BY REVERSE CHRONOLOGICAL ORDER

Major Journals:

"The use of foreign currency derivatives, corporate governance, and firm value around the world," 2012, Journal of International Economics 87, 65-79 (Ugur Lel with G. Allayannis and D. Miller).

"Currency hedging and corporate governance: a cross-country analysis", 2012, Journal of Corporate Finance 18, 221-237, Lel, U.

"Distracted directors: Does board busyness hurt shareholder value?" forthcoming in the Journal of Financial Economics (Ugur Lel with A. Falato and D. Kadyrzhanova)

"Are Mutual Fund Fees Excessive," Adam, J., S. Mansi, and T. Nishikawa, Journal of Banking and Finance Forthcoming.

"Public vs. Private Ownership and Fund Manager Turnover," Adam, J., S. Mansi, and T. Nishikawa, Financial Management Forthcoming.

"Friends or foes? Target selection decisions of sovereign wealth funds and their consequences," Ugur Lel, Journal of Financial Economics 101, 360-381(with my former research assistant J. Kotter).

“The 2014 Short Sale Ban: Liquidity, Dispersion of Opinion, and The Cross-Section of Returns of U.S. Financial Stocks, Journal of Banking and Finance, 35(2011), 2252-2266, (Author listing: Don M. Autore, Randall S. Billingsley, and Tunde Kovacs).

"Disclosure and agency conflict in delegated investment management: evidence from mutual fund commission bundling” Journal of Financial Economics, Gregory Kadlec, with Roger Edelen and Richard Evans.

“Delegated trading and speed of adjustment in security prices”, Journal of Financial Economics,Gregory Kadlec with Roger Edelen.

“Payout policy with legal restrictions,” Mansi, S. and J. Wald, Financial Management, Forthcoming.

“Disposition Bias and the Effect on Mutual Fund Flows” (Vijay Singal with Lily Xu).  Forthcoming in the Journal of Banking and Finance. 2011.

“Information Content of Stock Splits” (Vijay Singal with Honghui Chen and Hoang Huy Nguyen).  Forthcoming in the Journal of Banking and Finance. 2011.

"Derivatives Use and Risk Taking: Evidence from the Hedge Fund Industry,” 2010, Journal of Financial and Quantitative Analysis, forthcoming, Yong Chen.

Internal governance mechanisms and operational performance: Evidence from index mutual funds,” Sattar Mansi with J. Adams and T. Nishikawa, Review of Financial Studies 23, March 2010, 1261-1286.

Creditor protection laws and the cost of debt,” Sattar Mansi, W. Maxwell and J. Wald, Journal of Law and Economics 52, November 2009, 701-726.

“Information Uncertainty and Auditor Reputation,” Journal of Banking and Finance, Vol. 33, No. 2, February 2009, pp. 183-192 (Author listing: Don M. Autore, Randall S. Billingsley, and Meir Schneller).

“Measuring the Timing Ability and Performance of Bond Mutual Funds,” 2009, Journal of Financial Economics, forthcoming, Yong Chen with Wayne Ferson (USC) and Helen Peters (Boston College)

"Corporate Governance and Firm Cash Holding," Journal of Financial Economics, Volume 87, Issue 3, March 2014, Sattar A. Mansi, Jarrad Hardford and William F.Maxwell.

“Do market timing hedge funds time the market,” Journal of Financial and Quantitative Analysis, December, 2007, Yong Chen and Bing Liang.

"Good Stewards, Cheap Talkers, or Family Men? The Impact of Mutual Fund Closures on Fund Managers, Flows, and Performance," Review of Financial Studies, Volume 20, Issue 3, May 2007, Huseyin Gulen.

Index Changes and Losses to Investors in S&P 500 and Russell 2000 index funds” (Vijay Singal with Honghui Chen and Greg Noronha).  Financial Analysts Journal, 2006, July/August, pp. 31-47

"Is Time Series Predicitability Evident in Real Time?," Journal of Business, Vol. 79, pp. 1263-1292, 2006, Huseyin Gulen.

"The Other January Effect," Journal of Financial Economics, Vol. 82(2), pp. 315-341, November 2006, Alexei V. Ovtchinnikov.

"Changing Names with Style: Mutual Fund Name Changes and Their Effect on Fund Flows," Journal of Finance, Vol. 60, pp. 2825-2858, December 2005, Huseyin Gulen, Michael Cooper and Raghavendra Rau.

"Does Corporate Governance Matter to Bondholders," Journal of Financial and Quantitative Analysis, Vol. 40, pp. 693-719, December 2005, Sattar A. Mansi.

"Issuer Surplus and the Partial Adjustment of IPO Prices to Public Information," Journal of Financial Economics, Vol. 77, pp. 347-373, August 2005, Gregory Kadlec and Roger Edelen.

"Do IPO Firms Purchase Analyst Coverage with Underpricing?," Journal of Financial Economics, Vol. 59(6), December 2004, Michael T. Cliff.

Board characteristics, accounting report integrity, and the cost of debt,” Sattar Mansi with R. Anderson and D. Reeb, Journal of Accounting and Economics 37, September 2004, 315-342.

Does auditor quality and tenure matter to investors? Evidence from the bond market, Sattar Mansi with W. Maxwell and D. Miller, Journal of Accounting Research 42, September 2004, 755-793.

"Informed Trading in Stock and Option Markets," Journal of Finance, Vol. 59(3), August 2004, Huseyin Gulen.

"Do IPO Firms Purchase Analyst Coverage with Underpricing?" Journal of Finance, Vol 59, December 2004, pp. 2871-2901, Michael T. Cliff and David J.Denis.

"The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation,"Journal of Finance, Vol. 59, pp. 1901-1930, August 2004, Vijay Singal, Honghui Chen and Greg Noronha.

"Informed Trading in Stock and Option Markets,"Journal of Finance, Vol. 59, June 2004, pp. 1235-1256, Sugato Chakravarty, Huseyin Gulen and Stewart Mayhew.

"Speculative Short Sales and the Weekend Effect," Journal of Finance, Vol. 58(2), pp. 685-705, April 2003, Honghui Chen and Vijay Singal.

"Foreign Currency Denominated Debt: An Empirical Examination," Journal of Business, Vol. 76, pp. 521-546, October 2003, Abon Mozumdar and Simi Kedia.

Founding family ownership and the agency cost of debt,” Sattar Mansi with R. Anderson and D. Reeb, Journal of Financial Economics 68, May 2003, 263-285.

Corporate diversification: What gets discounted?,” Sattar Mansi with D. Reeb, Journal of Finance 5, October 2002, 2167-83.

"On The Perils of Security Pricing by Financial Intermediaries: The Case of Open-End Mutual Funds,"Journal of Finance, December 2001. John M. R. Chalmers, Roger M. Edelen and Gregory B. Kadlec.

"Predictable Changes in Yields and Forward Rates," Journal of Financial Economics, March 2001, David Backus, Silverio Foresi, Abon Mozumdar, and Liuren Wu.

"Investor Sentiment and Asset Valuation," Journal of Business, forthcoming. Mike Cliff and Greg Brown.

"Executive Stock Option Exercises and Inside Information," Jennifer N. Carpenter and Barbara Remmers, Journal of Business, October 2001, pp. 513-534.

Firm internationalization and the cost of debt financing: Evidence from non-provisional publicly traded debt,” Sattar Mansi with J. Allee and D. Reeb, Journal of Financial and Quantitative Analysis 36, September 2001, 395-414.

"Corporate Hedging and Speculative Incentives: Implications for Swap Market Default Risk," Journal of Financial and Quantitative Analysis, June 2001. Abon Mozumdar.

"Opening of Stock Markets: Experience of Emerging Economies," E. Han Kim and Vijay Singal. Journal of Business, January 2000, 73(1), pp. 25-66.

"The 'Repricing' of Executive Stock Options," , Journal of Financial Economics, Vol. 57, July 2000, pp. 129-154. Don M. Chance, Raman Kumar and Rebecca B. Todd. Abstracted in Economic Intuition, Fall 2000, pp. 2-3.

“A Transactions Data Analysis of Nonsynchronous Trading. ”Kadlec, Gregory B. and Douglas Patterson. Review of Financial Studies 12 (Fall 1999): 609–630.

"Inefficiency in Analysts' Earnings Forecasts; Systematic Misreaction or Systematic Optimism," Journal of Finance, October 1999, pp. 1777-1797. John C. Easterwood and Stacey R. Nutt.

"The Impact of Options Trading on the Quality of the Market for the Underlying Security: An Empirical Analysis,"Journal of Finance Vol. 53, No. 2, April 1998, pp. 717-732. Raman Kumar, Atulya Sarin, and Kuldeep Shastri.

"An Empirical Examination of the Amortized Spread," Journal of Financial Economics, 1998, Vol. 48, pp. 159-188. John M. R. Chalmers and Gregory B. Kadlec.

"Privatization and Efficiency: Industry Effects of the Sale of British Airways," Journal of Financial Economics Vol. 43, February 1997, pp. 275-298. Catherine C. Eckel, Doug W. Eckel and Vijay Singal.

"Do Strategic Alliances Create Wealth?", Journal of Financial Economics, Vol. 46, November 1997, pp. 199-221, Su Han Chan, John W. Kensinger, Arthur J. Keown, and John D. Martin.

"Airline Mergers and Competition: An Integration of Stock and Product Price Effects," Journal of Business, April, 1996, pp. 233-268. Vijay Singal.

"Corporate Events, Trading Activity, and the Estimation of Systematic Risk: Evidence from Equity Offerings and Share Repurchases," Journal of Finance Vol 49, no. 5, December, 1994, pp. 1787-1811. David Denis and Gregory B. Kadlec.

"Poison Put Bonds: An Analysis of Their Economic Role,"Journal of Finance, Vol. 49, No. 5, December 1994, pp. 1905-1920. John C. Easterwood and Douglas O. Cook.

"The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Exchange Listings,"Journal of Finance, Vol. 49, No. 2, June 1994, pp. 611-636. Gregory B. Kadlec and John J. McConnell.

"Mergers and Market Power: Evidence from the Airline Industry," American Economic Review, Vol. 83, June 1993, pp. 549-569. E. Han Kim and Vijay Singal.

"Nonlinear Dynamics, Chaos, and Instability," by W.A. Brock, D.A. Hsieh, and B. LaBaron, a book review by Douglas M. Patterson inJournal of Finance, Vol. 48, No. 1, March 1993, pp.404-407. Douglas M. Patterson.

"The Behavior of Option Prices Around Large Block Transitions in Underlying Security,"Journal of Finance, Vol. 47, No. 3, 1992, pp. 879-889. Raman Kumar, Atulya Sarin, and Kuldeep Shastri.

"Bankruptcy and Insider Trading: Differences Between Exchange-Listed and OTC Firms,"Journal of Finance, Vol. 47, No. 1, 1992, pp. 349-362. Thomas Gosnell, Arthur J. Keown, and John M. Pinkerton.

