Faculty Research Publications

2007 or Forthcoming
Author(s) Journal Title
Anand, Amber and Avanidhar Subrahmanyam Journal of Financial and Quantitative Analysis Information and the intermediary" Are market intermediaries informed traders in electronic markets
Anand, Amber and Sugato Chakravarty Journal of Financial and Quantitative Analysis Stealth Trading in Options Markets
Frye, Melissa B., Seung Hee Choi and Minhua Yang Quarterly Review of Economics and Finance Shareholder Rights and the Market Reaction to Sarbanes-Oxley
Gatchev, Vladimir A., M. Binay, and C. Pirinsky Journal of Financial and Quantitative Analysis The Role of Underwriter-Investor Relationships in the IPO Process
Gatchev, Vladimir A., S Banerjee, and P. Spindt Journal of Financial and Quantitative Analysis Stock Market Liquidity and Firm Dividend Policy
Gilkeson, James H. and Stuart E. Michelson Journal of Investing Risk Budgeting, Parameter Uncertainty, and Risk Realizations
Gilkeson, James H. and William Weaver Association of Florida Trial Lawyers Journal Florida Wrongful Death Statutory Damages
Gilkeson, James H., Rich Fortin and Stuart E. Michelson Journal of Investing Patterns in Analysts' Long-Term Earnings Forecasts
Gilkeson, James H., Kristy Reynolds, and Ronald W. Niedrich Journal of Business Research The Influence of Seller Strategy on the Winning Price in Online Auctions" A Moderated Mediation Model
Smith, Stanley D. and Stuart Michelson Managerial Finance Using Instant Messenger in the Finance Course
Smith, Stanley D., Michael P. Hughes, and Drew B. Winters Quarterly Review of Economics and Finance The Effect of Auctions on Daily Treasury-bill Volatility
Smith, Stanley D., Michael P. Hughes, and Drew B. Winters Journal of Economics and Business An Empirical Examination of Intraday Volatility Pattern in On-the-run U.S. Treasury Bills
Weaver, William Appraisal Journal An Assessment of the Financial Impact of Lot/Home Removal on Homeowner's Associations
Weaver, William, Stuart Michelson and Stan Smith Financial Services Review Evaluation of Home Mortgage Re-Financing
Whyte, Ann Marie, A. Akhigbe, and A. Martin Journal of Banking and Finance Partial Acquisitions, the Acquisition Probability Hypothesis, and the Abnormal Returns to Partial Targets
2006
Author(s) Journal Title
Anand, Amber and Daniel Weaver Journal of Financial Markets The Value of the Specialist" Empirical Evidence from the CBOE
Banko, John C., C. Mitchell Conover and Gerald R. Jensen Journal of Business The Relationship between the Value Effect and Industry Affiliation
Chen, Honghui, Gregory Noronha, and Vijay Singal Financial Analysts Journal Index Changes and Losses to Index Fund Investors
Chen, Honghui, Gregory Noronha, and Vijay Singal Journal of Investment Management S&P 500 Index Changes and Investor Awareness
Choi, Yoon Journal of Business Relative Performance Evaluation and Incentive Structure
Frye, Melissa B. and Terry L. Campbell II Journal of Private Equity Venture Capitalist Involvement and the Long-run Performance of IPOs
Frye, Melissa B., Edward Nelling, and Elizabeth Webb Corporate Governance" An International Review Executive Compensation in Socially Responsible Firms
Ragozzino, Roberto Journal of High-Technology Management Research Firm Valuation Effects of High-Tech M&A" A Comparison of New Ventures and Established Acquirers
Ragozzino, Roberto, and Jeffrey J. Reuer Strategic Management Journal Agency Hazards and Alliance Portfolios
Ragozzino, Roberto, Jeffrey J. Reuer Academy of Management Best Paper Proceedings Geographic Distance and M&A Markets" IPOs as Information Diffusion Mechanisms
Schnitzlein, Charles R., C. de Jong, and K. Koedijk Journal of Business Stock Market Quality in the Presence of a Traded Option
