Research By Our Doctoral Students
Research Publications that Began in the Doctoral Program
D. Agudelo, 2010, "Friend or Foe? Foreign Investors and the Liquidity of Six Asian Markets," Asia-Pacific Journal of Financial Studies 39, 261-300.
Bhattacharya, U. and N. Galpin, 2010, “The Global Rise of the Value-Weighted Portfolio,” Journal of Financial and Quantitative Analysis, forthcoming
Chen,J., L. Chollete, and R. Ray, 2010 “Financial distress and idiosyncratic volatility: An empirical investigation,” Journal of Financial Markets, forthcoming.
Fernandes, N., D. Miller, and U Lel, 2010, ''Escape from New York: The Market Impact of Loosening Disclosure Requirements,'' Journal of Financial Economics, forthcoming
Jansen, I and L. Sanning, 2010, "Implementing a Market Trading Strategy Based upon Executive Option Grants," Financial Analysts Journal, forthcoming
S. Henkel, S. Martin, and F. Nardari, 2010, "Time-Varying Short-Horizon Predictability," Journal of Financial Economics, forthcoming.
Bhattacharya, U., N. Galpin, R. Ray, and X. Yu, 2009, “The Role of the Media in the Internet IPO Bubble,” Journal of Financial and Quantitative Analysis 44, 657-682.
R. Goyenko, C. Holden, and C. Trzcinka, 2009, “Do Liquidity Measures Measure Liquidity?,” Journal of Financial Economics 92, 153-181.
C. Holden and L. Lundstrum, 2009, “Costly Trading, Managerial Myopia, and Long-Term Investment," Journal of Empirical Finance 16, 126-135.
Bhattacharya, U. and P. Groznik, 2008, “Melting Pot or Salad Bowl: Some Evidence from U.S. Investments Abroad,” Journal of Financial Markets 11, 228-258
C. Holden and P. Stuerke, 2008, “The Frequency of Financial Analysts’ Forecast Revisions: Theory and Evidence about Determinants of Demand for Predisclosure Information,” Journal of Business Finance and Accounting 35, 860-888
Miller, D. and U. Lel, 2008, ''International Cross-Listing, Firm Performance, and Top Management Turnover: A Test of the Bonding Hypothesis,'' Journal of Finance, 63, 1897-1937.
Bhattacharya, U., N. Galpin, and B. Haslem, 2007, “The Home Court Advantage in International Corporate Litigation,” Journal of Law and Economics 50, 625-659.
Ellul, A., C. Holden, P. Jain, and R. Jennings, 2007, “Order Dynamics: Recent Evidence from the NYSE,” Journal of Empirical Finance 16, 126-135.
Agudelo, D, and L. Davidson, 2006, “Chapter 5: The Gravity of Globalization,” Research in Global Strategic Management, edited by A. Rugman and M.Fratianni, Yale University Press 12, 79-103.
Agudelo, D, G. J. Benitez, and L. Davidson, “Chapter 6: A South American Perspective: Regional Versus Global Trade Patterns,” Research in Global Strategic Management, edited by A. Rugman and M. Fratianni, Yale University Press12, 105-130.
Bacidore, J., R. Battalio, N. Galpin, and R. Jennings, 2005, “Sources of Liquidity for NYSE-listed, Non-U.S. Stocks,” Journal of Banking and Finance 29, 3075-3098.
Bhattacharya, U., N. Galpin, R. Ray, and X. Yu, 2005, “The Role of the Media in the Launch of Internet IPOs,” Betriebswirtschaftliche Forschung und Praxis, 58, 442-456.
Haslem, B., 2005, “Managerial Opportunism During Corporate Litigation,” Journal of Finance 60, 2013-2041.
Guo, J. and H. Daouk, 2004, “Switching Asymmetric GARCH and Options on a Volatility Index,” Journal of Futures Markets 24, 251-282.
Lundstrum, L., 2003, “Firm Value, Information Problems, and the Internal Capital Market,” Review of Quantitative Finance and Accounting 21, 141-156.
Bhattacharya, U., and H. Daouk, 2002, “The World Price of Insider Trading,” Journal of Finance 57, 75-108.
R. Battalio and C. Holden, 2001, “A Simple Model of Payment For Order Flow, Internalization, and Total Trading Costs,” Journal of Financial Markets 4, 33-71.
Chen, A., H. Daouk, and M. Leung, 2001, “Using Investment Portfolio Return to Combine Forecasts: A Multiobjective Approach,” European Journal of Operational Research 134, 84-102.
Bhattacharya, U., H. Daouk, B. Jorgenson, and C. H. Hehr, 2000, “When an Event is Not an Event: The Curious Case of an Emerging Market,” Journal of Financial Economics 55, 69-101.
Chen, A., H. Daouk, and M. Leung, 2000, “Forecasting Stock Indices: A Comparison of Classification and Level Estimation Models,” International Journal of Forecasting 16, 173-190. Reprinted in Batchelor R. and P. Dua (ed), 2002, Financial Forecasting, Edward Elgar Publishing, Surrey, UK.
Chen, A., H. Daouk, and M. Leung, 2000, “Forecasting Exchange Rates Using General Regression Neural Networks,” Computers and Operations Research 27, 1093-1110.