898-012-9879-2 Web of Science: 000320117100011
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2013Efficiently integrating MapReduce-based computing into a Hurricane Loss Projection model. 402-407.Full Text via DOI: 10.1109/IRI.2013.6642499
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2012Management of hurricane risk in Florida. 2961-2968.Web of Science: 000392426504060
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2011Assessment of hurricane risk and estimates of insured losses using catastrophe modeling. 1645-1648.Web of Science: 000392245603017
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2010BERTOS MANUFACTURING CORPORATION: EVALUATING MARKETS TO INVEST ABROAD. 907-911.Web of Science: 000299120600060
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2010Credit Rating Changes and CEO Incentives. 350-373.Web of Science: 000284815000060
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2010Commercial-residential buildings vulnerability in the Florida Public Hurricane Loss Model. 1140-1149.Full Text via DOI: 10.1061/41130(369)104
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2008Impact of the 2004 hurricane season on the florida public hurricane loss modelFull Text via DOI: 10.1061/41016(314)250
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2006Validation of a probabilistic model for hurricane insurance loss projections in Florida. 1377-+.Web of Science: 000241891401070
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2005Second generation wavelet transforms of yield curve shifts. 895-898.Web of Science: 000233670801083
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2004A reliable web-based system for hurricane analysis and simulation. 5215-5220.Web of Science: 000226863300878
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2003Information reuse and system integration in the development of a hurricane simulation system. 535-542.Full Text via DOI: 10.1109/IRI.2003.1251462 Web of Science: 000189158700074
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2003A three-tier system architecture design and development for hurricane occurrence simulation. 113-117.Full Text via DOI: 10.1109/ITRE.2003.1270584 Web of Science: 000189045900024
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Letter
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2013"Do Finance Professors Invest Like Everyone Else?": Author Response. 16-17.Web of Science: 000317375500005
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Note
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Other Scholarly Work
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2022Guest editorial: Historical perspectives on corporate governance debate and introduction to the special issue on corporate governance and sustainability. 1117-1122.Full Text via DOI: 10.1108/MF-05-2022-0237 Web of Science: 000817223100001
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2020Guest editorial. 709-713.Full Text via DOI: 10.1108/MF-06-2020-641 Web of Science: 000567557200001
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2017Spicing Up a Portfolio with Commodity Futures: Still a Good Recipe?. 8-23.Full Text via DOI: 10.3905/jai.2017.19.4.008 Web of Science: 000412644500002
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Preprint
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2021Hot Potatoes: Underpricing of Stocks following Extreme Negative ReturnsFull Text via DOI: 10.2139/ssrn.3760190
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2021Short Selling Bans and Limits to Regulatory Arbitrage in a Multi-Market SettingFull Text via DOI: 10.2139/ssrn.3787249
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2020The Impact of COVID-19 Pandemic on Bank Lending Around the WorldFull Text via DOI: 10.2139/ssrn.3712668
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2020Financial Crises, Institutional Environment, and Corporate LeverageFull Text via DOI: 10.2139/ssrn.3551666
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2020How to Talk When a Machine is Listening: Corporate Disclosure in the Age of AiFull Text via DOI: 10.2139/ssrn.3714442
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2020Institutional Trading around Repurchase Announcements: An Uphill BattleFull Text via DOI: 10.2139/ssrn.3546249
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2020Mutual Fund Herding and Return Comovement in Chinese EquitiesFull Text via DOI: 10.2139/ssrn.3684148
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2020The Determinants of IPO Withdrawals: Evidence From SPACsFull Text via DOI: 10.2139/ssrn.3538671
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2020Trading Volume Shares and Market Quality in a Zero Commission WorldFull Text via DOI: 10.2139/ssrn.3741470
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2020What Matters More in Board Independence? Form or Substance?Full Text via DOI: 10.2139/ssrn.3678355
