(Doctoral student and PhD graduate co-authors are identified in maroon).
2023 and Forthcoming Publications
Trade-Time Clustering. Jeffrey R. Black, Pankaj K. Jain & Wei Sun, Review of Quantitative Finance and Accounting, 2023. https://doi.org/10.1007/s11156-023-01125-8
Executive Compensation Limits and Executive Turnover. Nanda, V., Silveri, S., Wang K. & Zhao, Le., Management Science, Forthcoming 2023.
Equity Closed-End Fund Discounts and Taxes. Paudel, S., Silveri, S., & Wu, M., Review of Financial Economics, Forthcoming 2023.
Ethnicity in housing markets: Buyers, sellers and agents. Bikmetova, N., Turnbull, G. K., & Zahirovic-Herbert, V., Real Estate Economics, 51, 196– 232, 2023. https://doi.org/10.1111/1540-6229.12410
Investor Sentiment and Asset Prices: Evidence from Ex-Day Behavior. Shishir Paudel, Sabatino Silveri, & Mark Wu., Journal of Banking and Finance 139, 2022.
Institutional trading around repurchase announcements: An uphill battle. Vinh Huy Nguyen, Suchismita Mishra, and Pankaj K. Jain, Financial Review 57(3) 485-507, 2022. https://doi.org/10.1111/fire.12302
Effects of Ordered Position on Stock Liquidity: New Nonlinear Evidence from Japanese REITs. Cheung, W., Guo, L., Zahirovic-Herbert, V., Kawaguchi, Y., & Unger, S., Journal of Real Estate Research, 1-25, 2022.
The effect of film production studios on housing prices in Atlanta, the Hollywood of the South. Zahirovic-Herbert, V., & Gibler, K. M., Urban Studies, 59(4), 771–788, 2022. https://doi.org/10.1177/00420980211024156
The influence of privately initiated rezoning on housing prices. Robert, J.G. and Zahirovic-Herbert, V., International Journal of Housing Markets and Analysis, Vol. 15 No. 3, pp. 592-612, 2022. https://doi.org/10.1108/IJHMA-02-2021-0016
Unconventional Monetary Policy and the Behavior of Shorts, Thomas H. McInish, Christopher J. Neely and Jade Planchon, Journal of Money, Credit and Banking, Forthcoming 2022.
Analyzing Causes of Urban Blight Using Cognitive Mapping and Dematel, Fernando Ferreira, Bruno Pinto, Ronald Spahr, Mark Sunderman and Leandro Pereira, Annals of Operations Research, Forthcoming 2022.
Public Auction Versus Private Negotiation in Residential Property Sales, J. Reid Cummings, Ying Huang, Ronald Spahr and Mark Sunderman, Journal of Housing Research, Forthcoming 2022.
Are institutional investors informed? The case of dividend changes for REITS and Industrial Firms, Ebenezer Asem, Vishaal Baulkaran, Pawan Jain and Mark Sunderman, Review of Quantitative Finance and Accounting, 58, 1685-1707, 2022.
"Financial Services Digital Badging: Applying Self-Determination Theory to Student Motivation", Frederick Dewald III, Journal of Financial Education.
"How Different Are Minority Managers from White Managers in the Mutual Fund Industry?", Frederick Dewald III, Economics Letters Journal.
Employment Mobility and Pay for Sector Performance, Yun Liu, Vikram Nanda, Bunyamin Onal and Sabatino Silveri, Journal of Corporate Finance, 2021.
The Effect of Film Production Studios on Housing Prices in Atlanta, the Hollywood of the South, Velma Zahirovic-Herbert, and K.M. Gibler, Urban Studies, 2021, 00420980211024156.
Mixed-Signal Stock Splits, Ahmed Elnahas, Pankaj K. Jain and Thomas H. McInish, Journal of Business, Finance and Accounting, 2021.
High Frequency Trading and Market Fairness and Efficiency: Evidence from the Tokyo Stock Exchange, David M. Kemme, Thomas H. McInish and Jiang (Will) Zhang, Journal of Banking and Finance, 134, 106309, 2021.
The Impact of Make-Take Fees on Market Efficiency, Jeffrey R. Black, Review of Quantitative Finance and Accounting, 58, 1015 - 1035, 2021.
