School top tier publications

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Over the last five years, UNSW School of Banking and Finance has ranked 27th in the world in terms of research by ASU.  

Our School ranks as the top finance school in Australia for publications in 20 of the best international finance journals. Explore our School publications and read the leading journals of finance and related fields that have been published by our leading academics. 

  • Andrade, S., E. Adelphe and A. Jeanneret. 2022, Sovereign Risk Premia and Global Macroeconomic Conditions, forthcoming Journal of Financial Economics.   

    Della Corte, P., A. Jeanneret and E. Patelli, 2022, A Credit-Based Theory of the Currency Risk Premia, Journal of Financial Economics (forthcoming).

    Payzan-LeNestour, E. and M. Woodford, 2022, Outlier Blindness: A Neurobiological Foundation for Neglect of Financial Risk, Journal of Financial Economics 143(3), 1316-1343

    Adams, R.B., V. Ragunathan and R. Tumarkin, 2021, Death by committee? An analysis of corporate board (sub-) committees, Journal of Financial Economics, 141(3), 1119-1146

    Laudenbach, C., B. Loos, J. Pirsche, and J. Wohlfahrt, 2021, The Trading Response of Individual Investors to Local Bankruptcies, Journal of Financial Economics 142 (2), 928-953

    Li, F.W., A. Mukherjee and R. Sen, 2021, Inside Brokers, Journal of Financial Economics, 141(3), 1096-1118

    Liu, C., R. Masulis and J. Stanfield, 2021, Why CEO option compensation can be a bad option for shareholders: evidence from major customer relationships, Journal of Financial Economics, 142 (1), 453-481

    Barrosa, P., P. Karehnke and M. Boons, 2020, Time-varying state variable risk premia in the ICAPM, Journal of Financial Economics, 139(2), 428-451 

    Demyanyk, Y., L. Li, E. Loutskina, K. Romero Cortes and P. Strahan, 2020, Stress Tests and Small Business Lending, Journal of Financial Economics, 136(1), 260-279 

    Feldman, D., K. Saxena, and J. Xu, 2020, Is the Active Fund Management Industry Concentrated Enough? Journal of Financial Economics, 136(1), 23-43 

    Islam, M. E. and J. Zein, 2020, Inventor CEOs, Journal of Financial Economics, 135(2), 505-527 

    Moshirian, F., B. Zhang, 2020, Stock Market Liberalization and Innovation, Journal of Financial Economics, 139(3), 985-1014 

    Comerton-Forde, C., V. Gregoire and Z. Zhong 2019, Inverted Fee Structures, Tick Size, and Market Quality, Journal of Financial Economics, 134(1), 141-164 

    Harford, J., J. Stanfield, and F. Zhang, 2019, Do insiders time management buyouts and freezeouts to buy undervalued targets? Journal of Financial Economics 131(1), 206-231 

    Masulis, R. and E. J. Zhang, 2019, How Valuable Are Independent Directors? Evidence from External Distractions, Journal of Financial Economics, 132(3), 226-256 

    Adams, R., A. Akyol and P. Verwijmeren, 2018, Director Skill Sets, Journal of Financial Economics 130(3), 641-662 

    Adams, R., M. Keloharju, and S. Knupfer, S., 2018, Are CEOs Born Leaders? Lessons from Traits of a Million Individuals, Journal of Financial Economics, 130(2), 392-408 

    Comerton-Forde, C., K. Malinova and A. Park, 2018, Regulating Dark Trading: Order Flow Segmentation and Market Quality, Journal of Financial Economics 130(2), 347-366 

    Acharya, V. and Z. Xu, 2017, Financial Dependence and Innovation: The Case of Public versus Private Firms, Journal of Financial Economics 124(2), 223-245 

    Cortes, K. and P. Strahan, 2017, Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters, Journal of Financial Economics 125(1), 182-199 

    Cortes, K., R. Duchin and D. Sosyura, 2016, Clouded Judgement: The Role of Sentiment in Credit Origination, Journal of Financial Economics, 121(2), 392-413 

    Humphery-Jenner, M., L. Lisic, V. Nanda and S. Silveri, 2016, Executive overconfidence and compensation structure, Journal of Financial Economics, 119(3), 533-558 

