RSFI Academic Publications (Since 2005)
2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005
- Gergana Jostova, Stanislava (Stas) Nikolova, Alexander Philipov and Christof W. Stahel, Momentum in Corporate Bond Returns, 2013, Review of Financial Studies, Forthcoming.
- Giulio Girardi and Tolga Ergun, Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR, 2013, Journal of Banking and Finance, Forthcoming.
- Vladimir Ivanov, Kissan Joseph, and Jide Wintoki, Disentangling the Market Value of Customer Satisfaction: Evidence from Market Reaction to the Unanticipated Component of ACSI Announcements, 2013, International Journal of Research in Marketing, Forthcoming.
- Stephen Lenkey, Activist Arbitrage, Lifeboats, and Closed-End Funds, 2013, Review of Finance, Forthcoming.
- Simona Mola, Raghavendra Rau, and Ajay Khorana, Is There Life after the Complete Loss of Analyst Coverage?, 2013, The Accounting Review, 88, 667-705.
- Simona Mola, Framing the Initiation of Analyst Coverage on IPOs, 2013, Journal of Behavioral Finance, 14, 25-41.
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- Vladimir Atanasov, Vladimir Ivanov, and Kate Litvak, Does Reputation Limit Opportunistic Behavior in the VC Industry? Evidence from Litigation Against VCs, 2012, Journal of Finance, 67, 2215-2246.
- Scott Bauguess, Marie Sushka and Myron Slovin, Recapitalization as a Restructuring Mechanism at Closely Held Firms, 2012, Journal of Banking and Finance 36, 1244-1253.
- Henk Berkman, Paul Koch, Laura Tuttle and Ying Zhang, Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open, 2012, Journal of Financial and Quantitative Analysis 47, 715-741.
- Audra Boone and Vladimir Ivanov, Bankruptcy Spillover Effects on Strategic Alliance Partners, 2012, Journal of Financial Economics 103, 551-569.
- Nicole M. Boyson, Christof W. Stahel, and René M. Stulz, Liquidity Shocks and Hedge Fund Contagion, 2012, The Journal of Investment Management 10, 13-34.
- Stephen J. Brown, Bruce D. Grundy, Craig M. Lewis and Patrick Verwijmeren, Convertibles and Hedge Funds as Distributors of Equity Exposure, 2012, Review of Financial Studies 25, 3077 - 3112.
- Mark J. Flannery, Stanislava (Stas) Nikolova and Özde Öztekin, Leverage Expectations and Bond Credit Spreads, 2012, Journal of Financial and Quantitative Analysis 47, 689-714. [Lead article]
- Kathleen Weiss Hanley and Gerard Hoberg, Litigation Risk, Strategic Disclosure and the Underpricing of Initial Public Offerings, 2012, Journal of Financial Economics 103, 235-254.
- K. Jeremy Ko and Zhijian (James) Huang, Persistence of Beliefs in an Investment Experiment, 2012, Quarterly Journal of Finance 2.
- Yoon-Ho Alex Lee and K. Jeremy Ko, Consumer Mistakes in the Mortgage Market: Choosing Unwisely Versus Not Switching Wisely, 2012, University of Pennsylvania Journal of Business Law 14, 417-462.
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- Barry Eichengreen, Rachita Gullapalli and Ugo Panizza, Capital Account Liberalization, Financial Development and Industry Growth: A Synthetic View, 2011, Journal of International Money and Finance 60, 1090-1106.
- Vladimir Ivanov, C.N.V. Krishnan, Ron Masulis, and Ajai Singh, Venture Capital Reputation, Post-IPO Performance, and Corporate Governance, 2011, Journal of Financial and Quantitative Analysis 46, 1295-1333.
- Craig M. Lewis and Patrick Verwijmeren, Convertible Security Design and Contract Innovation, 2011, Journal of Corporate Finance 17, 809-831.
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- Cindy Alexander, Mark Chen, Duane Seppi, and Chester Spatt, Interim News and the Role of Proxy Voting Advice, 2010, Review of Financial Studies 23, 4496-4540.
- Milan Borkovec and Hans G. Heidle, Building and Evaluating a Transaction Cost Model: A Primer, 2010, Journal of Trading 5, 57-77.
- Steven L. Byers, Using Derivatives to Manage Interest Rate Risk, 2010, in Robert Kolb and James Overdahl, ed. Companion to Financial Derivatives (John Wiley & Sons).
- Nicole M. Boyson, Christof W. Stahel, and René M. Stulz, Hedge Fund Contagion and Liquidity Shocks, 2010, Journal of Finance 65, 1789–1816.