Analyzing blight impacts on urban areas: A multi-criteria approach, Ana Margarida Pinto, Fernando Ferreira, Ronald Spahr, Mark Sunderman, Kannan Govindan, and Ieva Meidutė-Kavaliauskienė, Land Use Policy, 108(August), 1-14, 2021. https://doi.org/10.1016/j.%20landusepol.2021.1
Urban Blight Remediation Strategies Subject to Seasonal Constraints, Joana Costa, Fernando Ferreira, Ronald Spahr, Mark Sunderman and Leandro Pereira, European Journal of Operational Research, 296(1), 277 - 288, 2021.
Strengthening Urban Sustainability: Identification and Analysis of Proactive Measures to Combat Blight, Madalena Baräo, Fernando Ferreira, Ronald Spahr, Mark Sunderman, Kannan Govindan and Ieva Meidutė-Kavaliauskienė, Journal of Cleaner Production, 29(January), 1–15, 2021. https://doi.org/10.1016/j.jclepro.2021.126026
Intervention Strategies for Urban Blight: A Participatory Approach, Joana Costa, Fernando Ferreira, Ronald Spahr, Mark Sunderman and Leandro Pereira, Sustainable Cities and Society, 70(July), 70(April), 1-14, 2021. https://doi.org/10.1016/j.scs.2021.102901
A Sociotechnical Approach to Causes of Urban Blight using Fuzzy Cognitive Mapping and System Dynamics, Ana Lousada, Fernando Ferreira, Leva Meidute-Kavaliauskiene, Ronald W. Spahr, Mark Sunderman and Leandro Pereira, Cities - The International Journal of Urban Policy and Planning, 108(January), 2021. https://www.sciencedirect.com/science/article/pii/S0264275120313111
Assessed Valuation and Social Benefits of Neighborhood Redevelopment: Case Study of Memphis Tennessee, Jared Linna, Paul Bidanset, Wei Sun and Mark Sunderman, Journal of Property Tax Assessment & Administration, 18(1), 31-62, 2021.
Brand Equity, Earnings Management and Financial Reporting Irregularities, Huseynov, Fariz, Ghada M. Ismail, Pankaj K. Jain, and Thomas H. McInish, Review of Corporate Finance Studies, 10(2), 402-435, 2021.
Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5., Bidisha Chakrabarty, Pankaj K. Jain, Andriy Shkilko, Konstantin Sokolov, Management Science, 67 (2), 1183-1198, 2021. https://pubsonline.informs.org/doi/abs/10.1287/mnsc.2019.3466
Ransomware Activity and Blockchain Congestion, Konstantin Sokolov, Journal of Financial Economics, 2021. https://doi.org/10.1016/j.jfineco.2021.04.015
An Examination of the NYSE’s Retail Liquidity Program, Pankaj K. Jain, Jared Linna, Thomas H McInish, The Quarterly Review of Economics and Finance, 80, 367-373, 2021.
Order Based Versus Level Book Trade Reporting: An Empirical Analysis, James Upson, Thomas McInish, and B. Hardy Johnson IV, Journal of Banking and Finance, February 2021.
Supply and Demand Shifts of Shorts Before Fed Announcements during QE1–QE3, Thomas H. McInish, Christopher J. Neely, and Jade Planchon, Economic Letters, 200, 109718, 2021.
Inter-Firm Connections, Alliance Formation and the Value Created by Alliances, Yun Liu, Tomas Mantecon, Sabatino Silveri and Wei Sun, Quarterly Journal of Finance, 2020.
Stock Market Liquidity, Funding Liquidity, Financial Crises and Quantitative Easing, Mishra, Ajay Kumar, Bhavik Parikh and Ronald W. Spahr, International Review of Economics and Finance, 2020.
Nasdaq Ex-Day Behavior: An Out-of-Sample Test, Shishir Paudel, Sabatino Silveri and Mark Wu, Review of Financial Economics, 2020.
Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs, Andriy Shkilko and Konstantin Sokolov, Journal of Finance, 2020. https://onlinelibrary.wiley.com/doi/abs/10.1111/jofi.12969
You’re Fired: Gender Disparities in CEO Dismissal, Vishal Gupta, Sandra Mortal, Sabatino Silveri, Minxing Sun and Daniel Turban, Journal of Management, 2020.
Stock Pledging and Firm-risk: Evidence from India, Chauhan, Yogesh, Ajay Kumar Mishra and Ronald W. Spahr, Financial Management, forthcoming, 2020.
Contemporaneous Linkages: Funding Liquidity and Stock Market Illiquidity Spirals, Mishra, Ajay Kumar, Bhavik Parikh and Ronald W. Spahr, International Journal of Finance and Economics, forthcoming, 2020.