Schnitzlein, Charles R., O. Sade, and Jaime Zender Review of Finance When Less (Potential Demand) Is More (Revenue)_Asymmetric Bidding Capacities in Divisible Good Auctions
Schnitzlein, Charles R., O. Sade, and Jaime Zender Review of Financial Studies Competition and Cooperation in Divisible Good Auctions" An Experimental Examination
Smith, Stanley D. and Eurico J. Ferreira Financial Analysts Journal Effect of Regulation FD on Analysts’ Recommendations
Whyte, Ann Marie, C.R. Chen and T. Steiner Journal of Banking and Finance Does stock option-based executive compensation induce risk-taking? An analysis of the banking industry
2005
Author(s) Journal Title
Anand, Amber Journal of Economics and Business Specialist" A Firm or an individual? Empirical Evidence from the Options Markets
Anand, Amber, Sugato Chakravarty and Terrence Martell Journal of Financial Markets Empirical Evidence on the Evolution of Liquidity" Choice of Market versus Limit Orders by Informed and Uninformed Traders
Choi, Yoon, G. Chen and Y. Zhou Journal of Econometrics Nonparametric Estimation of Structural Change Points in Volatility Models for Time Series
Frye, Melissa B., Ann Marie Whyte, and Aigbe Akhigbe Journal of Business Finance and Accounting Financial Modernization in U.S. Banking Markets" A Local or Global Event?
Frye, Melissa B., David A. Becher, and Terry L. Campbell II Journal of Business Incentive Compensation for Bank Directors" The Impact of Deregulation
Gatchev, Vladimir A., C. Fernando, and P. Spindt Journal of Finance Wanna Dance? How Firms and Underwriters Choose Each Other
Gilkeson, James H. and Stuart E. Michelson Journal of Financial Planning Risk Budgeting" Investment Cruise Control for Your Clients?
Gilkeson, James H., and Stuart E. Michelson Journal of Investing Manager Skill and Risk Budgeting
Ragozzino, Roberto, and Jeffrey J. Reuer The Blackwell Encyclopedic Dictionary of Entrepreneurship Contingent Earnouts
Whyte, Ann Marie, A. Akhigbe, and A. Martin Quarterly Review of Economics and Finance Contagion Effects of the World’s Largest Bankruptcy" The Case of WorldCom
2004
Author(s) Journal Title
Ajayi, R. A., S. Mehdian, and M. Perry Emerging Markets Finance and Trade The Day-of-the-week Effect in Stock Returns" Further Evidence from Eastern European Emerging Markets
Anand, Amber and Daniel Weaver Journal of Financial Markets Can Order Exposure be Mandated?
Chen, Honghui, and Vijay Singal Journal of Financial Research All Things Considered, Taxes Drive the January Effect
Chen, Honghui, Gregory Noronha, and Vijay Singal Journal of Finance The Price Response to S&P 500 Index Additions and Deletions" Evidence of Asymmetry and a New Explanation
Choi, Yoon, and Stanley D. Smith Advances in Financial Education Finance Conference Awards and the Quality of Publications
Frye, Melissa B. Journal of Financial Research Equity-based Compensation for Employees" Firm Performance and Determinants
Phillips, Aaron L. Review of Business Research Data Mining Applications and Opportunities in Financial Management
Phillips, Aaron L. Kern Economic Journal Your Disaster Recovery Plan
Ragozzino, Roberto, Jeffrey J. Reuer, and Oded Shenkar Journal of International Business Studies Mitigating Risk in International Mergers and Acquisitions" The Role of Contingent Payouts
Ramanlal, Pradipkumar, and V. Grover Business Horizons Making Digital Economics Work; Managing the E-Business Dilemma
Ramanlal, Pradipkumar, and V. Grover Information Systems Management The E-commerce Paradox" The Suppliers" Dilemma
Ramanlal, Pradipkumar, and V. Grover Information Systems Management The E-commerce Paradox" The Consumers" Response
Schnitzlein, Charles, and Chris Lamoureux Journal of Financial Markets Microstructure with Multiple Assets" An experimental investigation into direct and indirect dealer competition
Smith, Stanley D. Financial Management Is an Article in a Top Journal a Top Article?