    Barroso, P. and P. Santa-Clara, 2015, Momentum Has its Moments, Journal of Financial Economics, 116(1), 111-120 

    Dang, T L, F. Moshirian and B. Zhang, 2015, Commonality in News Around the World, Journal of Financial Economics, 116(1), 82-110 

    Kwan, A.R. Masulis and T. McInish, 2015, Trading Rules, Competition for Order Flow and Market Fragmentation, Journal of Financial Economics, 115(2), 330-348 

    Sen, R. and R. Tumarkin, 2015, Stocking up: Executive optimism, option exercise, and share retention, Journal of Financial Economics, 118(2), 399-430 

    Schmidt, B. 2015, Costs and Benefits of ‘Friendly’ Boards during Mergers and Acquisitions, Journal of Financial Economics, 117(2), 424-447 

    Johnson, T. and J. Lee, 2014, On the Systematic Volatility of Unpriced Earnings Shocks, Journal of Financial Economics, 114(1), 84-104 

    Masulis, R. and S. Mobbs, 2014, Independent Director Incentives: Where Do Talented Directors Spend their Limited Time and Energy?, Journal of Financial Economics, 111(2), 406-429 

    Ng, L. and B. Zhang, 2014, Does PIN Affect Equity Prices Around the World, Journal of Financial Economics, 114(1), 178-195 

    Green, C. and R. Jame, 2013, Company Name Fluency, Investor Recognition, and Firm Value, Journal of Financial Economics 109(3), 813-834 

    Karpoff, J., G. Lee and R. Masulis, 2013, Contracting under Asymmetric Information: Lockup Agreements in Seasoned Equity Offerings, Journal of Financial Economics, 110(3), 607-626 

    Duchin, R. and B. Schmidt, 2013, Riding the Merger Wave: Uncertainty, Reduced Monitoring, and Bad Acquisitions, Journal of Financial Economics 107(1), 69-88 

    Harford, J., M. Humphery-Jenner and R. Powell, 2012, The Sources of Value Destruction in Acquisitions by Entrenched Managers, Journal of Financial Economics, 106(2), 247-261 

    Lau, S., L. Ng and B. Zhang, 2010, The World Price of Home Bias, Journal of Financial Economics, 97(2), 191-217; Lead Article 

    Lee, G. and R. Masulis, 2009, Seasoned Equity Offerings: Quality of Accounting Information and Expected Flotation Costs, Journal of Financial Economics, 92(3), 443-469 

  •  

    Bhamra, H., C. Dorion, A. Jeanneret and M. Weber, 2022, Low Inflation: High Default Risk and High Equity Valuations, Review of Financial Studies (forthcoming).

    Barroso, P. and K. Saxena, 2021, Lest we forget: learn from out-of-sample forecast errors when optimizing portfolios, Review of Financial Studies, (forthcoming)

    Boloor Foroosh, A., P. Christoffersen, M. Fournier and C. Gourieroux, 2020, Beta Risk in the Cross-Section of Equities, Review of Financial Studies 33(9), 4318-4366.

    Liu, C.Y., A. Low, R. Masulis and L. Zhang, 2020, Monitoring the Monitor: Distracted Institutional Investors and Board Governance, The Review of Financial Studies, 33(10), 4489-4531 

    Dou, Y., R. Masulis and J. Zein, 2019, Shareholder Wealth Consequences of Insider Pledging of Company Stock as Collateral for Personal Loans, The Review of Financial Studies, 32(12), 4810-4854 

    Christoffersen, P., M. Fournier and K. Jacobs, 2018, The Factor Structure in Equity Options, Review of Financial Studies 31(2), 595-637.

    Chuprinin, O. and D. Sosyura, 2018 Family Descent as a Signal of Managerial Quality: Evidence from Mutual Funds, Review of Financial Studies, 31(10), 3756-3820 

    Edmans, A., L. Goncalves-Pinto, M. Groen-Xu, and Y. Wang, 2018, Strategic News Releases in Equity Vesting Months, Review of Financial Studies, 31, 4099-4141 

    Foucault, T., R. Kozhan and W.W. Tham, 2018, Toxic Arbitrage, Review of Financial Studies, 30(4), 1053-1094 

    Gao, P., C. Parsons and J. Shen, 2018, The Global Relation between Financial Distress and Equity Returns, Review of Financial Studies, 31(1), 239-277 