Commonality in Liquidity and Multilateral Trading Facilities, Pankaj K. Jain, M. Mekhaimer, Sandra Mortal, Financial Review, 55(3), 1–22, 2020. https://doi.org/10.1111/fire.12225
An Hedonic Approach to Determining the Sources of Inequity, Wei Sun, Mark Sunderman and Paul Bidanset, Journal of Property Tax Assessment & Administration, 17(1), 2-22, 2020.
Impact of Single Family Home Foreclosures on Apartment Rents, Ying Huang, Ronald W. Spahr and Mark Sunderman, Journal of Housing Research, 29(2), 107-132, 2020.
The Impact of Default and Foreclosure on Housing Values: Rings vs. Neighborhoods Approach. Ying Huang, Ronald W. Spahr and Mark Sunderman. Journal of Real Estate Finance and Economics, 60, 338-374, 2020.
The Life of U's: Order Revisions on NASDAQ. Nikolsko-Rzhevska, O., Nikolsko-Rzhevskyy, A., & Black, Jeffrey R. Journal of Banking & Finance, 111, 105724, 2020.
Trade Signing in Fast Markets. Allen Carrion and Madhuparna Kolay. Financial Review, forthcoming, 2019.
Fast and Slow Cancellations and Trader Behavior.Thomas H. McInish, Olena Nikolsko‐Rzhevska, Alex Nikolsko‐Rzhevskyy, and Irina Panovska, Financial Management, published online November 2019.
An Exploratory Approach for Enhancing Vertical and Horizontal Equity Tests for Ad Valorem Property Tax Valuations Using 'Geographically Weighted Regression', Paul Bidanset, Michael McCord, Peadar Davis and Mark Sunderman, Journal of Financial Management of Property and Construction, 24(2), 231 250, 2019.
Housing "Beta": Common Risk Factor in Returns of Stocks. Vishaal Baulkaran, Pawan Jain, and Mark Sunderman, Journal of Real Estate Finance and Economics, 1-19, 2019.
Neighborhood Blight Indices, Impacts on Property Values and Blight Resolution Alternatives, Wei Sun, Ying Huang, Ronald Spahr, Mark Sunderman and Minxing Sun, Journal of Real Estate Research, 41(4), 555 603, 2019.
The Value of Greenways: Memphis Shelby Farms Greenline as a Case Study. Ying Huang, Esra Ozdenerol, and Mark Sunderman, Journal of Housing Research 28(1), 81-107, 2019.
Insights from Bitcoin Trading. Pankaj K. Jain, Thomas H. McInish, and Jonathan Miller. Fintech Special Issue, Financial Management, 48 (4), 1031-1048, 2019.
Using Information Theory to Evaluate Measures of Vertical Inequity in Property Taxation. Frank SanPietro, Mark Sunderman, Evgenii Radetskiy, and Brian Janz. Journal of Property Tax Assessment & Administration, 16(1), 5-23, 2019.
Estimate the Optimal Proportional Reinsurance Method in Property Insurance. Ronald Spahr, Jamaal Wasif, Mark Sunderman, Mohamed EL-bolkiny and Mohamed Elmadawye. Egyptian Journal of Commerce Studies, 42(3), 291-324, 2018
Big Data Framework for Finding Patterns in Multi-market Trading Data. Budhathoki, Daya Ram, Dipankar Dasgupta, and Pankaj Jain. International Conference on Big Data, 237-250. Springer, Cham, 2018.
When Crisis Knocks, Call a Powerful CEO (or Not): Investigating the Contingent Link Between CEO Power and Firm Performance During Industry Turmoil, Vishal Gupta, Seonghee Han, Vikram Nanda and Sabatino Silveri, Group and Organization Management, 2018.
Exploring the Manipulation Toolkit: The Failure of Doral Financial Corporation. Elnahas, Ahmed, Pankaj K. Jain, and Thomas McInish, Applied Economics 50, 157-171, 2018.
How a Credit Enhancement Affects Bond Liquidity and Default Risk of the Firm. Black, Jeffrey R., S.A. Hoelscher and D. Stock. Journal of Fixed Income, 28(03), 2018.
Do Women CEOs Face Greater Threat of Shareholder Activism Compared to Male CEOs? A Role Congruity Perspective. Vishal Gupta, Seonghee Han, Sandra Mortal, Sabatino Silveri, and Daniel Turban, Journal of Applied Psychology, 103(2), 228-236, 2018.
