Mingze Gao

Curated Reading List - 2004


Journal of Finance

Journal of Financial Economics

  1. A revealed preference approach to understanding corporate governance problems: Evidence from Canada, 2004, Robert S. Chirinko; Huntley Schaller
  2. A theory of corporate spin-offs, 2004, Thomas J. Chemmanur; An Yan
  3. An econometric model of serial correlation and illiquidity in hedge fund returns, 2004, Mila Getmansky; Andrew W. Lo; Igor Makarov
  4. Appearing and disappearing dividends: The link to catering incentives, 2004, Malcolm Baker; Jeffrey Wurgler
  5. Are dividends disappearing? Dividend concentration and the consolidation of earnings, 2004, Harry Deangelo; Linda Deangelo; Douglas J. Skinner
  6. Asset prices and real investment, 2004, Leonid Kogan
  7. Bailout and conglomeration, 2004, Se-Jik Kim
  8. Banking market structure and financial stability: Evidence from the Texas real estate crisis in the 1980s, 2004, Jie Gan
  9. CEO compensation and incentives: Evidence from M&A bonuses, 2004, Yaniv Grinstein; Paul Hribar
  10. Common market makers and commonality in liquidity, 2004, Jay F. Coughenour; Mohsen M. Saad
  11. Conditional estimation of diffusion processes, 2004, Minqiang Li; Neil D. Pearson; Allen M. Poteshman
  12. Corporate earnings and the equity premium, 2004, Francis A. Longstaff; Monika Piazzesi
  13. Corporate governance and firm value: evidence from the Korean financial crisis, 2004, Jae-Seung Baek; Jun-Koo Kang; Kyung Suh Park
  14. Corrigendum to "Universal option valuation using quadrature methods": [Journal of Financial Economics 67 (2003) 447-471], 2004, Ari D. Andricopoulos; Peter W. Duck; David P. Newton; Martin Widdicks
  15. Cross-country determinants of mergers and acquisitions, 2004, Stefano Rossi; Paolo F. Volpin
  16. Data-generating process uncertainty: What difference does it make in portfolio decisions?, 2004, Jun Tu; Guofu Zhou
  17. Death spiral convertibles, 2004, Pierre Hillion; Theo Vermaelen
  18. Determinants of target capital structure: The case of dual debt and equity issues, 2004, Armen Hovakimian; Gayane Hovakimian; Hassan Tehranian
  19. Disentangling diffusion from jumps, 2004, Yacine Ait-Sahalia
  20. Do security analysts exhibit persistent differences in stock picking ability?, 2004, Michael B. Mikhail; Beverly R. Walther; Richard H. Willis
  21. Does an electronic stock exchange need an upstairs market?, 2004, Hendrik Bessembinder; Kumar Venkataraman
  22. Earnings management and the market performance of acquiring firms, 2004, Henock Louis
  23. Earnings management, stock issues, and shareholder lawsuits, 2004, Larry L. Ducharme; Paul H. Malatesta; Stephan E. Sefcik
  24. Estimating the market risk premium, 2004, E. Scott Mayfield
  25. Firm size and the gains from acquisitions, 2004, Sara B. Moeller; Frederik P. Schlingemann; Rene M. Stulz
  26. Gains in bank mergers: Evidence from the bond markets, 2004, Maria Fabiana Penas; Haluk Unal
  27. Grandstanding, certification and the underpricing of venture capital backed IPOs, 2004, Peggy M. Lee; Sunil Wahal
  28. Information and bank credit allocation, 2004, Giovanni Dell'Ariccia; Robert Marquez
  29. Institutional trading and the turn-of-the-year effect, 2004, Lilian Ng; Qinghai Wang
  30. Internal capital markets and investment policy: evidence from corporate spinoffs, 2004, Seoungpil Ahn; David J. Denis
  31. Investibility and return volatility, 2004, Kee-Hong Bae; Kalok Chan; Angela Ng
  32. Is the IPO pricing process efficient?, 2004, Michelle Lowry; G. William Schwert
  33. Leverage decision and manager compensation with choice of effort and volatility, 2004, Abel Cadenillas; Jaksa Cvitanic; Fernando Zapatero
  34. Limited arbitrage and short sales restrictions: evidence from the options markets, 2004, Eli Ofek; Matthew Richardson; Robert F. Whitelaw
  35. Management turnover in subsidiaries of conglomerates versus stand-alone firms, 2004, Chris Mcneil; Greg Niehaus; Eric Powers
  36. Managerial succession and firm performance, 2004, Mark R. Huson; Paul H. Malatesta; Robert Parrino
  37. Market evidence on the opaqueness of banking firms' assets, 2004, Mark J. Flannery; Simon H. Kwan; M. Nimalendran
  38. Measuring stock illiquidity: An investigation of the demand and supply schedules at the TASE, 2004, Avner Kalay; Orly Sade; Avi Wohl
