Publications in 2004
Modeling the bid/ask
spread: Measuring the inventory-holding premium
Nicolas P.B. Bollen, Tom
Smith and
Robert E. Whaley
Journal of Financial
Economics, 72, pp.97-141, 2004.
Does net buying pressure
affect the shape of implied volatility functions?
Nicolas P.B. Bollen and
Robert E. Whaley
Journal of Finance, 59,
pp.711-753, 2004.
Willingness-to-pay for
crime control programs
Mark
A. Cohen, Roland
Rust, Sara Steen and Simon Tidd
Criminology 42(1): 86-106,
February 2004.
Assessing the public¡¯s
demand for hate crime penalties
Mark
A. Cohen and Sara
Steen
Justice Quarterly, March
2004.
Self-selection and audit
pricing in private firms
Paul K. Chaney,
Debra C. Jeter and L. Shivakumar
The Accounting Review,
Vol.79, No.1, pp. 51-72, January 2004.
Do firms time equity
offerings? Evidence from the 1930s and 1940s
Timothy Burch,
William
G. Christie and Vikram Nanda
Financial Management, 33
(1), pp. 5-23, 2004.
Economics research at the
FTC: Information, retrospectives, and retailing
Luke M. Froeb, Daniel Hosken
and Janis Pappalardo
Review of Industrial
Organization, 25:4, pp.353-374, December 2004.
Before relying on
auditors, do your own due diligence work
Debra C. Jeter
Commercial Lending Review,
Vol.19:3, pp. 3-7, May 2004.
Margin adequacy in futures
markets
Theodore E. Day and
Craig M. Lewis
Journal of Business.
Vol.77, No.1, January 2004.
Aggregate price changes
and dispersion: A comparison of the equity and goods and services
markets
David C. Parsley and Helen
Popper
Contributions to
Macroeconomics, Vol.4, No.1, Article 1, pp. 1-28, 2004.
Pricing in international
markets: A "Small Country" benchmark
David C. Parsley
Review of International
Economics, Vol.12, No.3, pp.509-524, 2004.
Revenues of immediacy
suppliers versus execution costs of investors: Evidence from the NYSE
Roger D. Huang and
Hans R. Stoll
in Bruce Lehmann (ed.) The
Legacy of Fischer Black, Oxford University Press, 2004. |
