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FMRC
Financial Markets Research Center
FMRC Members

Faculty Publication Lists (by year)

2007

Corporate governance and acquirer returns

Ronald W. Masulis. Wang and F. Xie

Journal of Finance, forthcoming

2006

Conditional return smoothing in the hedge fund industry

Bollen N.P. and Pool, V.K.

Journal of Financial and Quantitative Analysis, forthcoming.

 

Mutual fund attributes and investor behavior

Bollen N.P.

Journal of Financial and Quantitative Analysis, forthcoming.

 

Information disclosure as environmental regulation: A theoretical analysis

Mark A. Cohen and V. Santhakumar

Environmental and Resource Economics, forthcoming

 

An economic approach to crime: Balancing the costs and benefits

Ius et Lex. Janusz Kochanowski, Jacek Czabanski, and Mark A. Cohen eds.

Economics of Crime, forthcoming

 

Prevention, crime control or cash? Public preferences towards criminal justice spending priorities

Mark A. Cohen, Roland T. Rust, and Sara Steen

Justice Quarterly 23(3): 317, September 2006

 

Costs and benefits of sentencing

McDougall, Cynthia, Mark A. Cohen, Amanda Perry, and Raymond Swaray

Chapter 8, pp. 117-27, in Preventing Crime: What Works for Children, Offenders, Victims, and Places, Brandon C. Welsh and David P. Farrington eds. (Dordrecht, Netherlands: Springer), 2006

 

Oil pollution prevention and enforcement measures and their effectiveness: a survey of empirical research from the U.S.

Mark A. Cohen

Prevention and Compensation of Marine Pollution Damage: Recent Developments in Europe, China and the U.S. (Michael G. Faure and James Hu, eds.) Volume in Comparative Environmental Law & Policy Series, Kluwer Law International, Eric W. Orts & Kurt Deketelaere (series eds.), pp. 25-59, 2006

 

Costs of alcohol and drug-involved crime

Miller, Ted R., David T. Levy, Mark A. Cohen, and Kenya L.C. Cox

Prevention Science 7:4, 333-42, 2006

 

Wall street scandals: the curative effects of law and finance

Christie William and Robert Thompson

Washington University Law Review, forthcoming.

 

A variance screen for collusion

Rosa M. Abrantes-Metz, Luke M. Froeb, John Geweke and Christopher T. Taylor

International Journal of Industrial Organization, Vol.24 (3), pp. 467-486, May 2006

 

Politically connected firms

Mara Faccio

American Economic Review, Vol.96 (1), pp.369-386, March 2006

 

Political connections and corporate bailouts
Mara Faccio, Ronald W. Masulis, and John J. McConnell

Journal of Finance, vol. 61(6), 2597-2635, December 2006

 

Returns to acquirers of listed and unlisted targets

Mara Faccio, John J. McConnell, and David Stolin

Journal of Financial and Quantitative Analysis, Vol.41 (1), pp.197-220, March 2006

 

Expropriation vs. proportional sharing in corporate acquisitions

Mara Faccio and David Stolin

Journal of Business, Vol.79 (3), pp. 1413-1444, May 2006

 

Operating leases don't show on the balance sheet

Debra C. Jeter

Commercial Lending Review, Vol. 21:2, March-April 2006

 

Security offerings

Eckbo, E., Ronald W. Masulis and O. Norli

Handbook of Corporate Finance: Empirical Corporate Finance, E. Eckbo (ed.), North-Holland/Elsevier, Chapter 13.

 

Measuring financial integration via idiosyncratic risk: What effects are we really picking up?

David C. Parsley and Christian Schlag

Journal of Money, Credit, and Banking, forthcoming

 

A prism into the PPP puzzles: The micro-foundations of big Mac real exchange rates

David C. Parsley and Shang-Jin Wei

The Economic Journal, forthcoming

 

Accounting for real exchange rate changes in East Asia

David C. Parsley

Journal of International Money and Finance, forthcoming

Exchange rate pegs and foreign exchange exposure in east and south East Asia

David C. Parsley and Helen Popper

Journal of International Money and Finance, forthcoming

The determinants of board size and composition: An empirical analysis

Audra Boone, Laura C. Field, Jonathan Karpoff and Charu G. Raheja

Journal of Financial Economics, forthcoming

 

Gradually truncated log-normal in publicly traded firm size distribution

H. J. Gupta, D. Aguiar, G. Queiroz and Charu G. Raheja

Physica A, forthcoming

 

Execution quality on the NYSE: The effect of time delay

Hans R. Stoll

Bessler, Wolfgang (ed.), Boersen, Banken und Kapitalmaerkte: Festschrift fuer Hartmut Schmidt, Duncker & Humblot ¨C Berlin, pp 21 ¨C 44, 2006

 

Trades outside the quotes: Reporting delay, trading option, or trade size?

Christoph Schenzler and Hans R. Stoll

Journal of Financial Economics, 79, pp.615-653, March 2006.

 

Electronic trading in stock markets

Hans R. Stoll

Journal of Economic Perspectives, Vol.20, No.1, pp.153-174, Winter 2006.

 

Book: Derivatives: Markets, valuation, risk management

Robert E. Whaley

John Wiley & Sons, Inc, 2006

Archives by Year


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