Academic Experts in Finance
- finance (32 public profiles)
- accounting (19 public profiles)
- general economics, econometrics and finance (7 public profiles)
- economics, econometrics and finance (miscellaneous) (7 public profiles)
- responsible investment (2 public profiles)
- money (2 public profiles)
- investments (2 public profiles)
- banking (2 public profiles)
- asset management (2 public profiles)
Thomai Serdari
Professor of Marketing and Branding
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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
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Most Relevant Publications (8+)
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
Shopping for Lower Sales Tax Rates
American Economic Journal: Macroeconomics / Jul 01, 2021
Baker, S. R., Johnson, S., & Kueng, L. (2021). Shopping for Lower Sales Tax Rates. American Economic Journal: Macroeconomics, 13(3), 209–250. https://doi.org/10.1257/mac.20190026
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
Vincent Celii
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Other Research Interests (1)
YingFei Héliot
Faith identity and working in the NHS
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Other Research Interests (17)
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Most Relevant Publications (1+)
19 total publications
When Values and Ethics of Care Conflict: A Lived Experience in the Roman Catholic Church
Work, Employment and Society / Mar 12, 2021
Zigan, K., Héliot, Y. G., & Le Grys, A. (2021). When Values and Ethics of Care Conflict: A Lived Experience in the Roman Catholic Church. Work, Employment and Society, 095001702199055. https://doi.org/10.1177/0950017021990552
Denise Breaux Soignet
I am an experienced researcher, teacher, author, management consultant, and center director. My work centers on helping current and future business leaders learn to tackle some of the most pressing interpersonal challenges—and some of the most exciting human opportunities—in today’s workplace.
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Other Research Interests (17)
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Most Relevant Publications (1+)
9 total publications
Politics as a Moderator of the Accountability—Job Satisfaction Relationship: Evidence Across Three Studies
Journal of Management / Feb 05, 2008
Breaux, D. M., Munyon, T. P., Hochwarter, W. A., & Ferris, G. R. (2008). Politics as a Moderator of the Accountability—Job Satisfaction Relationship: Evidence Across Three Studies. Journal of Management, 35(2), 307–326. https://doi.org/10.1177/0149206308318621
Karina van de Voorde
Associate Professor of Behavioral Sciences at Tilburg University
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Other Research Interests (16)
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Most Relevant Publications (1+)
20 total publications
The Application of the Multilevel Paradigm in Human Resource Management–Outcomes Research: Taking Stock and Going Forward
Journal of Management / Nov 15, 2016
Peccei, R., & Van De Voorde, K. (2016). The Application of the Multilevel Paradigm in Human Resource Management–Outcomes Research: Taking Stock and Going Forward. Journal of Management, 45(2), 786–818. https://doi.org/10.1177/0149206316673720
Christos Makridis
Web3 and Labor Economist in Academia, Entrepreneurship, and Policy
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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
Martin Brauch
Senior Legal and Economics Researcher, Columbia Center on Sustainable Investment
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24 total publications
The UN Sustainable Development Goals as innovation drivers for local sustainability governance? Examples from Germany
Public Sector Economics / Dec 07, 2022
Raffer, C., Scheller, H., & Peters, O. (2022). The UN Sustainable Development Goals as innovation drivers for local sustainability governance? Examples from Germany. Public Sector Economics, 46(4), 459–487. https://doi.org/10.3326/pse.46.4.2
Denada Ibrushi
ESG Focused Associate Professor at St. Mary's University
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Other Research Interests (1)
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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
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Other Research Interests (11)
Most Relevant Publications (11+)
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
Venture Capital and Other Private Equity: a Survey
European Financial Management / May 22, 2011
Metrick, A., & Yasuda, A. (2011). Venture Capital and Other Private Equity: a Survey. European Financial Management, 17(4), 619–654. https://doi.org/10.1111/j.1468-036x.2011.00606.x
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
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Most Relevant Publications (27+)
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
Derivatives: Were 1994 disclosures adequate?
