Work with academic experts in finance

A scholar or researcher with expertise in finance can help business and industrial clients solve their finance problems and conduct finance research to get ahead on R&D. Experts on NotedSource with backgrounds in finance include Thomai Serdari, Scott Baker, Umit Gurun, Jiajie Xu, Abinash Pati, Walter Lopez, ANTHONY RONDINELLI, Faris Saah, Christopher Limnios, William Dadson, Jian Huang, Qiuping Zhang, Jim Samuel, Spyros Lagaras, Panos Ipeirotis, Denise Breaux Soignet, Karina van de Voorde, Christos Makridis, Martin Brauch, Denada Ibrushi, Ayako Yasuda, Brian Bushee, Tim Leung, Jiang Wang, David Blanchett, Anna Young-Ferris, Jacquelyn Humphrey, Christophe Schinckus, Anindya Ghose, Ryan Howell, Emily Owens, and Dan Baack.

Thomai Serdari

Professor of Marketing and Branding
Most Relevant Research Interests
Finance
Finance
Other Research Interests (8)
Luxury Marketing and Branding across industries
marketing
luxury marketing
entrepreneurship
fashion
And 3 more
About
Most Relevant Publications (2+)

22 total publications

The role of cultural innovation in the success of luxury startups

Strategic Change / May 01, 2022

Serdari, T. (2022). The role of cultural innovation in the success of luxury startups. Strategic Change, 31(3), 275–283. Portico. https://doi.org/10.1002/jsc.2497

The role of cultural innovation in the success of luxury startups

Strategic Change / May 01, 2022

Serdari, T. (2022). The role of cultural innovation in the success of luxury startups. Strategic Change, 31(3), 275–283. Portico. https://doi.org/10.1002/jsc.2497

Scott Baker

Professor of Finance - Kellogg School of Management
Most Relevant Research Interests
Finance
Other Research Interests (12)
Economics
Household Finance
Public Finance
Venture Capital
Macroeconomics
And 7 more
About
Most Relevant Publications (7+)

35 total publications

The Unprecedented Stock Market Reaction to COVID-19

The Review of Asset Pricing Studies / Jul 18, 2020

Baker, S. R., Bloom, N., Davis, S. J., Kost, K., Sammon, M., & Viratyosin, T. (2020). The Unprecedented Stock Market Reaction to COVID-19. The Review of Asset Pricing Studies, 10(4), 742–758. https://doi.org/10.1093/rapstu/raaa008

How Does Household Spending Respond to an Epidemic? Consumption during the 2020 COVID-19 Pandemic

The Review of Asset Pricing Studies / Jul 21, 2020

Baker, S. R., Farrokhnia, R. A., Meyer, S., Pagel, M., & Yannelis, C. (2020). How Does Household Spending Respond to an Epidemic? Consumption during the 2020 COVID-19 Pandemic. The Review of Asset Pricing Studies, 10(4), 834–862. https://doi.org/10.1093/rapstu/raaa009

Economic uncertainty before and during the COVID-19 pandemic

Journal of Public Economics / Nov 01, 2020

Altig, D., Baker, S., Barrero, J. M., Bloom, N., Bunn, P., Chen, S., Davis, S. J., Leather, J., Meyer, B., Mihaylov, E., Mizen, P., Parker, N., Renault, T., Smietanka, P., & Thwaites, G. (2020). Economic uncertainty before and during the COVID-19 pandemic. Journal of Public Economics, 191, 104274. https://doi.org/10.1016/j.jpubeco.2020.104274

Consumption Imputation Errors in Administrative Data

The Review of Financial Studies / Aug 17, 2021

Baker, S. R., Kueng, L., Meyer, S., & Pagel, M. (2021). Consumption Imputation Errors in Administrative Data. The Review of Financial Studies, 35(6), 3021–3059. https://doi.org/10.1093/rfs/hhab087

Do Household Finances Constrain Unconventional Fiscal Policy?

Tax Policy and the Economy / Jun 01, 2019

Baker, S. R., Kueng, L., McGranahan, L., & Melzer, B. T. (2019). Do Household Finances Constrain Unconventional Fiscal Policy? Tax Policy and the Economy, 33, 1–32. https://doi.org/10.1086/703225

State-level economic policy uncertainty

Journal of Monetary Economics / Nov 01, 2022

Baker, S. R., Davis, S. J., & Levy, J. A. (2022). State-level economic policy uncertainty. Journal of Monetary Economics, 132, 81–99. https://doi.org/10.1016/j.jmoneco.2022.08.004

Income Fluctuations and Firm Choice

Journal of Financial and Quantitative Analysis / Jul 06, 2020

Baker, S. R., Baugh, B., & Kueng, L. (2020). Income Fluctuations and Firm Choice. Journal of Financial and Quantitative Analysis, 56(6), 2208–2236. https://doi.org/10.1017/s0022109020000526

Christos Makridis

Web3 and Labor Economist in Academia, Entrepreneurship, and Policy
Nashville, TN
Most Relevant Research Interests
Finance
Other Research Interests (29)
Web3
Crypto
Blockchain
Fine art
Opera
And 24 more
About
Most Relevant Publications (5+)

25 total publications

Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms

Journal of Behavioral and Experimental Finance / Jul 01, 2022

Makridis, C. A., & Schloetzer, J. D. (2022). Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms. Journal of Behavioral and Experimental Finance, 100710. https://doi.org/10.1016/j.jbef.2022.100710

The Distribution of Nonwage Benefits: Maternity Benefits and Gender Diversity

The Review of Financial Studies / Jun 22, 2022

Liu, T., Makridis, C. A., Ouimet, P., & Simintzi, E. (2022). The Distribution of Nonwage Benefits: Maternity Benefits and Gender Diversity. The Review of Financial Studies. https://doi.org/10.1093/rfs/hhac039

Did the paycheck protection program hit the target?

Journal of Financial Economics / Sep 01, 2022

Granja, J., Makridis, C., Yannelis, C., & Zwick, E. (2022). Did the paycheck protection program hit the target? Journal of Financial Economics, 145(3), 725–761. https://doi.org/10.1016/j.jfineco.2022.05.006

Structural transformation and the rise of information technology

Journal of Monetary Economics / Aug 01, 2018

Gallipoli, G., & Makridis, C. A. (2018). Structural transformation and the rise of information technology. Journal of Monetary Economics, 97, 91–110. https://doi.org/10.1016/j.jmoneco.2018.05.005

Validating RefUSA micro-data with the Longitudinal Employer-Household Dynamics Data

Economics Letters / Mar 01, 2017

Makridis, C. A., & Ohlrogge, M. (2017). Validating RefUSA micro-data with the Longitudinal Employer-Household Dynamics Data. Economics Letters, 152, 83–87. https://doi.org/10.1016/j.econlet.2017.01.001

Denada Ibrushi

ESG Focused Associate Professor at St. Mary's University
Most Relevant Research Interests
Finance
Finance
Other Research Interests (2)
Economics and Econometrics
Accounting
About
Most Relevant Publications (3+)

3 total publications

Time Variation in Cash Flows and Discount Rates

Journal of Financial Econometrics / Jun 07, 2022

Cenesizoglu, T., & Ibrushi, D. (2022). Time Variation in Cash Flows and Discount Rates. Journal of Financial Econometrics. https://doi.org/10.1093/jjfinec/nbac016

Reconsidering systematic factors during the Covid-19 pandemic – The rising importance of ESG

Finance Research Letters / Jan 01, 2021

Díaz, V., Ibrushi, D., & Zhao, J. (2021). Reconsidering systematic factors during the Covid-19 pandemic – The rising importance of ESG. Finance Research Letters, 38, 101870. https://doi.org/10.1016/j.frl.2020.101870

PREDICTING SYSTEMATIC RISK WITH MACROECONOMIC AND FINANCIAL VARIABLES

Journal of Financial Research / Aug 01, 2020

Cenesizoglu, T., & Ibrushi, D. (2020). PREDICTING SYSTEMATIC RISK WITH MACROECONOMIC AND FINANCIAL VARIABLES. Journal of Financial Research, 43(3), 649–673. Portico. https://doi.org/10.1111/jfir.12221

