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J. Becker-Blease, “Stock Liquidity and Investment Opportunities”, Washington State University. Pullman, WA, 2003.
J. Becker-Blease, Elkinawy, S., and Stater, M., “Media Reporting of Executive Resignations: Is There a Gender Difference?”, Journal of Business and Behavioral Sciences, vol. 16, no. 2, pp. 98-113, 2007.
J. Becker-Blease, “Legitimacy and Angel Investment”, The Institute for Small Business & Entrepreneurship. London, England, 2010.
D. Berger, Pukthuanthong, K., and Yang, J., “International diversification with frontier markets”, NTU Seminar. Taipei, 2010.
D. Berger and Pukthuanthong, K., “Fragility, stress, and market returns”, Journal of Banking & Finance, 2016.
D. Berger, “Investor perceptions and volatility within the risk-return tradeoff”, Applied Financial Economics, vol. 20, no. 13, 2010.
D. Berger, “Time variability in market risk aversion”, Financial Management Association Doctoral Consortium. 2007.
D. Berger and Pukthuanthong, K., “Market fragility and international market crashes”, Journal of Financial Economics, vol. 105, no. 3, pp. 565-580, 2012.
D. Berger, Roll, R., and Pukthuanthong, K., “On valuing human capital and relating it to macro variables”, Financial Management Association Annual Meeting. Las Vegas, 2016.
D. Berger, Cao, X., and Pukthuanthong, K., “Earnings conference calls and institutional monitoring: Evidence from textual analysis”, Journal of Financial Research, 2020.
D. Berger, Pukthuanthong, K., and Yang, J., “International diversification with frontier markets”, Journal of Financial Economics, vol. 101, no. 1, pp. 227-242, 2011.
D. Berger, “Time Variability in Market Risk Aversion”, Midwest Finance Association Annual Meeting. 2008.
D. Berger, “Financial turbulence and Beta estimation”, Applied Financial Economics, vol. 23, pp. 251-263, 2013.
D. Berger, “Testing the CAPM across observed and fundamental returns”, Applied Financial Economics, vol. 21, no. 9, pp. 625-636, 2011.
D. Berger and Turtle, H. J., “Emerging Market Contagion”, Midwest Finance Association. Chicago, 2009.
D. Berger, Pukthuanthong, K., and Yang, J., “Is the diversification benefit of frontier markets realizable by mean-variance investors? The evidence of investable funds”, Journal of Portfolio Management, vol. 39, pp. 36-48, 2013.
D. Berger and Turtle, H. J., “Emerging market crises and US equity market returns”, Global Finance Journal, vol. 22, no. 1, 2011.
D. Berger, Yang, J., and Pukthuanthong, K., “International Diversification with Frontier Markets”, Financial Management Association. New York, New York, 2010.
D. Berger and Turtle, H., “Sentiment Bubbles”, Journal of Financial Markets, vol. 23, pp. 59-74, 2015.
D. Berger and Turtle, H. J., “Time variability in market risk aversion”, Journal of Financial Research, vol. 32, no. 3, pp. 285-307, 2009.
D. Berger and Turtle, H. J., “Cross-sectional performance and investor sentiment in a multiple risk factor model”, Journal of Banking & Finance, vol. 36, no. 4, pp. 1107-1121, 2012.
T. Bhandari, Iliev, P., and Kalodimos, J., “Governance Changes through Shareholder Initiatives: The Case of Proxy Access”, Journal of Financial and Quantitative Analysis, 2020.
J. Blouin, Gibbons, B., Wang, C., and Wellman, L., “"Through Thick and Thin: Political Risk and the Interdependencies between MNCs and Host Countries"”, Financial Accounting and Reporting Section Midyear Conference. 2018.
J. Blouin, Gibbons, B., Wang, C., and Wellman, L., “"Through Thick and Thin: Political Risk and the Interdependencies between MNCs and Host Countries"”, University of Chicago, Global Issues in Accounting Conference. 2017.
J. Blouin, Gibbons, B., Wang, C., and Wellman, L., “"Through Thick and Thin: Political Risk and the Interdependencies between MNCs and Host Countries"”, Oxford University, Corporate Political Engagement in Europe and the US. 2018.
S. Bond, Elston, J., Mairesse, J., and Mulkay, B., “Financial Factors and Investment in Belgium, France, Germany, and the United Kingdom: A Comparison Using Company Panel Data”, Review of Economics and Statistics, vol. 85, no. 1, pp. 153-165, 2003.
R. Brooks and Yang, J., “Emerging from bankruptcy with when-issued trading”, Financial Review, vol. 47, pp. 445-467, 2012.