High Frequency Trading and Extreme Price Movements. Brogaard Jonathan, Allen Carrion, Thibaut Moyaert, Ryan Riordan, Andriy Shkilko, and Konstantin Sokolov, Journal of Financial Economics, 128, 253-265, 2018.
A Prioritization Index for Blight Intervention Strategies in Residential Real Estate. Fernando Ferreira, Ronald Spahr, Mark Sunderman and Marjan Jalali, Journal of the Operational Research Society, 69(8), 1269-1285, 2018.
Designing and Delivering Effective Online Instruction. Mark A. Sunderman, Smita Jain, and Pawan Jain, International Journal of Research in Management & Social Science, 6(1), 133-140, 2018.
Permanent Price Impact Asymmetry of Trades with Institutional Constraints. Chiraphol Chiyachantana, Pankaj Jain, Christine Jiang, and Vivek Sharma, Journal Financial Markets, 2017, Lead Article.
The Impact of Market Structure on Ex-Dividend Day Stock Price Behavior. Sandra Mortal, Shishir Paudel, and Sabatino Silveri. Financial Management, 46(4), 2017.
Price Discovery and Liquidity Characteristics for U.S. Electronic Futures and ETF Markets. Richard Holowczak, Pankaj K. Jain, Suchismita Mishra, Senol Oztekin, and Sascha Strobl, Journal of Trading, 12 (2), 59-72, 2017
Corruption's Impact on Foreign Portfolio Investment.Pankaj Jain, Emre Kuvvet, and Michael Pagano, International Business Review, 26, 23-35, 2017
REITs and Market Microstructure: A Comprehensive Analysis of Market Quality. Pawan Jain, Mark Sunderman and K. Janean Westby-Gibson, Journal of Real Estate Research, 39(1): 65-98, 2017
A Learning-Oriented Decision-Making Process for Real Estate Brokerage Service Evaluation. Fernando Ferreira, Ronald Spahr, Mark Sunderman, Audrius Banaitis and João Ferreira, Service Business, 11(3):453-473, 2017.
Hospitality REITs and Financial Crisis: A comprehensive assessment of market quality. Pawan Jain, Spenser Robinson, Arjun Singh, and Mark Sunderman, Journal of Property Investment & Finance, 35(3):277-289, 2017.
Reducing Vertical and Horizontal Inequity in Property Tax Assessments. John Birch, Mark Sunderman and Evgeny Radetskiy, Journal of Property Tax Assessment & Administration,14(2):71-81,2017.
Executives' Horizon, Internal Governance and Stock Market Liquidity. Christine Jiang, Mohamed Mekhaimer and Pawan Jain, Journal of Corporate Finance, Volume 40, Pages 1-23, October 2016. Lead article.
Price Clustering on the Shanghai Stock Exchange. Bill Hu, Christine Jiang, Thomas McInish, Haigang Zhou, Applied Economics, 49, 2766-2778. 2016.
The Pricing of Different Dimensions of Liquidity: Evidence from Government Guaranteed Bonds. Jeffrey R. Black, Duane Stock, and Pradeep K. Yadav. Journal of Banking & Finance 71, 119-132, 2016.
Executive Overconfidence and Compensation Structure, Mark Humphery-Jenner, Ling Lei Lisic, Vikram Nanda, and Sabatino Silveri, Journal of Financial Economics, 119(3), 533-558, 2016.
Does High Frequency Trading Increase Systemic Risk? Pankaj Jain, Pawan Jain, and Thomas McInish, Journal of Financial Markets, 31, 1-24, 2016. Lead Article.
CEO Power and Firm Performance under Pressure, Seonghee Han, Vikram Nanda, and Sabatino Silveri, Financial Management, 45(2), 369-400 , 2016.
Value-Relevance of Corporate Social Responsibility: Evidence from Short Selling, Archana Jain, Pankaj Jain, and Zabihollah Rezaee, Journal of Management Accounting Research, 28(2), 29-52 , 2016.
The Bonding Hypothesis and the Home Market Liquidity of Chinese Cross-listed Stocks, Ying Huang, Gady Jacoby, and Christine Jiang, Journal of International Financial Markets, Institutions & Money, 43, 146-157, 2016.
Director Discretion and Insider Trading Profitability, Sean Foley, Amy Kwan, Thomas McInish, and Richard Philip, Pacific Basin Finance Journal, 39, 28-43, 2016.
Shareholder Wealth Effects of Management Regulatory Compliance, Pankaj Jain and Zabihollah Rezaee, International Journal of Finance and Managerial Accounting, 1, 25-40, 2016.