  39. Modeling the bid/ask spread: measuring the inventory-holding premium, 2004, Nicolas P. B. Bollen; Tom Smith; Robert E. Whaley
  40. Modeling the term structure of interest rates: A new approach, 2004, Robert L. Kimmel
  41. New lists: Fundamentals and survival rates, 2004, Eugene F. Fama; Kenneth R. French
  42. On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach, 2004, Michael W. Brandt; Qiang Kang
  43. Order imbalance and individual stock returns: Theory and evidence, 2004, Tarun Chordia; Avanidhar Subrahmanyam
  44. Order preferencing and market quality on NASDAQ before and after decimalization, 2004, Kee H. Chung; Chairat Chuwonganant; D. Timothy Mccormick
  45. Performance fee contract change and mutual fund risk, 2004, Joseph Golec; Laura Starks
  46. Portfolio choice and health status, 2004, H.S.Harvey S. Rosen; Stephen Wu
  47. Predicting returns with financial ratios, 2004, Jonathan Lewellen
  48. Predicting stock price movements from past returns: the role of consistency and tax-loss selling, 2004, Mark Grinblatt; Tobias J. Moskowitz
  49. Selling company shares to reluctant employees: France Telecom's experience, 2004, Francois Degeorge; Dirk Jenter; Alberto Moel; Peter Tufano
  50. Smart investments by smart money: Evidence from seasoned equity offerings, 2004, Scott Gibson; Assem Safieddine; Ramana Sonti
  51. Sources of gains in horizontal mergers: evidence from customer, supplier, and rival firms, 2004, C. Edward Fee; Shawn Thomas
  52. Style effects in the cross-section of stock returns, 2004, Melvyn Teo; Sung-Jun Woo
  53. Tax-loss trading and wash sales, 2004, Mark Grinblatt; Matti Keloharju
  54. Testing market efficiency using statistical arbitrage with applications to momentum and value strategies, 2004, Steve Hogan; Robert Jarrow; Melvyn Teo; Mitch Warachka
  55. The basis risk of catastrophic-loss index securities, 2004, J. David Cummins; David Lalonde; Richard D. Phillips
  56. The choice of equity-selling mechanisms, 2004, Yilin Wu
  57. The costs of shared ownership: Evidence from international joint ventures, 2004, Mihir A. Desai; C. Fritz Foley; James Jr. Hines
  58. The effect of capital market characteristics on the value of start-up firms, 2004, Roman Inderst; Holger M. Muller
  59. The effect of capital structure when expected agency costs are extreme, 2004, Campbell R. Harvey; Karl V. Lins; Andrew H. Roper
  60. The effects of government ownership on bank lending, 2004, Paola Sapienza
  61. The illiquidity puzzle: theory and evidence from private equity, 2004, Josh Lerner; Antoinette Schoar
  62. The illusory nature of momentum profits, 2004, David A. Lesmond; Michael J. Schill; Chunsheng Zhou
  63. The impact of illegal insider trading in dealer and specialist markets: evidence from a natural experiment, 2004, Raymond P. H. Fishe; Michel A. Robe
  64. The impact of stock market information production on internal resource allocation, 2004, Eitan Goldman
  65. The importance of the loss function in option valuation, 2004, Peter Christoffersen; Kris Jacobs
  66. The role of syndicate structure in bank underwriting, 2004, Rajesh P. Narayanan; Kasturi P. Rangan; N.K.Nanda K. Rangan
  67. The timing and terms of mergers motivated by economies of scale, 2004, Bart M. Lambrecht
  68. The timing and value of forecast and recommendation revisions, 2004, Zoran Ivkovic; Narasimhan Jegadeesh
  69. The value of dividend imputation tax credits in Australia, 2004, Damien Cannavan; Frank Finn; Stephen Gray
  70. The value of tax shields is NOT equal to the present value of tax shields, 2004, Pablo Fernandez
  71. Tick size, NYSE rule 118, and ex-dividend day stock price behavior, 2004, Keith Jakob; Tongshu Ma
  72. Time-changed Levy processes and option pricing, 2004, Peter Carr; Liuren Wu
  73. U.S. cross-listings and the private benefits of control: evidence from dual-class firms, 2004, Craig Doidge
  74. Who is in whose pocket? Director compensation, board independence, and barriers to effective monitoring, 2004, Harley Jr. Ryan; Roy Iii Wiggins
  75. Why are foreign firms listed in the U.S. worth more?, 2004, Craig Doidge; G. Andrew Karolyi; Rene M. Stulz
  76. Why constrain your mutual fund manager?, 2004, Andres Almazan; Keith C. Brown; Murray Carlson; David A. Chapman

