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 FMRC Financial Markets Research Center

Publications in 2001


True spreads and equilibrium prices

Clifford A. Ball and Tarun Chordia

Journal of Finance, Vol. LVI, No.5, October 2001.

 

On the timing ability of mutual fund managers

Jeffrey A. Busse and Nicolas P.B. Bollen

Journal of Finance, 56, 2001.

 

Information as a policy instrument in protecting the environment: What have we learned? Mark A. Cohen

Environmental Law Reporter, 31: 10425-31, April 2001.

 

Does the market value environmental performance?

Mark A. Cohen and Shameek Konar

Review of Economics and Statistics, 83: 281-89, May 2001.

 

Criminal law as an instrument of environmental policy

Mark A. Cohen

Chapter 10 in Law and Economics of the Environment, Anthony Heyes, ed., Edward Elgar Publishers, 2001.

 

Online corporate environmental reporting: Improvements and innovation to enhance stakeholder value

Mark Abkowitz, Mark A. Cohen and Kristen Shepherd

Corporate Environmental Strategy, 8(4): 1-9,  December 2001.

 

Evidence production in adversarial vs. inquisitorial regimes

Luke M. Froeb and Bruce H. Kobayashi

Economics Letters, 70, 2, 2001.

 

The effects of accounting choice on analysts¡¯ forecast errors in extractive industries

Debra C. Jeter

Oil, Gas and Energy Quarterly, Vol.49, No.3, February 2001.

 

The long-run performance of firms that issue convertible debt: An empirical analysis of operating characteristics and analyst forecasts

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

Journal of Corporate Finance, 7, 2001.

 

Following the leader: A study of individual analysts¡¯ earnings forecasts

Rick A. Cooper, Theodore E. Day and Craig M. Lewis

Journal of Financial Economics, 61, 2001.

 

Explaining the border effect: The role of exchange rate variability, shipping costs, and geography

David C. Parsley and Shang-Jin Wei

Journal of International Economics, Vol.55, No.1, October 2001.

 

Official exchange rate arrangements and real exchange rate behavior

David C. Parsley and Helen Popper

Journal of Money Credit and Banking, No.4, November 2001.

 

Exchange rates and firms¡¯ liquidity: Evidence from ADRs

Roger D. Huang and Hans R. Stoll

Journal of International Money and Finance, Vol.20, 2001.

 

Market fragmentation

Hans R. Stoll

Financial Analysts Journal, Vol.57, No.4, July/August 2001.

 

Tick size, bid-ask spreads and market structure

Roger D. Huang and Hans R. Stoll

Journal of Financial and Quantitative Analysis, Vol.36, No.4, December 2001.

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