Using Multiple Criteria Decision Analysis (MCDA) to Assist in Estimating Residential Housing Values, Ferreira Fernando, Ronald Spahr, and Mark Sunderman, International Journal of Strategic Property Management, 20(4): 354-370, 2016.
Five Property Types’ Real Estate Cycles as Markov Chains. Richard Evans and Glenn Mueller, International Real Estate Review, 19(3), 265-96, 2016.
Industrial Real Estate Cycles: Markov Chain Applications. Richard Evans and Andrew Mueller, Journal of Real Estate Portfolio Management, 22(1), 75-90, 2016.
Trading Rules, Competition for Order Flow and Market Fragmentation. Amy Kwan, Ronald Masulis, and Thomas McInish, Journal of Financial Economics, 115, 330-348, 2015.
The Post Acquisition Returns of Stock Deals: Evidence of the Pervasiveness of the Asset Growth Effect. Sandra Mortal and Michael Schill, Journal of Financial and Quantitative Analysis, 50, 477-507, 2015.
Gated Community Premiums and Amenity Differentials in Residential Subdivisions, Evgeny Radetskiy, Ronald Spahr and Mark Sunderman, Journal of Real Estate Research, 37, 405-438, 2015.
Price Movement and Trade Size on the National Stock Exchange of India, Ajay Mishra, Trilochan Tripathy, and Thomas McInish, Applied Economics, 47, 4847-4854, 2015.
The Impact of Earnings Guidance Cessation: Information Asymmetry and Earnings Management. Bill Hu, Joon Ho Hwang, and Christine Jiang, Journal of Business Finance and Accounting, 41, 73-99, 2014.
Predicting Future Price Volatility: Empirical Evidence from an Emerging Limit Order
Market. Pawan Jain and Christine Jiang, Pacific Basin Finance Journal, 27, 72-93, 2014.
Market Liquidity and Ambiguity: The Certification Role of Corporate Governance. Jang Chul, Kimand, Emre Kuvvet, and Christine Jiang, Financial Review 49 (4), 643-668, 2014.
The U.S. Housing Finance Debacle, Measures to Assure its Non-Recurrence and Reform of the Housing GSEs. Ronald Spahr and Mark Sunderman, Journal of Real Estate Research 36, 59-86, 2014.
Fragmentation and Price Discovery: A Comparison of Reg NMS and MiFID1. Frederick Harris, Thomas McInish, Frank Sensenbrenner, and Robert Wood, Journal of Trading 9, 6-36, 2014.
Naked Short Selling and the Market Impact of Failures to Deliver: Evidence from the Trading of Real Estate Investment Trusts. Eric Devos, Thomas McInish, Michael McKenzie, and James Upson, Journal of Real Estate Finance and Economics 49, 454-476, 2014.
The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders. Thomas McInish, James Upson, and Robert Wood, Financial Review 49, 481–509, 2014.
Regression Modeling for Vertical and Horizontal Property Tax Inequity. John Birch and Mark Sunderman, Journal of Housing Research 23, 89-105, 2014.
Stock Price Movement around Merger Announcements: Insider Trading or Market Anticipation? Pawan Jain and Mark Sunderman, Managerial Finance, 40, 821-843, 2014.
Worldwide Reach of Short Selling Regulations. Archana Jain, Pankaj Jain, Thomas McInish, Michael D. McKenzie, Journal of Financial Economics 109, 177-197, 2013.
Capital Allocation by Public and Private Firms. Sandra Mortal, Natalia Reisel, Journal of Financial and Quantitative Analysis 48, 77-103, 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.
The Quote Exception Rule: Giving High Frequency Traders an Unintended Advantage, Thomas McInish and James Upson, Financial Management 42, 481-501, 2013.
Retail Real Estate Cycles as Markov Chains. Richard Evans, Glenn Mueller, Journal of Real Estate Portfolio Management 19, 179-188, 2013.
Credit Rating Changes and Institutional Trading. Pankaj Jain and Qin Wang, Journal of Trading 8, 38-47, 2013.
Greed and Fear in Financial Markets: The Case of Stock Spam E-mails, Bill Hu, Thomas McInish, Li Zeng, Journal of Behavioral Finance, 14, 83-93, 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.
Treasury Inflation-Protected Securities, Quentin C. Chu and Deborah Pittman, Encyclopedia of Finance, Chapter 8 (2ndedition), 255-260, 2013.
