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 FMRC Financial Markets Research Center

Publications in 1995


Direct solicitation and large audit firm dominance in the audit market

Paul K. Chaney, Debra C. Jeter and Pamela Erickson Shaw

Auditing: A Journal of Practice & Theory, Vol.14, No.1, Spring 1995.

 

Earnings management and firm valuation under asymmetric information

Paul K. Chaney and Craig M. Lewis

Journal of Corporate Finance, Vol.1, 1995.

 

Market structure and the intraday pattern of bid-ask spreads for NASDAQ securities

K.C. Chan, William G. Christie and Paul H. Schultz

Journal of Business, Vol.68, No.1, 1995.

 

Following the pied piper: Do individual returns herd around the market?

William G. Christie and Roger D. Huang

Financial Analysts Journal, July-August 1995.

 

Did Nasdaq market makers implicitly collude?

William G. Christie and Paul Schultz

Journal of Economic Perspectives, Vol.9, No.3, Summer 1995.

 

Solicitation and auditor reporting decisions

Debra C. Jeter and Pamela Erickson Shaw

The Accounting Review, Vol.70, No.2, April 1995.

 

Overnight and daytime stock-return dynamics on the London Stock Exchange: The impacts of "Big Bang" and the 1987 stock-market crash

Ronald W. Masulis and Victor Ng

Journal of Business & Economic Statistics, Vol.13, No.4, October 1995.

 

Seasoned equity offerings: A survey

Espen Eckbo and Ronald W. Masulis

Handbooks in Operations Research and Management Science: Finance, Vol.9, 1995.

 

Exchange rate uncertainty and traded goods prices

David C. Parsley and Ziyong Cai

International Economic Journal, Summer 1995.

 

Anticipated future shocks and exchange rate pass-through in the presence of reputation

David C. Parsley

International Review of Economics and Finance, Vol.4, No.2, 1995.

 

Exchange rate pass-through with intertemporal linkages: Evidence at the commodity level

David C. Parsley

Review of International Economics, Vol.3, No.3, October 1995.

 

The importance of equity trading costs: Evidence from securities firms' revenues

Hans R. Stoll

Global Equity Markets: Technological, Competitive and Regulatory Challenges, R. Schwartz (ed.) Chicago, IL: Irwin Professional Publishing, 1995.

 

Lost barings: A tale in three parts concluding with a lesson

Hans R. Stoll

Journal of Derivatives, Vol.3, No.1, Fall 1995.

 

Book review of market microstructure theory (Maureen O'Hara)

Hans R. Stoll

Review of Financial Studies Vol.8, No.4, Winter 1995.

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