Publications from 2018
What Really Happens During Flight to Safety: Evidence from Real Estate Markets, Walter I. Boudry, Robert A. Connolly, and Eva Steiner
Learning to Become a Taste Expert, Kathryn A. LaTour and John Deighton
The Real Effects of Sharing Economy: Evidence from Airbnb, Yifei Mao, Xuan Tian, and Kailei Ye
Labor Scarcity, Finance, and Innovation: Evidence from Antebellum America, Yifei Mao and Jessie Jiaxu Wang
Publications from 2017
Economic Fundamentals, Capital Expenditures and Asset Dispositions, Brent Ambrose and Eva Steiner
Capital Expenditures, Asset Dispositions, and the Real Estate Cycle, Brent W. Ambrose and Eva Steiner
Customer Concentration and Cost Structure, Hsihui Chang, Curtis M. Hall, and Michael Paz
The Tension between Monetary Policy and Financial Stability: Evidence from Agency Mortgage REITs, W. Scott Frame and Eva Steiner
How Does Human Capital Matter? Evidence from Venture Capital, Lifeng Gu, Ruidi Huang, Yifei Mao, and Xuan Tian
Public Market Institutions in Venture Capital: Value Creation for Entrepreneurial Firms, Shiyang Huang, Yifei Mao, Cong (Roman) Wang, and Dexin Zhou
A Forward-Looking Factor Model for Volatility: Estimation and Implications for Predicting Disasters, Ohad Kadan, Fang Liu Ph.D, and Xiaoxiao Tang
Politician’s Equity Holdings and Corporate Social Responsibility, Jonghwan Simon Kim, Kwangjoo Koo, and Michael Paz
Option-Implied Systematic Disaster Concern, Fang Liu Ph.D
The Role of Human Capital: Evidence From Patent Generation, Tong Liu, Yifei Mao, and Xuan Tian
Financial Flexibility and Manager-Shareholder Conflict: Evidence from REITs, Timothy Riddiough and Eva Steiner
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
Shackled High Speed Traders? Latency Reduction and Short Sale Bans, Bidisha Chakrabarty, Pamela Moulton, and Roberto Pascual
The Performance of Short-term Institutional Trades, Bidisha Chakrabarty, Pamela Moulton, and Charles Trzcinka
Do Individuals or Firms Matter More? The Case of Patent Generation, Tong Liu, Yifei Mao Ph.D., and Xuan Tian
Beyond Gratitude and Gratuity: A Meta-Analytic Review of the Predictors of Restaurant Tipping, Michael Lynn and Michael McCall
The Consequences of REIT Index Membership for Return Patterns, Andrey Pavlov, Eva Steiner, and Susan Wachter
Publications from 2015
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
Using Cash Flow Dynamics to Price Thinly Traded Assets, Walter I. Boudry, Crocker H. Liu, Tobias Mühlhofer, and Walter N. Torous
Attention Effects in a High-Frequency World, Bidisha Chakrabarty, Pamela Moulton, and Xu Wang
Institutional Ownership and Return Predictability Across Economically Unrelated Stocks, George P. Gao, Pamela Moulton, and David T. Ng
Trading in the Presence of Short-Lived Private Information: Evidence from Analyst Recommendation Changes, Ohad Kadan, Roni Michaely, and Pamela Moulton
Managing Innovation: The Role of Collateral, Yifei Mao Ph.D.
Publications from 2014
Leverage, Volatile Future Earnings Growth and Expected Stock Returns, Jamie Alcock, Eva Steiner, and Kelvin Jui Keng Tan
Modernization, Rural Migration, and Market Withdrawal: Evidence from the Great Depression, Christopher Boone and Laurence Wilse-Samson
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
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
On Investor Preferences and Mutual Fund Separation, Philip Dybvig and Fang Liu Ph.D
Individual Investors and the Financial Crisis, Crocker H. Liu and Na Wang
Recovering Conditional Return Distributions by Regression: Estimation and Applications, Fang Liu
Unleashing Innovation, Yifei Mao, Xuan Tian, and Xiaoyun Yu
Publications from 2013
Institutional Holding Periods, Bidisha Chakrabarty, Pamela Moulton, and Charles Trzcinka
Publications from 2012
Price Discovery in the Stock and Corporate Bond Markets, Yifei Mao Ph.D.
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
Living with Terminal Capitalization Rates: A Look at Real Estate Valuation Model Parameter Setting, John B. Corgel and Hyun Seok Lee
Publications from 2009
Risk Aversion and Clientele Effects, Douglas W. Blackburn, William N. Goetzmann, and Andrey D. Ukhov
Publications from 2007
Is There Excess Comovement in the U.S. Real Estate Markets, Jarl Kallberg, Crocker H. Liu, and Paolo Pasquariello
Where Are the Shareholders’ Mansions? CEOs’ Home Purchases, Stock Sales, and Subsequent Company Performance, Crocker H. Liu and David Yermack
Publications from 2006
Who Trades With Whom, and When?, Pamela Moulton
Financial Globalization and Risk Sharing: Welfare Effects and the Optimality of Open Markets, Charles A. Trzcinka and Andrey D. Ukhov
Publications from 2005
Preferences Toward Risk and Asset Prices: Evidence From Russian Lottery Bonds, Andrey D. Ukhov
Publications from 2004
The Real Estate Market in the Aftermath of September 11, Jarl Kallberg, Crocker H. Liu, and Paolo Pasquariello
Publications from 2003
Financial Innovation and Russian Government Debt Before 1918, Andrey D. Ukhov
Publications from 2000
The Effect of Corporate Acquisitions on Stockholder Returns in the Lodging Industry, Linda Canina
Publications from 1998
Evaluating Stock Price Volatility: The Case of REITs, Jarl Kallberg, Crocker H. Liu, and Anand Srinivasan
Publications from 1997
Analysis of Senior-Subordinated Structures Backed by Private-Label Mortgages, Jarl Kallberg, Crocker H. Liu, and A. R. Radhakrishnan
Publications from 1994
Portfolio Allocations to Real Estate: Another Story, John B. Corgel and Jan A. deRoos