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·
IPO First-Day Returns, Offer Price
Revisions, Volatility, and Form S-1 Language, with Tim Loughran, Journal of Financial Economics,
forthcoming.
·
Barron’s
Red Flags: Do They Actually Work?,
with Tim Loughran, 2011, Journal of
Behavioral Finance, 12:2, 2011, 90-97.
·
When is
a Liability not a Liability? Textual Analysis, Dictionaries, and 10-Ks,
with Tim Loughran, Journal of
Finance, 66:1, February 2011, 67-97.
·
Commonality
in Codes of Ethics, with Margaret Forster and Tim Loughran, Journal of Business Ethics, 90,
2009 129-139.
·
A Wolf
in Sheep's Clothing: The Use of Ethics-Related Terms in 10-K Reports,
with Timothy J Loughran, Hayong Yun, Journal of Business Ethics,
89, 2009, 39-49.
·
What's
Different Among Banks?, with Thomas F. Cosimano, Journal of
Monetary Economics, 41, 1998, 57-70.
·
Multivariate
Tests of Asset Pricing: The Comparative Power of Alternative Statistics,
(with John Affleck-Graves), Journal of Financial and Quantitative Analysis,
25, 1990, 163-185.
·
Predicting Stock
Returns in an Efficient Market, with Ronald J. Balvers, Thomas F.
Cosimano, Journal of Finance, 45, 1990, 1109-1128.
·
Nonnormalities and Tests of Asset Pricing Theories,
with John Affleck-Graves, Journal
of Finance, 44, 1989, 889-908.
·
Underpricing of
New Issues and the Choice of Auditor as a Signal of Investment Banker
Reputation, with Ronald J. Balvers and Robert E. Miller, The Accounting Review, 63, 1988,
605-622.
·
Event Studies
and Systems Methods: Some Additional Evidence, Journal of Financial and Quantitative Analysis, 22, 1987,
494-504.
·
A
Reexamination of Economics of Scale in Banking Using a Generalized
Functional Form, with Bernard J. Kilbride
and Robert E. Miller, Journal of
Money, Credit and Banking, 18, 1986, 519-526.
·
Estimating
Market Model Betas: A Comparison
of Random Coefficient Methods and Their Ability to Correctly Identify
Random Variation, Management
Science, 31, 1985, 1403-1408.
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