Ayako Yasuda

Professor of Finance, University of California, Davis
Most Relevant Research Interests
Finance
Other Research Interests (14)
Private Equity/Venture Capital
Sustainable Finance
Entrepreneurship
Asset Management
Intermediation
And 9 more
Most Relevant Publications (10+)

20 total publications

The Economics of Private Equity Funds

Review of Financial Studies / Apr 22, 2010

Metrick, A., & Yasuda, A. (2010). The Economics of Private Equity Funds. Review of Financial Studies, 23(6), 2303–2341. https://doi.org/10.1093/rfs/hhq020

Impact investing

Journal of Financial Economics / Jan 01, 2021

Barber, B. M., Morse, A., & Yasuda, A. (2021). Impact investing. Journal of Financial Economics, 139(1), 162–185. https://doi.org/10.1016/j.jfineco.2020.07.008

The role of institutional investors in propagating the crisis of 2007–2008

Journal of Financial Economics / Jun 01, 2012

Manconi, A., Massa, M., & Yasuda, A. (2012). The role of institutional investors in propagating the crisis of 2007–2008. Journal of Financial Economics, 104(3), 491–518. https://doi.org/10.1016/j.jfineco.2011.05.011

Do Bank Relationships Affect the Firm's Underwriter Choice in the Corporate-Bond Underwriting Market?

The Journal of Finance / May 03, 2005

YASUDA, A. (2005). Do Bank Relationships Affect the Firm’s Underwriter Choice in the Corporate-Bond Underwriting Market? The Journal of Finance, 60(3), 1259–1292. Portico. https://doi.org/10.1111/j.1540-6261.2005.00761.x

The Effectiveness of Reputation as a Disciplinary Mechanism in Sell-Side Research

Review of Financial Studies / Jan 08, 2009

Fang, L., & Yasuda, A. (2009). The Effectiveness of Reputation as a Disciplinary Mechanism in Sell-Side Research. Review of Financial Studies, 22(9), 3735–3777. https://doi.org/10.1093/rfs/hhn116

Are Stars’ Opinions Worth More? The Relation Between Analyst Reputation and Recommendation Values

Journal of Financial Services Research / Oct 26, 2013

Fang, L. H., & Yasuda, A. (2013). Are Stars’ Opinions Worth More? The Relation Between Analyst Reputation and Recommendation Values. Journal of Financial Services Research, 46(3), 235–269. https://doi.org/10.1007/s10693-013-0178-y

Interim fund performance and fundraising in private equity

Journal of Financial Economics / Apr 01, 2017

Barber, B. M., & Yasuda, A. (2017). Interim fund performance and fundraising in private equity. Journal of Financial Economics, 124(1), 172–194. https://doi.org/10.1016/j.jfineco.2017.01.001

Supply uncertainty of the bond investor base and the leverage of the firm

Journal of Financial Economics / Oct 01, 2013

Massa, M., Yasuda, A., & Zhang, L. (2013). Supply uncertainty of the bond investor base and the leverage of the firm. Journal of Financial Economics, 110(1), 185–214. https://doi.org/10.1016/j.jfineco.2013.04.011

Bank relationships and underwriter competition: Evidence from Japan

Journal of Financial Economics / Nov 01, 2007

Yasuda, A. (2007). Bank relationships and underwriter competition: Evidence from Japan. Journal of Financial Economics, 86(2), 369–404. https://doi.org/10.1016/j.jfineco.2006.08.006

Private Company Valuations by Mutual Funds

Review of Finance / May 31, 2022

Agarwal, V., Barber, B., Cheng, S., Hameed, A., & Yasuda, A. (2022). Private Company Valuations by Mutual Funds. Review of Finance. https://doi.org/10.1093/rof/rfac037

Brian Bushee

Finance Professor at University of Pennsylvania
Most Relevant Research Interests
Finance
Finance
Finance
Other Research Interests (19)
Economics and Econometrics
Accounting
Pharmacology (medical)
Economics and Econometrics
Accounting
And 14 more
About
Most Relevant Publications (25+)

46 total publications

Corporate Disclosure Practices, Institutional Investors, and Stock Return Volatility

Journal of Accounting Research / Jan 01, 2000

Bushee, B. J., & Noe, C. F. (2000). Corporate Disclosure Practices, Institutional Investors, and Stock Return Volatility. Journal of Accounting Research, 38, 171. https://doi.org/10.2307/2672914

Do Institutional Investors Prefer Near-Term Earnings over Long-Run Value?

Contemporary Accounting Research / Jun 01, 2001

BUSHEE, B. J. (2001). Do Institutional Investors Prefer Near-Term Earnings over Long-Run Value? Contemporary Accounting Research, 18(2), 207–246. https://doi.org/10.1506/j4gu-bhwh-8hme-le0x

Fundamental Analysis, Future Earnings, and Stock Prices

Journal of Accounting Research / Jan 01, 1997

Abarbanell, J. S., & Bushee, B. J. (1997). Fundamental Analysis, Future Earnings, and Stock Prices. Journal of Accounting Research, 35(1), 1. https://doi.org/10.2307/2491464

The Role of the Business Press as an Information Intermediary

Journal of Accounting Research / Jan 15, 2010

BUSHEE, B. J., CORE, J. E., GUAY, W., & HAMM, S. J. W. (2010). The Role of the Business Press as an Information Intermediary. Journal of Accounting Research, 48(1), 1–19. Portico. https://doi.org/10.1111/j.1475-679x.2009.00357.x

Economic consequences of SEC disclosure regulation: evidence from the OTC bulletin board

Journal of Accounting and Economics / Jun 01, 2005

Bushee, B. J., & Leuz, C. (2005). Economic consequences of SEC disclosure regulation: evidence from the OTC bulletin board. Journal of Accounting and Economics, 39(2), 233–264. https://doi.org/10.1016/j.jacceco.2004.04.002

Investor Relations, Firm Visibility, and Investor Following

The Accounting Review / Jan 01, 2012

Bushee, B. J., & Miller, G. S. (2012). Investor Relations, Firm Visibility, and Investor Following. The Accounting Review, 87(3), 867–897. https://doi.org/10.2308/accr-10211

Accounting Choice, Home Bias, and U.S. Investment in Non-U.S. Firms

Journal of Accounting Research / Dec 01, 2004

BRADSHAW, M. T., BUSHEE, B. J., & MILLER, G. S. (2004). Accounting Choice, Home Bias, and U.S. Investment in Non-U.S. Firms. Journal of Accounting Research, 42(5), 795–841. https://doi.org/10.1111/j.1475-679x.2004.00157.x

Open versus closed conference calls: the determinants and effects of broadening access to disclosure

Journal of Accounting and Economics / Jan 01, 2003

Bushee, B. J., Matsumoto, D. A., & Miller, G. S. (2003). Open versus closed conference calls: the determinants and effects of broadening access to disclosure. Journal of Accounting and Economics, 34(1–3), 149–180. https://doi.org/10.1016/s0165-4101(02)00073-3

Which Institutional Investors Trade Based on Private Information About Earnings and Returns?

Journal of Accounting Research / May 01, 2007

BUSHEE, B. J., & GOODMAN, T. H. (2007). Which Institutional Investors Trade Based on Private Information About Earnings and Returns? Journal of Accounting Research, 45(2), 289–321. https://doi.org/10.1111/j.1475-679x.2007.00234.x

Managerial and Investor Responses to Disclosure Regulation: The Case of Reg FD and Conference Calls

The Accounting Review / Jul 01, 2004

Bushee, B. J., Matsumoto, D. A., & Miller, G. S. (2004). Managerial and Investor Responses to Disclosure Regulation: The Case of Reg FD and Conference Calls. The Accounting Review, 79(3), 617–643. https://doi.org/10.2308/accr.2004.79.3.617

Linguistic Complexity in Firm Disclosures: Obfuscation or Information?

