The Division of Economic and Risk Analysis maintains a diverse and robust research program. These research activities enhance the Division’s awareness and understanding of significant financial market issues and potential solutions to identified market failures and risks. Staff in the Division develop and implement novel research on a variety of topics germane to the SEC’s mission and publish the results of that research in a wide range of academic and practitioner journals, conference volumes, and scholarly books.

The Securities and Exchange Commission, as a matter of policy, disclaims responsibility for any private publication or statement by any of its employees. The views expressed in these publications are those of the authors and do not necessarily reflect the views of the Commission or of the authors’ colleagues upon the staff of the Commission.

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Seasonal grouping
Date
Publication
Topic(s)
Seasonal grouping:FALL 2012
Date:
Publication:
Stephen J. Brown, Bruce D. Grundy, Craig M. Lewis and Patrick Verwijmeren, 2012, Convertibles and Hedge Funds as Distributors of Equity Exposure, Review of Financial Studies 25: 3077-3112.
Topic(s):
Seasonal grouping:SUMMER 2012
Date:
Publication:
Henk Berkman, Paul Koch, Laura Tuttle and Ying Zhang, 2012, Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open, Journal of Financial and Quantitative Analysis 47: 715-741.
Topic(s):
Seasonal grouping:SUMMER 2012
Date:
Publication:
Mark J. Flannery, Stanislava (Stas) Nikolova and Özde Öztekin, 2012, Leverage Expectations and Bond Credit Spreads, Journal of Financial and Quantitative Analysis 47: 689-714. [Lead article]
Topic(s):
Seasonal grouping:SPRING 2012
Date:
Publication:
Scott Bauguess, Marie Sushka and Myron Slovin, 2012, Large shareholder diversification, corporate risk taking, and the benefits of changing to differential voting rights, Journal of Banking and Finance 36: 1244-1253.
Topic(s):
Seasonal grouping:WINTER 2012
Date:
Publication:

Audra Boone and Vladimir Ivanov, 2012, Bankruptcy Spillover Effects on Strategic Alliance Partners, Journal of Financial Economics 103: 551-569.
Topic(s):
Seasonal grouping:WINTER 2012
Date:
Publication:

K. Jeremy Ko and Zhijian (James) Huang, 2012, Persistence of Beliefs in an Investment Experiment, Quarterly Journal of Finance 2.
Topic(s):Asset Pricing, Behavioral finance, Info and market efficiency
Seasonal grouping:WINTER 2012
Date:
Publication:

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.
Topic(s):
Seasonal grouping:WINTER 2012
Date:
Publication:

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.
Topic(s):Banks, Behavioral finance, Depository Institutions, Government policy and regulation
Seasonal grouping:WINTER 2012
Date:
Publication:
Nicole M. Boyson, Christof W. Stahel, and René M. Stulz, 2012, Liquidity Shocks and Hedge Fund Contagion, The Journal of Investment Management 10: 13-34.
Topic(s):Financial Crises
Seasonal grouping:FALL 2011
Date:
Publication:

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.
Topic(s):
Seasonal grouping:FALL 2011
Date:
Publication:

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.
Topic(s):
Seasonal grouping:SUMMER 2011
Date:
Publication:

Craig M. Lewis and Patrick Verwijmeren, Convertible Security Design and Contract Innovation, 2011, Journal of Corporate Finance 17, 809-831.
Topic(s):
Seasonal grouping:WINTER 2011
Date:
Publication:
Nicole M. Boyson and Christof W. Stahel, 2011, Liquidity and Hedge Fund Contagion, in Robert W. Kolb, ed. Financial Contagion: The Viral Threat to the Wealth of Nations, (John Wiley & Sons, Inc).
Topic(s):Financial Crises
Seasonal grouping:FALL 2010
Date:
Publication:
Cindy Alexander, Mark Chen, Duane Seppi, and Chester Spatt, 2010, Interim News and the Role of Proxy Voting Advice, Review of Financial Studies 23: 4496-4540.
Topic(s):
Seasonal grouping:FALL 2010
Date:
Publication:
Nicole M. Boyson, Christof W. Stahel, and René M. Stulz, 2010, Hedge Fund Contagion and Liquidity Shocks, Journal of Finance 65: 1789–1816.
Topic(s):Financial Crises
Seasonal grouping:FALL 2010
Date:
Publication:
Amy Edwards and Kathleen Weiss Hanley, 2010, Short Selling in Initial Public Offerings, Journal of Financial Economics 98: 21-39.
Topic(s):
Seasonal grouping:FALL 2010
Date:
Publication:

Ralph Walkling, Scott Bauguess, Jim Dunigan, Damien Park, Patrick McGurn, and Don Chew, 2010, Risk Management, Corporate Governance, and the Search for Long-term Investors, Journal of Applied Corporate Finance 22: 58-74.
Topic(s):
Seasonal grouping:SUMMER 2010
Date:
Publication:
Woodrow T. Johnson, 2010, Do Investors Trade Uniformly through Time?, Journal of Empirical Finance 17: 645-658.
Topic(s):
Seasonal grouping:SUMMER 2010
Date:
Publication:
Kathleen Weiss Hanley and Gerard Hoberg, 2010, The Information Content of IPO Prospectuses, Review of Financial Studies 23: 2821-2864.
Topic(s):
Seasonal grouping:SPRING 2010
Date:
Publication:

Milan Borkovec and Hans G. Heidle, 2010, Building and Evaluating a Transaction Cost Model: A Primer, Journal of Trading 5: 57-77.
Topic(s):
Seasonal grouping:SPRING 2010
Date:
Publication:
Vladimir Ivanov and Fei Xie, 2010, Do Corporate Venture Capitalists Add Value to Startup Firms? Evidence from IPOs and Acquisitions of VC-Backed Companies, Financial Management, 120-152.
Topic(s):
Seasonal grouping:SPRING 2010
Date:
Publication:
Woodrow T. Johnson, 2010, Who Incentivizes the Mutual Fund Manager, New or Old Shareholders?, Journal of Financial Intermediation 19: 143-168. [Lead article]
Topic(s):
Seasonal grouping:FALL 2009
Date:
Publication:
William C. Johnson and Jennifer Marietta-Westberg, 2009, The Distribution of IPO Holdings Across Institutional Mutual Funds, Journal of Business Ethics 90: 119-128.
Topic(s):
Seasonal grouping:SUMMER 2009
Date:
Publication:
William C. Johnson and Jennifer Marietta-Westberg, 2009, Universal Banking, Asset Management, and Stock Underwriting, European Financial Management 15: 703-732.
Topic(s):
Seasonal grouping:SUMMER 2009
Date:
Publication:
Amar Gande and Craig M. Lewis, 2009, Shareholder Initiated Class Action Lawsuits: Shareholder Wealth Effects and Industry Feedback, Journal of Financial and Quantitative Analysis 44: 823-850.
Topic(s):
Seasonal grouping:SUMMER 2009
Date:
Publication:
K. Jeremy Ko, 2009, Leveraged Investor Disclosures and Concentrations of Risk, Journal of Financial Markets 12: 368-390.
Topic(s):Disclosure, Financial Reporting, Government policy and regulation, Non-bank financial institutions
Seasonal grouping:SUMMER 2009
Date:
Publication:
Steven L. Byers, 2009, Using Derivatives to Manage Interest Rate Risk in Robert Kolb and James Overdahl, ed. Companion to Financial Derivatives (John Wiley & Sons).
Topic(s):
Seasonal grouping:SUMMER 2009
Date:
Publication:
Simona Mola and Massimo Guidolin, 2009, Affiliated Mutual Funds and Analyst Optimism, Journal of Financial Economics 93: 108-137.
Topic(s):
Seasonal grouping:WINTER 2009
Date:
Publication:
Scott Bauguess, Sara Moeller, Frederik Schlingemann, and Chad Zutter, 2009, Ownership Structure and Target Returns, Journal of Corporate Finance 15: 48-65.
Topic(s):
Seasonal grouping:FALL 2008
Date:
Publication:
Vladimir Ivanov and Craig M. Lewis, 2008, The Determinants of Market-Wide Issue Cycles for Initial Public Offerings, Journal of Corporate Finance 14: 567-583.
Topic(s):
Seasonal grouping:FALL 2008
Date:
Publication:

Scott Bauguess and Mike Stegemoller, 2008, Protective Governance Structure and the Value of Acquisition Activity, Journal of Corporate Finance 14: 550-566.
Topic(s):
Seasonal grouping:FALL 2007
Date:
Publication:

Michael Rosen and Harvey Westbrook, 2007, Hidden Treasures: Accessing Hidden Liquidity, in Brian R. Bruce, ed. A Guide to Liquidity (Institutional Investor Journals)
Topic(s):
Seasonal grouping:SUMMER 2007
Date:
Publication:

Milan Borkovec and Hans G. Heidle, 2007, The Magic of Hindsight: Creating a Post-Trade Transaction Cost Estimate Based on Realized Market Conditions, Journal of Trading 2: 34-49.
Topic(s):
Seasonal grouping:SPRING 2007
Date:
Publication:
Amy K. Edwards, Lawrence E. Harris, and Michael S. Piwowar, 2007, Corporate Bond Market Transaction Costs and Transparency, Journal of Finance 62: 1421-1451.
Topic(s):
Seasonal grouping:SPRING 2007
Date:
Publication:

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.
Topic(s):Asset Pricing, Behavioral finance, Info and market efficiency
Seasonal grouping:WINTER 2006
Date:
Publication:

Amy K. Edwards, Corporate Bond Market Microstructure and Transparency: the US Experience, 2006, BIS Papers 26.
Topic(s):
Seasonal grouping:FALL 2005
Date:
Publication:

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.
Topic(s):
Seasonal grouping:FALL 2005
Date:
Publication:

Tim Loughran and Jennifer Marietta-Westberg, Divergence of Opinion Surrounding Extreme Events, 2005, European Financial Management 11, 579-601.
Topic(s):
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