"Does Author Quality and Tenure Matter To Investors? Evidence from the Bond Market," Journal of Accointing Research, forthcoming. Sattar A. Mansi, D. Miller and W. Maxwell.

"Board Characteristics, Accounting Report Integrity, and the Cost of Debt," Journal of Accounting and Economics, forthcoming. Sattar A. Mansi, R. Anderson and D. Reeb.

“Does corporate governance matter to bondholders?” Journal of Financial and Quantitative Analysis, Forthcoming, Sattar A. Mansi.

"The Effect of Adoption of Long-Term Performance Plans on Stock Prices and Accounting Numbers," Journal of Financial and Quantitative Analysis, Vol. 27, No. 4, December 1992, pp. 561-575. Raman Kumar and Parvez R. Sopariwala.

"The Pricing of Equity Offerings," Journal of Financial Economics, Vol. 29, No. 1, March 1991, pp. 35-57. Claudio F. Loderer, Dennis P. Sheehan, and Gregory B. Kadlec.

"A Non-Parametric, Distribution-Free Test for Serial Independence in Stock Returns: Comment," Journal of Financial and Quantitative Analysis, Vol. 25, No. 3, September 1990. Richard Ashley and Douglas M. Patterson.

"Default Risk in Futures Markets: The Customer-Broker Relationship,"Journal of Finance, Vol. 45, No. 3, July 1990, pp. 909-934. James V. Jordan and George E. Morgan.

"The Shelf Registration of Debt and Self Selection Bias,"Journal of Finance, Vol. 45, No. 1, 1990, pp. 275-287. David S. Allen, Robert E. Lamy, and G. Rodney Thompson.

"The Purchasing Power of Money and Nominal Interest Rates: A Reexamination," Vol. 43, No. 5,Journal of Finance, December 1988. Dilip K. Shome, Stephen D. Smith, and John M. Pinkerton.

"Optimal Futures Positions for Large Banking Firms,"Journal of Finance, Vol. 43, No. 1, March 1988, pp. 175-196. George E. Morgan, Dilip K. Shome, and Stephen D. Smith.

"Maturity Intermediation and Intertemporal Lending Policies of Financial Intermediaries,"Journal of Finance , Vol. 42, No. 4, 1987, pp. 1023-1034. George E. Morgan and Stephen D. Smith.

"A Non-Parametric, Distribution-Free Test for Serial Independence in Stock Returns," Journal of Financial and Quantitative Analysis, Vol. 21, No. 2, June 1986, pp. 221-227. Richard Ashley and Douglas M. Patterson.

"Floating Rate Securities and Immunization: Some Further Results," Journal of Financial and Quantitative Analysis, Vol. 21, No. 1, March 1986, pp. 87-94. George E. Morgan.

"The Rule 415 Experiment: Equity Markets,"Journal of Finance, Vol. 40, No. 5, December 1985, pp. 1385-1401. S. Bhagat, M. Wayne Marr, and G. Rodney Thompson.

"SEC Rule 415 - The Ultimate Competitive Bid," Journal of Financial and Quantitative Analysis, Vol. 19, No. 2, 1984, pp. 183-195. D. S. Kidwell, M. Wayne Marr, and G. Rodney Thompson.

"On the Adequacy of Bank Capital Regulation," Journal of Financial and Quantitative Analysis, Vol. 19, No. 2, June 1984, pp. 141-162. George E. Morgan.

"The Influence of Offering Yield on Underwriting Spread," The Journal of Financial Research, Vol. 7, No. 3, 1984, pp. 323-328. M. Wayne Marr and G. Rodney Thompson.

"An Examination of Market Reaction to Substantial Shifts in Dividend Policy," Journal of Financial Research, Vol. 7, Summer 1984, pp. 131-142. G. A. Benesh, Arthur J. Keown and John M. Pinkerton.

"Direct Equity Financing: A Resolution of a Paradox: A Reply,"Journal of Finance, Vol. 39, No. 5, December 1984, pp. 1619-1624. Robert S. Hansen and John M. Pinkerton.

"Direct Equity Financing: A Resolution of a Paradox," TheJournal of Finance, Vol. 37, No. 3, June 1982, pp. 651-665. Robert S. Hansen and John M. Pinkerton.

"Merger Announcements and Insider Trading Activity: An Empirical Investigation,"Journal of Finance, Vol, 36, No. 4, September 1981, pp. 855-869. Arthur J. Keown and John M. Pinkerton.

"An Examination of the Relationship Between Pure Residual and Market Risk: A Note,"Journal of Finance, Vol. 36, No. 5, December 1981, pp. 1203-1209. Son-Nan Chen and Arthur J. Keown.

"Risk Decomposition and Portfolio Diversification When Beta is Nonstationary: A Note,"Journal of Finance, Vol. 36, No. 4, September 1981, pp. 941-947. Son-Nan Chen and Arthur J. Keown.

"Taxes and the Optimal Capital Structure of the Firm,"Journal of Finance, Vol. 35, No. 1, March 1980, pp. 119-127. Meir I. Schneller.

"Time Variance Relationship: Evidence on Autocorrelation in Common Stock: Comment,"Journal of Finance, Vol. 34, No. 5, December 1979, pp. 1271-1272. Meir I Schneller.

"Pricing of Warrants and the Value of of the Firm,"Journal of Finance, Vol. 33, No. 4, September 1978, pp. 1333-1342. Dan Galai and Meir I. Schneller.

"The Valuation and the Cost of Capital of the Levered Firm with Growth Opportunities,"Journal of Finance, Vol. 33, No. 1, March 1978, pp. 65-73. Fred D. Arditti and John M. Pinkerton.

"Security Price Changes and Transaction Volume: Comment," American Economic Review, Vol. 68, No. 4, September 1978. Meir I. Schneller.

"Interest Rate Sensitivity and Portfolio Risk," Journal of Financial and Quantitative Analysis, June 1977, Vol. 12, No. 2, pp. 181-195. John D. Martin and Arthur J. Keown.

"Mean-Variance Portfolio Composition When Investor's Revision Horizon is Very Long,"Journal of Finance, Vol. 30, No. 5, December 1975, pp.1293-1300. Meir I. Schneller.

"A Spectral Analysis of Post-Accord Federal Open Market Operations: Reply," American Economic Review, Vol. 62, No. 5, December 1972, pp. 993-996. Vittorio Bonomo and C. Schotta.

"Federal Open Market Operations and Variations in the Reserve Base: Reply,"Journal of Finance, Vol. 25, No. 3, June 1972, pp. 730-732. Vittorio Bonomo and C. Schotta.

"Federal Open Market Operations and Variations in the Reserve Base,"Journal of Finance, Vol. 25, No. 3, June 1970, pp. 659-667. Vittorio Bonomo and C. Schotta.

"A Spectral Analysis of Post-Accord Federal Open Market Operations," American Economic Review, Vol. 59, No. 1, March 1969, pp. 50-61. Vittorio Bonomo and C. Schotta.

"Gold, Capital Flows, and Long Swings in American Business Activity," Journal of Political Economy, Vol. 76, No. 1, January/February 1968, pp. 44-52. Vittorio Bonomo and J. E. Tanner.

Other Journals:

"The use of foreign currency derivatives, corporate governance, and firm value around the world," 2012, Journal of International Economics 87, 65-79 (with G. Allayannis and D. Miller).

"Currency hedging and corporate governance: a cross-country analysis", 2012, Journal of Corporate Finance 18, 221-237.

"Currency hedging and corporate governance: a cross-country analysis," Ugur Lel. Journal of Corporate Finance, forthcoming.

"The use of foreign currency derivatives, corporate governance, and firm value around the world," Ugur Lel (with G. Allayannis and D. Miller), Journal of International Economics, forthcoming.

Analyst forecast characteristics and the cost of debt,” Sattar Mansi with W. Maxwell and D. Miller, Review of Accounting Studies 16, March 2011, 116-142.

“The Incidence of Informational Cascades and the
Behavior of Trade Interarrival Times During the Stock Market Bubble.” Patterson, Douglas and Vivek Sharma. Macroeconomic
Dynamics
14 (Supplement 1), 2010: 59-87.

“A New Bispectral Test for Nonlinear Dependence.” Ashley, Richard, Elena Rusticelli and Douglas Patterson. Econometric Reviews 28, no. 1–3 (June 2009): 279–293.

Does customer satisfaction matter to investors? Findings from the bond market,” Sattar Mansi with E. Anderson, Journal of Marketing Research 46, October 2009, 703-714.

“Due Diligence on the Run: Business Lessons Derived From FTC Actions to Enforce Core Security Principles,” Lead Article in the 2009 Idaho Law Review Symposium Edition: Internet Law: Challenges and Opportunities. 45 (no.2) IDAHO LAW REVIEW 283-316 (2009), Janine S. Hiller, David L. Baumer & Wade M. Chumney.

“What’s Mine is Mine; what’s yours is mine: Private Ownership of ICTs as a Threat to Transparency,” Ronnie Cohen & Janine S. Hiller, Ethics and Information Technology; Vol. 11, no. 2, June, 2009.

“A Test of the GARCH(1,1) Specification for Daily Stock Returns,” (with Rick Ashley), Special Issue of Macroeconomic Dynamics, forthcoming. Douglas Patterson..

“Timing ability in the focus market of hedge funds,” Journal of Investment Management, Second Quarter 2007, Yong Chen.

"Business Models for Competitive Success in the United States Textile Industry: A Tale of International High Fashion Gone Awry," Journal of Textile and Apparel, Technology and Management (Vol. 5, Issue 4, Fall 2007), Janine Hiller and Ronnie Cohen.

“Evaluating the Effectiveness of State Switching Time Series Models for U.S. Real Output.” Ashley, Richard and Douglas Patterson. Journal of Business and Economic Statistics 24, no.
3 (July 2006): 266–277.

“S&P 500 Index Changes and Investor Awareness” (Vijay Singal) with Honghui Chen and Greg Noronha).   Journal of Investment Management, 4(2), 2006, pp. 23-37. 

"All Things Considered, Taxes Drive The January Effect," Journal of Financial Research, Vol. 27, Fall 2004, pp. 351-372. Vijay Singal and Honghui Chen.

"Foreign exchange exposure of exporting and importing firms,” Journal of Banking and Finance, July 2004, 28(7), pp. 1697-1710, Mahesh Pritamani, Dilip Shome, and Vijay Singal.

“Do Short Sellers Cause the Weekend Effect” Vijay Singal with Honghui Chen. Journal of Investment Management, 2003, 1(3), 20-35.

"Banking Foreign Exchange and Interest Rate Risk management: Simultaneous versus Separate Hedging Strategies," Journal of Financial Intermediation, Fall 2003, Vol. 12, No. 3, pp. 277-297, George Morgan and Kyung-Chun Mun. 

