Research Articles
Banking and Finance
Select Publications
2000-2006
Andersen, T., Bollerslev, T., Diebold, F., & Wu, J. 2005. "A framework for exploring the macroeconomic determinants of systematic risk." American Economic Review, 95: 398-404.
Bates, T., Lemmon, M., & Linck, J. 2006. "Bid negotiation and shareholder welfare in freeze-out deals: Are minority shareholders left out in the cold?" Journal of Financial Economics, 81: 625-647.
Boone, A., & Mulherin, H. Forthcoming. "How are firms sold?" Journal of Finance.
Boone, A., & Mulherin, H. Forthcoming. "Do termination provisions truncate the takeover bidding process?" Review of Financial Studies.
Brickley, J., Linck, J., & Smith, C. 2003. "Boundaries of the firm: Evidence from the banking industry." Journal of Financial Economics, 70: 351-383.
Burns, N., & Kedia, S. 2006. "The impact of performance-based compensation on misreporting." Journal of Financial Economics, 79: 35-67.
Busse, J. & Irvine, P. Forthcoming. "Bayesian alphas and mutual fund persistence." Journal of Finance.
Connolly, R. & Stivers, C. 2003. "Momentum and reversals in equity-index returns during periods of abnormal turnover and return dispersion." Journal of Finance, 58: 1521-1556.
Connolly, R., Stivers, C., & Sun, L. 2005. "Stock market uncertainty and the stock-bond return relation." Journal of Financial and Quantitative Analysis, 40: 161-194.
Decker, C., & Pope, C. 2005. "Adherence to environmental law: The strategic complementarities of compliance decisions." The Quarterly Review of Economics and Finance, 45: 641-661.
Dennis, P., Mayhew, S., & Stivers, C. 2006. "Stock returns, implied volatility innovations, and the asymmetric volatility phenomenon." Journal of Financial and Quantitative Analysis, 41: 381-406.
Ferson,W., Henry, T., & Kisgen, D. 2006. "Evaluating government bond fund performance with stochastic discount factors." Review of Financial Studies, 19: 423-455.
Fuller, K., Netter, J., & Stegemoller, M. 2002. "What do returns to acquiring firms tell us? Evidence from firms that make many acquisitions." Journal of Finance, 57: 1763-1793.
Glabadanidis, P., & Scruggs, J. 2003. "Risk premia and the dynamic covariance between stock and bond returns." Journal of Financial and Quantitative Analysis, 38: 295-316.
Hertzel, M., Lemmon, M., & Linck, J. 2002. "Long-run performance following private placements of equity" Journal of Finance, 57: 2595-2617.
Hirschberger, M., Qi, Y., & Steuer, R. Forthcoming. "Randomly generating portfolio-selection covariance matrices with specified distributional characteristics." European Journal of Operational Research.
Irvine, P., Lipson, M., & Puckett, W. Forthcoming. "Tipping." Review of Financial Studies.
Irvine, P., Nathan, S., & Simko, P. 2004. "Asset management and affiliated analysts' forecasts." Financial Analysts Journal, May/June: 67-78.
Megginson, W., & Netter, J. 2001. "From state to market: A survey of empirical studies on privatization." Journal of Economic Literature, 39: 321-389.
Megginson, W., Nash, R., Netter, J., & Poulsen, A. 2004. "The choice of private versus public capital markets: Evidence from privatizations." Journal of Finance, 59: 2835-2870.
Morgan, A., & Poulsen, A., 2001. "Linking pay to performance: Compensation proposals in the S&P 500." Journal of Financial Economics, 623: 489-523.
Mulherin, H. 2005. "Corporations, collective action, and corporate governance: One size does not fit all." Public Choice, 124: 179-204.
Nardari, F., & Scruggs, J. Forthcoming. "Bayesian analysis of linear factor models with latent factors, multivariate stochastic volatility, and APT pricing restrictions." Journal of Financial and Quantitative Analysis.
Nash, R., Netter, J., and Poulsen, A. 2003. "Determinants of contractual relations between shareholders and bondholders." Journal of Corporate Finance, 9: 201-232.
Netter, J. & Wells, M. 2002. "Article II and the Florida election case: A public choice perspective." University of Maryland Law Review, 61: 711-738.
Scruggs, J. Forthcoming. "Noise trader risk: Evidence from the Siamese twins." Journal of Financial Markets.
Steuer, R., Qi, Y., & Hirschberger, M. 2006. "Portfolio optimization: New capabilities and future methods." Zeitschrift für Betriebswirtschaft, 76: 199-219.
Steuer, R., Qi., Y. & Hirschberger, M. Forthcoming. "Suitable-portfolio investors, nondominated frontier sensitivity, and the effect on standard portfolio selection." Annals of Operations Research.
