Publications in 1999

The stochastic volatility of short term interest rates: Some international evidence

Clifford A. Ball and Walter N. Torous

Journal of Finance, Vol.LIV, No.6, 2339-59, December 1999.

Why do corporations become criminals? Ownership, hidden actions, and crime as an agency cost

Cindy Alexander and Mark A. Cohen

Journal of Corporate Finance, Vol.5 (1), 1999.

Regulating corporate criminal sanctions: Evidence on the effect of the U.S. sentencing guidelines

Cindy R. Alexander, Jennifer Arlen and Mark A. Cohen

Journal of Law and Economics, 42: 271-300, April 1999.

The effect of federal sentencing guidelines on penalties for public corporations

Cindy R. Alexander, Jennifer Arlen and Mark A. Cohen

Federal Sentencing Reporter 12(1): 20-6, July/August 1999.

Environmental information disclosure and stakeholder involvement: Searching for common ground

Mark D. Abkowitz, Susan S. Buck, David W. Case, Mark A. Cohen and Patricia A. Drake Corporate Environmental Strategy, 6(4): 415-24, December 1999.

The effect of reporting restructuring charges on analysts¡¯ forecast revisions and errors

Paul K. Chaney, Chris E. Hogan and Debra C. Jeter

Journal of Accounting and Economics, Vol.27:3, pp. 261-284, June 1999.

The effects of market reform on the trading costs and depths of Nasdaq stocks

Michael J. Barclay, William G. Christie, Jeffrey H. Harris, Eugene Kandel and Paul H. Schultz

Journal of Finance, 54 (1), February 1999.

The initiation and withdrawal of odd-eighth quotes among Nasdaq stocks: An empirical analysis

William G. Christie and Paul H. Schultz

Journal of Financial Economics, 52 (3), June 1999.    

The effects of assumed demand form on simulated post-merger equilibria

Philip Crooke, Luke M. Froeb, Steven Tschantz and Gregory Werden

Review of Industrial Organization, Vol.15,  No.3, November 1999.

Maximum likelihood estimation

Philip Crooke, Luke M. Froeb and Steven Tschantz

Mathematica in Education and Research, Vol.8, No.1, Winter 1999.

Economic analysis of lost profits from patent infringement with and without noninfringing substitutes

Lucian Wayne Beavers, Luke M. Froeb and Gregory J. Werden

American Intellectual Property Law Association Quarterly Journal, Vol.27, 1999.

Quantity accretion-the mirror image of price erosion from patent infringement

Lucian Wayne Beavers, Luke M. Froeb and Gregory J. Werden

Journal of the Patent and Trademark Office Society, Vol.81, 1999.

Bank entry, competition and the market for corporate securities underwriting

Amar Gande, Manju Puri and Anthony Saunders

Journal of Financial Economics, Vol.54, No.2, 165-195, November 1999.

Industry specialization by auditors

Chris E. Hogan and Debra C. Jeter

Auditing: A Journal of Practice and Theory, Vol.18:1, pp. 1-17, Spring 1999.

Cross-sectional estimation of abnormal accruals using quarterly and annual data: Effectiveness in detecting event-specific earnings management

Debra C. Jeter and L. Shivakumar

Accounting and Business Research, Vol.29, No.4, Autumn 1999.

Is convertible debt a substitute for straight debt or for common equity

Craig M. Lewis, Richard J. Rogalski and James K. Seward

Financial Management, Vol.28, No.3, Autumn 1999.

FX spreads and dealer competition across the 24 hour trading day

Roger D. Huang and Ronald W. Masulis

Review of Financial Studies, Vol.12, No.1, Spring 1999.

Microstructure: The organization of trading and short term price behavior, Vol. I & II

Hans R. Stoll

Edward Elgar Publishing Inc., March 1999.