"A December Effect with Tax Gain Selling?" Financial Analysts' Journal, 59(4), July/August 2003, pp. 78-90, Honghui Chen and Vijay Singal.

"Evidence on Quasi-Private Information and Insider Trading," Financial Analysts' Journal, Vol. 59, May-June 2003, pp. 60-68. Sattar Mansi, M. Carter, and D. Reeb.

"Financial Health and Airline Safety," Managerial and Decision Economics, Vol. 25, January/February 2003, pp. 1-16. Vijay Singal and Greg Noronha.

"Risk Premia on Foreign Exchange: A Direct Approach," Multinational Finance Journal, Vol 12, No. 3, July 2003, George Morgan and Kyung-Chun Mun.

"The Cross-Sectional and Cross-Temperal Universality of Nonlinear Serial Dependencies: Evidence from World Stock Indices and the Taiwan Stock Exchange," Pacific Basin Finance Journal, Vol. 11, (2003), pp. 175-195. Peter A. Ammerman and Douglas M. Patterson.

"Life Insurer Demutualization in the Current Era," Journal of Insurance Regulation, forthcoming, 2003. Barbara Remmers.

"Evidence on Quasi-private Information and Insider Trading," Financial Analyst Journal 59, May/June 2003, 60-68. Sattar A Mansi.

"Evidence on Quasi-private Information and Insider Trading," Financial Analyst Journal 59, May/June 2003, 60-68. Sattar A Mansi.

"Term Structure Estimation from On-The-Run Treasuries," Journal of Banking and Finance, 27, August 2003, pp. 1487-1509. Sattar A. Mansi and J. Jordan.

"Tax Savings with Mutual Fund Distributions," Journal of Portfolio Management Fall 2002, 29(1), pages 82-88. Vijay Singal.

"Assessing Credit Rating Agencies by Bond Issuers and Investors," Journal of Business Finance and Accounting, Sattar A. Mansi and K. Baker, Journal of Business Finance and Accounting 29, November/December 2002, 1367-1398.

"A Simple Proof of European Option Pricing with Discrete Stochastic Dividends," The Journal of Derivatives, Vol. 9 (Spring 2002), pp. 39-45. Don M. Chance, Raman Kumar, and Don Rich.

Corporate international activity and debt financing,” Sattar Mansi with D. Reeb, Journal of International Business Studies 33, Spring 2002, 1-17

"Return Predictability Following Large Price Changes and Information Releases," Journal of Banking and Finance, 25(4), 2001, pp. 631-656. Mahesh Pritamani and Vijay Singal

"Modeling the Term Structure from the On-The-Run Treasury Yield Curve," Journal of Financial Research, Vol. 24, Winter 2001, pp. 545-564. Sattar A. Mansi and J. Phillips.

“The Fear of Globalizing Capital Markets” Vijay Singal with E. Han Kim.  Emerging Markets Review, November 2000, 1(3), pp. 183-198 (lead article).

"Stock Index Futures Trading and Volatility in International Equity Markets," Journal of Futures Markets, Vol. 20, No. 7, August 2000, pp. 661-685. Huseyin Gulen and Stewart Mayhew.

"Dividend Forecast Biases in Index Options Valuation," Review of Derivatives Research, Vol. 4, 2001, pp. 285-303. Don M. Chance, Raman Kumar, and Don Rich.

"The Dynamics of International Stock Index Returns," Research in Banking and Finance, Vol. 1, 2000, pp. 219-230. Huseyin Gulen and Stewart Mayhew.

"How Well Do Constant Maturity Treasuries Approximate the On-The-Run Term Structure," Journal of Fixed Income, Vol. 10, September 2000, pp. 35-45. Sattar A. Mansi and J. Jordan.

“Are Technology Shocks Nonlinear?” Altu, S., Richard Ashley and Douglas Patterson. Macroeconomic Dynamics 3, no. 4 (1999): 506–533.

"Floating Currencies, Capital Controls, or Currency Boards? What's the best remedy for the recent currency crises." Journal of Applied Corporate Finance, Winter 1999, pp. 40-56. Vijay Singal. Abstracted in the CFA Digest.

"New Evidence on Serial Correlation in Analyst Forecast Errors," Financial Management, Winter 1999, pp. 106-117. S. Nutt, C. Easterwood and J. Easterwood.

"Growth Opportunities, Corporate Governance, and the Market Value of Multinational Joint Ventures," Managerial and Decision Economics, Summer 1998. Mark McNabb, Michael Frohls, Art Keown, and John D. Martin.

"Divestments and Financial Distress in Leveraged Buyouts," Journal of Banking and Finance, Vol. 22, 1998, pp. 129-159. J. C. Easterwood.

"The Competitive Impact of Air Crashes: The Stock Market Evidence," Journal of Law and Economics, October 1998, pp. 503-519, Vijay Singal, J. C. Bosch, and Woody Eckard.

"An Agency Analysis of the Effects of Long Term Performance Plan on Managerial Decision Making," Quarterly Review of Economics and Finance, Spring 1998, Vol. 38, No. 1, pp. 73-91. Stephen P. Ferris, Raman Kumar, Rajit Sant, and Parvez R. Sopariwala.

"Are Open Markets Good for Foreign Investors and Emerging Nations?" Journal of Applied Corporate Finance, 10(3), Fall 1997, pp. 18-33. E. Han Kim and Vijay Singal.

"Estimating the Minimum Risk Maturity Gap: Some Evidence from the Savings and Loan Industry," Managerial Finance, Vol. 23, No. 1, 1997, pp. 57-71, George Morgan, James McNulty, Craig Ruff and Stephen Smith.

"Limits on Managerial Discretion in Management Buyouts: The Effectiveness of Institutional, Market and Legal Mechanisms," Managerial and Decision Economics, Vol. 18, 1997, pp. 645-666. J. C. Easterwood, A. Seth and R. Singer.

"The Wealth Effects of Corporate Debt Issues: The Impact of Issuer Motivations," Financial Management, Spring 1997, Vol. 26, No. 1, pp. 32-47. A. Akhigbe, J. Easterwood, and R. Pettit.

"Interdependence of Airline Firms: Evidence from Airline Mergers." Managerial and Decision Economics, November/December 1996, pp. 559-574. Vijay Singal.

"The Benefits and Limits of Diversification Among Commodity Trading Advisors." Journal of Portfolio Management, Vol. 23, Fall, 1996, pp. 65-80. Randall S. Billingsley and Don M. Chance.

"The Monitoring Rationale for Dividends and the Interaction between Capital Structure and Dividend Decisions," Journal of Banking and Finance, Vol. 20, No. 1, 1996, pp. 440-454. Gregory M. Noronha, Dilip K. Shome, and George E. Morgan.

"Why Do Firms Issue Convertible Debt?" Financial Management, Vol. 25, Summer, 1996. Randall S. Billingsley and David M. Smith.

"Investor Base and Cost of Capital: Implications for Corporate Managers," Journal of Applied Corporate Finance, Spring 1995. Gregory B. Kadlec and John J. McConnell.

"The Role of Corporate Groupings in Controlling Agency Conflicts: The The Case of Keiretsu," Pacific-Basin Finance Journal, Vol. 3, Nos. 2-3, July 1995, pp. 319-335. Stephen P. Ferris, Raman Kumar, and Atulya Sarin.

"The Impact of Index Options on the Underlying Stocks: The Evidence from the Listing of Nikkei Stock Average Options," Pacific-Basin Finance Journal, Vol. 3, Nos. 2-3, July 1995, pp. 303-317. Raman Kumar, Atulya Sarin, and Kuldeep Shastri.

"Analysts' Forecasts: Low Balling, Market Efficiency, and Insider Trading," Financial Review, Vol. 30, No. 3, August 1995, pp. 529-539. Enyang Guo, Nilanjan Sen, and Dilip K. Shome.

"Firm Value and External Blockholdings," Financial Management, Vol. 24, no. 4, Winter, 1995, pp. 3-14. Sudhir Singh and Dilip K. Shome.

"Controlling the Conflict of Interest in Management Buyouts," Review of Economics and Statistics, Vol. 76, No. 3, August 1994, pp. 512-522. John C. Easterwood, Ronald F. Singer, Anju Seth, and Darla F. Lang.

"Dividend Policy and Corporate Monitoring: Evidence From the Regulated Electric Utility Industry," Financial Management, Vol. 20, No. 1, Spring 1994, pp. 16-22. Robert S. Hansen, Raman Kumar and Dilip Shome.

"Simultaneous Debt and Equity Offerings and Capital Structure Targets," Journal of Financial Research, Vol. 17, No. 4, Winter, 1994, pp. 495-516. Randall S. Billingsley, David M. Smith, and Robert E. Lamy.

"On the Importance of Being Nonlinear: A Frequency Domain Approach to Nonlinear Model Identification and Estimation," Journal of the American Statistical Association, 1993 Proceedings of Business and Economic Statistics Section, pp. 244-249. Richard Ashley and Douglas M. Patterson.

"Strategic Restructuring in Large Management Buyouts," Journal of Applied Corporate Finance, Vol. 6, No. 1, Spring 1993, pp. 25-37. John C. Easterwood and Anju Seth. Abstracted in The CFA Digest, Vol. 23, Fall 1993, pp. 31-2.

"Regulatory Changes and Federal Mutual Thrift Behavior: Evidence from the 1980's," Journal of Money, Credit, and Banking, Vol. 25, No. 4, November 1993, pp. 828-853. Sylvia Hudgins and George Morgan.

"A Test for Nonstationarity: Abridged Version,"Journal of the American Statistical Association, 1993 Proceedings of Business and Economic Statistics Section, pp. 250-253. Douglas M. Patterson.

"Intergration of the Mortgage Market," Journal of Financial Services Research, Vol. 6, 1992, pp. 137-155, Randall S. Billingsley, Vittorio A. Bonomo, and Stephen P. Ferris.

"Regional Reciprocal Interstate Banking: The Supreme Court and the Resolution of Uncertainty," Journal of Banking and Finance, Vol. 16, No. 1, 1992, pp. 665-686. Randall S. Billingsley and Robert E. Lamy.

"Bondholder Wealth Effects of Management Buyouts," Financial Management, Spring 1992, pp. 102-113. D. Cook, J. Easterwood, and J. Martin.

"The Role of Private Debt in Corporate Capital Structures," Financial Management, Autumn 1991, pp. 49-57. John Easterwood and P. Kadapakkam.

"The Effect of SEC-Ordered Suspensions on Returns Volatility and Trading Volume," Financial Review, Vol. 27, No. 1, February 1992, pp. 1-34. Stephen P. Ferris, Raman Kumar, and Glenn A. Wolfe.

"Intergration of the Mortgage Market," Journal of Financial Services Research, Vol. 6, 1992, pp. 137-155, Randall S. Billingsley, Vittorio A. Bonomo, and Stephen P. Ferris.