Journal of Accounting Research / Aug 23, 2017

BUSHEE, B. J., GOW, I. D., & TAYLOR, D. J. (2017). Linguistic Complexity in Firm Disclosures: Obfuscation or Information? Journal of Accounting Research, 56(1), 85–121. Portico. https://doi.org/10.1111/1475-679x.12179

Conference Presentations and the Disclosure Milieu

Journal of Accounting Research / Sep 19, 2011

BUSHEE, B. J., JUNG, M. J., & MILLER, G. S. (2011). Conference Presentations and the Disclosure Milieu. Journal of Accounting Research, 49(5), 1163–1192. https://doi.org/10.1111/j.1475-679x.2011.00426.x

Conference Presentations and the Disclosure Milieu

Journal of Accounting Research / Sep 19, 2011

BUSHEE, B. J., JUNG, M. J., & MILLER, G. S. (2011). Conference Presentations and the Disclosure Milieu. Journal of Accounting Research, 49(5), 1163–1192. https://doi.org/10.1111/j.1475-679x.2011.00426.x

Conference Presentations and the Disclosure Milieu

Journal of Accounting Research / Sep 19, 2011

BUSHEE, B. J., JUNG, M. J., & MILLER, G. S. (2011). Conference Presentations and the Disclosure Milieu. Journal of Accounting Research, 49(5), 1163–1192. https://doi.org/10.1111/j.1475-679x.2011.00426.x

Discussion of Disclosure Practices of Foreign Companies Interacting with U.S. Markets

Journal of Accounting Research / May 01, 2004

BUSHEE, B. J. (2004). Discussion of Disclosure Practices of Foreign Companies Interacting with U.S. Markets. Journal of Accounting Research, 42(2), 509–525. https://doi.org/10.1111/j.1475-679x.2004.00147.x

Did the Siebel Systems Case Limit the SEC's Ability to Enforce Regulation Fair Disclosure?

Journal of Accounting Research / Mar 31, 2022

ALLEE, K. D., BUSHEE, B. J., KLEPPE, T. J., & PIERCE, A. T. (2022). Did the Siebel Systems Case Limit the SEC’s Ability to Enforce Regulation Fair Disclosure? Journal of Accounting Research, 60(4), 1235–1291. Portico. https://doi.org/10.1111/1475-679x.12423

Acknowledgement

Journal of Accounting and Economics / Aug 01, 2002

Acknowledgement. (2002). Journal of Accounting and Economics, 33(3), 427–430. https://doi.org/10.1016/s0165-4101(02)00061-7

Pay Without Performance – The Unfulfilled Promise of Executive Compensation. By Lucian Bebchuk and Jesse Fried. Harvard University Press, 2004. ISBN 0-674-01665-304 pages, Price $24.95.

Journal of Pension Economics and Finance / Oct 06, 2005

GERAKOS, J. (2005). Pay Without Performance – The Unfulfilled Promise of Executive Compensation. By Lucian Bebchuk and Jesse Fried. Harvard University Press, 2004. ISBN 0-674-01665-304 pages, Price $24.95. Journal of Pension Economics and Finance, 4(3), 334–335. https://doi.org/10.1017/s1474747205232171

The Dark Side of Investor Conferences: Evidence of Managerial Opportunism

The Accounting Review / Oct 06, 2022

Bushee, B., Taylor, D. J., & Zhu, C. (2022). The Dark Side of Investor Conferences: Evidence of Managerial Opportunism. The Accounting Review. https://doi.org/10.2308/tar-2020-0624

Does the media help or hurt retail investors during the IPO quiet period?

Journal of Accounting and Economics / Feb 01, 2020

Bushee, B., Cedergren, M., & Michels, J. (2020). Does the media help or hurt retail investors during the IPO quiet period? Journal of Accounting and Economics, 69(1), 101261. https://doi.org/10.1016/j.jacceco.2019.101261

Financial Reporting Quality, Investment Horizon, and Institutional Investor Trading Strategies

The Accounting Review / Jul 01, 2018

Bushee, B. J., Goodman, T. H., & Sunder, S. V. (2018). Financial Reporting Quality, Investment Horizon, and Institutional Investor Trading Strategies. The Accounting Review, 94(3), 87–112. https://doi.org/10.2308/accr-52202

Corporate jets and private meetings with investors

Journal of Accounting and Economics / Apr 01, 2018

Bushee, B. J., Gerakos, J., & Lee, L. F. (2018). Corporate jets and private meetings with investors. Journal of Accounting and Economics, 65(2–3), 358–379. https://doi.org/10.1016/j.jacceco.2018.01.005

Measuring Tax-Sensitive Institutional Investor Ownership

The Accounting Review / Feb 01, 2017

Blouin, J. L., Bushee, B. J., & Sikes, S. A. (2017). Measuring Tax-Sensitive Institutional Investor Ownership. The Accounting Review, 92(6), 49–76. https://doi.org/10.2308/accr-51719

Disclosure Standards and the Sensitivity of Returns to Mood

Review of Financial Studies / Sep 08, 2015

Bushee, B. J., & Friedman, H. L. (2015). Disclosure Standards and the Sensitivity of Returns to Mood. Review of Financial Studies, hhv054. https://doi.org/10.1093/rfs/hhv054

Discussion of “Financial reporting opacity and informed trading by international institutional investors”

Journal of Accounting and Economics / Oct 01, 2012

Bushee, B. J. (2012). Discussion of “Financial reporting opacity and informed trading by international institutional investors.” Journal of Accounting and Economics, 54(2–3), 221–228. https://doi.org/10.1016/j.jacceco.2012.09.001

Tim Leung

Professor of Applied Mathematics, Computational Finance & Risk Management (CFRM) Program
Most Relevant Research Interests
Finance
Finance
Other Research Interests (33)
Computational Finance
Risk Management
Portfolio Optimization
ETFs
General Economics, Econometrics and Finance
And 28 more
About
Most Relevant Publications (28+)

138 total publications

OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT

International Journal of Theoretical and Applied Finance / May 01, 2015

LEUNG, T., & LI, X. (2015). OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT. International Journal of Theoretical and Applied Finance, 18(03), 1550020. https://doi.org/10.1142/s021902491550020x

ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS

Mathematical Finance / Jan 01, 2009

Leung, T., & Sircar, R. (2009). ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS. Mathematical Finance, 19(1), 99–128. https://doi.org/10.1111/j.1467-9965.2008.00359.x

Implied Volatility of Leveraged ETF Options

Applied Mathematical Finance / Nov 20, 2014

Leung, T., & Sircar, R. (2014). Implied Volatility of Leveraged ETF Options. Applied Mathematical Finance, 22(2), 162–188. https://doi.org/10.1080/1350486x.2014.975825

AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING

International Journal of Theoretical and Applied Finance / Jul 28, 2015

LEUNG, T., YAMAZAKI, K., & ZHANG, H. (2015). AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING. International Journal of Theoretical and Applied Finance, 18(05), 1550032. https://doi.org/10.1142/s0219024915500326

Optimal starting–stopping and switching of a CIR process with fixed costs

Risk and Decision Analysis / Jan 01, 2014

Leung, T., Li, X., & Wang, Z. (2014). Optimal starting–stopping and switching of a CIR process with fixed costs. Risk and Decision Analysis, 5(2–3), 149–161. https://doi.org/10.3233/rda-140107

Dynamic Index Tracking and Risk Exposure Control Using Derivatives

Applied Mathematical Finance / Mar 04, 2018

Leung, T., & Ward, B. (2018). Dynamic Index Tracking and Risk Exposure Control Using Derivatives. Applied Mathematical Finance, 25(2), 180–212. https://doi.org/10.1080/1350486x.2018.1507750

MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS

International Journal of Theoretical and Applied Finance / Feb 01, 2018

KITAPBAYEV, Y., & LEUNG, T. (2018). MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS. International Journal of Theoretical and Applied Finance, 21(01), 1850004. https://doi.org/10.1142/s0219024918500048

LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH

International Journal of Theoretical and Applied Finance / Sep 01, 2017

LEUNG, T., & PARK, H. (2017). LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH. International Journal of Theoretical and Applied Finance, 20(06), 1750037. https://doi.org/10.1142/s0219024917500376

Timing options for a startup with early termination and competition risks

Risk and Decision Analysis / May 31, 2017

Leung, T., & Li, Z. (2017). Timing options for a startup with early termination and competition risks. Risk and Decision Analysis, 6(2), 151–166. https://doi.org/10.3233/rda-170120

OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK

International Journal of Theoretical and Applied Finance / Aug 01, 2021

LEUNG, T., YAN, R., & ZHOU, Y. (2021). OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK. International Journal of Theoretical and Applied Finance, 24(05), 2150028. https://doi.org/10.1142/s021902492150028x

A TOP-DOWN APPROACH FOR THE MULTIPLE EXERCISES AND VALUATION OF EMPLOYEE STOCK OPTIONS

International Journal of Theoretical and Applied Finance / Mar 01, 2020

LEUNG, T., & ZHOU, Y. (2020). A TOP-DOWN APPROACH FOR THE MULTIPLE EXERCISES AND VALUATION OF EMPLOYEE STOCK OPTIONS. International Journal of Theoretical and Applied Finance, 23(02), 2050004. https://doi.org/10.1142/s0219024920500041

EFFORT EXPENDITURE FOR CASH FLOW IN A MEAN-FIELD EQUILIBRIUM

International Journal of Theoretical and Applied Finance / Jun 01, 2019

DONNELLY, R., & LEUNG, T. (2019). EFFORT EXPENDITURE FOR CASH FLOW IN A MEAN-FIELD EQUILIBRIUM. International Journal of Theoretical and Applied Finance, 22(04), 1950014. https://doi.org/10.1142/s0219024919500146

Constrained dynamic futures portfolios with stochastic basis

Annals of Finance / Nov 07, 2021

Chen, X., Leung, T., & Zhou, Y. (2021). Constrained dynamic futures portfolios with stochastic basis. Annals of Finance, 18(1), 1–33. https://doi.org/10.1007/s10436-021-00398-0

Optimal trading of a basket of futures contracts

Annals of Finance / Jan 01, 2020

Angoshtari, B., & Leung, T. (2020). Optimal trading of a basket of futures contracts. Annals of Finance, 16(2), 253–280. https://doi.org/10.1007/s10436-019-00357-w

Optimal dynamic basis trading

Annals of Finance / Jun 10, 2019

Angoshtari, B., & Leung, T. (2019). Optimal dynamic basis trading. Annals of Finance, 15(3), 307–335. https://doi.org/10.1007/s10436-019-00348-x

Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics

Annals of Finance / Sep 11, 2018

Leung, T., & Wang, Z. (2018). Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics. Annals of Finance, 15(1), 1–28. https://doi.org/10.1007/s10436-018-0336-1

Optimal Timing to Trade along a Randomized Brownian Bridge

International Journal of Financial Studies / Aug 30, 2018

Leung, T., Li, J., & Li, X. (2018). Optimal Timing to Trade along a Randomized Brownian Bridge. International Journal of Financial Studies, 6(3), 75. https://doi.org/10.3390/ijfs6030075

Optimal mean-reverting spread trading: nonlinear integral equation approach

Annals of Finance / Mar 25, 2017

Kitapbayev, Y., & Leung, T. (2017). Optimal mean-reverting spread trading: nonlinear integral equation approach. Annals of Finance, 13(2), 181–203. https://doi.org/10.1007/s10436-017-0295-y

LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS

Mathematical Finance / May 19, 2016

Leung, T., Lorig, M., & Pascucci, A. (2016). LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS. Mathematical Finance, 27(4), 1035–1068. Portico. https://doi.org/10.1111/mafi.12128

Understanding the non-convergence of agricultural futures via stochastic storage costs and timing options

Journal of Commodity Markets / Jun 01, 2017

Guo, K., & Leung, T. (2017). Understanding the non-convergence of agricultural futures via stochastic storage costs and timing options. Journal of Commodity Markets, 6, 32–49. https://doi.org/10.1016/j.jcomm.2017.04.001

Optimal static quadratic hedging

Quantitative Finance / Apr 22, 2016

Leung, T., & Lorig, M. (2016). Optimal static quadratic hedging. Quantitative Finance, 16(9), 1341–1355. https://doi.org/10.1080/14697688.2016.1161229

Speculative Futures Trading under Mean Reversion

Asia-Pacific Financial Markets / Apr 18, 2016

Leung, T., Li, J., Li, X., & Wang, Z. (2016). Speculative Futures Trading under Mean Reversion. Asia-Pacific Financial Markets, 23(4), 281–304. https://doi.org/10.1007/s10690-016-9215-9

ESO Valuation with Job Termination Risk and Jumps in Stock Price

SIAM Journal on Financial Mathematics / Jan 01, 2015

Leung, T., & Wan, H. (2015). ESO Valuation with Job Termination Risk and Jumps in Stock Price. SIAM Journal on Financial Mathematics, 6(1), 487–516. https://doi.org/10.1137/130937949

American step-up and step-down default swaps under Lévy models

Quantitative Finance / Jan 01, 2013

Leung, T., & Yamazaki, K. (2013). American step-up and step-down default swaps under Lévy models. Quantitative Finance, 13(1), 137–157. https://doi.org/10.1080/14697688.2012.730624

Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing

Finance and Stochastics / Aug 27, 2013

Leung, T., Song, Q., & Yang, J. (2013). Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing. Finance and Stochastics, 17(4), 839–870. https://doi.org/10.1007/s00780-013-0213-8

Accounting for risk aversion in derivatives purchase timing

Mathematics and Financial Economics / Feb 24, 2012

Leung, T., & Ludkovski, M. (2012). Accounting for risk aversion in derivatives purchase timing. Mathematics and Financial Economics, 6(4), 363–386. https://doi.org/10.1007/s11579-012-0063-8

Optimal Timing to Purchase Options

SIAM Journal on Financial Mathematics / Jan 01, 2011

Leung, T., & Ludkovski, M. (2011). Optimal Timing to Purchase Options. SIAM Journal on Financial Mathematics, 2(1), 768–793. https://doi.org/10.1137/100809386

RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES

International Journal of Theoretical and Applied Finance / Dec 01, 2012

LEUNG, T., & LIU, P. (2012). RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES. International Journal of Theoretical and Applied Finance, 15(08), 1250059. https://doi.org/10.1142/s0219024912500598

Jiang Wang

Mizuho Financial Group Professor of Finance at MIT
Most Relevant Research Interests
Finance
Finance
Other Research Interests (12)
Economics and Econometrics
Accounting
Economics and Econometrics
Economics and Econometrics
Economics and Econometrics
And 7 more
About
Most Relevant Publications (23+)

50 total publications

Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation

The Journal of Finance / Aug 01, 2000

Lo, A. W., Mamaysky, H., & Wang, J. (2000). Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation. The Journal of Finance, 55(4), 1705–1765. Portico. https://doi.org/10.1111/0022-1082.00265

The Illiquidity of Corporate Bonds

The Journal of Finance / May 23, 2011

BAO, J., PAN, J., & WANG, J. (2011). The Illiquidity of Corporate Bonds. The Journal of Finance, 66(3), 911–946. Portico. https://doi.org/10.1111/j.1540-6261.2011.01655.x

Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory

Review of Financial Studies / Apr 01, 2000

Lo, A. W., & Wang, J. (2000). Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory. Review of Financial Studies, 13(2), 257–300. https://doi.org/10.1093/rfs/13.2.257

Dynamic Volume-Return Relation of Individual Stocks

Review of Financial Studies / Jul 01, 2002

Llorente, G., Michaely, R., Saar, G., & Wang, J. (2002). Dynamic Volume-Return Relation of Individual Stocks. Review of Financial Studies, 15(4), 1005–1047. https://doi.org/10.1093/rfs/15.4.1005