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.
A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness. Fernando Ferreira, Paulo Rodrigues, Sergio Santos and Ronald Spahr, International Journal of Strategic Property Management, 16, 254-276. AOP 02 October 2012.
Are Exchange Rate Movements Predictable in Asia-Pacific Markets? Evidence of random walk and martingale difference processes. Osamah M. Al-Khazali, Daewon Kim and C.S. Pyun, International Review of Economics and Finance 21, 221-231, 2012.
Dividend-Rollover Effect & the Ad Hoc Black-Scholes Model. Youngsoo Choi, SoonChan Ok, Steven Jordan, Journal of Futures Markets, 32, 742-772, 2012.
European Market Quality Pre-/Post-MiFID: A Panel Discussion of Metrics for Market Integrity and Efficiency. (panel discussion in) Freerick H. deB. Harris, Elisa Maree DrMarco and Thomas 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 and Ronald Spahr, Journal of Business Economics and Management, 15(1), 1-21 2012.
Evolution of Short Selling Regulations and Trading Practices, Chinmay Jain, Pankaj Jain, Thomas 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 and Ronald Spahr, Engineering Economist 57, 157-177, 2012.
Information Content of Earnings Announcements: Evidence from After Hours Trading. Christine Jiang, Tanakorn Likitapiwat and Thomas McInish, Journal of Financial and Quantitative Analysis 47, 1303-1330, 2012.
Pricing and Information Content of Block Trades on the Shanghai Stock Exchange. Longzhen Fan, Bill Hu and 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 and Santanu Mitra, Review of Quantitative Finance and Accounting, 41(4), 585-610, 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 and Ronald Spahr, Journal of Business Economics and Management,
14(4), 715-740, 2012.
Short Selling: The Impact of SEC Rule 201 of 2010. Chinmay Jain, Pankaj Jain and Thomas McInish, Financial Review 47, 37-64, 2012.
Short Selling Rule 201. Chinmay Jain, Pankaj Jain and Thomas 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 is Considered as Firms' Third Financial Stakeholder. Fariz Huseynov, Pankaj Jain, Bhavik Parikh and Ronald 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 and 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, 123-142, 2012.
On the Scope and Drivers of the Asset Growth Effect. Marc Lipson, Sandra Mortal and Michael Schill, Journal of Financial and Quantitative Analysis, 46(6), 1651-1682, 2011.
A Comparison of Volatility and Bid-Ask Spread for Nasdaq and NYSE after Decimalization. Christine Jiang, Jang-Chul Kim and 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 and Thomas McInish, Regulation 34, 30-34, 2011.
Evolution of Short Selling Regulations and Trading. Chinmay Jain, Pankaj Jain, Thomas McInish, Handbook of Short Selling, Elsevier, Ch 05, 93-109, 2011.
Gambling in Penny Stocks. Bill Hu and Thomas McInish, International Journal of Cyber Criminology 4, 610-629, 2011.
Liquidity, Analysts, and Institutional Ownership. Christine Jiang, Jang-Chul Kim and 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 and 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 and Ronald Spahr, Banks and Bank Systems, VI, 23-35, 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 and Christine Jiang, Journal of Financial Research 54, 537-567, 2011.
When do TIPS Prices Adjust to Inflation Information? Quentin C. Chu, Deborah Pittman and Linda Yu, Financial Analysts Journal, Vol. 67, 59-73, 2011.
Do Firms Believe in Interest Rate Parity? Matt McBrady, Sandra Mortal, Michael Schill, Review of Finance, 14(4), 695-726, 2010.
A Global Perspective on the Banking Crisis and Recovery: An Analysis of Domestic vs. Foreign Banks. Pankaj Jain, H. Mahmud and 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.
Informed Trading in Parallel Auction and Dealer Markets: The Case of the London Stock Exchange. Pankaj Jain, Christine Jiang, Thomas McInish, and N. Taechapiroontong, in 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 and Thomas McInish, Pacific-Basin Finance Journal, 19, 194-207, 2010.
Stock Market Reactions to Regulatory Investigations: Evidence from Options Backdating. Pankaj Jain, Sakshi Jain, and Zabihollah Rezaee, Research in Accounting Regulation 22, 52-57, 2010.
Strategic Illegal Insider Trading Prior to Price Sensitive Announcements. Alex Frino, Thomas McInish, and Frank Sensenbrenner,Journal of Financial Crime 18, 247-253, 2010.