    Payzan, E. 2018, Can People Learn About ‘Black Swans’? Experimental Evidence, Review of Financial Studies, 31(12), 4815-4862 

    You, J., B. Zhang and L. Zhang, 2018, Who Captures the Power of the Pen?, Review of Financial Studies, 31(1), 43-96 

    Barillas, F. and K. Nimark, 2017, Speculation and the Term Structure of Interest Rates, Review of Financial Studies, 30(911), 4003-4037 

    Barillas, F. and J. Shanken, 2017, Which Alpha?, Review of Financial Studies, 30(4), 1316-1338 

    Banerjee S, M. Humphery-Jenner and V. Nanda, 2015, Restraining Overconfident CEOs through Improved Governance: Evidence from the Sarbanes-Oxley Act, Review of Financial Studies, 28(10), 2812-2858 

    Guo, L. and R. Masulis, 2015, Board Structure and Monitoring: New Evidence from CEO Turnovers, Review of Financial Studies, 28(10), 2770-2811 

    Hameed, A., R. Morck, J. Shen and B. Yeung, 2015, Information, Analysts, and Stock Return Comovement, Review of Financial Studies, 28(11), 3153-3187 

    Massa, M. , B. Zhang and H. Zhang, 2015, The Invisible Hand of Short Selling: Does Short Selling Discipline Earnings Management?, Review of Financial Studies, 28(6), 1701-1736 

    Masulis, R. and S. Reza, 2015, Agency Problems of Corporate Philanthropy, Review of Financial Studies 28(2), 592-636 

    Payzan-LeNestour, E. and P. Bossaerts, 2015, Learning About Unstable, Publicly Unobservable Payoffs, Review of Financial Studies, 28(7), 1874-1913 

    Babenko, I. and R. Sen, 2014, Money Left on the Table: An Analysis of Participation in Employee Stock Purchase Plans, Review of Financial Studies 27, 3658–3698 

    Knyazeva, A., D. Knyazeva and R. Masulis, 2013, The Supply of Corporate Directors and Board Independence, Review of Financial Studies, 26(6),1561-1605 

    Bhattacharya, U., A. Hackethal, S. Kaesler, B. Loos, and S. Meyer, 2012 Unbiased Financial Advice to Retail Investors Sufficient? Answers from a Large Field Study, Review of Financial Studies, (Lead article) 25, 975-1032

    Masulis, R., P. Pham and J. Zein, 2011, Family Business Groups around the World: Costs and Benefits of Pyramids, Review of Financial Studies, 24(11), 3556-3600

  • Barillas, F. and J. Shanken, 2018, Comparing Asset Pricing Models, Journal of Finance, 73(2), 715-754 

    Chuprinin O., M. Massa and D. Schumacher 2015, Outsourcing in The International Mutual Fund Industry: An Equilibrium View, Journal of Finance, 70(5), 2275-2308 

    Masulis, R. and S. Mobbs, 2011, Are All Inside Directors the Same?, Journal of Finance, 66(3), 823-872  

    Masulis, R., C. Wang and F. Xie, 2009, Agency Costs at Dual-Class Companies, Journal of Finance, 64(4), 1697-1727 

    Lauren Cohen L., and B. Schmidt, 2009, Attracting Flows by Attracting Big Clients, Journal of Finance 64 (5), 1225-1252 

    Masulis, R., C. Wang and F. Xie, 2007, Corporate Governance and Acquirer Returns, Journal of Finance, 62(4), 1851-1889 

    Li, D., F. Moshirian, P. Pham and J. Zein, 2006, When Financial Institutions are Large Shareholders: The Role of Macro Corporate Governance Environment', Journal of Finance, 61(6), 2975-3007 

    Faccio, M., R. Masulis and J. McConnell, 2006, Government Bailouts and Political Connections, Journal of Finance, 61(6), 2597-2635 

    Faccio, M., and R. Masulis, 2005, The Choice of Financing Methods in European Mergers & Acquisitions, Journal of Finance, 60(3), 1345-1388

  • Chang, X., Y. Chen and R. Masulis, 2022, Bank Lines of Credit as a Source of Long-term Finance, Journal of Financial and Quantitative Analysis (forthcoming).