Optimal trading strategy and supply/demand dynamics

Journal of Financial Markets / Feb 01, 2013

Obizhaeva, A. A., & Wang, J. (2013). Optimal trading strategy and supply/demand dynamics. Journal of Financial Markets, 16(1), 1–32. https://doi.org/10.1016/j.finmar.2012.09.001

Differential Information and Dynamic Behavior of Stock Trading Volume

Review of Financial Studies / Oct 01, 1995

He, H., & Wang, J. (1995). Differential Information and Dynamic Behavior of Stock Trading Volume. Review of Financial Studies, 8(4), 919–972. https://doi.org/10.1093/rfs/8.4.919

Noise as Information for Illiquidity

The Journal of Finance / Nov 12, 2013

HU, G. X., PAN, J., & WANG, J. (2013). Noise as Information for Illiquidity. The Journal of Finance, 68(6), 2341–2382. Portico. https://doi.org/10.1111/jofi.12083

The Price Impact and Survival of Irrational Traders

The Journal of Finance / Jan 20, 2006

KOGAN, L., ROSS, S. A., WANG, J., & WESTERFIELD, M. M. (2006). The Price Impact and Survival of Irrational Traders. The Journal of Finance, 61(1), 195–229. Portico. https://doi.org/10.1111/j.1540-6261.2006.00834.x

The term structure of interest rates in a pure exchange economy with heterogeneous investors

Journal of Financial Economics / May 01, 1996

Wang, J. (1996). The term structure of interest rates in a pure exchange economy with heterogeneous investors. Journal of Financial Economics, 41(1), 75–110. https://doi.org/10.1016/0304-405x(95)00854-8

Implementing Option Pricing Models When Asset Returns Are Predictable

The Journal of Finance / Mar 01, 1995

LO, A. W., & WANG, J. (1995). Implementing Option Pricing Models When Asset Returns Are Predictable. The Journal of Finance, 50(1), 87–129. Portico. https://doi.org/10.1111/j.1540-6261.1995.tb05168.x

Trading and Returns under Periodic Market Closures

The Journal of Finance / Feb 01, 2000

Hong, H., & Wang, J. (2000). Trading and Returns under Periodic Market Closures. The Journal of Finance, 55(1), 297–354. Portico. https://doi.org/10.1111/0022-1082.00207

Liquidity and Market Crashes

Review of Financial Studies / Oct 04, 2008

Huang, J., & Wang, J. (2008). Liquidity and Market Crashes. Review of Financial Studies, 22(7), 2607–2643. https://doi.org/10.1093/rfs/hhn086

Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model

The Journal of Finance / Dec 01, 2006

LO, A. W., & WANG, J. (2006). Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model. The Journal of Finance, 61(6), 2805–2840. Portico. https://doi.org/10.1111/j.1540-6261.2006.01005.x

Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition

The Review of Financial Studies / Nov 25, 2011

Vayanos, D., & Wang, J. (2011). Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition. The Review of Financial Studies, 25(5), 1339–1365. https://doi.org/10.1093/rfs/hhr128

Asset Pricing and the Credit Market

Review of Financial Studies / Oct 15, 2012

Longstaff, F. A., & Wang, J. (2012). Asset Pricing and the Credit Market. Review of Financial Studies, 25(11), 3169–3215. https://doi.org/10.1093/rfs/hhs086

Fama-French in China: Size and Value Factors in Chinese Stock Returns

International Review of Finance / Jan 23, 2018

Hu, G. X., Chen, C., Shao, Y., & Wang, J. (2018). Fama-French in China: Size and Value Factors in Chinese Stock Returns. International Review of Finance, 19(1), 3–44. Portico. https://doi.org/10.1111/irfi.12177

Market liquidity, asset prices, and welfare

Journal of Financial Economics / Jan 01, 2010

Huang, J., & Wang, J. (2010). Market liquidity, asset prices, and welfare. Journal of Financial Economics, 95(1), 107–127. https://doi.org/10.1016/j.jfineco.2008.08.008

A Model of Trading Volume with Tax-Induced Heterogeneous Valuation and Transaction Costs

Journal of Financial Intermediation / Oct 01, 1996

Michaely, R., Vila, J.-L., & Wang, J. (1996). A Model of Trading Volume with Tax-Induced Heterogeneous Valuation and Transaction Costs. Journal of Financial Intermediation, 5(4), 340–371. https://doi.org/10.1006/jfin.1996.0020

Firms as buyers of last resort

Journal of Financial Economics / Apr 01, 2008

Hong, H., Wang, J., & Yu, J. (2008). Firms as buyers of last resort. Journal of Financial Economics, 88(1), 119–145. https://doi.org/10.1016/j.jfineco.2007.04.004

Early peek advantage? Efficient price discovery with tiered information disclosure

Journal of Financial Economics / Nov 01, 2017

Hu, G. X., Pan, J., & Wang, J. (2017). Early peek advantage? Efficient price discovery with tiered information disclosure. Journal of Financial Economics, 126(2), 399–421. https://doi.org/10.1016/j.jfineco.2017.07.007

Theories of Liquidity

Foundations and Trends® in Finance / Jan 01, 2011

Vayanos, D. (2011). Theories of Liquidity. Foundations and Trends® in Finance, 6(4), 221–317. https://doi.org/10.1561/0500000014

Tri-Party Repo Pricing

Journal of Financial and Quantitative Analysis / Jun 05, 2020

Hu, G. X., Pan, J., & Wang, J. (2020). Tri-Party Repo Pricing. Journal of Financial and Quantitative Analysis, 56(1), 337–371. https://doi.org/10.1017/s0022109019000863

Trading and information in futures markets

Journal of Futures Markets / Dec 03, 2019

Llorente, G., & Wang, J. (2019). Trading and information in futures markets. Journal of Futures Markets, 40(8), 1231–1263. Portico. https://doi.org/10.1002/fut.22079

David Blanchett

Current Director - PGIM (Formerly Prudential Investment Management); Adjunct Professor of Finance
Most Relevant Research Interests
Finance
Finance
Finance
Other Research Interests (22)
Pharmacology (medical)
Life-span and Life-course Studies
Organizational Behavior and Human Resource Management
Geriatrics and Gerontology
Life-span and Life-course Studies
And 17 more
About
Most Relevant Publications (33+)

83 total publications

Alpha, Beta, and Now… Gamma

The Journal of Retirement / Oct 31, 2013

Blanchett, D., & Kaplan, P. (2013). Alpha, Beta, and Now… Gamma. The Journal of Retirement, 1(2), 29–45. https://doi.org/10.3905/jor.2013.1.2.029

Low Bond Yields and Efficient Retirement Income Portfolios

The Journal of Retirement / Jan 31, 2014

Blanchett, D. (2014). Low Bond Yields and Efficient Retirement Income Portfolios. The Journal of Retirement, 1(3), 49–62. https://doi.org/10.3905/jor.2014.1.3.049

Exploring the Cost of Investing in Socially Responsible Mutual Funds: An Empirical Study

The Journal of Investing / Aug 31, 2010

Blanchett, D. M. (2010). Exploring the Cost of Investing in Socially Responsible Mutual Funds: An Empirical Study. The Journal of Investing, 19(3), 93–103. https://doi.org/10.3905/joi.2010.19.3.093

Stock market liquidity and firm value☆

Journal of Financial Economics / Oct 01, 2009

Fang, V. W., Noe, T. H., & Tice, S. (2009). Stock market liquidity and firm value☆. Journal of Financial Economics, 94(1), 150–169. https://doi.org/10.1016/j.jfineco.2008.08.007

No Portfolio Is an Island

Financial Analysts Journal / May 01, 2015

Blanchett, D. M., & Straehl, P. U. (2015). No Portfolio Is an Island. Financial Analysts Journal, 71(3), 15–33. https://doi.org/10.2469/faj.v71.n3.5