"A Re-examination of the Relationship Between Closed-End Fund Discounts and Expenses," Journal of Financial Research, Vol. 15, No. 2, Summer 1992, pp. 139-147. Raman Kumar and Gregory M. Noronha.

“A New Diagnostic Test of Model Inadequacy Which Uses the Martingale Difference Criterion.” Hinich, Melvin and Douglas Patterson. Journal of Time Series Analysis 13, no. 3
(1992): 233–252.

“The Marginal Value of Management Under Stochastic Control.” Bosshardt, Donald and Douglas Patterson. Journal of Economic Dynamics and Control 15 (1991): 455–489.

"Eroding Market Imperfections, Reintermediation, and Disintermediation," Journal of Financial Research, Vol. 14, No. 4., Winter 1991, pp. 345-358. John Easterwood and George Emir Morgan.

"The Differential Impact of Federal Reserve Margin Requirements on Stock Return Volatility," Financial Review, Vol. 26, No. 3, August 1991, pp. 343-366. Raman Kumar, Stephen P. Ferris, and Don M. Chance.

"Units of Debt with Warrants: Evidence of the 'Penalty-Free' Issuance of an Equity-Like Security," Journal of Financial Research, Vol. 13, No. 3, Fall 1990, pp. 187-199. Randall S. Billingsley, Robert E. Lamy, and David M. Smith.

"Efficient Frontiers in Factor Economics, " Journal of Portfolio Management, Vol. 16, No. 2, 1989/90, pp. 23-25. Meir I. Schneller.

"Dual Bond Ratings: A Test of the Certification Function of Rating Agencies," Financial Review, Vol. 25, No. 3, 1990, pp. 457-471. G. Rodney Thompson and Peter Vaz.

“Linear Versus Nonlinear Macroeconomies: A Statistical Test. Ashley, Richard and Douglas Patterson.” International Economic Review 30, no. 3 (1989): 685–703.

"The Duration of the Adjustment Process of Financial Ratios," Review of Economics and Statistics, Vol. 71, No. 4, November 1989, pp. 527-532. Yoram Peles and Meir I. Schneller.

"Socialist Structural Gaps: A Simultaneous Inference Analysis," Review of Economics and Statistics, Vol. 71, No 4, 1989, pp. 693-698. Stephen G. Grubaugh, Andrew J. Stollar, G. Rodney Thompson.

"Some Notes on Risk Management Via Forward Contracts," Southern Economic Journal Vol. 55, No. 1, July 1989, pp. 240-252. George E. Morgan and Stephen D. Smith.

"An Econometric Analysis of Equity Costs and Risk Premiums in the Electric Utility Industry: 1971-1975," Financial Review, Vol. 23, No. 4, 1988, pp. 439-452. Dilip K. Shome and Stephen D. Smith.

"Bispectral Analysis of Trade-By-Trade Stock Prices and the Time of Day Effect,"Journal of the American Statistical Association, 1988 Proceedings of Business and Economics Statistics Section, pp. 81-83. Melvin Hinich and Douglas M. Patterson.

"Bispectral Based Tests for the Detection of Gaussianity and Linearity in Time Series,"Journal of the American Statistical Association, Vol. 83, No. 403, September 1988, pp. 657-664. Patrick Brockett, Melvin Hinich, and Douglas M. Patterson.

"The Pricing and Performance of Stock Index Futures Spreads," Journal of Futures Markets, Vol. 8, June 1988, pp. 303-318. Randall S. Billingsley and Don M. Chance.

"Financial Planning When the Firm's Demand for Funds is Nonstationary and Stochastic," Management Science, Vol. 34, September 1988, pp. 1054-1066. John D. Martin and George E. Morgan.

"Agency Costs and Alternative Call Provisions: An Empirical Investigation," Financial Management, Winter 1987, Vol. 16, No. 4, pp. 37-44. David S. Allen, Robert E. Lamy, and G. Rodney Thompson.

"Options Market Efficiency and the Box Spread Strategy," Financial Review, Vol. 20, No. 4, November 1985, pp. 287-301. Randall S. Billingsley and Don M. Chance. Reprinted in CFA Readings in Derivative Securities, M. A. Berry and K. F. Sherrerd. Chicago: The Institute of Chartered Financial Analysts, 1988.

"Put-Call Ratios and Market Timing Effectiveness," Journal of Portfolio Management, Vol. 15, Fall 1988, pp. 25-28. Randall S. Billingsley and Don M. Chance.

"Risk Premia and the Pricing of Primary Issue Bonds," Journal of Banking and Finance, Vol. 12, No. 4, 1988, pp. 585-601. Robert E. Lamy and G. Rodney Thompson.

"The Regulation of International Lending: IMF Support, the Debt Crisis, and Bank Shareholders," Journal of Banking and Finance, Vol. 12, No. 2, 1988, pp. 255-274. Randall S. Billingsley and Robert E. Lamy.

"The Role of Capital Adequacy Regulation in the Hedging Decisions of Financial Intermediaries," Journal of Financial Research, Vol. X, No. 1, Spring 1987, pp. 33-47. George E. Morgan and Stephen D. Smith.

"Utilization of Direct and Indirect Estimates of Real GNP Per Capita: Implications of the Errors in the Variable Model," The Economic Journal , Vol. 97, No. 386, 1987, pp. 468-478. S. G. Grubaugh, A. J. Stollar, and G. Rodney Thompson.

"One Bank Holding Company Formation and the 1970 Bank Holding Company Act Amendment: An Empirical Examination Allowing for Industry Group Effects," Journal of Banking and Finance, Vol. 11, 1987, pp. 213-221. John D. Martin and Arthur Keown.

"Shelf Registration: Competition and Market Flexibility," Journal of Law and Economics, Vol. 30, No. 1, 1987. D. S. Kidwell, M. Wayne Marr, and G. Rodney Thompson.

“A Diagnostic Test for Nonlinear Serial Dependence in Time Series Fitting Errors.” Ashley, Richard and Douglas Patterson. Journal of Time Series Analysis (1986): 165–178.

“The Speed of Adjustment of Warrant Prices to Changes in Stock Prices,” Patterson, Douglas. Journal of Business & Economic Statistics (1986): 223–241.

"On the Rightholders' Subscription to the Underwritten Rights Offering," Journal of Banking and Finance, Vol. 10, 1986, pp. 595-604. Robert S. Hansen, Tai Ma, and John M. Pinkerton.

"The Mexican Debt Crisis, the IMF, and the Efficiency of Bank Share Prices," Studies in Banking and Finance, supplement to Journal of Banking and Finance, (Special Issue on the International Debt Problem), Vol. 3, 1986, pp. 203-217. Robert E. Lamy, M. Wayne Marr and G. Rodney Thompson.

"Volatility of Stock Prices and Market Efficiency," Managerial and Decision Economics, Vol. 7, June 1986, pp. 119-122. Raman Kumar and Anil Makhija.

"Hedging Shelf Registrations," Journal of Futures Markets, Vol. 6, Spring 1986, pp. 11-27. Don M. Chance, M. Wayne Marr and G. Rodney Thompson.

"Arbitrage Opportunities with T-Bill/T-Bond Futures Combinations," Journal of Futures Markets, Fall 1986, pp. 433-442. John Easterwood and A. Senchack.

"Valuation of Primary Issue Convertible Bonds," Journal of Financial Research, Vol. 9, No. 3, 1986, pp. 251-260. R. S. Billingsley, Robert E. Lamy, and G. Rodney Thompson.

"Capital Adequacy and the Valuation of Large Commercial Banking Organizations," Journal of Financial Research, Winter 1986, pp. 331-341. Dilip K. Shome, Stephen D. Smith, and A. Heggestad.

"Regulatory Environment and Market Response to Public Utility Rate Decisions," Journal of Financial Research, Winter 1986, pp. 313-318. Stephen P. Ferris, Dana J. Johnson, and Dilip K. Shome.

"Penn Square, Problem Loans, and Insolvency Risk," Journal of Financial Research, Vol. 9, No. 2, 1986, pp. 301-311. Robert E. Lamy and G. Rodney Thompson.

"Eurodollar Bonds: Alternative Financing for U.S. Companies," Financial Management, Vol. 14, No. 4, 1986, pp. 18-27. D. S. Kidwell, M. Wayne Marr, and G. Rodney Thompson.

"Eurodollar Bonds, Alternative Financing for U.S. Companies: A Correction," Financial Management, Vol. 15, No. 1, 1986, pp. 78-79. D. S. Kidwell, M. Wayne Marr, and G. Rodney Thompson.

"Basis Risk, Partial Take-Down and Hedging by Financial Intermediaries," Journal of Banking and Finance, Vol. 10, December 1986, pp. 467-490. George E. Morgan and Stephen D. Smith.

“Evidence of Nonlinearity in Daily Stock Returns.” Hinich, Melvin and Douglas Patterson. Journal of Business & Economic Statistics 3, no. 1 (1985): 69–77.

"Split Ratings and Bond Reoffering Yields," Financial Management, Vol. 14, No. 12, Summer 1985, pp. 59-65. Randall S. Billingsley, Robert E. Lamy, M. Wayne Marr, and G. Rodney Thompson.

"The Risk Premium Approach to Measuring a Utility's Cost of Capital," Financial Management, Spring 1985, pp. 33-45. E. F. Brigham, Dilip K. Shome, and S. Vinson.

"Identification of the Coefficients in a Nonlinear Time Series of the Quadratic Type," The Journal of Econometrics, Vol. 30, December 1985, pp. 109-129. Melvin J. Hinich and Douglas M. Patterson.

"Reply to Marsh's Note," Journal of Econometrics, Vol. 30, December 1985, pp. 140-142. Melvin J. Hinich and Douglas M. Patterson.

"The Pricing of New Convertible Bond Issues," Financial Management, Vol. 13, No. 2, 1984, pp. 31-37. M. Wayne Marr and G. Rodney Thompson.

"Determinants of Bank Holding Company Bond Ratings," Financial Review, March 1984. Randall S. Billingsley and Donald R. Fraser.

"Forward Market Equilibrium," Southern Economic Journal, Vol. 51, No. 1, July 1984, pp. 41-58. Richard D. MacMinn, George E. Morgan, and Stephen D. Smith.

"Are Better Betas Worth the Trouble?" Financial Analysts' Journal, Vol. 39, No. 4, 1984, pp. 74-77. Meir I. Schneller.

"Market Reaction to the Formation of One-Bank Holding Companies and the 1970 Bank Holding Company Act Amendment," Journal of Banking and Finance, Vol. 8, No. 1, 1984, pp. 21-33. Randall S. Billingsley and Robert E. Lamy.

“BISPEC: A Program to Estimate the Bispectrum of a Stationary Time Series.” Patterson, Douglas. American Statistician 37, no. 4 (1983): 323–324.