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2019An Analysis of Short Positions with Fundamentals to Predict ReturnsFull Text via DOI: 10.2139/ssrn.3470512
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2019From Currency Volatilities to Global Equity CorrelationsFull Text via DOI: 10.2139/ssrn.3355787
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2019The Effect of Credit Rating Downgrades and Customer-supplier RelationshipsFull Text via DOI: 10.2139/ssrn.3452275
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2019The Relationship between Psychopathy and Financial Risk and Time PreferencesFull Text via DOI: 10.2139/ssrn.3355774
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2018Capital Structure Targeting: Some New International EvidenceFull Text via DOI: 10.2139/ssrn.3183327
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2018Heterogeneous Beliefs and Return Volatility Around Seasoned Equity OfferingsFull Text via DOI: 10.2139/ssrn.2924041
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2018Institutional Trading Around Repurchase Announcements: An Uphill BattleFull Text via DOI: 10.2139/ssrn.3201640
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2018Institutional Trading, Investor Sentiment and Lottery-Like Stock PreferencesFull Text via DOI: 10.2139/ssrn.3128588
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2017Do Insiders Cluster Trades with Colleagues? Evidence from Daily Insider TradingFull Text via DOI: 10.2139/ssrn.2781761
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2017Global Leverage Adjustments, Uncertainty, and Country Institutional StrengthFull Text via DOI: 10.2139/ssrn.2934915
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2017Hedge Fund vs. Non-Hedge Fund Institutional Demand and the Book-to-Market EffectFull Text via DOI: 10.2139/ssrn.2864800
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2016A New Take on the Relationship between Interest rates and Credit SpreadsFull Text via DOI: 10.2139/ssrn.3355722
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2016The Performance of Institutional Investor Trades Across the Supply ChainFull Text via DOI: 10.2139/ssrn.2757735
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2014Information, Investment Adjustment, and the Cost of CapitalFull Text via DOI: 10.2139/ssrn.2417816
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2014Managerial Power and CEO Compensation in Financially Distressed FirmsFull Text via DOI: 10.2139/ssrn.2482564
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2014Upside Potential of Hedge Funds as a Predictor of Future PerformanceFull Text via DOI: 10.2139/ssrn.2661752
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2013Capital Structure, Equity Mispricing, and Stock RepurchasesFull Text via DOI: 10.2139/ssrn.2305271
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2012Credit Spreads and Regime Shifts: Evidence from the 2008 Financial CrisisFull Text via DOI: 10.2139/ssrn.2154753
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2012Cross-Sectional PEG Ratios, Market Equity Premium, and Macroeconomic ActivityFull Text via DOI: 10.2139/ssrn.2137295
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2012Cross-Sectional Peg Ratios, Market Equity Premium, and Macroeconomic ActivityFull Text via DOI: 10.2139/ssrn.2020874
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2012Determinants of Spot and Futures Returns for Three Emerging Market CurrenciesFull Text via DOI: 10.2139/ssrn.2153178
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2012Emerging Market Exposures and the Predictability of Hedge Fund ReturnsFull Text via DOI: 10.2139/ssrn.2037039
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2012Equity Ownership in IPO Issuers by Brokerage Firms and Analyst Research CoverageFull Text via DOI: 10.2139/ssrn.1107634
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2012Governance, Liquidity and Adverse Selection in Asset PricingFull Text via DOI: 10.2139/ssrn.2022029
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2012Intraday Bid-Ask Spread Behavior in Volatility Futures MarketsFull Text via DOI: 10.2139/ssrn.1926058
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2012Sell-Side Financial Analysts and the CFA Designation ProgramFull Text via DOI: 10.2139/ssrn.2137312
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2011Liquidity and Market Depth in US Electronic Futures MarketsFull Text via DOI: 10.2139/ssrn.1928748
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2011Systematic Risk and the Cross-Section of Hedge Fund ReturnsFull Text via DOI: 10.2139/ssrn.1993284
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2011The Dual Role of (Private) Information and its Effect on Value PremiumFull Text via DOI: 10.2139/ssrn.1787016
