Department of Finance
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Faculty Publications

2013 Publications

Credit Rating Changes and Institutional Trading, Pankaj Jain, Qin Wang, Journal of Trading 8, 38-47, 2013

Greed and fear in financial markets: The case of stock spam e-mails, Bill Hu, Tom McInish, Li Zeng, Journal of Behavioral Finance, 14, 83-93, 2013

Investor Protection and cash holdings: Evidence from US cross-listing, Susan Elkinawy, Ying Huang, Pankaj Jain, Journal of Banking and Finance 37, 937-951, 2013

Linking the missing market: The effect of bond markets on economic growth, Y.B. Kim, C.S. Pyun, P. Thumrongvit, International Review of Economics and Finance 27, 529-541, 2013

Partial State Ownership and Bank Stock Stability in the Asia-Pacific Region, Mahmud Hossain, Pankaj Jain, Santanu Mitra, Pacific-Basin Finance Journal 21, 914-931, 2013

The quote exception rule: Giving high frequency traders and unintended advantage, Tom McInish, James Upson, Financial Management, 42, 481-501, 2013

The Real Effects of Being Public: evidence form public and private firms, Sandra Mortal, Natalia Reisel, Journal of Financial and Quantitative Analysis, 2013

Treasury Inflation-Protected Securities, Quentin C. Chu, Deborah Pittman, Encyclopedia of Finance, Chapter 8 (2nd edition), pp. 255-260, 2013

Worldwide reach of short selling regulations, Archana Jain, Pankaj Jain, Tom McInish, Michael D. McKenzie, Journal of Financial Economics 109, 177-197, 2013

 

2012 Publications

A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness, Fernando Ferreira, Paulo Rodrigues, Sergio Santos, Ron Spahr, International Journal of Strategic Property Management, Vol. 16(3), pp. 254-276. AOP 02 October 2012, 2012

Are Exchange Rate Movements Predictable in Asia-Pacific Markets? Evidence of Random Walk and Martingale Difference Processes, Osamah M. Al-Khazali, Daewon Kim, C.S. Pyun, International Review of Economics and Finance 21, 221-231, 2012 

Clean Sweep: Informed Trading through Intermarket Sweep Orders, Sugato Chakravarty, Pankaj Jain, James Upson, Robert Wood, Journal of Financial and Quantitative Analysis 47, 415-435, 2012

Dividend-Rollover Effect & the Ad Hoc Black-Scholes Model, Youngsoo Choi, SoonChan Ok, Steven Jordan, Journal of Futures Markets, 32(8), pp. 742-772, 2012

European Market Quality Pre-/Post-MiFID: A Panel Discussion of Metrics for Market Intergrity and Efficiency, (panel discussion in) Freerick H. deB. Harris, Elisa Maree DrMarco, Tom McInish, Journal of Trading 7, 7-26, 2012

Evaluating Retail Banking Service Quality and Convenience with MCDA Techniques: A Case Study at the Bank Branch Level, Fernando Ferreira, Paulo Rodrigues, Sergio Santos, Ron Spahr, Journal of Business Economics and Management, 2012

Evolution of short selling regulations and trading practices, Chinmay Jain, Pankaj Jain, Tom McInish, in Greg N. Gregoriou (ed.), Handbook of Short Selling, Academic Press, 97-113, 2012

Government as the firm’s third financial stakeholder: Impact on capital investment decisions, capital structure, discount rates and valuation, Fariz Huseynov, Pankaj Jain, Ron Spahr, Engineering Economist 57, 157-177, 2012

Information Content of Earnings Announcements: Evidence from After Hours Trading, Christine Jiang, Tanakorn Likitapiwat, Tom McInish, Journal of Financial and Quantitative Analysis 47(6), 1303-1330, 2012

Pricing and Information Content of Block Trades on the Shanghai Stock Exchange, Longzhen Fan, Bill Hu, Christine Jiang, Pacific Basin Finance Journal 20, 378-397, 2012

Product Market Power and Management’s Action to Avoid Earnings Disappointment, Mahmud Hossian, Pankaj Jain, Santanu Mitra, Review of Quantitative Finance and Accounting, 2012

Readjusting Trade-Offs among Criteria in Internal Ratings of Credit Scoring: An Empirical Essay of Risk Analysis in Mortgage Loans, Amali Cipi, Fernando Ferreira, Irina Gavancha, Ron Spahr, Journal of Business Economics and Management, Volume 14, Issue 4, 2013, 2012

Short Selling: The Impact of SEC Rule 201 of 2010, Chinmay Jain, Pankaj Jain, Tom McInish, Financial Review 47, 37-64, 2012