"Expected Monetary Changes and Relative Prices: A Look at Evidence from the Stock Market," Southern Economic Journal, Vol. 50, No. 2, October 1983, pp. 334-345. Vittorio Bonomo and J. E. Tanner.

"Cross Hedging CDs with Treasury Bill Futures," Journal of Futures Markets, Winter 1983, pp. 429-438. John Easterwood and A. Senchack.

"The Impact of Mutual Fund Investment Objectives on Portfolio Diversification," The Journal of Portfolio Management, Vol. 8, No. 2, Winter 1983, pp. 19-28. J. L. Farrell, Arthur J. Keown, and John D. Martin.

"Market Reaction to the Formation of One Bank Holding Companies," Journal of Banking and Finance, Vol. 5, 1981, pp. 383-393. John D. Martin and Arthur J. Keown.

"Forward and Futures Pricing of Treasury Bills," Journal of Banking and Finance, Vol. 5, No. 4, 1981, pp. 483-496. George E. Morgan.

"Perception of Stock Similarity by Financial Analysts," Financial Review, Vol. 16, Fall 1981, pp. 30-43. Dan Givoly, Dan Palmon and Meir I. Schneller.

"The Relationship Between Securities' Abnormal Price Movements and Wall Street Journal News," Journal of Banking and Finance, Vol. 4, December 1980, No. 3, pp. 235-248. Meir I. Schneller and Dan Palmon.

"Capital Budgeting in the Public Sector: A Zero-One Goal Programming Approach," Financial Management, Summer 1978, Vol. 7, No. 2, pp. 21-27. Arthur J. Keown and John D. Martin.

"A Misleading Feature of Beta for Risk Management," Journal of Portfolio Management, Vol. 3, No. 4, Summer 1977, pp. 31-34. Arthur J. Keown and John D. Martin.

"An Integer Goal Programming Model for Capital Budgeting in Hospitals," Financial Management, Autumn 1976, Vol. 5, No. 3, pp. 28-35. Arthur J. Keown and John D. Martin.

"Canadian Sensitivity to Economic Cycles in the United States," Review of Economics and Statistics, Vol. 54, No. 1, February 1972, pp. 1-8. Vittorio Bonomo and J. E. Tanner.

Journal of Finance

"Changing Names with Style: Mutual Fund Name Changes and Their Effect on Fund Flows,"Journal of Finance, forthcoming, Huseyin Gulen, Michael Cooper and Raghavendra Rau.

"Do IPO Firms Purchase Analyst Coverage with Underpricing?"Journal of Finance, Vol 59, December 2004, pp. 2871-2901, Michael T. Cliff and David J.Denis.

"The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation,"Journal of Finance, 2004, Vijay Singal, Honghui Chen and Greg Noronha.

"Informed Trading in Stock and Option Markets,"Journal of Finance, Vol 59, No. 3, June, 2004, pp. 1235-1256, Sugato Chakravarty, Huseyin Gulen and Stewart Mayhew.

"Speculative Short Sales and the Weekend Effect,"Journal of Finance, April 2003, 58(2), pp. 685-705, Honghui Chen and Vijay Singal.

Corporate diversification: What gets discounted?,” Sattar Mansi with D. Reeb,Journal of Finance 5, October 2002, 2167-83.

"On The Perils of Security Pricing by Financial Intermediaries: The Case of Open-End Mutual Funds,"Journal of Finance, December 2001. John M. R. Chalmers, Roger M. Edelen and Gregory B. Kadlec.

"Inefficiency in Analysts' Earnings Forecasts; Systematic Misreaction or Systematic Optimism,"Journal of Finance, October 1999, pp. 1777-1797. John C. Easterwood and Stacey R. Nutt.

"The Impact of Options Trading on the Quality of the Market for the Underlying Security: An Empirical Analysis,"Journal of Finance Vol. 53, No. 2, April 1998, pp. 717-732. Raman Kumar, Atulya Sarin, and Kuldeep Shastri.

"Corporate Events, Trading Activity, and the Estimation of Systematic Risk: Evidence from Equity Offerings and Share Repurchases,"Journal of Finance Vol 49, no. 5, December, 1994, pp. 1787-1811. David Denis and Gregory B. Kadlec.

"Poison Put Bonds: An Analysis of Their Economic Role,"Journal of Finance, Vol. 49, No. 5, December 1994, pp. 1905-1920. John C. Easterwood and Douglas O. Cook.

"The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Exchange Listings,"Journal of Finance, Vol. 49, No. 2, June 1994, pp. 611-636. Gregory B. Kadlec and John J. McConnell.

"Nonlinear Dynamics, Chaos, and Instability," by W.A. Brock, D.A. Hsieh, and B. LaBaron, a book review by Douglas M. Patterson inJournal of Finance, Vol. 48, No. 1, March 1993, pp.404-407. Douglas M. Patterson.

"The Behavior of Option Prices Around Large Block Transitions in Underlying Security,"Journal of Finance, Vol. 47, No. 3, 1992, pp. 879-889. Raman Kumar, Atulya Sarin, and Kuldeep Shastri.

"Bankruptcy and Insider Trading: Differences Between Exchange-Listed and OTC Firms,"Journal of Finance, Vol. 47, No. 1, 1992, pp. 349-362. Thomas Gosnell, Arthur J. Keown, and John M. Pinkerton.

"Default Risk in Futures Markets: The Customer-Broker Relationship,"Journal of Finance, Vol. 45, No. 3, July 1990, pp. 909-934. James V. Jordan and George E. Morgan.

"The Shelf Registration of Debt and Self Selection Bias,"Journal of Finance, Vol. 45, No. 1, 1990, pp. 275-287. David S. Allen, Robert E. Lamy, and G. Rodney Thompson.

"The Purchasing Power of Money and Nominal Interest Rates: A Reexamination," Vol. 43, No. 5,Journal of Finance, December 1988. Dilip K. Shome, Stephen D. Smith, and John M. Pinkerton.

"Optimal Futures Positions for Large Banking Firms,"Journal of Finance, Vol. 43, No. 1, March 1988, pp. 175-196. George E. Morgan, Dilip K. Shome, and Stephen D. Smith.

"Maturity Intermediation and Intertemporal Lending Policies of Financial Intermediaries,"Journal of Finance , Vol. 42, No. 4, 1987, pp. 1023-1034. George E. Morgan and Stephen D. Smith.

"The Rule 415 Experiment: Equity Markets,"Journal of Finance, Vol. 40, No. 5, December 1985, pp. 1385-1401. S. Bhagat, M. Wayne Marr, and G. Rodney Thompson.

"Direct Equity Financing: A Resolution of a Paradox: A Reply,"Journal of Finance, Vol. 39, No. 5, December 1984, pp. 1619-1624. Robert S. Hansen and John M. Pinkerton.

"Direct Equity Financing: A Resolution of a Paradox," TheJournal of Finance, Vol. 37, No. 3, June 1982, pp. 651-665. Robert S. Hansen and John M. Pinkerton.

"An Examination of the Relationship Between Pure Residual and Market Risk: A Note,"Journal of Finance, Vol. 36, No. 5, December 1981, pp. 1203-1209. Son-Nan Chen and Arthur J. Keown.

"Risk Decomposition and Portfolio Diversification When Beta is Nonstationary: A Note,"Journal of Finance, Vol. 36, No. 4, September 1981, pp. 941-947. Son-Nan Chen and Arthur J. Keown.

"Merger Announcements and Insider Trading Activity: An Empirical Investigation,"Journal of Finance, Vol, 36, No. 4, September 1981, pp. 855-869. Arthur J. Keown and John M. Pinkerton.

"Taxes and the Optimal Capital Structure of the Firm,"Journal of Finance, Vol. 35, No. 1, March 1980, pp. 119-127. Meir I. Schneller.

"Time Variance Relationship: Evidence on Autocorrelation in Common Stock: Comment,"Journal of Finance, Vol. 34, No. 5, December 1979, pp. 1271-1272. Meir I Schneller.

"Pricing of Warrants and the Value of of the Firm,"Journal of Finance, Vol. 33, No. 4, September 1978, pp. 1333-1342. Dan Galai and Meir I. Schneller.

"The Valuation and the Cost of Capital of the Levered Firm with Growth Opportunities,"Journal of Finance, Vol. 33, No. 1, March 1978, pp. 65-73. Fred D. Arditti and John M. Pinkerton.

"Mean-Variance Portfolio Composition When Investor's Revision Horizon is Very Long,"Journal of Finance, Vol. 30, No. 5, December 1975, pp.1293-1300. Meir I. Schneller.

"Federal Open Market Operations and Variations in the Reserve Base: Reply," Journal of Finance, Vol. 25, No. 3, June 1972, pp. 730-732. Vittorio Bonomo and C. Schotta.

"Federal Open Market Operations and Variations in the Reserve Base," Journal of Finance, Vol. 25, No. 3, June 1970, pp. 659-667. Vittorio Bonomo and C. Schotta.

Journal of Financial Economics

"Distracted directors: Does board busyness hurt shareholder value?" forthcoming in the Journal of Financial Economics (with A. Falato and D. Kadyrzhanova)

Friends or foes? Target selection decisions of sovereign wealth funds and their consequences, Journal of Financial Economics 101, 360-381, Ugur Lel (with my former research assistant J. Kotter).

"Disclosure and agency conflict in delegated investment management: evidence from mutual fund commission bundling” Journal of Financial Economics, with Roger Edelen and Richard Evans.

“Delegated trading and speed of adjustment in security prices”, Journal of Financial Economics, with Roger Edelen.

“Measuring the Timing Ability and Performance of Bond Mutual Funds,” 2009, Journal of Financial Economics, forthcoming, Yong Chen with Wayne Ferson (USC) and Helen Peters (Boston College)

Corporate governance and firm cash holdings,” Sattar Mansi with J. Harford and W. Maxwell, Journal of Financial Economics 87, March 2014, 535-555. (Lead Article)

"Issuer Surplus and the Partial Adjustment of IPO Prices to Public Information," Journal of Financial Economics, Forthcoming, Gregory Kadlec and Roger Edelen.

Founding family ownership and the agency cost of debt,” Sattar Mansi with R. Anderson and D. Reeb, Journal of Financial Economics 68, May 2003, 263-285.

"The 'Repricing' of Executive Stock Options," , Journal of Financial Economics, Vol. 57, July 2000, pp. 129-154. Don M. Chance, Raman Kumar and Rebecca B. Todd. Abstracted in Economic Intuition, Fall 2000, pp. 2-3.

"Predictable Changes in Yields and Forward Rates," Journal of Financial Economics, March 2001, David Backus, Silverio Foresi, Abon Mozumdar, and Liuren Wu.