Smith, Stanley D., and Stuart Michelson Advances in Financial Education Web Usage in Financial Education,
Weaver, William, and Stuart Michelson Journal of Real Estate Education & Practice A Pedagogical Tool To Assist In Teaching Real Estate Investment Risk Analysis
Whyte, Ann Marie, A. Akhigbe, and J. Madura Journal of Financial Services Research Partial Anticipation and the Gains to Bank Merger Targets
Whyte, Ann Marie, and A. Akhigbe Journal of Financial Research The Gramm-Leach-Bliley Act of 1999" Risk Implications for the Financial Services Industry
2003
Author(s) Journal Title
Borde, Stephen, Ann Marie Whyte, and Aigbe Akhigbe Financial Review Does an industry effect exist for initial public offerings?
Chen, Honghui, and Vijay Singal Journal of Investment Management Do Short Sellers Cause the Weekend Effect?
Chen, Honghui, and Vijay Singal Financial Analyst Journal A December Effect with Tax-Gain Selling?
Chen, Honghui, and Vijay Singal Journal of Finance Role of Speculative Short Sales in Price Formation" Case of the Weekend Effect
Chen, Honghui, Haiwai Chen, and Nicholas Valerio, Applied Economics The Effects of Trading Halts on Price Discovery for NYSE Stocks
Frye, Melissa B., Atkinson, Stanley M., and Samantha Boyce Baird Journal of Financial Research Do Female Mutual Fund Managers Manage Differently?
Gilkeson, James H., and Kristy Reynolds Psychology & Marketing Determinants of Internet Auction Success and Closing Price" An Exploratory Study
Gilkeson, James H., Stanley D. Smith, and Gary E. Porter American Association of Individual Investors Journal In Today's Market, Bank CDs Deserve a Fresh Look
Gilkeson, James H., Peggy D. Dwyer, and Drew B. Winters Federal Reserve Bank of Saint Louis Econ Rev How Banks can Self-Monitor Their Lending to Comply with the Equal Credit Opportunity Act
Park, Hoon Multinational Business Review Determinants of Corruption" A Cross-National Analysis
Phillips, Aaron L. Journal of Academy of Business and Economics The Relationship between Pension Plan Funding Levels and Capital Structure" Further Evidence of a Pecking Order
Phillips, Aaron L. Journal of Academy of Business and Economics The Term Structure of Interest Rates" Evidence of Market Segmentation in the Long End of the Spectrum
Smith, Stanley D., and Eurico J. Ferreira Financial Analysts Journal Wall $treet Week" Information or Entertainment?
Sturm, Ray R. Journal of Behavioral Finance Investor Confidence and Returns Following Large One-Day Price Changes
Sturm, Ray R. and Stanley Atkinson Journal of Investing Allstar Mutual Funds?
