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Terry College of Business

Georgia's flagship business school, founded in 1912

Research Articles

Department of Banking and Finance

Select Publications
2004-2009

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.

Boehmer, E., Nash, R., & Netter, J. (2005). "Bank Privatization in Developing and Developed Countries: Cross-Sectional Evidence on the Impact of Economic and Political Factors." Journal of Banking and Finance, 29: 1981-2013.

Boehmer, E., Nash, R., & Netter, J. (2005). "Bank Privatization in Developing and Developed Countries: Cross-Sectional Evidence on the Impact of Economic and Political Factors." Journal of Banking and Finance, 29: 1981-2013.

Boone, A., & Mulherin, H. (2007). "How are firms sold?" Journal of Finance, 62:847-875.

Boone, A., & Mulherin, H. (2007). "Do termination provisions truncate the takeover bidding process?" Review of Financial Studies, 20: 461-489.

Boone, A., & Mulherin, H. (2008). "Do auctions induce a winner's curse? New evidence from the corporate takeover market?" Journal of Financial Economics, 89: 1-19.

Brown, W., Mulherin, H. & Weidenmier, M. (2008). "Competing with the NYSE." Quarterly Journal of Economics, 123: 1679-1719.

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.

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.

Garlappi, L., Shu T., & Yan, H. (2008). "Default Risk, Shareholder Advantage, and Stock Returns." Review of Financial Studies.

Goldstein, M., Irvine, P., Kandel, E., & Weiner, Z. (2009). "Brokerage commissions and institutional trading patterns." Review of Financial Studies, forthcoming.

Hirschberger, M., Qi, Y., & Steuer, R. E. (2007). "Randomly generating portfolio-selection covariance matrices with specified distributional characteristics." European Journal of Operational Research, 177: 1610-1625.

Irvine, P., Lipson, M., & Puckett, A. (2007). "Tipping." Review of Financial Studies, 20: 741-768.

Irvine, P., & Pontiff, J. (Forthcoming). "Idiosyncratic return volatility, cash flows and product market competition." Review of Financial Studies.

Irvine, P., (2004). "Analysts' forecasts and brokerage-firm trading." The Accounting Review79: 125-149.

Kau, J., Linck, J. & Rubin, P. (2008). "Do managers listen to the market?" Journal of Corporate Finance, 14: 347-362.

Linck, J., Lopez, T., & Rees, L. (2007). "The valuation consequences of voluntary accounting changes." Review of Quantitative Finance and Accounting, 28: 327-352.

Linck, J., Netter, J., & Yang, T. (2009). "Effects and unintended consequences of the Sarbanes-Oxley Act on corporate boards." Review of Financial Studies.

Linck, J., Netter, J., & Yang, T. (2008). "The Determinants of Board Structure." Journal of Financial Economics, 87: 308-328.

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., & Wolf, J. (2006). "The evolution of shareholder voting for executive compensation schemes." Journal of Corporate Finance, 12: 715-737.

Officer, M., Poulsen, A., & Stegemoller, M. (2009). "Target-firm information asymmetry and acquirer returns." Review of Finance, 13: 467-493.

Poulsen, A. & Stegemoller, M. (2008). "Moving from private to public ownership: Selling out to public firms vs. initial public offerings." Financial Management.

Steuer, R. E. & Piercy, C. A. (2005). "A regression model for the number of efficient extreme points in multiple objective linear programming." European Journal of Operational Research, 162: 484-496.

Steuer, R., Qi., Y. & Hirschberger, M. (2007). "Suitable-portfolio investors, nondominated frontier sensitivity, and the effect on standard portfolio selection." Annals of Operations Research.

Stivers, C. & Sun, L. (2009). "The other January effect: International, style, and subperiod evidence." Journal of Financial Markets.

Stivers, C. & Sun, L. (2009) "Cross-sectional return dispersion and time-variation in value and momentum premia." Journal of Financial and Quantitative Analysis, forthcoming.

Wallenius, J., Dyer, J. S., Fishburn, P. C., Steuer, R. E., Zionts, S. & Deb, K. (2008). "Multiple criteria decision making, multiattribute utility analysis: Recent accomplishments and what lies ahead." Management Science, 54: 1336-1349.

Wu, J., Zhang, L., & Zhang, X.F. (2009). "The q-theory approach to understanding the accrual anomaly." Journal of Accounting Research, forthcoming.

Associate Dean

Daniel Feldman
Associate Dean for Research and International Programs
Terry College of Business
339 Brooks Hall
Athens, GA 30602-6259
706-542-9387
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Page Updated on Thursday, October 15, 2009