The Link Between Intraday Signals and Call Warrant Mispricing. Shih-Ching Chuan, Steven Jordan, Yueh-Neng Lin, and Shih-Kuo Yeh, Service Industries Journal, 30, 2273-2288, 2010.
Corruption, Political Connections and Municipal Finance. Sandra Mortal, Alex Butler, and Larry Fauver, Review of Financial Studies, 22(7), 2873-2905, 2009.
A Model for Federal Public Land Surface Rights Management. Mark Sunderman and Ronald Spahr, Journal of Real Estate Research 31, 119-146, 2009.
Liquidity and Capital Structure. Sandra Mortal and Marc Lipson, Journal of Financial Markets, 12(4), 611-644, 2009.
The Monetary Transmission Mechanism of a Small Open Economy with Sweeping Financial Reform. C.S. Pyun, Young Seob Son and William T. Smith, Multinational Business Review 17, 1-19, 2009.
Information Content of Trading Halts. Christine Jiang, Thomas McInish and James Upson, Journal of Financial Markets, 12, 703-726, 2009.
Adverse Selection Costs for NASDAQ and NYSE after Decimalization, Christine Jiang, Jang-Chul Kim, and Robert Wood, International Review of Financial Analysis 18, 205-211, 2009.
Stock Market Liquidity and the Decision to Repurchase. Sandra Mortal, Paul Brockman, and John Howe, Journal of Corporate Finance, 14(4), 446-459, 2008.
The Profound Effects of Automation on Stock Markets around the World. Pankaj Jain, Journal of Investment Management 6, 46-54, 2008.
The Sarbanes-Oxley Act of 2002 and Market Liquidity, Pankaj Jain, Jang-Chul Kim, and Zabihollah Rezaee, Financial Review 43, 361-382, 2008.
Financial Analysts and Price Discovery. Thomas McInish, Michael Aitken, Niall Almeida, and Frederick Harris, Accounting and Finance 48, 1-24, 2008.
Behavioral Explanations of Trading Volume and Short-Horizon Price Patterns: An Investigation of Seven Asia-Pacific Markets. Thomas McInish, David Ding, and Udomsak Wongchotti, Pacific Basin Finance Journal 16, 183-203, 2008.
Calendar Anomaly in the Greek Stock Market: Stochastic Dominance Analysis. C.S. Pyun, Osamah Al-Khazali and Evangelos Koumanakos, International Review of Financial Analysis 17, 461-474, 2008.
Short-Horizon Contrarian and Momentum Strategies in Asian Markets: An Integrated Approach. C.S. Pyun, Thomas McInish, David Ding and Udomsak Wongchoti, International Review of Financial Analysis, 17, 312-329, 2008.
Mutual Fund Performance: Does Fund Size Matter? Investment Performance Measurement: Evaluating and Presenting Results. Christine Jiang, CFA Institute Investment Perspectives, 13, 307-326, 2008.
Earnings Surprises and Stealth Trading. Christine Jiang, Sugato Chakravarty and Chiraphol Chiyachantana, Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing, John Wiley and Sons, Inc., 2008.
Order Dynamics: Recent Evidence from the NYSE. Andrew Ellul, Craig Holden, Pankaj Jain, Robert Jennings, Journal of Empirical Finance, 14, 636–661, 2007.
Price Clustering on the Tokyo Stock Exchange. Thomas McInish, Asli Ascioglu, and Carole Comerton-Forde, Financial Review, 42, 289-301, 2007.
Opening and Closing Behavior Following the Introduction of Call Auctions in Singapore. Thomas McInish, Carole Comerton-Forde, Sie Ting Lau, Pacific Basin Finance Journal, 15, 18-35, 2007.
Corporate Governance, Disclosure, and Minority Shareholder Expropriation: The Saga of Damlier Chrysler. Frederick Harris, Sherry Jarrell, Thomas McInish, and Robert Wood, Journal of Corporate Ownership and Control, 5, 403-412, 2007.
Liquidity Supply in Electronic Markets. Thomas McInish, Michael Aitken, Niall Almeida, and Frederick Harris, Journal of Financial Markets, 10, 144-168, 2007.
Listing Switches from Nasdaq to NYSE/AMEX: Is New Stock Issuance a Motive? Thomas McInish and Asli Ascioglu, Advances in Quantitative Analysis of Finance and Accounting, 2, 2007.
A New Variance Ratio Test of Random Walk in Emerging Markets: A Revisit. C.S. Pyun, Osamah M. Al-Khazali, and David Ding, Financial Review 42, 303-317, 2007.
