Selected Publications

  • Henry, Tyler, Kisgen, Darren, Wu, Juan (Julie), . “Equity Short Selling and Bond Rating Downgrades”. Journal Of Financial Intermediation.
  • Liu, Tingting, Wu, Juan (Julie), . “Merger Arbitrage Short Selling and Price Pressure”. Journal Of Corporate Finance, 27: 36–45.
  • Clinton, Sarah, White, Joshua, Woidtke, Tracie, . “Differences in the information environment prior to seasoned equity offerings under relaxed disclosure regulation”. Journal of Accounting And Economics, 58(1): 59–78.
  • Barinov, Alexander, . “Analyst Disagreement and Aggregate Volatility Risk”. Journal Of Financial & Quantitative Analysis, 48(6): 1877–1900.
  • Linck, J. S., Netter, J. M., Shu, Tao, . “Can Managers Use Discretionary Accruals to Ease Financial Constraints? Evidence from Discretionary Accruals Prior to Investment”. Accounting Review, 88: 2117–2143.
  • Boehmer, E., Wu, J., . “Short selling and the price discovery process”. Review of Financial Studies, 26: 287–322.
  • Hirschberger, M., Steuer, R. E., Utz, S., Wimmer, M., Qi, Y., . “Computing the Nondominated Surface in Tri-Criterion Portfolio Selection”. Operations Research, 61 (1): 169–183.
  • Steuer, R. E., Wimmer, M., Hirschberger, M., . “Overviewing the Transition of Markowitz Bi-criterion Portfolio Selection to Tri-criterion Portfolio Selection”. Journal of Business Economics, 83 (1): 61–85.
  • Barinov, Alexander, . “Aggregate Volatility Risk: Explaining the Small Growth Anomaly and the New Issues Puzzle”. Journal of Corporate Finance, 18 (4): 763–781.
  • He, Jie, Qian, Jun, Strahan, Philip, . “Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-Backed Securities”. Journal of Finance, 67: 2097–2137.
  • Ammer, John, Holland, Sara, Smith, David, Warnock, Frank, . “U.S. International Equity Investment”. Journal of Accounting Research, 50 (5).
  • Buchanan, B., Netter, J. M., Poulsen, A. B., Yang, T., . “Shareholder Proposal Rules and Practice: Evidence From a Comparison of the US and the UK”. American Business Law Journal.
  • Linck, J. S., Netter, J. M., Wintoki, J., . “Endogeneity and the Dynamics of Internal Corporate Governance”. Journal of Financial Economics.
  • Paye, Bradley S., . “‘Deja vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables”. Journal of Financial Economics, 106: 527–546.
  • Shu, Tao, Sulaeman, Johan, Yeung, P. Eric, . “Local Religious Beliefs and Mutual Fund Risk-Taking Behaviors”. Management Science, 58: 1779–1796.
  • Shu, Tao, Griffin, John, Topaloglu, Selim, . “Examining the Dark Side of Financial Markets: Do Institutions Trade on Information from Investment Bank Connections?”. Review of Financial Studies, 25: 2155–2188.
  • Cohn, Jonathan B., Gillan, Stuart L., Hartzell, Jay C.. “On Enhancing Shareholder Control: A (Dodd-) Frank Assessment of Proxy Access.”. --.

Forthcoming

  • Barinov, Alexander, Wu, Juan (Julie), (forthcoming). “High short interest effect and aggregate volatility risk”. Journal Of Financial Markets.
  • White, Joshua, Woidtke, Tracie, Black, Harold, Schweitzer, Robert, (forthcoming). “Appointments of academic directors”. Journal of Corporate Finance.
  • Barinov, Alexander, (forthcoming). “Turnover: Liquidity or Uncertainty?”. Management Science.
  • He, Jie, Tian, Xuan, (forthcoming). “The Dark Side of Analyst Coverage: The Case of Innovation”. Journal of Financial Economics.
  • Qi, Y., Wu, F., Peng, X., Steuer, R. E., (forthcoming). “Chinese Corporate Social Responsibility by Multiple Objective Portfolio Selection and Genetic Algorithms”. Journal of Multi-Criteria Decision Analysis.
  • Cohen, Lee, Cornett, Marcia, Marcus, Alan, Tehranian, Hassan, (forthcoming). “Bank Earnings Management and Tail Risk during the Financial Crisis”. Journal of Money, Credit and Banking.
  • Shu, Tao, (forthcoming). “Institutional Investor Participation and Stock Market Anomalies”. Journal of Business Finance and Accounting.
  • Gillan, Stuart L., Panasian, Christine A., (forthcoming). “On lawsuits, corporate governance, and directors’ and officers’ liability insurance”. Journal of Risk and Insurance.