    Deng, W., V. Gupta, M. Lipson and S. Mortal, 2022, Short Sale Constraints and Corporate Investment" Journal of Financial and Quantitative Analysis (forthcoming).

    Masulis, R., P. Pham, J. Zein and A. Ang, 2022, Crises as Opportunities for Growth: The Strategic Value of Business Group, Journal of Financial and Quantitative Analysis (forthcoming)

    Boehmer, E., K.Y.L. Fong and J. Wu, 2021, Algorithmic Trading and Market Quality: International Evidence, Journal of Financial and Quantitative Analysis, 56(8), 2659 - 2688. 

    Christoffersen, P., M. Fournier, K. Jacobs and M. Karoui, 2021, Option-Based Estimation of the Price of Coskewness and Cokurtosis Risk, Journal of Financial and Quantitative Analysis 56(1), 65-91.

    Koh, P.S., D. Reeb, E. Sojli, W.W. Tham and W. Wang, 2021, Deleting unreported innovation, Journal of Financial and Quantitative Analysis, 56(1),1-52.

    Rosu, I., E. Sojli, and W.W. Tham, 2021, Quoting Activity and the Cost of Capital, Journal of Financial and Quantitative Analysis, 56(8), 2764-2799. 

    Barillas, F., R. Kan, C. Robotti and J. Shanken, 2020, Model Comparison with Sharpe Ratios, Journal of Financial and Quantitative Analysis, 55(6), 1840-1874

    Erel, I., Y. Jang, B. Minton and M. Weisbach, 2020, Corporate Liquidity, Acquisitions, and Macroeconomic Conditions, Journal of Financial and Quantitative Analysis, 56(2), 443-474 

    Fournier, M., and K. Jacobs, 2020, A Tractable Framework of Option Pricing with Dynamic Market Maker Inventory and Wealth, Journal of Financial and Quantitative Analysis 55(4), 1117-1162.

    Masulis, R., C. Wang, and F. Xie, 2020, Worker-Manager Alliances and Shareholder Returns from Acquisitions, Journal of Financial and Quantitative Analysis, 55(2), 473-516 

    Dai, M., L. Goncalves-Pinto, and J. Xu, 2019, How does Illiquidity Affect Delegated Portfolio Choice?, Journal of Financial and Quantitative Analysis, 54(2), 539-585 

    Saxena, K., L. Zolotov and P. Kalev, 2019, Coskewness Risk Decomposition, Covariation Risk, and Intertemporal Asset Pricing, Journal of Financial and Quantitative Analysis, 54(1), 335-368 

    Banerjee. S., M. Humphery-Jenner, V. Nanda and M. Tham, 2018, Executive Overconfidence and Securities Class Actions, Journal of Financial and Quantitative Analysis 53(6), 268-271 

    Grinblatt, M. and K. Saxena, 2018, When Factors Don’t Span Their Basis Portfolios, Journal of Financial and Quantitative Analysis 53(6), 2335-2354 

    Masulis, R., and S. Simsir, 2018, Deal Initiation in Mergers and Acquisitions, Journal of Financial and Quantitative Analysis, 53(6), 2389-2430. 

    Stanfield, J. and R. Tumarkin, 2018, Does the Political Power of Nonfinancial Stakeholders Affect Firm Values? Evidence from Labor Unions, Journal of Financial and Quantitative Analysis, 53 (3), 1101-1133 

    Beschwitz, B., O. Chuprinin and M. Massa, 2017, Why Do Short Sellers Like Qualitative News? Journal of Financial and Quantitative Analysis, 52, 645-675 

    Dang, T. V. and Z. Xu, 2017, Market Sentiment and Innovation Activities, Journal of Financial and Quantitative Analysis, 53 (3), 1135-1161 

    Hatheway, F., A. Kwan, and H. Zheng, 2017, An Empirical Analysis of Market Fragmentation in U.S. Equities Markets, Journal of Financial and Quantitative Analysis 52 (6), 2399-2427

    Luong, L.H., F. Moshirian, L.H.G. Nguyen, X. Tian and B. Zhang, 2017, How Do Foreign Institutional Investors Enhance Firm Innovation? Journal of Financial and Quantitative Analysis, 52(4), 1449-1490 

