Finance Department

Student with Book and Laptop

Selected Faculty Publications

Bessembinder, H., Maxwell, W., Jacobsen, S., and K. Venkataraman, Capital Commitment and Illiquidity in Corporate Bonds, Journal of Finance, 2017, forthcoming.

Boyson, Nicole; Gantchev, Nickolay, and Anil Shivdasani. Activism Mergers. Journal of Financial Economics, 2017, forthcoming.

Baruch, S., Panayides, M., and K. Venkataraman, Informed Trading and Price Discovery before Corporate Events, 2017, Journal of Financial Economics, forthcoming. 

Gantchev, Nickolay; Jotikasthira, Chotibhak; Institutional Trading and Hedge Fund Activism, 2016, Management Science, forthcoming.

Kirilenko, Andrei, Kyle, Albert S., Samadi, Mehrdad, and Tuzun, Tugkan, The Flash Crash: High Frequency Trading in an Electronic Market, 2017, Journal of Finance, 72:967-998. (Lead Article)

Anand, A., and K. Venkataraman, Market Conditions, Fragility and the Economics of Market Making, 2016, Journal of Financial Economics, Volume 121 (2), 327-349.

Bessembinder, H., Carrion, A., Tuttle, L., and K. Venkataraman, Liquidity, Resiliency and Market Quality around Predictable Trades: Theory and Evidence, 2016, Journal of Financial Economics, Volume 121 (1), 142-166. 

Iliev, Peter; Lins, Karl V; Miller, Darius P; Roth, Lukas; Shareholder Voting and Corporate Governance Around the World, 2015, Review of Financial Studies, 28 (8): 2167-2202

Lel, Ugur; Miller, Darius P; Does Takeover Activity Cause Managerial Discipline? Evidence from International Takeover Laws, 2015, Review of Financial Studies 28 (6): 1588-1622

Ellul, Andrew; Jotikasthira, Chotibhak; Lundblad, Christian; Wang, Yihui; Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading, 2015, Journal of Finance 70: 2489-2538.

Jotikasthira, Chotibhak; Le, Anh; Lundblad, Christian; Why Do Term Structures in Different Currencies Co-move?, 2015, Journal of Financial Economics 115: 58-83.

Linck, James S., Netter, Jerry M., and Shu, Tao; Can Earnings Management Ease Financial Constraints? Evidence from Earnings Management Prior to Investment, 2014, The Accounting Review v88n6.

Klasa, Sandy; Harford, Jarrad; Maxwell, William; Refinancing Risk and Cash Holdings, 2014, Journal of Finance 69(3), 975-1012.

Betton, Sandra, Rex Thompson, Espen Eckbo, Karin S. Thorburn;  Merger Negotiations with Stock Market Feedback, 2014, Journal of Finance, 69, 1705-1745.

Iliev, Peter; Miller, Darius P; Roth, Lukas;  Uninvited U.S. Investors? Economic Consequences of Involuntary Cross-listings, 2014, Journal of Accounting Research, 52: 473–519.

Holden, Craig; Jacobsen, Stacey; Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions, 2014, Journal of Finance 69, 1747-1785. 

Jacobsen, Stacey; The Death of the Deal: Are Withdrawn Acquisition Deals Informative of CEO Quality? 2014, Journal of Financial Economics 114, 54-83.

Anand, A., Irvine, P., Puckett, A., and K. Venkataraman, Institutional Trading and Stock Resiliency: Evidence from the 2007-09 financial crisis, 2013, Journal of Financial Economics, Volume. 108, 773-797. 

Bhattacharya, N., Desai, H., and K. Venkataraman, Does Earnings Quality affect Information Asymmetry? Evidence from Trading Costs, 2013, Contemporary Accounting Review, Vol. 30 (2), 482-516. 

Gande, Amar; Saunders Anthony; Are Banks Still Special When There Is a Secondary Market for Loans?, 2012, Journal of Finance 67(5): 1649–1684.

Miller, Darius P; Reisel, Natalia; Do Country Level Investor Protections Impact Security Level Contract Design? Evidence from Foreign Bond Covenants, 2012, Review of Financial Studies, Vol 25, No 2, 408-438.

Allayannis, George; Lel, Ugur; Miller, Darius P;  The Use of Foreign Currency Derivatives, Corporate Governance and the Firm Value around the World, 2012, Journal of International Economics 87 65-79.

Linck, James S., Netter, Jeffry M., M. Babajide Wintoki (Jide); Endogeneity and the Dynamics of Corporate Governance, 2012, Journal of Financial Economics 105, pp. 581-606.

Brickley, James A, Linck, James S., Smith, Clifford W;  Vertical integration to avoid contracting with potential competitors: Evidence from bankers’ banks, 2012, Journal of Financial Economics 105, pp. 113-130.

Bhattacharya, Utpal; Holden, Craig; Jacobsen, Stacey; Penny Wise, Dollar Foolish: Buy-Sell Imbalances On and Around Round Numbers, 2012, Management Science (Special Issue in Behavioral Economics and Finance) 58, 413-431. 

Anand, A., Irvine, P., Puckett, A., and K. Venkataraman, Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Cost, 2012, Review of Financial Studies, Vol. 2 (25), 557-598. 

Jotikasthira, Chotibhak; Lundblad, Christian; Ramadorai, Tarun; Asset Fire sales and Purchases and the International Transmission of Funding Shocks, 2012, Journal of Finance 67: 2015-2050. 

Mansi, Sattar A; Maxwell, William F; Miller, Darius P; Analyst Forecast Characteristics and the Cost of Debt, 2011, Review of Accounting Studies, Vol 16, 1, p. 116-142.

Ellul, Andrew; Jotikasthira, Chotibhak; Lundblad, Christian; Regulatory Pressure and Fire Sales in the Corporate Bond Market, 2011, Journal of Financial Economics 101: 596-620.