The Effect of Advanced Age and Equity Values on Risk Preferences

Journal of Behavioral Finance / Mar 01, 2018

Blanchett, D., Finke, M., & Guillemette, M. (2018). The Effect of Advanced Age and Equity Values on Risk Preferences. Journal of Behavioral Finance, 19(4), 434–441. https://doi.org/10.1080/15427560.2018.1431884

Building Efficient Income Portfolios

The Journal of Portfolio Management / Apr 30, 2015

Blanchett, D., & Ratner, H. (2015). Building Efficient Income Portfolios. The Journal of Portfolio Management, 41(3), 117–125. https://doi.org/10.3905/jpm.2015.41.3.117

Allocating to a Deferred Income Annuity in a Defined Contribution Plan

The Journal of Retirement / Apr 30, 2015

Blanchett, D. (2015). Allocating to a Deferred Income Annuity in a Defined Contribution Plan. The Journal of Retirement, 2(4), 54–68. https://doi.org/10.3905/jor.2015.2.4.054

Donation Risk and Optimal Endowment Portfolio Allocations

The Journal of Portfolio Management / Oct 31, 2014

Blanchett, D. (2014). Donation Risk and Optimal Endowment Portfolio Allocations. The Journal of Portfolio Management, 41(1), 109–120. https://doi.org/10.3905/jpm.2014.41.1.109

Information Horizon, Portfolio Turnover, and Optimal Alpha Models

The Journal of Portfolio Management / Oct 31, 2007

Qian, E., Sorensen, E. H., & Hua, R. (2007). Information Horizon, Portfolio Turnover, and Optimal Alpha Models. The Journal of Portfolio Management, 34(1), 27–40. https://doi.org/10.3905/jpm.2007.698030

Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals

SIAM Journal on Financial Mathematics / Jan 01, 2017

Huang, Y. T., Zeng, P., & Kwok, Y. K. (2017). Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals. SIAM Journal on Financial Mathematics, 8(1), 804–840. https://doi.org/10.1137/16m1089575

Addressing Key Retirement Risks

The Journal of Retirement / Oct 31, 2014

Blanchett, D. (2014). Addressing Key Retirement Risks. The Journal of Retirement, 2(2), 67–80. https://doi.org/10.3905/jor.2014.2.2.067

The Valuation Model for a Risky Asset When Its Risky Factors Follow Gamma Distributions

International Review of Finance / Jul 13, 2016

Tsai, M. S., & Chiang, S. L. (2016). The Valuation Model for a Risky Asset When Its Risky Factors Follow Gamma Distributions. International Review of Finance, 16(3), 421–444. Portico. https://doi.org/10.1111/irfi.12088

Exploring the “Good Guys”: An Empirical Study of Vanguard’s Actively Managed Domestic Equity Mutual Funds

The Journal of Investing / May 31, 2010

Blanchett, D. M. (2010). Exploring the “Good Guys”: An Empirical Study of Vanguard’s Actively Managed Domestic Equity Mutual Funds. The Journal of Investing, 19(2), 39–48. https://doi.org/10.3905/joi.2010.19.2.039

Do Investors Consider Nonfinancial Risks When Building Portfolios?

Financial Analysts Journal / Sep 23, 2019

Blanchett, D. M., & Guillemette, M. (2019). Do Investors Consider Nonfinancial Risks When Building Portfolios? Financial Analysts Journal, 75(4), 124–142. https://doi.org/10.1080/0015198x.2019.1651160

Beyond the Glide Path: The Drivers of Target-Date Fund Returns

The Journal of Retirement / Apr 30, 2018

Blanchett, D., & Kaplan, P. D. (2018). Beyond the Glide Path: The Drivers of Target-Date Fund Returns. The Journal of Retirement, 5(4), 25–39. https://doi.org/10.3905/jor.2018.5.4.025

Dynamic Choice and Optimal Annuitization

The Journal of Retirement / Jun 30, 2015

Blanchett, D. (2015). Dynamic Choice and Optimal Annuitization. The Journal of Retirement, 3(1), 38–49. https://doi.org/10.3905/jor.2015.3.1.038

Fund Flows, Momentum, and Mutual Fund Performance

The Journal of Investing / May 31, 2012

Blanchett, D. M. (2012). Fund Flows, Momentum, and Mutual Fund Performance. The Journal of Investing, 21(2), 83–91. https://doi.org/10.3905/joi.2012.21.2.083

Do Passive or Active Investors Make Better Asset Allocation Decisions?

The Journal of Index Investing / Aug 31, 2010

Blanchett, D. M. (2010). Do Passive or Active Investors Make Better Asset Allocation Decisions? The Journal of Index Investing, 1(2), 74–80. https://doi.org/10.3905/jii.2010.1.2.074

LDI for Individual Portfolios

The Journal of Investing / Jan 31, 2019

Idzorek, T. M., & Blanchett, D. M. (2019). LDI for Individual Portfolios. The Journal of Investing, 28(1), 31–54. https://doi.org/10.3905/joi.2019.28.1.031

Save More Today: Improving Retirement Savings Rates with Carrots, Advice, and Nudges

The Journal of Retirement / Jul 31, 2017

Blanchett, D. (2017). Save More Today: Improving Retirement Savings Rates with Carrots, Advice, and Nudges. The Journal of Retirement, 5(1), 69–95. https://doi.org/10.3905/jor.2017.5.1.069

The Value of a Gamma-Efficient Portfolio

The Journal of Retirement / Jan 22, 2018

Blanchett, D., & Kaplan, P. D. (2018). The Value of a Gamma-Efficient Portfolio. The Journal of Retirement, 5(3), 32–56. https://doi.org/10.3905/jor.2018.5.3.032

Defaulting Participants in Defined Contribution Plans into Annuities: Are the Potential Benefits Worth the Costs?

The Journal of Retirement / Jun 30, 2016

Blanchett, D. (2016). Defaulting Participants in Defined Contribution Plans into Annuities: Are the Potential Benefits Worth the Costs? The Journal of Retirement, 4(1), 54–76. https://doi.org/10.3905/jor.2016.4.1.054

Minding the Gap in Subjective Mortality Estimates

The Journal of Retirement / Sep 17, 2021

Blanchett, D. (2021). Minding the Gap in Subjective Mortality Estimates. The Journal of Retirement, 9(2), 8–20. https://doi.org/10.3905/jor.2021.1.093

Change Is a Good Thing

Financial Analysts Journal / Dec 04, 2019

Blanchett, CFA, D. M., Finke, M. S., & Licato, J. A. (2019). Change Is a Good Thing. Financial Analysts Journal, 76(1), 20–37. https://doi.org/10.1080/0015198x.2019.1682426

Gaming the System: The Impact of Morningstar Category Changes on Peer Rankings

The Journal of Investing / Feb 28, 2011

Blanchett, D. M. (2011). Gaming the System: The Impact of Morningstar Category Changes on Peer Rankings. The Journal of Investing, 20(1), 33–42. https://doi.org/10.3905/joi.2011.20.1.033

Redefining the Optimal Retirement Income Strategy

Financial Analysts Journal / Dec 15, 2022

Blanchett, D. (2022). Redefining the Optimal Retirement Income Strategy. Financial Analysts Journal, 79(1), 5–16. https://doi.org/10.1080/0015198x.2022.2129947

The Shape of the Expected Equity Risk Premium

The Journal of Investing / Aug 03, 2022

Blanchett, D. (2022). The Shape of the Expected Equity Risk Premium. The Journal of Investing, 31(6), 81–91. https://doi.org/10.3905/joi.2022.1.238

Gender Diversity among Defined Contribution Plan Administrators and the Potential Impact on Retirement Outcomes

The Journal of Retirement / Mar 04, 2022

Blanchett, D., Varga, J., & Weirath, C. (2022). Gender Diversity among Defined Contribution Plan Administrators and the Potential Impact on Retirement Outcomes. The Journal of Retirement, 9(4), 61–72. https://doi.org/10.3905/jor.2022.1.107

Do Advisors Improve 401(k) Plans?

