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Publications from 2018

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What Really Happens During Flight to Safety: Evidence from Real Estate Markets, Walter I. Boudry, Robert A. Connolly, and Eva Steiner

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Learning to Become a Taste Expert, Kathryn A. LaTour and John Deighton

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The Real Effects of Sharing Economy: Evidence from Airbnb, Yifei Mao, Xuan Tian, and Kailei Ye

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Labor Scarcity, Finance, and Innovation: Evidence from Antebellum America, Yifei Mao and Jessie Jiaxu Wang

Publications from 2017

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Economic Fundamentals, Capital Expenditures and Asset Dispositions, Brent Ambrose and Eva Steiner

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Capital Expenditures, Asset Dispositions, and the Real Estate Cycle, Brent W. Ambrose and Eva Steiner

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Customer Concentration and Cost Structure, Hsihui Chang, Curtis M. Hall, and Michael Paz

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The Tension between Monetary Policy and Financial Stability: Evidence from Agency Mortgage REITs, W. Scott Frame and Eva Steiner

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How Does Human Capital Matter? Evidence from Venture Capital, Lifeng Gu, Ruidi Huang, Yifei Mao, and Xuan Tian

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Public Market Institutions in Venture Capital: Value Creation for Entrepreneurial Firms, Shiyang Huang, Yifei Mao, Cong (Roman) Wang, and Dexin Zhou

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A Forward-Looking Factor Model for Volatility: Estimation and Implications for Predicting Disasters, Ohad Kadan, Fang Liu Ph.D, and Xiaoxiao Tang

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Politician’s Equity Holdings and Corporate Social Responsibility, Jonghwan Simon Kim, Kwangjoo Koo, and Michael Paz

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Option-Implied Systematic Disaster Concern, Fang Liu Ph.D

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The Role of Human Capital: Evidence From Patent Generation, Tong Liu, Yifei Mao, and Xuan Tian

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Financial Flexibility and Manager-Shareholder Conflict: Evidence from REITs, Timothy Riddiough and Eva Steiner

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A Supply Chain Coordination Mechanism for Common Items Subject to Failure in the Electronics, Defense, and Medical Industries, Mikhail M. Sher, Seung-Lae Kim, Avijit Banerjee, and Michael Paz

Publications from 2016

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Shackled High Speed Traders? Latency Reduction and Short Sale Bans, Bidisha Chakrabarty, Pamela Moulton, and Roberto Pascual

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The Performance of Short-term Institutional Trades, Bidisha Chakrabarty, Pamela Moulton, and Charles Trzcinka

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Do Individuals or Firms Matter More? The Case of Patent Generation, Tong Liu, Yifei Mao Ph.D., and Xuan Tian

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Beyond Gratitude and Gratuity: A Meta-Analytic Review of the Predictors of Restaurant Tipping, Michael Lynn and Michael McCall

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The Consequences of REIT Index Membership for Return Patterns, Andrey Pavlov, Eva Steiner, and Susan Wachter

Publications from 2015

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An Empirical Examination of the Impacts from Termination of a Performance-Based Incentive Plan, Rajiv D. Banker, Seok-Young Lee, Gordon S. Potter, and Dhinu Srinivasan

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Using Cash Flow Dynamics to Price Thinly Traded Assets, Walter I. Boudry, Crocker H. Liu, Tobias Mühlhofer, and Walter N. Torous

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Attention Effects in a High-Frequency World, Bidisha Chakrabarty, Pamela Moulton, and Xu Wang

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Institutional Ownership and Return Predictability Across Economically Unrelated Stocks, George P. Gao, Pamela Moulton, and David T. Ng

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Trading in the Presence of Short-Lived Private Information: Evidence from Analyst Recommendation Changes, Ohad Kadan, Roni Michaely, and Pamela Moulton

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Managing Innovation: The Role of Collateral, Yifei Mao Ph.D.

Publications from 2014

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Leverage, Volatile Future Earnings Growth and Expected Stock Returns, Jamie Alcock, Eva Steiner, and Kelvin Jui Keng Tan

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Modernization, Rural Migration, and Market Withdrawal: Evidence from the Great Depression, Christopher Boone and Laurence Wilse-Samson

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Diversification Benefits of REIT Preferred and Common Stock: New Evidence from a Utility Based Framework, Walter I. Boudry, Jan A. deRoos, and Andrey D. Ukhov

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Using Cash Flow Dynamics to Price Thinly Traded Assets: The Case of Commercial Real Estate, Walter I. Boudry, Crocker H. Liu, Tobias Mühlhofer, and Walter N. Torous

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On Investor Preferences and Mutual Fund Separation, Philip Dybvig and Fang Liu Ph.D

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Individual Investors and the Financial Crisis, Crocker H. Liu and Na Wang

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Recovering Conditional Return Distributions by Regression: Estimation and Applications, Fang Liu

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Unleashing Innovation, Yifei Mao, Xuan Tian, and Xiaoyun Yu

Publications from 2013

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Institutional Holding Periods, Bidisha Chakrabarty, Pamela Moulton, and Charles Trzcinka

Publications from 2012

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Price Discovery in the Stock and Corporate Bond Markets, Yifei Mao Ph.D.

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Do Stock Prices Move Too Much to Be Justified by Changes in Cash Flows? New Evidence from Parallel Asset Markets, Tobias Muhlhofer and Andrey D. Ukhov

Publications from 2011

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Living with Terminal Capitalization Rates: A Look at Real Estate Valuation Model Parameter Setting, John B. Corgel and Hyun Seok Lee

Publications from 2009

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Risk Aversion and Clientele Effects, Douglas W. Blackburn, William N. Goetzmann, and Andrey D. Ukhov

Publications from 2007

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Is There Excess Comovement in the U.S. Real Estate Markets, Jarl Kallberg, Crocker H. Liu, and Paolo Pasquariello

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Where Are the Shareholders’ Mansions? CEOs’ Home Purchases, Stock Sales, and Subsequent Company Performance, Crocker H. Liu and David Yermack

Publications from 2006

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Who Trades With Whom, and When?, Pamela Moulton

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Financial Globalization and Risk Sharing: Welfare Effects and the Optimality of Open Markets, Charles A. Trzcinka and Andrey D. Ukhov

Publications from 2005

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Preferences Toward Risk and Asset Prices: Evidence From Russian Lottery Bonds, Andrey D. Ukhov

Publications from 2004

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The Real Estate Market in the Aftermath of September 11, Jarl Kallberg, Crocker H. Liu, and Paolo Pasquariello

Publications from 2003

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Financial Innovation and Russian Government Debt Before 1918, Andrey D. Ukhov

Publications from 2000

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The Effect of Corporate Acquisitions on Stockholder Returns in the Lodging Industry, Linda Canina

Publications from 1998

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Evaluating Stock Price Volatility: The Case of REITs, Jarl Kallberg, Crocker H. Liu, and Anand Srinivasan

Publications from 1997

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Analysis of Senior-Subordinated Structures Backed by Private-Label Mortgages, Jarl Kallberg, Crocker H. Liu, and A. R. Radhakrishnan

Publications from 1994

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Portfolio Allocations to Real Estate: Another Story, John B. Corgel and Jan A. deRoos