A Comparison of Variance Ratio Tests of Random Walk: A Case of Asian Emerging Markets. C.S. Pyun, Hafiz Hoque and Jae H. Kim, International Review of Economics and Finance, 16, 488-502, 2007.
Strategies for Global Korean Economic Network and the Korean Community in the U. S. C.S. Pyun, Korean and Korean American Studies Bulletin, 16, 100-122, 2007.
Improving Liquidity through Efficient Stock Market Structure and Operational Design, Pankaj Jain, Journal of Financial Transformation 18, 151-159, 2006.
The Sarbanes-Oxley Act of 2002 and Capital Market Behavior: Early Evidence, Pankaj Jain and Zabihollah Rezaee, Contemporary Accounting Research 23, 629-654, 2006.
Investor Recognition, Liquidity, Returns, and Performance after Exchange Listings in the Reformed Markets, Pankaj Jain and Jang-Chul Kim, Financial Management 35, 21-42, 2006.
Management Policy and Estimated Returns on School Trust Lands. Mark Sunderman and Ronald Spahr, Journal of Real Estate Finance and Economics 33, 345-362, 2006.
Volatility Effects of Institutional Trading in Foreign Stocks, Christine Jiang, Chiraphol Chiyachantana, Pankaj Jain, and Robert Wood, Journal of Banking and Finance 30, 8, 2199-2214, 2006.
Financial Market Design and the Equity Premium: Electronic vs. Floor Trading. Pankaj Jain, Journal of Finance 60, 2955-2985, 2005.
Do Tracking Stocks Reduce Informational Asymmetries? An Analysis of Liquidity and Adverse Selection. John Elder, Pankaj Jain, and Jang-Chul Kim, Journal of Financial Research 28, 197-213, 2005.
Risk Adjusted Contrarian Profits: Evidence from Non S&P 500 High Volume Trading Stocks. C.S. Pyun and Udomsak Wongchoti, Financial Review 40,335-359, 2005.
Homeowners' Repeat-Sale Gains, Dual Agency, and Repeated Use of the Same Agent. Richard Evans and Phillip Kolbe, Journal of Real Estate Research 27, 267-292, 2005.
Currency Devaluation and Contractionary Policy in Currency Crisis: A Supply-Side Approach. C.S. Pyun, William Smith and Youngseob Son, Global Business and Finance Review 10, 17-25, 2005.
Industry-Wide Effects of Sarbanes-Oxley Act of 2002. Pankaj Jain and Zabihollah Rezaee, Journal of Forensic Accounting 6, 147-162, 2005.
Asymmetric Information in the IPO Aftermarket.Thomas McInish, M. Li, and U. Wongchoti, Financial Review 40, 131-153, 2005.
Information Based Trading, Price Impact of Trades, and Trade Autocorrelation.Thomas McInish, Kee Chung, and Mingsheng Li, Journal of Banking and Finance 29, 1645-1669, 2005.
Trading Costs of Non-U.S. Stocks on NYSE: The Effect of Institutional Ownership, Analyst Following, and Market Regulations. Christine Jiang and Jang-Chul Kim, Journal of Financial Research 28, 439-459, 2005.
International Evidence on Institutional Trading Behavior and Determinants of Price Impact. Chiyachantana, Chiraphol, Pankaj Jain, Christine Jiang, and Robert Wood, Journal of Finance 59, 865-894, 2004.
Price Discovery in the Pits: The Role of Market Makers on the CBOT and the Sydney Futures Exchange. Thomas McInish, Alex Frino, Frederick Harris, Michael Thomas, Journal of Futures Markets 24, 785-804, 2004.
Stock Prices and Inflation: New Evidence from the Pacific-Basin Countries. C.S. Pyun and Osamah Al-Khazali, Review of Quantitative Finance and Accounting 22, 123-140, 2004.
Efficiency and Resilience of French Multinational Banks. C.S. Pyun, Tosporn Chotigeat, and Sebastien Kramer, Multinational Business Review 12,3-18, 2004.
The Impact of Regulation FD on Volatility, Trading and Information Asymmetry. Christine Jiang, Chiraphol Chiyachantana, Nareerat Taechapiroontong, and Robert Wood, Financial Review 39, 549-577, 2004.
The Volatility Impact of the European Monetary System on Member and Non-Member Currencies. Christine Jiang, Michael Hu and Christos Tsoukalas, Applied Financial Economics 14, 313-325, 2004.