The Journal of Retirement / Mar 24, 2021

Blanchett, D. (2021). Do Advisors Improve 401(k) Plans? The Journal of Retirement, 8(4), 26–42. https://doi.org/10.3905/jor.2021.1.083

Foreign Revenue: A New World of Risk Exposures

The Journal of Portfolio Management / Mar 31, 2021

Blanchett, D. (2021). Foreign Revenue: A New World of Risk Exposures. The Journal of Portfolio Management, 47(6), 175–193. https://doi.org/10.3905/jpm.2021.1.237

The Value of Allocating to Annuities

The Journal of Retirement / Jun 24, 2020

Blanchett, D. (2020). The Value of Allocating to Annuities. The Journal of Retirement, 8(1), 40–52. https://doi.org/10.3905/jor.2020.1.068

How competitive are income annuity providers over time?

Risk Management and Insurance Review / Jun 01, 2021

Blanchett, D., Finke, M., & Nikolic, B. (2021). How competitive are income annuity providers over time? Risk Management and Insurance Review, 24(2), 207–214. Portico. https://doi.org/10.1111/rmir.12182

Jacquelyn Humphrey

ESG Researcher | University of Queensland Business School
Most Relevant Research Interests
Finance
Other Research Interests (21)
Responsible Investment
ESG
Funds Management
Sustainability
Law
And 16 more
About
Most Relevant Publications (8+)

18 total publications

Socially responsible investment funds: Investor reaction to current and past returns

Journal of Banking & Finance / Sep 01, 2008

Benson, K. L., & Humphrey, J. E. (2008). Socially responsible investment funds: Investor reaction to current and past returns. Journal of Banking & Finance, 32(9), 1850–1859. https://doi.org/10.1016/j.jbankfin.2007.12.013

Does it cost to be sustainable?

Journal of Corporate Finance / Jun 01, 2012

Humphrey, J. E., Lee, D. D., & Shen, Y. (2012). Does it cost to be sustainable? Journal of Corporate Finance, 18(3), 626–639. https://doi.org/10.1016/j.jcorpfin.2012.03.002

Socially responsible investment fund performance: the impact of screening intensity

Accounting & Finance / Feb 03, 2010

Lee, D. D., Humphrey, J. E., Benson, K. L., & Ahn, J. Y. K. (2010). Socially responsible investment fund performance: the impact of screening intensity. Accounting & Finance, 50(2), 351–370. https://doi.org/10.1111/j.1467-629x.2009.00336.x

Persistence and the four-factor model in the Australian funds market: a note

Accounting & Finance / Mar 01, 2010

Humphrey, J. E., & O’Brien, M. A. (2010). Persistence and the four-factor model in the Australian funds market: a note. Accounting & Finance, 50(1), 103–119. https://doi.org/10.1111/j.1467-629x.2009.00317.x

A general approach to smooth and convex portfolio optimization using lower partial moments

Journal of Banking & Finance / Aug 01, 2021

Yao, H., Huang, J., Li, Y., & Humphrey, J. E. (2021). A general approach to smooth and convex portfolio optimization using lower partial moments. Journal of Banking & Finance, 129, 106167. https://doi.org/10.1016/j.jbankfin.2021.106167

Who goes green: Reducing mutual fund emissions and its consequences

Journal of Banking & Finance / May 01, 2021

Humphrey, J. E., & Li, Y. (2021). Who goes green: Reducing mutual fund emissions and its consequences. Journal of Banking & Finance, 126, 106098. https://doi.org/10.1016/j.jbankfin.2021.106098

Managerial rents vs. shareholder value in closed-end funds: Evidence from China

Pacific-Basin Finance Journal / Dec 01, 2020

Humphrey, J. E., Hunter, D., Hoang, K., & Wei, W. C. (2020). Managerial rents vs. shareholder value in closed-end funds: Evidence from China. Pacific-Basin Finance Journal, 64, 101453. https://doi.org/10.1016/j.pacfin.2020.101453

Is diversification always optimal?

Pacific-Basin Finance Journal / Nov 01, 2015

Humphrey, J. E., Benson, K. L., Low, R. K. Y., & Lee, W.-L. (2015). Is diversification always optimal? Pacific-Basin Finance Journal, 35, 521–532. https://doi.org/10.1016/j.pacfin.2015.09.003

Christophe Schinckus

Professor & Dean of Faculty of Business and Computing - University of the Fraser Valley, Canada
Most Relevant Research Interests
Finance
Other Research Interests (78)
Blockchain
Econophysics
General Economics, Econometrics and Finance
General Business, Management and Accounting
Marketing
And 73 more
Most Relevant Publications (21+)

113 total publications

Institutions, inward foreign direct investment, trade openness and credit level in emerging market economies

Review of Development Finance / Dec 01, 2018

Nguyen, C. P., Schinckus, C., Su, T. D., & Chong, F. (2018). Institutions, inward foreign direct investment, trade openness and credit level in emerging market economies. Review of Development Finance, 8(2), 75–88. https://doi.org/10.1016/j.rdf.2018.11.005

Financial innovation as a potential force for a positive social change: The challenging future of social impact bonds

Research in International Business and Finance / Jan 01, 2017

Schinckus, C. (2017). Financial innovation as a potential force for a positive social change: The challenging future of social impact bonds. Research in International Business and Finance, 39, 727–736. https://doi.org/10.1016/j.ribaf.2015.11.004

null

Review of Behavioral Finance / Nov 01, 2011

(2011). Review of Behavioral Finance, 3(2). https://doi.org/10.1002/rbf.v3.2

VaR and market value of Fintech companies: an analysis and evidence from global data

Managerial Finance / Dec 23, 2020

Najaf, K., Schinckus, C., & Chee Yoong, L. (2020). VaR and market value of Fintech companies: an analysis and evidence from global data. Managerial Finance, 47(7), 915–936. https://doi.org/10.1108/mf-04-2020-0169

The role of strategic interactions in risk-taking behavior: A study from asset growth perspective

International Review of Financial Analysis / Jul 01, 2022

Le, H. N. Q., Nguyen, T. V. H., & Schinckus, C. (2022). The role of strategic interactions in risk-taking behavior: A study from asset growth perspective. International Review of Financial Analysis, 82, 102127. https://doi.org/10.1016/j.irfa.2022.102127

Bank efficiency, market structure and strategic interaction: Evidence from Vietnam

Research in International Business and Finance / Apr 01, 2021

Le, H. N. Q., Nguyen, T. V. H., & Schinckus, C. (2021). Bank efficiency, market structure and strategic interaction: Evidence from Vietnam. Research in International Business and Finance, 56, 101371. https://doi.org/10.1016/j.ribaf.2020.101371

Mobile and internet usage, institutions and the trade balance: Evidence from African countries

International Journal of Finance & Economics / Jan 19, 2023

Nguyen, C. P., Doytch, N., Schinckus, C., & Su, T. D. (2023). Mobile and internet usage, institutions and the trade balance: Evidence from African countries. International Journal of Finance & Economics. Portico. https://doi.org/10.1002/ijfe.2782

Between financial and algorithmic dynamics of cryptocurrencies: An exploratory study

International Journal of Finance & Economics / Jan 25, 2022

Schinckus, C., Nguyen, C. P., & Chong, F. H. L. (2022). Between financial and algorithmic dynamics of cryptocurrencies: An exploratory study. International Journal of Finance & Economics. Portico. https://doi.org/10.1002/ijfe.2583

Institutions, economic openness and stock return co-movements: An empirical investigation in emerging markets

Finance Research Letters / Mar 01, 2019

Nguyen, C. P., Nguyen, T. V. H., & Schinckus, C. (2019). Institutions, economic openness and stock return co-movements: An empirical investigation in emerging markets. Finance Research Letters, 28, 137–147. https://doi.org/10.1016/j.frl.2018.04.010

