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.