"Do Strategic Alliances Create Wealth?", Journal of Financial Economics, Vol. 46, November 1997, pp. 199-221, Su Han Chan, John W. Kensinger, Arthur J. Keown, and John D. Martin.

"An Empirical Examination of the Amortized Spread," Journal of Financial Economics, 1998, Vol. 48, pp. 159-188. John M. R. Chalmers and Gregory B. Kadlec.

"Privatization and Efficiency: Industry Effects of the Sale of British Airways," Journal of Financial Economics Volume 43, February 1997, pp. 275-298. Catherine C. Eckel, Doug W. Eckel and Vijay Singal.

"The Pricing of Equity Offerings," Journal of Financial Economics, Vol. 29, No. 1, March 1991, pp. 35-57. Claudio F. Loderer, Dennis P. Sheehan, and Gregory B. Kadlec.

Review of Financial Studies

Internal governance mechanisms and operational performance: Evidence from index mutual funds,” Sattar Mansi with J. Adams and T. Nishikawa, Review of Financial Studies 23, March 2010, 1261-1286.

"Internal Governance Mechanisms and Operational Performance: Evidence from Index Mutual Funds," Review of Financial Studies, forthcoming. John C. Adams, Sattar Mansi and Takeshi Nishikawa.

"Good Stewards, Cheap Talkers, or Family Men? The Impact of Mutual Fund Closures on Fund Managers, Flows, and Performance," Review of Financial Studies, forthcoming, Huseyin Gulen.

"A Transactions Data Analysis of Nonsynchronous Trading," Gregory B. Kadlec and Douglas M. Patterson, Review of Financial Studies, Vol. 12, No. 3, 1999, pp. 609-630.

Journal of Business

"Is Time Series Predicitability Evident in Real Time?" Journal of Business, Forthcoming, Huseyin Gulen.

"Investor Sentiment and Asset Valuation," Journal of Business, forthcoming. Mike Cliff and Greg Brown.

"Executive Stock Option Exercises and Inside Information," Jennifer N. Carpenter and Barbara Remmers, Journal of Business, October 2001, pp. 513-534.

"Foreign Currency Denominated Debt: An Empirical Examination," Abon Mozumdar and Simi Kedia, Journal of Business, October 2003, vol. 76, no. 4, pp. 521-546.

"Opening of Stock Markets: Experience of Emerging Economies," E. Han Kim and Vijay Singal. Journal of Business, January 2000, 73(1), pp. 25-66.

"Airline Mergers and Competition: An Integration of Stock and Product Price Effects," Journal of Business, April, 1996, pp. 233-268. Vijay Singal.

American Economic Review

"Mergers and Market Power: Evidence from the Airline Industry," American Economic Review, Vol. 83, June 1993, pp. 549-569. E. Han Kim and Vijay Singal.

"Security Price Changes and Transaction Volume: Comment," American Economic Review, Vol. 68, No. 4, September 1978. Meir I. Schneller.

"A Spectral Analysis of Post-Accord Federal Open Market Operations: Reply," American Economic Review, Vol. 62, No. 5, December 1972, pp. 993-996. Vittorio Bonomo and C. Schotta.

"A Spectral Analysis of Post-Accord Federal Open Market Operations," American Economic Review, Vol. 59, No. 1, March 1969, pp. 50-61. Vittorio Bonomo and C. Schotta.

Journal of Political Economy

"Gold, Capital Flows, and Long Swings in American Business Activity," Journal of Political Economy, Vol. 76, No. 1, January/February 1968, pp. 44-52. Vittorio Bonomo and J. E. Tanner.

Journal of Accounting Research

Does auditor quality and tenure matter to investors? Evidence from the bond market, Sattar Mansi with W. Maxwell and D. Miller, Journal of Accounting Research 42, September 2004, 755-793.

Journal of Accounting and Economics

Board characteristics, accounting report integrity, and the cost of debt,” Sattar Mansi with R. Anderson and D. Reeb, Journal of Accounting and Economics 37, September 2004, 315-342.

Journal of Financial and Quantitative Analysis

“Derivatives Use and Risk Taking: Evidence from the Hedge Fund Industry,” 2010, Journal of Financial and Quantitative Analysis, forthcoming, Yong Chen..

“Does corporate governance matter to bondholders?” Journal of Financial and Quantitative Analysis, Forthcoming, Sattar A. Mansi.

“Do market timing hedge funds time the market,” Journal of Financial and Quantitative Analysis, December, 2007, Yong Chen and Bing Liang.

Firm internationalization and the cost of debt financing: Evidence from non-provisional publicly traded debt,” Sattar Mansi with J. Allee and D. Reeb, Journal of Financial and Quantitative Analysis 36, September 2001, 395-414.

"Corporate Hedging and Speculative Incentives: Implications for Swap Market Default Risk," Journal of Financial and Quantitative Analysis, June 2001. Abon Mozumdar.

"The Effect of Adoption of Long-Term Performance Plans on Stock Prices and Accounting Numbers," Journal of Financial and Quantitative Analysis, Vol. 27, No. 4, December 1992, pp. 561-575. Raman Kumar and Parvez R. Sopariwala.

"A Non-Parametric, Distribution-Free Test for Serial Independence in Stock Returns: Comment," Journal of Financial and Quantitative Analysis, Vol. 25, No. 3, September 1990. Richard Ashley and Douglas M. Patterson.

"A Non-Parametric, Distribution-Free Test for Serial Independence in Stock Returns," Journal of Financial and Quantitative Analysis, Vol. 21, No. 2, June 1986, pp. 221-227. Richard Ashley and Douglas M. Patterson.

"Floating Rate Securities and Immunization: Some Further Results," Journal of Financial and Quantitative Analysis, Vol. 21, No. 1, March 1986, pp. 87-94. George E. Morgan.

"SEC Rule 415 - The Ultimate Competitive Bid," Journal of Financial and Quantitative Analysis, Vol. 19, No. 2, 1984, pp. 183-195. D. S. Kidwell, M. Wayne Marr, and G. Rodney Thompson.

"On the Adequacy of Bank Capital Regulation," Journal of Financial and Quantitative Analysis, Vol. 19, No. 2, June 1984, pp. 141-162. George E. Morgan.

"Interest Rate Sensitivity and Portfolio Risk," Journal of Financial and Quantitative Analysis, June 1977, Vol. 12, No. 2, pp. 181-195. John D. Martin and Arthur J. Keown.

Review of Economics and Statistics

"Controlling the Conflict of Interest in Management Buyouts," Review of Economics and Statistics, Vol. 76, No. 3, August 1994, pp. 512-522. John C. Easterwood, Ronald F. Singer, Anju Seth, and Darla F. Lang.

"The Duration of the Adjustment Process of Financial Ratios," Review of Economics and Statistics, Vol. 71, No. 4, November 1989, pp. 527-532. Yoram Peles and Meir I. Schneller.

"Socialist Structural Gaps: A Simultaneous Inference Analysis," Review of Economics and Statistics, Vol. 71, No 4, 1989, pp. 693-698. Stephen G. Grubaugh, Andrew J. Stollar, G. Rodney Thompson.

"Canadian Sensitivity to Economic Cycles in the United States," Review of Economics and Statistics, Vol. 54, No. 1, February 1972, pp. 1-8. Vittorio Bonomo and J. E. Tanner.

Journal of Law and Economics

Creditor protection laws and the cost of debt,” Sattar Mansi, W. Maxwell and J. Wald, Journal of Law and Economics 52, November 2009, 701-726.

"The Competitive Impact of Air Crashes: The Stock Market Evidence," Journal of Law and Economics, with Vijay Singal, J. C. Bosch, and Woody Eckard. October 1998, pp. 503-519.

"Shelf Registration: Competition and Market Flexibility," Journal of Law and Economics, Vol. 30, No. 1, 1987. D. S. Kidwell, M. Wayne Marr, and G. Rodney Thompson.

Journal of Banking and Finance

"Are Mutual Fund Fees Excessive," Adam, J., S. Mansi, and T. Nishikawa, Journal of Banking and Finance Forthcoming.

“The 2014 Short Sale Ban: Liquidity, Dispersion of Opinion, and The Cross-Section of Returns of U.S. Financial Stocks, Journal of Banking and Finance, forthcoming 2011, (Author listing: Don M. Autore, Randall S. Billingsley, and Tunde Kovacs).

“Disposition Bias and the Effect on Mutual Fund Flows” (Vijay Singal with Lily Xu).  Forthcoming in the Journal of Banking and Finance. 2011.

“Information Content of Stock Splits” (Vijay Singal with Honghui Chen and Hoang Huy Nguyen).  Forthcoming in the Journal of Banking and Finance. 2011.

“Information Uncertainty and Auditor Reputation,” Journal of Banking and Finance, Vol. 33, No. 2, February 2009, pp. 183-192 (Author listing: Don M. Autore, Randall S. Billingsley, and Meir Schneller).

"Foreign exchange exposure of exporting and importing firms” with Mahesh Pritamani, Dilip Shome, and Vijay Singal. Journal of Banking and Finance, July 2004, 28(7), pp. 1697-1710.

"Term Structure Estimation from On-The-Run Treasuries," Journal of Banking and Finance, 27, August 2003, pp. 1487-1509. Sattar A. Mansi and J. Jordan.

"Return Predictability Following Large Price Changes and Information Releases," Journal of Banking and Finance, 25(4), 2001, pp. 631-656. Mahesh Pritamani and Vijay Singal

"Divestments and Financial Distress in Leveraged Buyouts," Journal of Banking and Finance, Vol. 22, 1998, pp. 129-159. J. C. Easterwood.

"The Monitoring Rationale for Dividends and the Interaction between Capital Structure and Dividend Decisions," Journal of Banking and Finance, Vol. 20, No. 1, 1996, pp. 440-454. Gregory M. Noronha, Dilip K. Shome, and George E. Morgan.

"Regional Reciprocal Interstate Banking: The Supreme Court and the Resolution of Uncertainty," Journal of Banking and Finance, Vol. 16, No. 1, 1992, pp. 665-686. Randall S. Billingsley and Robert E. Lamy.

"Risk Premia and the Pricing of Primary Issue Bonds," Journal of Banking and Finance, Vol. 12, No. 4, 1988, pp. 585-601. Robert E. Lamy and G. Rodney Thompson.

"The Regulation of International Lending: IMF Support, the Debt Crisis, and Bank Shareholders," Journal of Banking and Finance, Vol. 12, No. 2, 1988, pp. 255-274. Randall S. Billingsley and Robert E. Lamy.

"One Bank Holding Company Formation and the 1970 Bank Holding Company Act Amendment: An Empirical Examination Allowing for Industry Group Effects," Journal of Banking and Finance, Vol. 11, 1987, pp. 213-221. John D. Martin and Arthur Keown.

"On the Rightholders' Subscription to the Underwritten Rights Offering," Journal of Banking and Finance, Vol. 10, 1986, pp. 595-604. Robert S. Hansen, Tai Ma, and John M. Pinkerton.

