• Futures market volatility: what has changed?

    Nicholas P.B. Bollen and Robert E Whaley

    Journal of Futures Markets

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    The association between client-specific investment opportunities and audit fees of industry specialists and non-specialists

    Steven F. Cahan, Jayne M. Godfrey, Jane Hamilton and Debra C. Jeter

    International Journal of Auditing

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    Auditor industry specialization and evidence of cost efficiencies in homogeneous industries

    Kenneth L. Bills, Debra C. Jeter, and Sarah E. Stein

    The Accounting Review

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    Debt-Equity Choices, R&D Investment, and Market Timing

    Craig M. Lewis and Yongxian Tan

    Journal of Financial Economics

    Corporate lobbying and firm performance

    Hui Chen, David C. Parsley, and Ya-wen Yang

    Journal of Business, Finance, and Accounting

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    Short sellers and the informativeness of stock prices with respect to future earnings

    Michael S. Drake, James N. Myers, Linda A. Myers, and Michael D. Stuart

    Review of Accounting Studies

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    Asset-specificity and conditional accounting conservatism

    Qingyuan Li, Richard H. Wills, and Li Xu

     

    Corporate tax avoidance in the face of political uncertainty: empirical evidence from national elections around the world

    Qingyuan Li, Edward L. Maydew, Richard H. Wills, and Li Xu

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  • Futures market volatility: What has changed?

    Nicolas P.B. Bollen and Robert E. Whaley

    Journal of Futures Markets

    Convertible bond financing

    Craig M. Lewis and Chris Veld

    Journal of Corporate Finance, 24 (2014), 1-2

    Interconnectedness in the CDS market

    Giulio Girardi, Mila Getmansky, and Craig Lewis

    U.S. Securities and Exchange Commission, Division of Economic and Risk Analysis White Paper Series, May 2014

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    What we do and do not know about convertible bond financing

    Marie Dutordoir, Craig M. Lewis, James K. Seward, and Chris Veld

    Journal of Corporate Finance, 24, 3-20

    Gauging exchange rate targeting

    David C. Parsley and Helen Popper

    Journal of International Money and Finance, 2014, V(43): 155-166

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    Short sellers and the informativeness of stock prices with respect to future earnings

    Michael S. Drake, James N. Myers, Linda A. Myers, and Michael D. Stuart

    Review of Accounting Studies

  • Connecting two markets: An equilibrium framework for shorts, longs, and stock loans

    Jesse Blocher, Adam. V. Reed, and Edward D. Van Wesep

    Journal of Financial Economics, 108(2), 302- 322

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    Do regulatory policies regarding auditing and financial reporting effect executive pay?

    Hui Chen, Debra C. Jeter and Ya-wen Yang

    International Journal of Accounting, Auditing and Performance Evaluation, Vol. 9, No. 4, Nov. 2013, pp.344-364

    Pay-performance sensitivity before and after SOX

    Hui Chen, Debra C. Jeter and Ya-wen Yang

    Journal of Accounting and Public Policy

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    Shareholder litigation, reputational loss, and bank loan contracting

    Saiying Deng, Richard H. Wills and Li Xu

    Journal of Financial and Quantitative Analysis, 49, 1101-1132

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    Equity method investments and sell-side analysts’ information environment

    Sam Lee, Shail Pandit, and Richard H. Wills

    The Accounting Review, 88, 2089-2115

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    Does investor sentiment affect sell-side analysts’ forecast bias and forecast accuracy?

    Beverly R. Walther and Richard H. Wills

    Review of Accounting Studies, 18, 207-227

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    Put Option Exercise and Short Stock Interest Arbitrage

    Kathryn Barraclough and Robert E. Whaley

    Journal of Investment Management (JOIM), First Quarter 2013

    Damaged Auditor Reputation and Analysts’ Forecast Revision Frequency

    S. Cahan, Paul Chaney, and Debra Jeter

    Auditing: A Journal of Practice & Theory, February 2013

    Dynamic Financial System: Complexity, Fragility and Regulatory Principles

    Thomas S.Y. Ho, Hans R. Stoll, and Miguel Palacios

    Financial Markets, Institutions & Instruments, Vol. 22, Issue 1, pp. 1-42, 2013

    Do Regulatory Policies regarding Auditing and Financial Reporting Affect Executive Pay?

    Hui Chen, Debra Jeter, and Y. Yang

    International Journal of Accounting, Auditing and Performance Evaluation

  • Seeking safety: the relation between CEO inside debt holdings and the riskiness of firm investment and financial policies

    Cory A. Cassell, Shawn X. Huang, Juan M. Sanchez, and Michael D. Stuart

    Journal of Financial Economics 103 (3): 588-610

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    Security analysts, cash flow forecasts, and turnover

    Shail Pandit, Richard H. Wills, and Ling Zhou

    International Journal of Forecasting, 28, 874-890

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    Stock option contract adjustments: the case of special dividends

    Kathryn Barraclough, Hans Stoll, and Robert E. Whaley

    Journal of Financial Markets 15 (2012), 233-257

    Early exercise of put options on stocks

    Kathryn Barraclough and Robert E. Whaley

    Journal of Finance 67 (2012), 1423-1456

    Put option exercise and short stock interest arbitage

    Kathryn Barraclough and Robert E. Whaley

    Journal of Investment Management 10 no. 4 (2012), 1-16

    Using option prices to infer overpayments and synergies in M&A transactions

    Kathryn Barraclough, David T. Robinson, Tom Smith, and Robert E. Whaley

    Review of Financial Studies

    Suspicious Patterns in Hedge Fund Returns and the Risk of Fraud

    Nicolas P. Bollen and Veronika K. Pool

    Review of Financial Studies

    Keep on smiling? The pricing of Quanto options when all covariances are stochastic

    Nicole Branger and M Muck

    Journal of Banking & Finance, 2012

    Hedging under model misspecification: All risk factors are equal, but some are more equal than others …

    Nicole Branger, E Krautheim, Christian Schlag

    Journal of Futures Markets Volume 32, Issue 5, pages 397-430

    Robust portfolio choice with ambiguity and learning about return predictability

    Nicole Branger, LS Larsen, C Munk

    Journal of Banking & Finance

    Asset allocation: How much does model choice matter?