- Nicole M. Boyson and Christof W. Stahel, Liquidity and Hedge Fund Contagion, 2010, in Robert W. Kolb, ed. Financial Contagion: The Viral Threat to the Wealth of Nations, (John Wiley & Sons, Inc).
- Amy Edwards and Kathleen Weiss Hanley, Short Selling in Initial Public Offerings, 2010, Journal of Financial Economics 98, 21-39.
- Kathleen Weiss Hanley and Gerard Hoberg, The Information Content of IPO Prospectuses, 2010, Review of Financial Studies 23, 2821-2864.
- Vladimir Ivanov and Fei Xie, Do Corporate Venture Capitalists Add Value to Startup Firms? Evidence from IPOs and Acquisitions of VC-Backed Companies, 2010, Financial Management, 120-152.
- Woodrow T. Johnson, Do Investors Trade Uniformly through Time?, 2010, Journal of Empirical Finance 17, 645-658.
- Woodrow T. Johnson, Who Incentivizes the Mutual Fund Manager, New or Old Shareholders?, 2010, Journal of Financial Intermediation 19, 143-168. [Lead article]
- Ralph Walkling, Scott Bauguess, Jim Dunigan, Damien Park, Patrick McGurn, and Don Chew, Risk Management, Corporate Governance, and the Search for Long-term Investors, 2010, Journal of Applied Corporate Finance 22, 58-74.
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- Scott Bauguess, Sara Moeller, Frederik Schlingemann, and Chad Zutter, Ownership Structure and Target Returns, 2009, Journal of Corporate Finance 15, 48-65.
- Anchada Charoenrook and Craig M. Lewis, Information and Selective Disclosure, 2009, Financial Management 38, 39-58.
- Amar Gande and Craig M. Lewis, Shareholder Initiated Class Action Lawsuits: Shareholder Wealth Effects and Industry Feedback, 2009, Journal of Financial and Quantitative Analysis 44, 823-850.
- William C. Johnson and Jennifer Marietta-Westberg, The Distribution of IPO Holdings Across Institutional Mutual Funds, 2009, Journal of Business Ethics 90, 119-128.
- William C. Johnson and Jennifer Marietta-Westberg, Universal Banking, Asset Management, and Stock Underwriting, 2009, European Financial Management 15, 703-732.
- K. Jeremy Ko, Leveraged Investor Disclosures and Concentrations of Risk, 2009, Journal of Financial Markets 12, 368-390.
- Simona Mola and Massimo Guidolin, Affiliated Mutual Funds and Analyst Optimism, 2009, Journal of Financial Economics 93, 108-137.
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- Scott Bauguess and Mike Stegemoller, Protective Governance Structure and the Value of Acquisition Activity, 2008, Journal of Corporate Finance 14, 550-566.
- Vladimir Ivanov and Craig M. Lewis, The Determinants of Market-Wide Issue Cycles for Initial Public Offerings, 2008, Journal of Corporate Finance 14, 567-583.
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- Milan Borkovec and Hans G. Heidle, The Magic of Hindsight: Creating a Post-Trade Transaction Cost Estimate Based on Realized Market Conditions, 2007, Journal of Trading 2, 34-49.
- Amy K. Edwards, Lawrence E. Harris, and Michael S. Piwowar, Corporate Bond Market Transaction Costs and Transparency, 2007, Journal of Finance 62, 1421-1451.
- K. Jeremy Ko and Zhijian (James) Huang, Arrogance Can Be a Virtue: Overconfidence, Information Acquisition, and Market Efficiency, 2007, Journal of Financial Economics 84, 529-560.
- Michael Rosen and Harvey Westbrook, Hidden Treasures: Accessing Hidden Liquidity, 2007, in Brian R. Bruce, ed. A Guide to Liquidity (Institutional Investor Journals)
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- Amy K. Edwards, Corporate Bond Market Microstructure and Transparency: the US Experience, 2006, BIS Papers 26.
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- Chris Hogan and Craig M. Lewis, Long-Run Investment Decisions, Operating Performance, and Shareholder Value Creation of Firms Adopting Compensation Plans Based on Economic Profits, 2005, Journal of Financial and Quantitative Analysis 40, 721-746.
- Tim Loughran and Jennifer Marietta-Westberg, Divergence of Opinion Surrounding Extreme Events, 2005, European Financial Management 11, 579-601.
- Tim Loughran and Jennifer Marietta-Westberg, The Timing Ability of Newly Listed NYSE Firms, 1926-1962, 2005, Journal of Behavioral Finance, 6, 44-56.