Short Selling Rule 201, Chinmay Jain, Pankaj Jain, Tom McInish, University of Notre Dame’s Review of Financial Regulation Studies 8, 5-6, 2012

Tax Policy and Macro-Finance in a Competitive Global Economy where Government if Considered as Firms’ Third Financial Stakeholder, Fariz Huseynov, Pankaj Jain, Bhavik Parikh, Ron Spahr, Global Business and Economics Review 14, 30-66, 2012

The impact of low cost airline entry on competition, network expansion, and stock valuations, Dominic Detzen, Pankaj Jain, Tanakorn Likitapiwat, Rose Rubin, Journal of Air Transport Management 18, 59-63, 2012

Time-Varying Risk and Long-Term Reversals: A Re-examination of the International Evidence, Steven Jordan, Journal of International Business Studies, 43(2), pp. 123-142, 2012

 

2011 Publications

A Comparison of Volatility and Bid-Ask Spread for Nasdaq and NYSE after Decimalization, Christine Jiang, Jang-Chul Kim, Robert Wood, Applied Economics 43, 1227-1239, 2011

Everything Old Is New Again: Rule 201’s restrictions on short selling will do little to avoid future crises, Chinmay Jain, Pankaj Jain, Tom McInish, Regulation, 34, 30-34, 2011

Evolution of Short Selling Regulations and Trading, Chinmay Jain, Pankaj Jain, Tom McInish, Handbook of Short Selling, Elsevier, Ch 05, 93-109, 2011

Gambling in penny stocks, Bill Hu, Tom McInish, International Journal of Cyber Criminology 4, 610-629, 2011

Liquidity, analysts, and institutional ownership, Christine Jiang, Jang-Chul Kim, Dan Zhou, International Review of Financial Analysis 20, 335-344, 2011

Market Efficiency of Floating Exchange Rate Systems: Some Evidence from Pacific-Asian Countries, Osamah M. Al-Khazali, Guillaume Leduc, C.S. Pyun, Global Finance Journal 22, 454-468, 2011 

New Banking Trends, MCDA and Financial Decisions: Insights and a Framework for Retail Banking, Fernando Ferreira, Jose Pereria, Ron Spahr, Banks and Bank Systems, Vol. VI, No. 2, pp. 23-35,2011

On the Scope and Drivers of the Asset Growth Effect, Marc Lipson, Sandra Mortal, Michael Schill, Journal of Financial and Quantitative Analysis, 2011

The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets, Sugato Chakravarty, Chiraphol Chiyachantana, Christine Jiang, Journal of Financial Research 54(4) 537-567, 2011

When Do TIPS Prices Adjust to Inflation Information? Quentin C. Chu, Deborah Pittman, Linda Yu, Financial Analysts Journal, Vol. 67, No. 2, pp. 59-73, 2011

 

2010 Publications

A Global Perspective on the Banking Crisis and Recovery: An Analysis of Domestic vs. Foreign Banks, Pankaj Jain, H. Mahmud, Sandra Mortal, The Banking Crisis Handbook: Taylor and Francis-CRC Press, 251-274, 2010

Busan International Financial Center: Bold Private and Public Entrepreneurship in Action in Development Strategies for Busan International Financial Center, Yung Joon Lee, Editor, C.S. Pyun, Pusan National University Press, 9-49, 2010

Do Firms Believe in Interest Rate Parity?, Matt McBrady, Sandra Mortal, Michael Schill, Review of Finance, 2010

Informed Trading in Parallel Auction and Dealer Markets: The Case of the London Stock Exchange, Pankaj Jain, Christine Jiang, Tom McInish, N. Taechapiroontong, Greg N. Gregoriou (ed.), Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets: McGraw-Hill, NYC, NY 23-38, 2010

Stealth trading: The case of the Tokyo Stock Exchange, Asli Ascioglu, Carole Comerton-Forde, Tom McInish, Pacific-Basin Finance Journal, 19, 194-207, 2010

Stock Market Reactions to Regulatory Investigations: Evidence from Options Backdating, Pankaj Jain, Sakshi Jain, Zabihollah Rezaee, Research in Accounting Regulation 22, 52-57, 2010

Strategic illegal insider trading prior to price sensitive announcements, Alex Frino, Tom McInish, Frank Sensenbrenner, Journal of Fianncial Crime 18, 247-253, 2010

The Link between Intraday Signals and Call Warrant Mispricing, Shih-Ching Chuan, Steven Jordan, Yueh-Neng Lin, Shih-Kuo Yeh, Service Industries Journal, 30(13), pp. 2273-2288, 2010

 

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Last Updated: 10/31/13