Sturm, Ray R. and Stanley Atkinson Regional Business Review The Day-Trading Industry" An Overview
Weaver, William, and Stuart Michelson Appraisal Journal A Practical Tool To Assist In Analyzing Risk Associated With Income Approach Valuation or Investment Analysis
Weaver, William, and Stuart Michelson Journal of Financial Education A Practical Approach to Quantifying Risk and Return for Project Evaluation
Whyte, Ann Marie, and A. Akhigbe Journal of Banking and Finance Changes in Market Assessments of Bank Risk Following the Riegle-Neal Act of 1994
2002
Author(s) Journal Title
Borde, Stephen, Yoon Choi, and Hoon Park International Business Review Determinants of Insurance Pervasiveness" A Cross-National Analysis
Choi, Yoon, and Stanley D. Smith Managerial Finance Real Options" A Commercial Bank Lending Application
Gilkeson, James H., Peggy D. Dwyer and John A. List Economics Letters Gender Differences in Revealed Risk Taking" Evidence from Mutual Fund Investors
Park, Hoon The Journal of International Business and Ecoonomics Global Human Resource Management" A Synthetic Approach
Park, Hoon, and Youngsun Paik Journal of Global Business Impact of National Culture on Transfer of Technology" Demand Side
Park, Hoon, and Youngsun Paik Journal of International Business and Economy Level of Control, Staffing Policy, and Training Needs for Overseas Units of Multinational Corporations" An Interative Approach
Park, Hoon, Mary Gowan and Sundai Hwang Multinational Business Review Impact of National Origin and Entry Mode on Interpersonal Trust and Organizational Commitment of PCN and HCN Managers in Korea
Schnitzlein, Charles The Review of Financial Studies Price Formation and Market Quality When the Number and Presence of Insiders is Unknown
Whyte, Ann Marie, B. Bradford and A. Martin Journal of Financial Research Competitive and Information Effects of Cross-Border Stock Listings
2001
Author(s) Journal Title
Choi, Yoon Quarterly Review of Economics and Finance Management Turnover and Executive Compensation in Synergistic Takeovers
Choi, Yoon, and B.P.S. Murthi Journal of Business Finance and Accounting Relative Performance Evaluation of Mutual Funds" A Non-parametric Approach
Choi, Yoon, and Stan Atkinson Journal of Applied Finance Investment Style of Portfolio Management" Excel Applications
Frye, Melissa B. Journal of Financial Research The Performance of Bank-Managed Mutual Funds
Frye, Melissa B., Narayanan Jayaraman, and Sanjiv Sabherwal Financial Review Informed Trading around Merger Announcements" An Empirical Test Using Transaction Volume and Open Interest in Options Market
Park, Hoon The Journal of Euromarketing Cultural Impact on Internet Connectivity
Ramanlal, Pradipkumar, and S.V. Mann Advances in Investment Analysis and Portfolio Management Measuring the Interest Rate Risk of Bonds with Embedded Options
Weaver, William, Richard T. Crotty, and Anthony Mullen Assessment Journal Identifying Business Values in Assessment of Senior Living and Long-Term Care Properties
Whyte, Ann Marie, and A. Akhigbe Financial Review The Market's Assessment of the Financial Services Modernization Act of 1999
Whyte, Ann Marie, and A. Akhigbe Journal of Banking and Finance The Impact of FDICIA on Bank Returns and Risk" Evidence from the Capital Markets
Whyte, Ann Marie, T. Steiner, and C. Chen Applied Financial Economics Risk Taking Behavior and Managerial Ownership in the United States Life Insurance Industry
2000
Author(s) Journal Title
Borde, Stephen, Ann Marie Whyte, and Aigbe Akhigbe Financial Management The Sources of Gains to Targets and their Industry Rivals" Evidence Based on Terminated Merger Proposals
Choi, Yoon, and Dong-soon Kim International Review of Financial Analysis Determinants of American Depositary Receipts and their Underlying Stock Returns" Implications for International Diversification
Choi, Yoon, and Seok Weon Lee Journal of Business Finance and Accounting Investment and Abandonment Decisions with Uncertain Price and Cost
Gilkeson, James H., and Reinhold P. Lamb Journal of Financial Education From Beanie Babies to Baseball Cards" A Financial Application of Collectibles Markets
Gilkeson, James H., Stanley D. Smith, and Gary E. Porter Quarterly Review of Economics and Finance The Impact of the Early Withdrawal Option on Time Deposit Pricing
Park, Hoon The Journal of Current Research in Global Business A Cross-Cultural Analysis of Internet Connectivity" Its Implication for E-Commerce
Ramanlal, Pradipkumar, and V. Grover Business and Economic Review Playing the E-commerce Game
Smith, Stanley D., Larry R. Woodward, and Craig T. Schulman Journal of Real Estate Research The Effect of the Tax Reform Act of 1986 and Overbuilt Markets on Commercial Office Property Values
Weaver, William, and Anthony Mullen Valuation Strategies Identifying Business Values in Appraisals of Senior Living and Long-Term Care Properties