    Nicole Branger and Alexandra Hansis

    Journal of Banking & Finance

    Adversarial versus Inquisitorial Justice

    Luke M. Froeb and Bruce Kobayashi

    Procedural Law And Economics, Encyclopedia of Law and Economics, vol. II, edited by Chris William Sanchirico, Edward Elgar

    Merger Strategies and Antitrust Concerns

    Gregory J. Werden and Luke M. Froeb

    Oxford Handbook in Managerial Economics, eds. William F. Shughart and Christopher R. Thomas, Oxford University Press

    Teaching Managerial Economics with Problems Instead of Models

    Luke M. Froeb and James C. Ward

    THE INTERNATIONAL HANDBOOK ON TEACHING AND LEARNING IN ECONOMICS, Gail Hoyt, KimMarie McGoldrick, eds., Edward Elgar Publishing

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    Regulatory Principles for the Financial System

    Thomas S. Y. Ho, Miguel Palacios, and Hans R. Stoll

    The Journal of Derivatives 20, (2012) pp. 19-29

    The Pricing of Industry Specialisation by Auditors in New Zealand

    David Hay and Debra C. Jeter

    Accounting and Business Research

    Convertibles and Hedge Funds as Distributors of Equity Exposure

    Stephen Brown, Bruce Grundy, Craig M. Lewis, and Patrick Verwijmeren

    Review of Financial Studies

  • Are all industry specialist auditors the same?

    Steven F. Cahan, Debra C. Jeter, and Vic Naiker

    Auditing: A Journal of Practice & Theory, Vol. 30:4, November 2011, pp. 191-222

    The pricing of industry specialization by auditors in New Zealand

    David Hay and Debra C. Jeter

    Accounting and Business Research, Vol. 41: 2, June 2011, pp. 171-195

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    Early Exercise of Put Options on Stocks

    Kathryn Barraclough and Robert E. Whaley

    Journal of Finance

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    Stock Option Contract Adjustments: The case of special dividends

    Kathryn Barraclough, Hans R. Stoll and Robert E. Whaley

    Journal of Financial Markets

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    Zero – R² Hedge Funds and Market Neutrality

    Nicholas P. Bollen

    Journal of Financial and Quantitative Analysis

    The Quality of Accounting Information in Politically Connected Firms

    Paul K. Chaney, Mara Faccio and David Parsley

    Journal of Accounting and Economics, Vol. 51 (1-2) pp. 58-76

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    Information Asymmetry and Restatement Announcements: Evidence from Informed Trading

    Brad Badertscher, Paul Hribar and Nicole Thorn Jenkins

    The Accounting Review

    Individual political contributions and firm performance

    Alexei V. Ovtchinnikov and Eva Pantaleoni

    Journal of Financial Economics

    Exchange Rate Pass-Through in South Africa: Panel Evidence from Individual Goods and Services

    David C. Parsley

    Journal of Development Studies

    Slow Passthrough around the World: A New Import for Developing Countries

    Jeffrey A. Frankel, David C. Parsley and Shang-Jin Wei

    Open Economics Review

    Pricing Two Heterogeneous Trees

    Nicole Branger, Christian Schlag and Lue Wu

    Journal of Financial and Quantitative Analysis, 46 pp. 1437-1462

    Hedging under Model Mis-specification: All Risk Factors are Equal; but some are More Equal than Others

    Nicole Branger, Christian Schlag, Eva Schneider and Norman Seeger

    Journal of Futures Markets

    Commodity Index Investing: Speculation or Diversification

    Hans R. Stoll and Robert E. Whaley

    The Journal of Alternative Investments, Vol 14, No 1: pp. 50-60

    Trading Relative Performance with Alpha Indices

    Jacob S. Sagi and Robert E. Whaley

    Financial Analysts Journal, Vol 67 No. 6

    Security Analysts, Cash Flow Forecasts, and Turnover

    S. Pandit, L. Zhou and Richard H. Willis

    International Journal of Forecasting

     

  • Commodity Index Investing and Commodity Futures Prices

    Hans R. Stoll and Robert E. Whaley

    Journal of Applied Finance (2010), 1-40

    Locked up by a Lockup: Valuing Liquidity as a Real Option

    Andrew Ang and Nicolas P. B. Bollen

    Financial Management

    The Financial Crisis and Hedge Fund Returns

    Nicolas P. B. Bollen

    Review of Derivative Research

  • Auditor specialization, auditor dominance, and audit fees: the role of investment opportunities

    Steven F. Cahan, Jayne M. Godfrey, Jane Hamilton and Debra C. Jeter

    The Accounting Review, (lead article) Vol. 83:6, November 2008, pp. 1393-1424

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    The role of auditing in buyer-supplier relations

    Hui Chen and Debra C. Jeter

    Journal of Contemporary Accounting and Economics, (lead article) Vol. 4:1, pp. 1-17

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    Joint Accounting Choices: An Examination of Firms’ Adoption Strategies for SFAS No. 106 and SFAS No. 109

    Debra C. Jeter, Paul K. Chaney, and M. Daly

    Review of Quantitative Finance & Accounting, Vol 30:2