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2010Do Hedge Funds’ Exposures to Risk Factors Predict Their Future Returns?Full Text via DOI: 10.2139/ssrn.1553911
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2009Do Decomposed Financial Ratios Predict Stock Returns and Fundamentals Better?Full Text via DOI: 10.2139/ssrn.1535585
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2009The Determinants and Performance Impact of Outside Board LeadershipFull Text via DOI: 10.2139/ssrn.1361255
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2009Two Accrual Anomalies: A Dichotomy of Accrual-Return RelationsFull Text via DOI: 10.2139/ssrn.1343895
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2008A Behavioral Explanation for the Negative Asymmetric Return-Volatility RelationFull Text via DOI: 10.2139/ssrn.3362617
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2008Earnings Management: Consequences for Information Asymmetry and Market LiquidityFull Text via DOI: 10.2139/ssrn.1254382
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2008Institutional Determinants of Capital Structure Adjustment SpeedsFull Text via DOI: 10.2139/ssrn.1364273
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2008Not So Lucky Any More: CEO Compensation in Financially Distressed FirmsFull Text via DOI: 10.2139/ssrn.1108135
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2008Not so Lucky Any More: CEO Compensation in Financially Distressed FirmsFull Text via DOI: 10.2139/ssrn.1309099
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2008Stock Market Information Production and Executive IncentivesFull Text via DOI: 10.2139/ssrn.687109
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2006Intrinsic Bubbles and Fat Tails in Stock Prices: A NoteFull Text via DOI: 10.2139/ssrn.3361214
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2006Predicting Stock Market Returns with Aggregate Discretionary AccrualsFull Text via DOI: 10.2139/ssrn.890685
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2005Asset Pricing with Incomplete Information Under Stable ShocksFull Text via DOI: 10.2139/ssrn.682446
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2005Asset Pricing with Incomplete Information Under Stable ShocksFull Text via DOI: 10.2139/ssrn.839926
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2005Equity Issues and Aggregate Market Returns Under Information AsymmetryFull Text via DOI: 10.2139/ssrn.890945
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2004Debt and Equity Valuation of it Companies: A Real Option ApproachFull Text via DOI: 10.2139/ssrn.627064
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2004On the Dynamic Relation between Returns and Idiosyncratic VolatilityFull Text via DOI: 10.2139/ssrn.642125
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2004The Broom Theory: A Perspective on Global Equity MarketsFull Text via DOI: 10.2139/ssrn.498523
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2004The Impact of Fat Tails on Equilibrium Rates of Return and Term PremiaFull Text via DOI: 10.2139/ssrn.627067
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2004The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial FirmsFull Text via DOI: 10.2139/ssrn.555952
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2001Hedge Funds and Commodity Fund Investments in Bull and Bear MarketsFull Text via DOI: 10.2139/ssrn.281522
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Review
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2021Order Routing Decisions for a Fragmented Market: A ReviewFull Text via DOI: 10.3390/jrfm14110556 Web of Science: 000724742700001
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2021Sell-side analyst recommendation revisions and hedge fund trading before and after regulation fair disclosure. 563-590.Full Text via DOI: 10.1111/fire.12273 Web of Science: 000656993700001
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2020Cryptocurrency, a successful application of blockchain technology. 715-733.Full Text via DOI: 10.1108/MF-09-2018-0451 Web of Science: 000567557200002
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2020ICOs, the next generation of IPOs. 761-783.Full Text via DOI: 10.1108/MF-10-2018-0472 Web of Science: 000567557200005
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2017Electronic finance - recent developments. 614-626.Full Text via DOI: 10.1108/MF-02-2017-0028 Web of Science: 000402937700006
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2012Foreign direct investment options: Bertos manufacturing corporation. 92-102.Full Text via DOI: 10.1504/WREMSD.2012.044489
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2008Growth of e-financial services Introduction to the special issue. 361-364.Full Text via DOI: 10.1108/03074350810872769 Web of Science: 000210875600001
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