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 FMRC Financial Markets Research Center

Publications in 2005


Short-term persistence in mutual fund performance

Jeffrey A. Busse and Nicolas P.B. Bollen

Review of Financial Studies, 18, pp.569-597, 2005.

 

The costs of crime and justice

Mark A. Cohen

ISBN 0-415-70072-8 (hardback), 0-415-70073-6 (paperback), New York, NY: Routledge, 2005.

 

Does price discrimination intensify competition? Implications for antitrust

James Cooper, Luke M. Froeb, and Daniel OˇŻBrien

Antitrust Law Journal, 72:2, pp.327-374, 2005.

 

The choice of payment method in European mergers and acquisitions

Mara Faccio and Ronald W. Masulis

Journal of Finance, Vol.60, No.3, pp.1345-1388, June 2005.

 

News spillovers in the sovereign debt market

Amar Gande and David C. Parsley

Journal of Financial Economics, Vol.75, No.3, pp.691-734, 2005.

 

Client retention and engagement-level pricing pressures

Chris E. Hogan and Karl Hackenbrack

Auditing: A Journal of Practice and Theory, Vol.24, No.1, pp.7-20, May 2005.

 

Using the statement of cash flows

Debra C. Jeter

Commercial Lending Review, July-August 2005.

 

Exchange rate pegs and exchange rate exposure in East and South East Asia

David C. Parsley and Helen Popper
Journal of International Money and Finance, Vol.75, No.13 pp.691-734, 2005.

 

Determinants of board size and composition: A theory of corporate boards

Charu G. Raheja

Journal of Financial and Quantitative Analysis, Vol.40, No.2, pp.283-306, June 2005.

 

Price impacts of options volume

Christian Schlag and Hans R. Stoll

Journal of Financial Markets, 8, pp.69-87, 2005.

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