"The Mexican Debt Crisis, the IMF, and the Efficiency of Bank Share Prices," Studies in Banking and Finance, supplement to Journal of Banking and Finance, (Special Issue on the International Debt Problem), Vol. 3, 1986, pp. 203-217. Robert E. Lamy, M. Wayne Marr and G. Rodney Thompson.

"Basis Risk, Partial Take-Down and Hedging by Financial Intermediaries," Journal of Banking and Finance, Vol. 10, December 1986, pp. 467-490. George E. Morgan and Stephen D. Smith.

"Market Reaction to the Formation of One-Bank Holding Companies and the 1970 Bank Holding Company Act Amendment," Journal of Banking and Finance, Vol. 8, No. 1, 1984, pp. 21-33. Randall S. Billingsley and Robert E. Lamy.

"Market Reaction to the Formation of One Bank Holding Companies," Journal of Banking and Finance, Vol. 5, 1981, pp. 383-393. John D. Martin and Arthur J. Keown.

"Forward and Futures Pricing of Treasury Bills," Journal of Banking and Finance, Vol. 5, No. 4, 1981, pp. 483-496. George E. Morgan.

"The Relationship Between Securities' Abnormal Price Movements and Wall Street Journal News," Journal of Banking and Finance, Vol. 4, December 1980, No. 3, pp. 235-248. Meir I. Schneller and Dan Palmon.

Financial Management

"Public vs. Private Ownership and Fund Manager Turnover," Adam, J., S. Mansi, and T. Nishikawa, Financial Management Forthcoming.

“Payout policy with legal restrictions,” Mansi, S. and J. Wald, Financial Management, Forthcoming.

"New Evidence on Serial Correlation in Analyst Forecast Errors," Financial Management, Winter 1999, pp. 106-117. S. Nutt, C. Easterwood and J. Easterwood.

"The Wealth Effects of Corporate Debt Issues: The Impact of Issuer Motivations," Financial Management, Spring 1997, Vol. 26, No. 1, pp. 32-47. A. Akhigbe, J. Easterwood, and R. Pettit.

"Why Do Firms Issue Convertible Debt?" Financial Management, Vol. 25, Summer, 1996. Randall S. Billingsley and David M. Smith.

"Firm Value and External Blockholdings," Financial Management, Vol. 24, no. 4, Winter, 1995, pp. 3-14. Sudhir Singh and Dilip K. Shome.

"Dividend Policy and Corporate Monitoring: Evidence From the Regulated Electric Utility Industry," Financial Management, Vol. 20, No. 1, Spring 1994, pp. 16-22. Robert S. Hansen, Raman Kumar and Dilip Shome.

"Bondholder Wealth Effects of Management Buyouts," Financial Management, Spring 1992, pp. 102-113. D. Cook, J. Easterwood, and J. Martin.

"The Role of Private Debt in Corporate Capital Structures," Financial Management, Autumn 1991, pp. 49-57. John Easterwood and P. Kadapakkam.

"Agency Costs and Alternative Call Provisions: An Empirical Investigation," Financial Management, Winter 1987, Vol. 16, No. 4, pp. 37-44. David S. Allen, Robert E. Lamy, and G. Rodney Thompson.

"Eurodollar Bonds: Alternative Financing for U.S. Companies," Financial Management, Vol. 14, No. 4, 1986, pp. 18-27. D. S. Kidwell, M. Wayne Marr, and G. Rodney Thompson.

"Eurodollar Bonds, Alternative Financing for U.S. Companies: A Correction," Financial Management, Vol. 15, No. 1, 1986, pp. 78-79. D. S. Kidwell, M. Wayne Marr, and G. Rodney Thompson.

"Split Ratings and Bond Reoffering Yields," Financial Management, Vol. 14, No. 12, Summer 1985, pp. 59-65. Randall S. Billingsley, Robert E. Lamy, M. Wayne Marr, and G. Rodney Thompson.

"The Risk Premium Approach to Measuring a Utility's Cost of Capital," Financial Management, Spring 1985, pp. 33-45. E. F. Brigham, Dilip K. Shome, and S. Vinson.

"The Pricing of New Convertible Bond Issues," Financial Management, Vol. 13, No. 2, 1984, pp. 31-37. M. Wayne Marr and G. Rodney Thompson.

"Capital Budgeting in the Public Sector: A Zero-One Goal Programming Approach," Financial Management, Summer 1978, Vol. 7, No. 2, pp. 21-27. Arthur J. Keown and John D. Martin.

"An Integer Goal Programming Model for Capital Budgeting in Hospitals," Financial Management, Autumn 1976, Vol. 5, No. 3, pp. 28-35. Arthur J. Keown and John D. Martin.

Journal of International Business Studies

Corporate international activity and debt financing,” Sattar Mansi with D. Reeb, Journal of International Business Studies 33, Spring 2002, 1-17.

Journal of Financial Intermediation

"Banking Foreign Exchange and Interest Rate Risk management: Simultaneous versus Separate Hedging Strategies," Journal of Financial Intermediation, Fall 2003, Vol. 12, No. 3, pp. 277-297, George Morgan and Kyung-Chun Mun. 

Financial Analysts' Journal

Index Changes and Losses to Investors in S&P 500 and Russell 2000 index funds” (Vijay Singal with Honghui Chen and Greg Noronha).  Financial Analysts Journal, 2006, July/August, pp. 31-47

"A December Effect with Tax Gain Selling?" Financial Analysts' Journal, 59(4), July/August 2003, pp. 78-90, Honghui Chen and Vijay Singal.

"Evidence on Quasi-Private Information and Insider Trading," Financial Analysts' Journal, Vol. 59, May-June 2003, pp. 60-68. Sattar Mansi, M. Carter, and D. Reeb.

"Are Better Betas Worth the Trouble?" Financial Analysts' Journal, Vol. 39, No. 4, 1984, pp. 74-77. Meir I. Schneller.

Journal of Portfolio Management

"Tax Savings with Mutual Fund Distributions," Journal of Portfolio Management Fall 2002, 29(1), pages 82-88. Vijay Singal.

"The Benefits and Limits of Diversification Among Commodity Trading Advisors." Journal of Portfolio Management, Vol. 23, Fall, 1996, pp. 65-80. Randall S. Billingsley and Don M. Chance.

"Efficient Frontiers in Factor Economics, " Journal of Portfolio Management, Vol. 16, No. 2, 1989/90, pp. 23-25. Meir I. Schneller.

"Put-Call Ratios and Market Timing Effectiveness," Journal of Portfolio Management, Vol. 15, Fall 1988, pp. 25-28. Randall S. Billingsley and Don M. Chance.

"The Impact of Mutual Fund Investment Objectives on Portfolio Diversification," The Journal of Portfolio Management, Vol. 8, No. 2, Winter 1983, pp. 19-28. J. L. Farrell, Arthur J. Keown, and John D. Martin.

"A Misleading Feature of Beta for Risk Management," Journal of Portfolio Management, Vol. 3, No. 4, Summer 1977, pp. 31-34. Arthur J. Keown and John D. Martin.

Journal of Applied Corporate Finance

"Floating Currencies, Capital Controls, or Currency Boards? What's the best remedy for the recent currency crises." Journal of Applied Corporate Finance, Winter 1999, pp. 40-56. Vijay Singal. Abstracted in the CFA Digest.

"Are Open Markets Good for Foreign Investors and Emerging Nations?" Journal of Applied Corporate Finance, 10(3), Fall 1997, pp. 18-33. E. Han Kim and Vijay Singal.

"Investor Base and Cost of Capital: Implications for Corporate Managers," Journal of Applied Corporate Finance, Spring 1995. Gregory B. Kadlec and John J. McConnell.

"Strategic Restructuring in Large Management Buyouts," Journal of Applied Corporate Finance, Vol. 6, No. 1, Spring 1993, pp. 25-37. John C. Easterwood and Anju Seth. Abstracted in The CFA Digest, Vol. 23, Fall 1993, pp. 31-2.

Journal of Money, Credit and Banking

"Regulatory Changes and Federal Mutual Thrift Behavior: Evidence from the 1980's," Journal of Money, Credit, and Banking, Vol. 25, No. 4, November 1993, pp. 828-853. Sylvia Hudgins and George Morgan.

Journal of Econometrics

"Identification of the Coefficients in a Nonlinear Time Series of the Quadratic Type," The Journal of Econometrics, Vol. 30, December 1985, pp. 109-129. Melvin J. Hinich and Douglas M. Patterson.

"Reply to Marsh's Note," Journal of Econometrics, Vol. 30, December 1985, pp. 140-142. Melvin J. Hinich and Douglas M. Patterson.

Management Science

"Financial Planning When the Firm's Demand for Funds is Nonstationary and Stochastic," Management Science, Vol. 34, September 1988, pp. 1054-1066. John D. Martin and George E. Morgan.

"Regression Analysis for Multiplicative Phenomena and Its Implications for the Management of Investment Risk," Management Science, Vol. 21, No. 4, December 1975. Meir I. Schneller.

The Economic Journal

"Utilization of Direct and Indirect Estimates of Real GNP Per Capita: Implications of the Errors in the Variable Model," The Economic Journal , Vol. 97, No. 386, 1987, pp. 468-478. S. G. Grubaugh, A. J. Stollar, and G. Rodney Thompson.

Financial Review

"Analysts' Forecasts: Low Balling, Market Efficiency, and Insider Trading," Financial Review, Vol. 30, No. 3, August 1995, pp. 529-539. Enyang Guo, Nilanjan Sen, and Dilip K. Shome.

"The Differential Impact of Federal Reserve Margin Requirements on Stock Return Volatility," Financial Review, Vol. 26, No. 3, August 1991, pp. 343-366. Raman Kumar, Stephen P. Ferris, and Don M. Chance.

"The Effect of SEC-Ordered Suspensions on Returns Volatility and Trading Volume," Financial Review, Vol. 27, No. 1, February 1992, pp. 1-34. Stephen P. Ferris, Raman Kumar, and Glenn A. Wolfe.

"Dual Bond Ratings: A Test of the Certification Function of Rating Agencies," Financial Review, Vol. 25, No. 3, 1990, pp. 457-471. G. Rodney Thompson and Peter Vaz.

"An Econometric Analysis of Equity Costs and Risk Premiums in the Electric Utility Industry: 1971-1975," Financial Review, Vol. 23, No. 4, 1988, pp. 439-452. Dilip K. Shome and Stephen D. Smith.

"Options Market Efficiency and the Box Spread Strategy," Financial Review, Vol. 20, No. 4, November 1985, pp. 287-301. Randall S. Billingsley and Don M. Chance. Reprinted in CFA Readings in Derivative Securities, M. A. Berry and K. F. Sherrerd. Chicago: The Institute of Chartered Financial Analysts, 1988.