When financial economics influences physics: The role of Econophysics

International Review of Financial Analysis / Oct 01, 2019

Jovanovic, F., Mantegna, R. N., & Schinckus, C. (2019). When financial economics influences physics: The role of Econophysics. International Review of Financial Analysis, 65, 101378. https://doi.org/10.1016/j.irfa.2019.101378

Pataphysics of finance: An essay of visual epistemology

Critical Perspectives on Accounting / May 01, 2018

Schinckus, C. (2018). Pataphysics of finance: An essay of visual epistemology. Critical Perspectives on Accounting, 52, 57–68. https://doi.org/10.1016/j.cpa.2016.08.003

The valuation of social impact bonds: An introductory perspective with the Peterborough SIB

Research in International Business and Finance / Oct 01, 2018

Schinckus, C. (2018). The valuation of social impact bonds: An introductory perspective with the Peterborough SIB. Research in International Business and Finance, 45, 1–6. https://doi.org/10.1016/j.ribaf.2017.07.126

A post-Marxist approach in development finance: PMF or production mutualisation fund model applied to agriculture

Research in International Business and Finance / Apr 01, 2017

Son, V. N., Schinckus, C., & Chong, F. (2017). A post-Marxist approach in development finance: PMF or production mutualisation fund model applied to agriculture. Research in International Business and Finance, 40, 94–104. https://doi.org/10.1016/j.ribaf.2016.12.008

A nuanced perspective on episteme and techne in finance

International Review of Financial Analysis / Jul 01, 2016

Millo, Y., & Schinckus, C. (2016). A nuanced perspective on episteme and techne in finance. International Review of Financial Analysis, 46, 124–130. https://doi.org/10.1016/j.irfa.2016.04.001

Breaking down the barriers between econophysics and financial economics

International Review of Financial Analysis / Oct 01, 2016

Jovanovic, F., & Schinckus, C. (2016). Breaking down the barriers between econophysics and financial economics. International Review of Financial Analysis, 47, 256–266. https://doi.org/10.1016/j.irfa.2016.03.001

Editorial: The 20th anniversary of econophysics: Where we are and where we are going

International Review of Financial Analysis / Oct 01, 2016

McCauley, J., Roehner, B., Stanley, E., & Schinckus, C. (2016). Editorial: The 20th anniversary of econophysics: Where we are and where we are going. International Review of Financial Analysis, 47, 267–269. https://doi.org/10.1016/j.irfa.2016.09.001

Efficient market hypothesis and fraud on the market theory a new perspective for class actions

Research in International Business and Finance / Sep 01, 2016

Jovanovic, F., Andreadakis, S., & Schinckus, C. (2016). Efficient market hypothesis and fraud on the market theory a new perspective for class actions. Research in International Business and Finance, 38, 177–190. https://doi.org/10.1016/j.ribaf.2016.04.003

On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis

International Review of Financial Analysis / Oct 01, 2016

Ausloos, M., Jovanovic, F., & Schinckus, C. (2016). On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis. International Review of Financial Analysis, 47, 7–14. https://doi.org/10.1016/j.irfa.2016.05.009

Positivism in finance and its implication for the diversification finance research

International Review of Financial Analysis / Jul 01, 2015

Schinckus, C. (2015). Positivism in finance and its implication for the diversification finance research. International Review of Financial Analysis, 40, 103–106. https://doi.org/10.1016/j.irfa.2015.04.002

REMOVED: The valuation of social impact bonds: An introductory perspective with the Peterborough SIB

Research in International Business and Finance / Sep 01, 2015

Schinckus, C. (2015). REMOVED: The valuation of social impact bonds: An introductory perspective with the Peterborough SIB. Research in International Business and Finance, 35, 104–110. https://doi.org/10.1016/j.ribaf.2015.04.001

Methodological comment on Econophysics review I and II: statistical econophysics and agent-based econophysics

Quantitative Finance / Aug 01, 2012

Schinckus, C. (2012). Methodological comment on Econophysics review I and II: statistical econophysics and agent-based econophysics. Quantitative Finance, 12(8), 1189–1192. https://doi.org/10.1080/14697688.2012.704692

Anindya Ghose

Heinz Riehl Chair Professor of Business, NYU Stern
Most Relevant Research Interests
Finance
Other Research Interests (29)
Data Science
Mobile
Data Privacy
Digital Marketing
Digital Platforms
And 24 more
About
Most Relevant Publications (1+)

86 total publications

The EconoMining project at NYU: Studying the economic value of user-generated content on the internet

Journal of Revenue and Pricing Management / Mar 01, 2009

Ghose, A., & Ipeirotis, P. (2009). The EconoMining project at NYU: Studying the economic value of user-generated content on the internet. Journal of Revenue and Pricing Management, 8(2–3), 241–246. https://doi.org/10.1057/rpm.2008.56

Emily Owens

Professor, Department of Criminology, Law and Society
Most Relevant Research Interests
Finance
Other Research Interests (52)
Economics and Econometrics
Law
Economics and Econometrics
Urban Studies
Economics and Econometrics
And 47 more
About
Most Relevant Publications (4+)

69 total publications

COPS and crime

Journal of Public Economics / Feb 01, 2007

Evans, W. N., & Owens, E. G. (2007). COPS and crime. Journal of Public Economics, 91(1–2), 181–201. https://doi.org/10.1016/j.jpubeco.2006.05.014

One for the road: Public transportation, alcohol consumption, and intoxicated driving

Journal of Public Economics / Feb 01, 2011

Jackson, C. K., & Owens, E. G. (2011). One for the road: Public transportation, alcohol consumption, and intoxicated driving. Journal of Public Economics, 95(1–2), 106–121. https://doi.org/10.1016/j.jpubeco.2010.09.010

Are Underground Markets Really More Violent? Evidence from Early 20th Century America

American Law and Economics Review / Mar 01, 2011

Owens, E. G. (2011). Are Underground Markets Really More Violent? Evidence from Early 20th Century America. American Law and Economics Review, 13(1), 1–44. https://doi.org/10.1093/aler/ahq017

The American Temperance Movement and Market-Based Violence

American Law and Economics Review / May 19, 2014

Owens, E. G. (2014). The American Temperance Movement and Market-Based Violence. American Law and Economics Review, 16(2), 433–472. https://doi.org/10.1093/aler/ahu009

Dan Baack

Professor at the University of Denver
Denver, Colorado, United States of America
Most Relevant Research Interests
Finance
Finance
Other Research Interests (28)
Information processing
culture
and international marketing
Marketing
Marketing
And 23 more
About
Most Relevant Publications (4+)

40 total publications

The effect of supply chain integration, modular production, and cultural distance on new product development: A dynamic capabilities approach

Journal of International Management / Dec 01, 2011

Parente, R. C., Baack, D. W., & Hahn, E. D. (2011). The effect of supply chain integration, modular production, and cultural distance on new product development: A dynamic capabilities approach. Journal of International Management, 17(4), 278–290. https://doi.org/10.1016/j.intman.2011.08.001

Meta-analysis of cultural differences: Another slice at the apple

International Business Review / Oct 01, 2008

Magnusson, P., Baack, D. W., Zdravkovic, S., Staub, K. M., & Amine, L. S. (2008). Meta-analysis of cultural differences: Another slice at the apple. International Business Review, 17(5), 520–532. https://doi.org/10.1016/j.ibusrev.2008.04.003

Diverse effects of diversity: Disaggregating effects of diversity in global virtual teams

Journal of International Management / Dec 01, 2019

Taras, V., Baack, D., Caprar, D., Dow, D., Froese, F., Jimenez, A., & Magnusson, P. (2019). Diverse effects of diversity: Disaggregating effects of diversity in global virtual teams. Journal of International Management, 25(4), 100689. https://doi.org/10.1016/j.intman.2019.100689

Coordinating decentralized research and development laboratories: A survey analysis

Journal of International Management / Jun 01, 2011

Manolopoulos, D., Söderquist, K. E., & Pearce, R. (2011). Coordinating decentralized research and development laboratories: A survey analysis. Journal of International Management, 17(2), 114–129. https://doi.org/10.1016/j.intman.2010.09.012