    Oh, N., J. Parwada and K. Tan, 2017, Should Indirect Brokerage Fees Be Capped? Lessons from Mutual Fund Marketing and Distribution Expenses, Journal of Financial and Quantitative Analysis, 52(2), 781-809 

    Sojli, E., W.W. Tham, and J. Skjeltorp, 2016. Flashes of trading intent at the NASDAQ. Journal of Financial and Quantitative Analysis, 51 (1), 165-196 

    Barroso, P. and P. Santa-Clara, 2015, Beyond the Carry Trade: Optimal Currency Portfolios, Journal of Financial and Quantitative Analysis, 50(5), 1037-1056 

    Deng, H., F. Moshirian, P. Pham and J. Zein, 2014, Creating Value by Changing the Old Guard: The Impact of Controlling Shareholder Heterogeneity on Firm Performance and Corporate Policies, Journal of Financial and Quantitative Analysis, 48(6), 1781-1811 

    Fong, K., Gallagher, D., Lee, A., 2014, Individual Investors and Broker Types, Journal of Financial and Quantitative Analysis, 49 (2), 431-451 

    Gallagher, D., P. Gardner and P. Swan, 2013, Governance through Trading: Institutional Swing Trades and Subsequence Performance, Journal of Financial and Quantitative Analysis, 48(2), 427–458 

    Humphery-Jenner, M., 2013, Diversification in Private Equity Funds: On Knowledge-Sharing, Risk-Aversion and Limited-Attention, Journal of Financial and Quantitative Analysis, 48 (5), 1545-1572

    Li, D., Q. Nguyen, P. Pham, and S. Wei, 2011, Large Foreign Ownership and Firm-Level Stock Return Volatility in Emerging Markets, Journal of Financial and Quantitative Analysis, 46(4), 1127 - 1155 

    Krishnan, C.N.V., V. Ivanov, R. Masulis and A. Singh, 2011, Venture Capital Reputation, Post-IPO Performance and Corporate Governance, Journal of Financial and Quantitative Analysis, 46(5), 1295 - 1333 

    Masulis, R. and R. Nahata, 2011, Venture Capital Conflicts of Interest: Evidence from Acquisitions of Venture Backed Firms, Journal of Financial and Quantitative Analysis, 46(2), 395 - 430 

    Parwada, J., 2008, The Genesis of Home Bias? The Location and Portfolio Choices of Investment Company Start-Ups, Journal of Financial and Quantitative Analysis, 43, 245 - 266

  • Gao, J. and Y. Jang, 2021, What Drives Global Lending Syndication? Effects of Cross-country Capital Regulation Gaps, Review of Finance, 25(2), 519-559

    Bhattacharya, U., B. Loos, S. Meyer, and A. Hackethal, 2017, Abusing EFTs, Review of Finance 21, 1217-50

    Fong, K. Y., C. Holden and C. Trzcinka, 2017, What Are the Best Liquidity Proxies for Global Research?, Review of Finance, 21(4), 1355-1401 (awarded The Spängler IQAM Prize in 2018) 

    Disatnik, D., R. Duchin and B. Schmidt, 2013, Cash Flow Hedging and Liquidity Choices, Review of Finance, 17, 1-34 

    Comerton-Forde, C., 2014, Stock Price Manipulation: Prevalence and Determinants, Review of Finance 18, 23-66 

    Doran, J., D. Jiang and D., Peterson, 2012, Gambling Preference and the New Year Effect of Assets with Lottery Features, Review of Finance, 16, 685-731 

    Humphery-Jenner, M., 2012, Private Equity Fund Size, Investment Size, and Value Creation, Review of Finance, 16, 799-835

    • Goldstein, M., A. Kwan and R. Philip, 2022, High-Frequency Trading Strategies, Management Science (forthcoming).
    • Chen, Y., M. Dai, L. Goncalves-Pinto, J. Xu and C. Yan, 2020, Incomplete Information and the Liquidity Premium Puzzle, Management Science, (forthcoming) 

    • Goncalves-Pinto, L., B. Grundy, A. Hameed, T. Heijden and Y. Zhu, 2020, Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market, Management Science, 66(9), 3903-3926 

    • Masulis, R., P. Pham, and J. Zein, 2020, Family Business Group Expansion through IPOs: The Role of Internal Capital in Financing Growth while Preserving Control, Management Science, 66(11), 5191-5215 