"Determinants of Bank Holding Company Bond Ratings," Financial Review, March 1984. Randall S. Billingsley and Donald R. Fraser.
"Perception of Stock Similarity by Financial Analysts," Financial Review, Vol. 16, Fall 1981, pp. 30-43. Dan Givoly, Dan Palmon and Meir I. Schneller.

Journal of Business Finance and Accounting

"Assessing Credit Rating Agencies by Bond Issuers and Investors," Journal of Business Finance and Accounting, Sattar A. Mansi and K. Baker, Journal of Business Finance and Accounting 29, November/December 2002, 1367-1398.

Journal of Derivatives

"A Simple Proof of European Option Pricing with Discrete Stochastic Dividends," The Journal of Derivatives, Vol. 9 (Spring 2002), pp. 39-45. Don M. Chance, Raman Kumar, and Don Rich.

Journal of Financial Research

"All Things Considered, Taxes Drive The January Effect," Journal of Financial Research, Vol 27. (Fall 2004), pp. 351-372. Vijay Singal and Honghui Chen.

"Modeling the Term Structure from the On-The-Run Treasury Yield Curve," Journal of Financial Research, Vol. 24, Winter 2001, pp. 545-564. Sattar A. Mansi and J. Phillips.

"Simultaneous Debt and Equity Offerings and Capital Structure Targets," Journal of Financial Research, Vol. 17, No. 4, Winter, 1994, pp. 495-516. Randall S. Billingsley, David M. Smith, and Robert E. Lamy.

"A Re-examination of the Relationship Between Closed-End Fund Discounts and Expenses," Journal of Financial Research, Vol. 15, No. 2, Summer 1992, pp. 139-147. Raman Kumar and Gregory M. Noronha.

"Eroding Market Imperfections, Reintermediation, and Disintermediation," Journal of Financial Research, Vol. 14, No. 4., Winter 1991, pp. 345-358. John Easterwood and George Emir Morgan.

"Units of Debt with Warrants: Evidence of the 'Penalty-Free' Issuance of an Equity-Like Security," Journal of Financial Research, Vol. 13, No. 3, Fall 1990, pp. 187-199. Randall S. Billingsley, Robert E. Lamy, and David M. Smith.

"The Choice Among Debt, Equity, and Convertible Bonds: An Empirical Study," Journal of Financial Research, Vol. 11, Spring 1988, pp. 43-55. Randall S. Billingsley, Robert E. Lamy, and G. Rodney Thompson.

"The Role of Capital Adequacy Regulation in the Hedging Decisions of Financial Intermediaries," Journal of Financial Research, Vol. X, No. 1, Spring 1987, pp. 33-47. George E. Morgan and Stephen D. Smith.

"Valuation of Primary Issue Convertible Bonds," Journal of Financial Research, Vol. 9, No. 3, 1986, pp. 251-260. R. S. Billingsley, Robert E. Lamy, and G. Rodney Thompson.

"Capital Adequacy and the Valuation of Large Commercial Banking Organizations," Journal of Financial Research, Winter 1986, pp. 331-341. Dilip K. Shome, Stephen D. Smith, and A. Heggestad.

"Regulatory Environment and Market Response to Public Utility Rate Decisions," Journal of Financial Research, Winter 1986, pp. 313-318. Stephen P. Ferris, Dana J. Johnson, and Dilip K. Shome.

"Penn Square, Problem Loans, and Insolvency Risk," Journal of Financial Research, Vol. 9, No. 2, 1986, pp. 301-311. Robert E. Lamy and G. Rodney Thompson.

"The Influence of Offering Yield on Underwriting Spread," The Journal of Financial Research, Vol. 7, No. 3, 1984, pp. 323-328. M. Wayne Marr and G. Rodney Thompson.

"An Examination of Market Reaction to Substantial Shifts in Dividend Policy," Journal of Financial Research, Vol. 7, Summer 1984, pp. 131-142. G. A. Benesh, Arthur J. Keown and John M. Pinkerton.
Journal of Financial Services Research

"Intergration of the Mortgage Market," Journal of Financial Services Research, Vol. 6, 1992, pp. 137-155, Randall S. Billingsley, Vittorio A. Bonomo, and Stephen P. Ferris.

Journal of Financial Services Research

"Intergration of the Mortgage Market," Journal of Financial Services Research, Vol. 6, 1992, pp. 137-155, Randall S. Billingsley, Vittorio A. Bonomo, and Stephen P. Ferris.

Journal of Fixed Income

"How Well Do Constant Maturity Treasuries Approximate the On-The-Run Term Structure," Journal of Fixed Income, Vol. 10, September 2000, pp. 35-45. Sattar A. Mansi and J. Jordan.

Journal of Futures Markets

"Stock Index Futures Trading and Volatility in International Equity Markets," Journal of Futures Markets, Vol. 20, No. 7 (August 2000), pp. 661-685. Huseyin Gulen and Stewart Mayhew.

"The Pricing and Performance of Stock Index Futures Spreads," Journal of Futures Markets, Vol. 8, June 1988, pp. 303-318. Randall S. Billingsley and Don M. Chance.

"Arbitrage Opportunities with T-Bill/T-Bond Futures Combinations," Journal of Futures Markets, Fall 1986, pp. 433-442. John Easterwood and A. Senchack.

"Hedging Shelf Registrations," Journal of Futures Markets, Vol. 6, Spring 1986, pp. 11-27. Don M. Chance, M. Wayne Marr and G. Rodney Thompson.

"Cross Hedging CDs with Treasury Bill Futures," Journal of Futures Markets, Winter 1983, pp. 429-438. John Easterwood and A. Senchack.

Journal of the American Statistical Association

"A Test for Nonstationarity: Abridged Version,"Journal of the American Statistical Association, 1993 Proceedings of Business and Economic Statistics Section, pp. 250-253. Douglas M. Patterson.

"On the Importance of Being Nonlinear: A Frequency Domain Approach to Nonlinear Model Identification and Estimation,"Journal of the American Statistical Association, 1993 Proceedings of Business and Economic Statistics Section, pp. 244-249. Richard Ashley and Douglas M. Patterson.

"Bispectral Analysis of Trade-By-Trade Stock Prices and the Time of Day Effect,"Journal of the American Statistical Association, 1988 Proceedings of Business and Economics Statistics Section, pp. 81-83. Melvin Hinich and Douglas M. Patterson.

"Bispectral Based Tests for the Detection of Gaussianity and Linearity in Time Series,"Journal of the American Statistical Association, Vol. 83, No. 403, September 1988, pp. 657-664. Patrick Brockett, Melvin Hinich, and Douglas M. Patterson.

Managerial and Decision Economics

"Financial Health and Airline Safety," Managerial and Decision Economics, Vol. 25, January/February 2003, pp. 1-16. Vijay Singal and Greg Noronha.

"Growth Opportunities, Corporate Governance, and the Market Value of Multinational Joint Ventures," Managerial and Decision Economics", Summer 1998. Mark McNabb, Michael Frohls, Art Keown, and John D. Martin.

"Limits on Managerial Discretion in Management Buyouts: The Effectiveness of Institutional, Market and Legal Mechanisms," Managerial and Decision Economics, Vol. 18, 1997, pp. 645-666. J. C. Easterwood, A. Seth and R. Singer.

"Interdependence of Airline Firms: Evidence from Airline Mergers." Managerial and Decision Economics, November/December 1996, pp. 559-574. Vijay Singal.

"Volatility of Stock Prices and Market Efficiency," Managerial and Decision Economics, Vol. 7, June 1986, pp. 119-122. Raman Kumar and Anil Makhija.

Managerial Finance

"Estimating the Minimum Risk Maturity Gap: Some Evidence from the Savings and Loan Industry," Managerial Finance, Vol. 23, No. 1, 1997, pp. 57-71, George Morgan, James McNulty, Craig Ruff and Stephen Smith.

Multinational Finance Journal

"Risk Premia on Foreign Exchange: A Direct Approach," Multinational Finance Journal, Vol 12, No. 3, July 2003, George Morgan and Kyung-Chun Mun.

Pacific-Basin Finance Journal

"The Cross-Sectional and Cross-Temperal Universality of Nonlinear Serial Dependencies: Evidence from World Stock Indices and the Taiwan Stock Exchange," Pacific Basin Finance Journal, Vol. 11, (2003), pp. 175-195. Peter A. Ammerman and Douglas M. Patterson.

"Cross Hedging Foreign Exchange Rate Risk: The Case of Depository Financial Institutions in Emerging Asian Countries," Journal of Pacific-Basin Finance, George Morgan and Kyung-Chun Mun.

"The Impact of Index Options on the Underlying Stocks: The Evidence from the Listing of Nikkei Stock Average Options," Pacific-Basin Finance Journal, Vol. 3, Nos. 2-3, July 1995, pp. 303-317. Raman Kumar, Atulya Sarin, and Kuldeep Shastri.

"The Role of Corporate Groupings in Controlling Agency Conflicts: The The Case of Keiretsu," Pacific-Basin Finance Journal, Vol. 3, Nos. 2-3, July 1995, pp. 319-335. Stephen P. Ferris, Raman Kumar, and Atulya Sarin.

Quarterly Review of Economics and Finance

"An Agency Analysis of the Effects of Long Term Performance Plan on Managerial Decision Making," Quarterly Review of Economics and Finance, Spring 1998, Vol. 38, No. 1, pp. 73-91. Stephen P. Ferris, Raman Kumar, Rajit Sant, and Parvez R. Sopariwala.

Review of Derivatives Research

"Dividend Forecast Biases in Index Options Valuation," Review of Derivatives Research, Vol. 4, 2001, pp. 285-303. Don M. Chance, Raman Kumar, and Don Rich.

Southern Economic Journal

"Some Notes on Risk Management Via Forward Contracts," Southern Economic Journal Vol. 55, No. 1, July 1989, pp. 240-252. George E. Morgan and Stephen D. Smith.

"Forward Market Equilibrium," Southern Economic Journal, Vol. 51, No. 1, July 1984, pp. 41-58. Richard D. MacMinn, George E. Morgan, and Stephen D. Smith.

"Expected Monetary Changes and Relative Prices: A Look at Evidence from the Stock Market," Southern Economic Journal, Vol. 50, No. 2, October 1983, pp. 334-345. Vittorio Bonomo and J. E. Tanner.

Journal of Insurance Regulation

"Life Insurer Demutualization in the Current Era," Journal of Insurance Regulation, forthcoming, 2003. Barbara Remmers.
Financial Analyst Journal

"Evidence on Quasi-private Information and Insider Trading," Financial Analyst Journal 59, May/June 2003, 60-68. Sattar A Mansi.

Research in Banking and Finance

"The Dynamics of International Stock Index Returns," Research in Banking and Finance v1 (2000) 219-230. Huseyin Gulen and Stewart Mayhew.