R. Brooks and Su, T., “A Simple Cost Reduction Strategy for Liquidity Traders: Trade at the Opening”, Journal of Financial and Quantitative Analysis, vol. 32, no. 4, pp. 525-540, 1997.
R. Brooks and Moulton, J., “The Interaction between Opening Call Auctions and Ongoing Trade: Evidence from the NYSE and AMEX”, Annual Meeting of the Financial Management Association. Orlando, FL, 1999.
R. Brooks, Patel, A., and Su, T., “How the Equity Market Responds to Unanticipated Events”, Journal of Business, vol. 76, no. 1, pp. 109-133, 2003.
R. Brooks, “Changes in Asymmetric Information at Earnings and Dividend Announcements”, Journal of Business Finance and Accounting, vol. 23, no. 3, pp. 359-378, 1996.
R. Brooks, Mathew, P., and Yang, J., “When-issued trading in the Indian IPO market”, Journal of Financial Markets, vol. 19, pp. 170-196, 2014.
R. Brooks, Park, J., and Su, T., “Large Price Movements and Short-Lived Changes in Spreads, Volume, and Selling Pressure”, Quarterly Review of Economics and Finance, vol. 39, no. 2, pp. 303-316, 1999.
R. Brooks, Angel, J. J., and Mathew, P., “When-Issued Shares, Small Traders and the Variance of Returns around Stock Splits”, Annual Meeting of American Finance Association. New York, NY, 1999.
R. Brooks and Moulton, J., “The Interaction between Opening Call Auctions and Ongoing Trade: Evidence from the NYSE”, Review of Financial Economics, vol. 13, no. 4, pp. 341-356, 2004.
R. Brooks and Masson, J., “Performance of Stoll's Spread Component Estimator: Evidence from Simultaions, Time-Series, and Cross-Sectional Data”, Journal of Financial Research, vol. 29, no. 4, pp. 459-476, 1996.
R. Brooks and Mishra, C., “A Statistical Assessment of Accounting-Based Performance Plans”, World at Work Journal, vol. 9, no. 2, pp. 68-73, 2000.
R. Brooks, “Bid-Ask Spread Components Around Anticipated Announcements”, Journal of Financial Research, vol. 27, no. 3, pp. 375-386, 1994.
R. Brooks and Moulton, J., “The Interaction between Opening Call Auctions and Ongoing Trade: Evidence from the NYSE and AMEX”, Annual Meeting of the Eastern Finance Association. Myrtle Beach, 2000.
R. Brooks and Kim, H., “The Individual Investor and the Weekend Effect: A Reexamination with Intraday Data”, Quarterly Review of Economics and Finance, vol. 37, no. 3, pp. 725-737, 1997.
R. Brooks, Kim, Y. H., and Yang, J., “What makes when-issued trading attractive to financial markets?”, Financial Markets, Institutions and Instruments, vol. 23, no. 5, pp. 245-271, 2014.
R. Brooks, May, D. O., and Mishra, C., “The Performance of Firms Before and After They Adopt Accounting-Based Performance Plans”, Quarterly Review of Economics and Finance, vol. 41, no. 2, pp. 205-222, 2001.
R. Brooks, “Dividen Predicting Using Put-Call Parity”, International Review of Economics and Finance, vol. 3, no. 4, pp. 373-392, 1994.
R. Brooks, “Teaching an Old Dog New Tricks: Using the Dividend Growth Model in Financial Planning Problems”, Annual Meeting of the Midwest Finance Association. St. Louis, 2003.
R. Brooks and Yang, J., “Teaching an Old Dog New Tricks: Using the Dividend Growth Model in Financial Planning”, Journal of Economics and Finance Education, vol. 6, no. 2, pp. 65-73, 2007.
R. Brooks and Johnson, M. F., “CEO Presentations to Financial Analysts: Much Ado About Nothing?”, Financial Practice and Education, vol. 7, no. 2, pp. 19-28, 1997.
R. Brooks and Patel, A., “Information Conveyed by Seasoned Security Offerings: Evidence from Components of the Bid-Ask Spread”, Review of Financial Economics, vol. 9, no. 2, pp. 83-99, 2000.
R. Brooks and Chiou, S. - N., “A Bias in Closing Prices: The Case of the When Issued Anomaly”, Journal of Financial and Quantitative Analysis, vol. 30, no. 3, pp. 441-454, 1995.
R. Brooks and Yang, J., “Emerging from Bankruptcy with When-Issued Trading”, Financial Management Association annual meeting. Dallas, 2008.
C
Y. - K. Chang, Chou, R. K., and Yang, J., “A rare move: the effects of switching from a closing call auction to a continuous trading”, The Journal of Futures Markets, vol. 40, no. 3, pp. 308-328, 2020.

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