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·
When is
a Liability not a Liability? Textual Analysis, Dictionaries, and 10-Ks,
with Bill McDonald, Journal of
Finance, vol. 66, February 2011, 35-65. Here is the link to the Loughran-McDonald
(2011) Dictionaries (word lists).
·
New
Evidence on the Relation between the Enterprise Multiple and Average
Stock Returns,
with Jay Wellman, Journal of Financial
and Quantitative Analysis,
December 2011. Here is the EM factor (July 1963 to December 2009)
in an excel spreadsheet. The three variables are the calendar date, CRSP
Month, and EM factor.
·
Who
Benefited from the Disclosure Mandates of the 1964 Securities Acts
Amendments?,
with Robert Battalio and Brian Hatch, Journal
of Corporate Finance, vol. 17, 2011,
1047-1063.
·
Barron’s
Red Flags: Do They Actually Work?, with Bill McDonald, Journal
of Behavioral Finance, vol. 12, 2011,
90-97.
·
The
Impact of Venture Capital Investments on Public Firm Stock Performance,
with Sophie Shive, Journal
of Behavioral Finance. vol.
12, 2011, 233-246.
·
Commonality in
Codes of Ethics, with Margaret Forster and Bill McDonald, Journal of Business Ethics,
vol. 90, 2009, 129-139.
·
A Wolf
in Sheep's Clothing: The Use of Ethics-Related Terms in 10-K Reports,
with Bill McDonald, Hayong Yun, Journal
of Business Ethics, vol. 89, 2009, 39-49.
·
The
Impact of Firm Location on Equity Issuance, Financial Management, vol. 37, 2008,
1-21.
·
Does Payment for Order
Flow to Your Broker Help or Help You? (with Robert H. Battalio), Journal of Business Ethics,
vol. 80, 2008, 37-44.
·
Geographic
Dissemination of Information, Journal
of Corporate Finance, vol. 13, 2007, 675-694.
·
The Geography of S&P
500 Stock Returns (with David Barker), Journal
of Behavioral Finance, vol. 8, 2007, 177-190.
·
Mutual
Fund Incubation and the Role of the Securities and Exchange Commission,
(with Carl Ackermann), Journal of Business Ethics,
vol. 70, 2007, 33-37.
·
Do Investors Capture
the Value Premium?, (with Todd Houge), Financial Management, vol. 35, 2006,
5-19.
·
Liquidity: Urban
versus Rural Firms, (with Paul Schultz), Journal of Financial Economics vol.
78, 2005, 341-374.
·
Divergence of
Opinion Surrounding Extreme Events (with Jennifer Marietta-Westberg) European Financial Management vol.
11, 2005, 579-601. This is an electronic version of an article published
in European Financial Management. Complete citation information for
the final version of the paper, as published in the print edition of
European Financial Management, is available on the Blackwell Synergy
online delivery service, accessible via the journal's website at http://www.blackwellpublishing.com/journal.asp?ref=1354-7798
or http://www.blackwell-synergy.com.
·
NASD Rule 2110 and the
VA Linux IPO, Journal
of Business Ethics, vol. 62, 2005, 141-146.
·
The Timing
Ability of Newly Listed NYSE Firms, 1926-1962, (with Jennifer
Marietta-Westberg), Journal
of Behavioral Finance, vol.6, 2005, 44-56.
·
Why Has IPO Underpricing
Changed Over Time? (with Jay R. Ritter), Financial Management, vol. 33, Autumn
2004, 5-37. Copyright © 2004 Financial
Management Association International, an affiliate of the Finman
Corporation. Composed and printed by Dartmouth Printing Company, Hanover,
NH. Printed in the U.S.A.
·
Weather, Stock
Returns, and the Impact of Localized Trading Behavior, (with Paul
Schultz), Journal of Financial and
Quantitative Analysis, vol. 39, June 2004, 343-364.
·
Discounting and
Clustering in Seasoned Equity Offering Prices, (with Simona Mola), Journal of Financial and Quantitative
Analysis, vol. 39, March 2004, 1-23.
·
Why Don't
Issuers get Upset about Leaving Money on the Table in IPOs? (with Jay
Ritter), Review of Financial
Studies, vol. 15, 2002, 413-443.
·
Divergence
of Opinion, Uncertainty, and the Quality of Initial Public Offerings (with
Todd Houge, Gerry Suchanek and Xuemin Yan), Financial Management, vol. 30, Winter
2001, 5-23.
·
Cash Flow is King?
Cognitive Errors by Investors (with Todd Houge), Journal
of Psychology and Financial Markets, vol. 1, 2000, 161-175.
·
Three
Analyses of the Firm Size Premium (with Joel L. Horowitz and N. E.
Savin), Journal of Empirical Finance, vol. 7, 2000, 143-153.
·
The
Disappearing Size Effect (with Joel L. Horowitz and N. E. Savin), Research
in Economics, vol. 54, March 2000, 83-100.
·
Uniformly
Least Powerful Tests of Market Efficiency (with Jay R. Ritter), Journal of Financial Economics,
vol. 55, March 2000, 361-389.
·
Growth
Fixation and Performance of Bank Initial Public Offerings, 1983-1991
(with Todd Houge), Journal of Banking and Finance, vol. 23,
August 1999, 1277-1301. Full text of PDF
·
The
Performance of Japanese Seasoned Equity Offerings, 1971-1992 (with Jun
Cai), Pacific- Basin Finance Journal, vol. 6, November 1998,
395-425.
·
Performance
Following Convertible Bond Issuance (with Inmoo Lee), Journal
of Corporate Finance, vol. 4, June 1998, 185-207.
·
The
Operating Performance of Firms Conducting Seasoned Equity Offerings (with
Jay R. Ritter), Journal of
Finance, vol. 52, December 1997, 1823-1850.
·
Do
Long-Term Shareholders Benefit from Corporate Acquisitions? (with
Anand M. Vijh), Journal of
Finance, vol. 52, December 1997, 1765-1790.
·
Book-to-Market
Across Firm Size, Exchange, and Seasonality: Is There an Effect?, Journal of Financial and Quantitative
Analysis, vol. 32, September 1997, 249-268.
·
Tests
for Cointegration in Financial Markets Time Series: What Answer do you
want?, (with Paul Newbold), Advances in Quantitative Analysis of
Finance and Accounting, vol. 5, 1997, 49-60.
·
Long-Term
Market Overreaction: The Effect of Low-Priced Stocks, (with Jay R.
Ritter), Journal of Finance,
vol. 51, December 1996, 1959-1970.
·
The
New Issues Puzzle (with Jay R. Ritter), Journal of Finance, vol. 50, no. 1,
March 1995, 23- 51.
·
Initial
Public Offerings: International Insights, (with Jay R. Ritter and
Kristian Rydqvist), Pacific-Basin Finance Journal, vol. 2,
1994, 165-199.
·
NYSE
vs NASDAQ Returns: Market Microstructure or the Poor Performance of
Initial Public Offerings?, Journal
of Financial Economics, vol. 33, no. 2, 1993, 241-260.
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