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| DON M. CHANCE
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''Two Extensions for Fitting Discrete Time Term Structure Models with Normally Distributed Factors.'' Applied Mathematical Finance, 18, 2004: 187-205. Senay Agca.
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''What are the Odds? Another Look at DiMaggio's Streak.'' Chance, 22, June, 2009: 33-42
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''Experimental Evidence on Portfolio Size and Diversification: Human Biases in Naive Security Selection and Portfolio Construction.'' Financial Review, 46, 2011: 427-457. Andrei Shynkevich and Tung-Hsiao Yang.
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''Patterns in Asset Management: Evidence of Fraud in the Stanford Group Scandal?.'' Journal of Alternative Investments, 13, 2011: 73-79. Ashley Schexnaildre.
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''Competition and Innovation in U. S. Futures Markets.'' Journal of Alternative Investments, 11, Summer, 2008: 97-109
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''Equity Swaps and Equity Investing.'' Journal of Alternative Investments, 7, Summer, 2004: 75-97
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''A Synthesis of Binomial Option Pricing Models for Lognormally Distributed Assets.'' Journal of Applied Finance, 18, 2008: 38-56
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''Speed and Accuracy Comparisons of Bivariate Normal Distribution Approximations for Option Pricing.'' Journal of Computational Finance, 6, 2003: 61-96. Senay Agca.
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''Liquidity and Employee Options: An Empirical Analysis of the Microsoft Experience.'' Journal of Corporate Finance, 15, 2009: 469-487
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''The Utility-Based Valuation and Cost of Executive Stock Options in a Binomial Framework: Issues and Methodologies.'' Journal of Derivatives Accounting, 9, 2005: 165-188. Tung-Hsiao Yang.
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''Mathematical Probability Theory and Finance: Connecting the Dots.'' Journal of Financial Education, 31, 2005: 1-14
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''Reply to "A Hedging Deficiency in Eurodollar Futures.'' Journal of Futures Markets, 27, 2007: 195-201
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''A Hedging Deficiency in Eurodollar Futures.'' Journal of Futures Markets, 27, 2007: 189-207
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''Fatal Flaws of the Sharpe Ratio or How to Make Yourself Look Good.'' Journal of Performance Measurement, forthcoming, Fall, 2011
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''Taxation without Replication: A Look at a Problem in Synthetic Indexing.'' Journal of Portfolio Management, 34, Fall, 2008: 73-83
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''Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Receipts.'' Management Science, 54, 2008: 1015-1028. Jimmy Hilliard and Eric Hillebrand.
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''The Tradeoff between Compensation and Incentives in Executive Stock Options.'' Quarterly Journal of Finance, 2012: forthcoming. T.-H. Yang.
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''Pricing Options on Film Revenue.'' RISK, 22, May, 2009: 80-86. Jimmy Hilliard and Eric Hillebrand.
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| SHAN HE
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''The Role of Institutional Investors in Seasoned Equity Offerings.'' Journal of Financial Economics, 94, December 2009: 384-411. with Thomas J. Chemmanur and Gang Hu.
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''The Going Public Decision and the Product Market.'' Review of Financial Studies, Forthcoming,with Thomas J. Chemmanur and Debarshi Nandy.
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| AYLA KAYHAN
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''Firms' Histories and Their Capital Structures.'' Journal of Financial Economics, 83, 1, 2007: 1-32. with Sheridan Titman.
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| JOSEPH MASON
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''Fundamentals, Panics and Bank Distress during the Depression.'' American Economic Review, 93, 5, December 2003: 1615-1647. Mason, Joseph.
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''Regulating for Financial System Development, Financial Institutions Stability, and Financial Innovation.'' Financial Market Regulation after Financial Crises: The Historical Experience, forthcoming. Mason, Joseph, Toniolo, Gianni, and White, Eugene.
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''What is the Value of Recourse to Asset Backed Securities? A Study of Credit Card Bank ABS Rescues.'' Journal of Banking and Finance, 28, 4, April 2004: 857-874. Mason, Joseph.
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''A Real Options Approach to Bankruptcy Costs: Evidence from Failed Commercial Banks during the 1990s.'' Journal of Business, July 2005: 1523-53. Mason, Joseph.
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''Credit Card Securitization and Regulatory Arbitrage.'' Journal of Financial Services Research, 26, 1, August 2004: 5-27. Mason, Joseph.
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''How to Restructure Failed Banking Systems: Lessons from the U.S. in the 1930s and Japan in the 1990s.'' Privatization, Corporate Governance and Transition Economies in East Asia, 2004: 375-420. Mason, Joseph, Ito, Takatoshi, Krueger, Anne.
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''Structuring for Leverage: CPDOs, SIVs, and ARSs.'' Prudent Lending Restored: Securitization after the 2007 Mortgage Securities Meltdown, forthcoming. Mason, Joseph, Litan, Robert, Herring, Richard, and Fuchita, Yasuyuki.
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''Cliff Risk and the Credit Crisis.'' The Credit Market Turmoil of 2007-2008: Implications for Public Policy, forthcoming. Mason, Joseph, Evanoff, Douglas, and Kaufman, George.
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| WEI-LING SONG
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''Financial Integration and EMU.'' European Financial Management, 11, 2005: 7-24. Franklin Allen.
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''Competition and Coalition among Underwriters: The Decision to Join a Syndicate.'' Journal of Finance, 59, 2004: 2421-2444
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''Does Coordinated Institutional Investor Activism Reverse the Fortune of Underperforming Firms?.'' Journal of Financial & Quantitative Analysis, 38, 2003: 317-336. Samuel H. Szewczyk.
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| CLIFFORD P. STEPHENS
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''Motives for Multiple Open-Market Repurchase Programs.'' Financial Management, 32, Summer 2003: 71-92. Murali Jagannathan and Clifford Stephens.
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''An Analysis of Lockup Expirations on ADRs.'' Journal of Business Research, forthcoming,Christopher Dussold.
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''Actual Share Reacquisitions in Open-Market Repurchase Programs.'' Journal of Finance, 53, February 1998: 313-334. Clifford Stephens and Michael Weisbach.
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''The Wealth Effects of Repurchases on Bondholders.'' Journal of Finance, 58, April 2003: 895-919. William Maxwell and Clifford Stephens.
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''Financial Flexibility and the Choice Between Dividends and Stock Repurchases.'' Journal of Financial Economics, 57, September 2000: 355-384. Murali Jagannathan, Clifford Stephens and Michael Weisbach.
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