Publications

Updated 4/13/10

2009 & Forthcoming

Ang, James, Ansley Chua, and Danling Jiang, forthcoming, “Is A Better than B? How Affect Influences the Marketing and Pricing of Financial Securities,” Financial Analysts Journal.

Ang, James and Elli Kraizberg, forthcoming, “Protecting the interests of the Citizens during a transition period in developing countries: Problems and solutions,” Open Business Journal.

Ang, James and Nathan Mauck, 2010, Fire sale: Myth or reality?” Journal of Banking and Finance.

Ang, James, Tom Arnold, C. Mitchell Conover and Carol Lancaster, 2010, “Flexible Payout Policy in a Mature Industry: An empirical examination of Crown Cork and Seal,” Journal of Applied Finance.

Ang, James and David Weaver, 2010, “Essentials of Corporate Arbitrage,” Journal of Applied Corporate Finance.

Ang, James and Tsong yue Lai, February 2009, “Alternative Formulas to Compute Implied Standard Deviation,” Review of Pacific Basin Financial Markets and Policies, Vol. 8, No. 2.

Autore, Don and Tunde Kovacs, January 2010, “Equity issues and temporal variation in information asymmetry,” Journal of Banking and Finance, 34, pp. 12-23.

Kovacs, Tunde, Vivek Sharma and Don Autore, February 2009, “Do analyst recommendations reflect shareholder rights?” Journal of Banking & Finance, Vol. 33, pp. 193-202.

Billingsley, Randall, Meir Schneller and Don Autore, February 2009, “Information uncertainty and auditor reputation,” Journal of Banking & Finance, Vol. 33, pp. 183-192.

Herring, J. and P. Coats, forthcoming, “Portfolio & Resource Management vs. Consumption – Longitudinal Trends in Dissaving Among the Oldest Old: A Decade of Evidence,” Journal of Aging & Social Policy.

Herring, J. and P. Coats, forthcoming, “Socioeconomic Cofactors Predicting the Migration of Elderly Populations: A Secondary Analysis Using the AHEAD and HRS Databases,” Journal of Aging & Social Policy.

Colak, Gonul, forthcoming, “Diversification, Refocusing, and Firm Value,” European Financial Management.

Doran, J. and C. Wright, forthcoming, “What Really Matters in Buying and Selling Stocks,” Journal of Financial Education.

Doran, J., A. Fodor and K. Krieger, forthcoming, “Option Market Efficiency and Analyst Recommendations,” Journal of Business, Finance and Accounting.

Doran, James S., Jim Carson and Randy Dumm, forthcoming, “Market Discipline in the Individual Annuity Market,” Risk Management and Insurance Review.

Doran, J. and K. Krieger, January/February 2010, “Implications for Asset Returns in the Implied Volatility Skew,” Financial Analyst Journal, Vol. 66, No. 1.

Doran, J. and A. Fodor, Fall 2009, “Firm Specific Option Risk and Implications for Asset Pricing,” Journal of Risk, Vol. 12, pp. 17-52.

Doran, James S., Ehud Ronn, and Rob Goldberg, Second Quarter 2009, “A Simple Model for Time-Varying Expected Returns on the S&P 500 Index,” Journal of Investment Management, Vol. 7, pp.47-72.

Carbo, S., J. Linares, F. Rodreguez and D. Humphrey, forthcoming, "A Cost-Benefit Analysis of a Two-Sided Card Market", Moneda y Credito.

Bolt, W. and D. Humphrey, forthcoming, “Bank Competition Efficiency in Europe: A Frontier Approach,” Journal of Banking and Finance.

McAndrews, J. and D. Humphrey, December 2009, "Payment Systems," Oxford Handbook of Banking reference volume, edited by A. Berger, P. Molyneux, and J. Wilson.

Bolt, W. and D. Humphrey, December 2009, “Payment Scale Economies from Individual Bank Data,” Economics Letters, 105.

Carbo, S. J. Fernandez de Guevara, J. Maudos and D. Humphrey, Summer 2009, "Estimating the Intensity of Price and Non-Price Competition in Banking," Banks and Banks Systems, 4, pp. 4-19.