    • Barillas, F. and K. Nimark, 2019, Speculation and the Bond Market: An Empirical No-Arbitrage Framework, Management Science, 65(9), 3949-4450 

    • Chuprinin, O., S. Gaspar and M. Massa, 2019, Adjusting to the Information Environment: News Tangibility and Mutual Fund Performance, Management Science, 65(3), 955-1453 

    • Skjeltorp, J., E. Sojli, and W.W. Tham, 2018, Cross-Sided Liquidity Externalities. Management Science, 64(6), 2473-2972 

    • Babenko, I. and R. Sen, 2016, Do Non-executive Employees Have Valuable Information? Evidence from Employee Stock Purchase Plans, Management Science 62(7), 1878–1898 

    • Cen, L., S. Dasgupta and R. Sen, 2016, Discipline or Disruption? Stakeholder Relationships and the Effect of Takeover Threat, Management Science 62(10), 2820–2841. 

    • Wang, Y., C. Wu and L. Yang, 2015, Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy? Management Science, 61(12), 2870 - 2889 

    • Kozhan, R. and W.W. Tham, (2012). Execution Risk High-frequency Arbitrage. Management Science, 58 (11), 2131-2149

    • Johnson, W., J.K. Kang, R. Masulis and S. Yi, 2018, Supply Chains and the Interdependence of Supplier-Customer Financing Decisions, Journal of Financial Intermediation, 33, 98-114.

    • Humphery-Jenner, M., 2009, Internal and External Discipline Following Securities Class Actions, Journal of Financial Intermediation, 21(1), 157-179

    • Masulis, R. and R. Nahata, 2009, Strategic Investing: Evidence from Corporate Venture Capital, Journal of Financial Intermediation, 18(4), 599 - 631

  • Deng, W., C. X. Jiang and D. Young, 2021, Short Selling Constraints and Politically Motivated Negative Information Suppression, Journal of Corporate Finance, 68. 

    Deng, W., L. Gao and J.B. Kim, 2020, Short-sale Constraints and Stock Price Crash Risk: Causal Evidence from a Natural Experiment, Journal of Corporate Finance, 60

    Liang, H., L. Renneboog and C. Vansteenkiste, 2020, Cross-border Acquisitions and Employment Policies, Journal of Corporate Finance, 62, 1016-60

    Renneboog, L. and C. Vansteenkiste, 2019, Failure and Success in Mergers and Acquisitions, Journal of Corporate Finance, 58, 650 – 699

    Humphery-Jenner, M., S., Karpavicius, and J.-A. Suchard, 2018, Underwriter Relationships and Shelf Offerings, Journal of Corporate Finance, 48, 283-307

    Huang, X. and Y. Rui, J. Shen, and Y. Tian, 2017, U.S. Class Action Lawsuits Targeting Foreign Firms: The Country Spillover Effect, Journal of Corporate Finance, 45, 378-400

    Byoun, S. and Z. Xu, 2014, Contracts, Governance, and Country Risk in Project Finance: Theory and Evidence, Journal of Corporate Finance, 26, 124-144

    Dorion, C., P. François, G. Grass and A. Jeanneret, 2014, Convertible Debt and Shareholder Incentives, Journal of Corporate Finance, 24, 38-56

    Humphery-Jenner, M. and R. Powell, 2014. Firm Size, Sovereign Governance, and Value Creation: Evidence from the Acquirer Size Effect, Journal of Corporate Finance , 26(1), 57-77

    Humphery-Jenner, M. and J.-A Suchard, 2013. Foreign VCs and Venture Success: Evidence from China, Journal of Corporate Finance, 21, 16-35

    Humphery-Jenner, M., 2012, The Impact of the EU Takeover Directive on Takeover Performance and Asset Growth, Journal of Corporate Finance, 18, 254-272

    Krishnan, CVN, R. Masulis, R. Thomas, and R. Thompson, 2012, Litigation in Mergers and Acquisitions, Journal of Corporate Finance, 18, 1248-1268

    Paligorova, T. and Z. Xu, 2012, Complex Ownership and Capital Structure, Journal of Corporate Finance, 18, 701-716

    Humphery-Jenner, M. and R. Powell, 2011, Firm Size, Takeover Profitability, and the Effectiveness of the Market for Corporate Control: Does the Absence of Anti-takeover Provisions Make a Difference? Journal of Corporate Finance, 17(3), 418 - 437