Review of Financial Studies

  1. A Theory of Corporate Capital Structure and Investment, 2004, Miguel Cantillo
  2. Adverse Selection and the Required Return, 2004, Nicolae Gârleanu
  3. Advertising, Breadth of Ownership, and Liquidity, 2004, Gustavo Grullon
  4. Are IPOs Really Underpriced?, 2004, Amiyatosh K. Purnanandam
  5. Bank Competition and Credit Standards, 2004, Martin Ruckes
  6. Board Composition, Board Effectiveness, and the Observed Form of Takeover Bids, 2004, Mary M. Bange
  7. Can Managerial Discretion Explain Observed Leverage Ratios?, 2004, Erwan Morellec
  8. Capital Budgeting in Multidivision Firms: Information, Agency, and Incentives, 2004, Antonio E. Bernardo
  9. Career Concerns and Resource Allocation in Conglomerates, 2004, Anand Mohan Goel
  10. Conditioning Information and Variance Bounds on Pricing Kernels, 2004, Geert Bekaert
  11. Confronting Information Asymmetries: Evidence from Real Estate Markets, 2004, Mark J. Garmaise
  12. Evaluating an Alternative Risk Preference in Affine Term Structure Models, 2004, Jefferson Duarte
  13. Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications, 2004, Ser-Huang Poon
  14. Family Values and the Star Phenomenon: Strategies of Mutual Fund Families, 2004, Vikram Nanda
  15. Institutional Herding, 2004, Richard W. Sias
  16. Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities, 2004, Jun Liu
  17. Multiple Unit Auctions and Short Squeezes, 2004, Kjell G. Nyborg
  18. On the Timing and Execution of Open Market Repurchases, 2004, Douglas O. Cook
  19. Options Trading and the CAPM, 2004, Joel M. Vanden
  20. Prospect Theory and Mean-Variance Analysis, 2004, Haim Levy
  21. Public Trading and Private Incentives, 2004, Antoine Faure-Grimaud
  22. Risks and Portfolio Decisions Involving Hedge Funds, 2004, Vikas Agarwal
  23. Robust Portfolio Rules and Asset Pricing, 2004, Pascal J. Maenhout
  24. Stock Return Predictability and Asset Pricing Models, 2004, Doron Avramov
  25. Strategic Trading, Liquidity, and Information Acquisition, 2004, Haim Mendelson
  26. Structural Models of Corporate Bond Pricing: An Empirical Analysis, 2004, Young Ho Eom
  27. Technical Analysis and Liquidity Provision, 2004, Kenneth A. Kavajecz
  28. The Emergence and Persistence of the Anglo-Saxon and German Financial Systems, 2004, Sandeep Baliga
  29. The Overseas Listing Decision: New Evidence of Proximity Preference, 2004, Sergei Sarkissian
  30. The Value of Voting Rights to Majority Shareholders: Evidence from Dual-Class Stock Unifications, 2004, Shmuel Hauser
  31. Underpricing and Market Power in Uniform Price Auctions, 2004, Ilan Kremer
  32. Valuation and Return Dynamics of New Ventures, 2004, Jonathan B. Berk
  33. Wealth, Information Acquisition, and Portfolio Choice, 2004, Joël Peress
  34. What's In It for Me? CEOs Whose Firms Are Acquired, 2004, Jay C. Hartzell
  35. Whence GARCH? A Preference-Based Explanation for Conditional Volatility, 2004, Grant Mcqueen
  36. Why Does Book Building Drive Out Auction Methods of IPO Issuance? Evidence from Japan, 2004, Kenji Kutsuna
  37. Why the NPV Criterion does not Maximize NPV, 2004, Elazar Berkovitch