Carbo, S., J. Maudos, P. Molyneux and D. Humphrey, February 2009, "Cross-Country Comparisons of Competition and Pricing Power in European Banking", Journal of International Money and Finance, pp. 115-134.

Carbo, S. and D. Humphrey, 2009, "Technological Innovation in Banking: The Shift to ATMs and Implicit Pricing of Network Convenience," Financial Innovation in Retail and Corporate Banking, pp. 89-110.

Hovakimian and Hutton, forthcoming, “Market Feedback and Equity Issuance: Evidence from Repeat Equity Issues,” Journal of Financial and Quantitative Analysis.

Hirshleifer, David and Danling Jiang, forthcoming, “A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns,” Review of Financial Studies.

Arkes, Hal, David Hirshleifer, Danling Jiang and Sonya Lim, forthcoming, “A cross-Cultural Study of Reference Point Adaptation: Evidence from China, Korea, and the US,” Organizational Behavior and Human Decision Processes.

Knill, April, forthcoming, “VC Control: Stimulating or Stunting?” Blackwell’s Companion to Venture Capital, Chapter 20, John Wiley & Sons, Inc.

Knill, April, 2009, “Should venture capitalists put all their eggs in one basket? Diversification versus pure play strategies in venture capital,” Financail Management, 38 (3), pp. 441-486. (Lead Article)

Chuang, Alex, and Bong Soo Lee, forthcoming, “The Diverse Roles of Institutional Investors and Financial Analysts in Information Transmission,” Journal of Financial Market.

Lee, Bong Soo, and Suh, Jungwon, forthcoming, “Exchange Rate Changes and the Performance of Multinationals,” European Financial Management.

He, Zhongzhi, Huh, Sahn-Wook, and Lee, Bong Soo, forthcoming, “Dynamic Factors and Asset Pricing,” Journal of Financial and Quantitative Analysis

He, Zhongzhi, Sahn-Wook Huh, and Bong Soo Lee, forthcoming, “Dynamic Factors and Asset Pricing,” Journal of Financial and Quantitative Analysis.

Lee, Bong Soo, forthcoming, “Stock Returns and Inflation Revisited: An Evaluation of the Inflation Illusion Hypothesis.” Journal of Banking and Finance.

Lee, Bong Soo, Li, Wei, and Wang, Steven Shuye, 2010, “The Dynamics of Individual and Institutional Trading on the Shanghai Stock Exchange,” Pacific-Basin Finance Journal, 18:1, pp. 116-137.

Chen, Yenn-Ru, and Lee, Bong Soo, 2010, “A Dynamic Analysis of Executive Stock Options: Determinants and Consequences,” Journal of Corporate Finance, 16, pp. 88-103.

Inci, Ahmet, Bong Soo Lee, and Jungwon Suh, September 2009, “Capital Investment and Earnings: International Evidence,” Corporate Governance: An International Review, 17:5, pp. 526-545.

Jiang, John, and Bong Soo Lee, 2009, “Testing and Estimating the Intertemporal Risk-Return Relation in the Stock Market,” Financial Review, 44, pp. 541-558.

R. Jared DeLisle, James S. Doran and David R. Peterson, forthcoming, “Asymmetric Pricing of Implied Systematic Volatility in the Cross-Section of Expected Returns.” Journal of Futures Markets.

James S. Doran, David R. Peterson, and Colbrin Wright, February 2010, “Confidence, Opinions of Market Efficiency, and Investment Behavior of Finance Professors,” Journal of Financial Markets, Vol. 13, No. 1, pp. 174-195.

Kevin Krieger and David R. Peterson, October 2009, “Predicting Stock Splits with the Help of Prior Firm-Specific Experiences,” Journal of Economics and Finance, Vol. 33, No. 4, pp. 410-421.

Don M. Autore, David E. Bray and David R. Peterson, June 2009, “Intended Use of Proceeds and the Long-Run Performance of Seasoned Equity Issuers,” Journal of Corporate Finance, Vol. 15, No. 3, pp. 358-367.