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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 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.
D. Berger and Turtle, H. J., Emerging Market Contagion, Midwest Finance Association. Chicago, 2009.
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 and Pukthuanthong, K., Market fragility and international market crashes, Journal of Financial Economics, vol. 105, no. 3, pp. 565-580, 2012.
D. Berger, Yang, J., and Pukthuanthong, K., International Diversification with Frontier Markets, Financial Management Association. New York, New York, 2010.
D. Berger, Cao, X., and Pukthuanthong, K., Earnings conference calls and institutional monitoring: Evidence from textual analysis, Journal of Financial Research.
D. Berger, Testing the CAPM across observed and fundamental returns, Applied Financial Economics, vol. 21, no. 9, pp. 625-636, 2011.
D. Berger, Financial turbulence and Beta estimation, Applied Financial Economics, vol. 23, pp. 251-263, 2013.
D. Berger, Pukthuanthong, K., and Yang, J., International diversification with frontier markets, NTU Seminar. Taipei, 2010.
D. Berger and Turtle, H. J., Emerging market crises and US equity market returns, Global Finance Journal, vol. 22, no. 1, 2011.
D. Berger, Time variability in market risk aversion, Financial Management Association Doctoral Consortium. 2007.
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, Roll, R., and Pukthuanthong, K., On valuing human capital and relating it to macro variables, Financial Management Association Annual Meeting. Las Vegas, 2016.
T. Bhandari, Iliev, P., and Kalodimos, J., Governance Changes through Shareholder Initiatives: The Case of Proxy Access. 2020.
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, 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 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, Dividen Predicting Using Put-Call Parity, International Review of Economics and Finance, vol. 3, no. 4, pp. 373-392, 1994.
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 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, 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 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 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, 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, 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 and Yang, J., Emerging from Bankruptcy with When-Issued Trading, Financial Management Association annual meeting. Dallas, 2008.
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 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 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 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.
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.
K. - S. Chen and Yang, J., Housing Price Dynamics, Mortgage Credit and Reverse Mortgage Demand: Theory and Empirical Evidence, Real Estate Economics.
J. Chen, Shao, R., and Fan, S., Development of Context-based Indices for Measuring Dynamic and Dualistic Nature of Innovation, Academy of Management Annual Conference. Chicago, IL, 2018.
I. Chira, The Impact of Governance Characteristics on the Stock Price of Cross Listed Companies, Journal of Economics and Finance, 2013.
I. Chira, Bad News and Bank Performance during the 2008 Financial Crisis, Applied Financial Economics, vol. 24, no. 18, pp. 1-12, 2014.
I. Chira and Madura, J., Impact of the Galleon Case on Informed Trading Before Merger Announcements, Journal of Financial Research, vol. 36, no. 3, pp. 325-347, 2013.
I. Chira, Madura, I., and Viale, A., Bank Exposure to Market Fear, Journal of Financial Stability, vol. 9, no. 4, pp. 451-459, 2013.

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