    Lee, G. and R. Masulis, 2011, Do Underwriters or Venture Capitalists Restrain Earnings Management by IPO Issuers?, Journal of Corporate Finance, 17(4), 982 - 1000

    • In, F., Park, R., Xu, S. 2019, The Long-term Impact of Sovereign Wealth Fund Investments on Firm Value and Crash Risk, Journal of Financial Markets, 45, 115-138

    • Moshirian, F., X. Qian, C. Wee and B. Zhang, 2017, The Determinants and Pricing of Liquidity Commonality Around the World, Journal of Financial Markets, 33, 22-41

    • Dang, T L, F. Moshirian, C. Wee, B. Zhang, 2015, Cross-listings and Liquidity Commonality Around the World, Journal of Financial Markets 22, 1-26

    • Cortes, K. and J. Lerner, 2013, Bridging the Gap? Government Subsidized Lending and Access to Capital, Review of Corporate Finance Studies, 2(1), 98-128

    • Byoun, S. and Z. Xu, 2016, Product Market Competition and Financial Decisions During a Financial Crisis, Financial Management, 45(2), 267-290

    • Parwada, J. and Y.W. Yang, 2010, Information Diffusion among International Fund Managers: Multi-country Evidence, Financial Management, 38, 817 - 835

    • Smith, G. and P. Swan, 2014. Do Concentrated Institutional Investors Really Reduce Executive Compensation whilst Raising Incentives? Critical Finance Review, 3, 49-83


     
    • Masulis, R., C. Wang and F. Xie, 2012, Globalizing the Boardroom - The Effects of Foreign Directors on Corporate Governance and Firm Performance, Journal of Accounting and Economics, 53(3), 527-554

    • Dai, L., J. Parwada and B. Zhang, 2015, The Governance Effect of the Media's News Dissemination Role: Evidence from Insider Trading, Journal of Accounting Research, 53(2), 331-366

    • M. Aquilina, M., E. Budish and P. O’Neill, 2022, Quantifying the High-Frequency Trading ‘Arms Race’ Quarterly Journal of Economics 137 (1), 493-564.
    • Aspris, A., S. Foley and P. O’Neill, 2020, Benchmarks in the Spotlight: The Impact on Exchange Traded Markets, Journal of Futures Markets 40 (11), 1691-1710.
    • Romero Cortés, K., A. Glover and M. Tasci, 2020, The unintended consequences of employer credit check bans for labor markets, Review of Economics and Statistics, (forthcoming)

    • Da Dalt, C., D. Feldman, G. Garvey and J. Westerholm, 2019, Contrarians or Momentum Chasers? Individual Investors’ Behavior when Trading ETFs, Journal of Futures Markets, 39 (5), 553-578

    • Grinblatt, M. and K. Saxena, 2018, Improving Factor Models, The Journal of Portfolio Management, 27 (2), 116-125

    • Humphery-Jenner, M., Z. Sautner and J. A. Suchard, 2016, Cross-Border Mergers and Acquisitions: The Role of Private Equity Firms, Strategic Management Journal, 38 (8), 1688-1700
    • Aspris, A., S. Foley, D. Harris and P. O’Neill, 2015, Time Pro-Rata Matching: Evidence of a Change in LIFFE STIR Futures, Journal of Futures Markets 35 (6), 522-541.

    • Bhar, R., D. Colwell and C. Shao, 2015, A Multi-factor Model with Time-varying and Seasonal Risk Premiums for the Natural Gas Market, Energy Economics, 50, 207-214

    • Colwell, D., D. Feldman and W. Hu, 2015, Non-Transferable Non-Hedgeable Executive Stock Option Pricing, Journal of Economic Dynamics and Control, 53, 161-191

    • Pan, Z., Y. Wang and L. Yang, 2015, Hedging Crude Oil Using Refined Product: A Regime Switching Asymmetric DCC Approach, Energy Economics, 46, 472-484

    • Sojli, E. and W.W. Tham, 2015. Divided Governments and Futures Prices. Journal of Econometrics, 187 (2), 622-633

    • Yang, L., Y. Wang and C. Wu, 2015, Oil price shocks and agricultural commodity prices, Energy Economics, 44, 22-35

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