Journal of Corporate Accounting & Finance / Jan 01, 1995
Bushee, B. J., Herz, R. H., & Elmy, F. J. (1995). Derivatives: Were 1994 disclosures adequate? Journal of Corporate Accounting & Finance, 7(2), 21–34. https://doi.org/10.1002/jcaf.3970070204
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
Institutional Investor Preferences for Corporate Governance Mechanisms
Journal of Management Accounting Research / Jul 01, 2013
Bushee, B. J., Carter, M. E., & Gerakos, J. (2013). Institutional Investor Preferences for Corporate Governance Mechanisms. Journal of Management Accounting Research, 26(2), 123–149. https://doi.org/10.2308/jmar-50550
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
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Most Relevant Publications (32+)
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
The golden target: analyzing the tracking performance of leveraged gold ETFs
Studies in Economics and Finance / Aug 03, 2015
Leung, T., & Ward, B. (2015). The golden target: analyzing the tracking performance of leveraged gold ETFs. Studies in Economics and Finance, 32(3), 278–297. https://doi.org/10.1108/sef-01-2015-0009
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
Constructing cointegrated cryptocurrency portfolios for statistical arbitrage
Studies in Economics and Finance / Oct 07, 2019
Leung, T., & Nguyen, H. (2019). Constructing cointegrated cryptocurrency portfolios for statistical arbitrage. Studies in Economics and Finance, 36(4), 581–599. https://doi.org/10.1108/sef-08-2018-0264
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
Asynchronous ADRs: overnight vs intraday returns and trading strategies
Studies in Economics and Finance / Oct 02, 2017
Kang, J., & Leung, T. (2017). Asynchronous ADRs: overnight vs intraday returns and trading strategies. Studies in Economics and Finance, 34(4), 580–596. https://doi.org/10.1108/sef-10-2016-0254
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
Leveraged exchange-traded funds: admissible leverage and risk horizon
The Journal of Investment Strategies / Dec 01, 2012
Leung, T., & Santoli, M. (2012). Leveraged exchange-traded funds: admissible leverage and risk horizon. The Journal of Investment Strategies, 2(1), 39–61. https://doi.org/10.21314/jois.2012.013
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
Other Research Interests (10)
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
Other Research Interests (20)
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
Anna Young-Ferris
ESG Investment Researcher - University of Sydney Business School
Most Relevant Research Interests
Other Research Interests (11)
About
Most Relevant Publications (3+)
9 total publications
Carbon Accounting: Challenges for Research in Management Control and Performance Measurement
Abacus / Dec 01, 2013
Hartmann, F., Perego, P., & Young, A. (2013). Carbon Accounting: Challenges for Research in Management Control and Performance Measurement. Abacus, 49(4), 539–563. https://doi.org/10.1111/abac.12018
Sustainability Accounting and Reporting: Fad or Trend?
Social and Environmental Accountability Journal / Aug 30, 2011
Young, A. (2011). Sustainability Accounting and Reporting: Fad or Trend? Social and Environmental Accountability Journal, 31(2), 168–169. https://doi.org/10.1080/0969160x.2011.593829
‘Looking for Something that Isn’t There’: A Case Study of an Early Attempt at ESG Integration in Investment Decision Making
European Accounting Review / Dec 01, 2021
Young-Ferris, A., & Roberts, J. (2021). ‘Looking for Something that Isn’t There’: A Case Study of an Early Attempt at ESG Integration in Investment Decision Making. European Accounting Review, 1–28. https://doi.org/10.1080/09638180.2021.2000458
Jacquelyn Humphrey
ESG Researcher | University of Queensland Business School
Most Relevant Research Interests
Other Research Interests (18)
About
Most Relevant Publications (9+)
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
Do Fund Flow-Return Relations Depend on the Type of Investor? A Research Note
Abacus / Nov 21, 2012
Humphrey, J. E., Benson, K. L., & Brailsford, T. J. (2012). Do Fund Flow-Return Relations Depend on the Type of Investor? A Research Note. Abacus, 49(1), 34–45. https://doi.org/10.1111/j.1467-6281.2012.00374.x
Christophe Schinckus
Professor & Dean of Faculty of Business and Computing - University of the Fraser Valley, Canada
Most Relevant Research Interests
Other Research Interests (74)
Most Relevant Publications (37+)
113 total publications
Determinants of foreign direct investment inflows: The role of economic policy uncertainty
International Economics / May 01, 2020
Canh, N. P., Binh, N. T., Thanh, S. D., & Schinckus, C. (2020). Determinants of foreign direct investment inflows: The role of economic policy uncertainty. International Economics, 161, 159–172. https://doi.org/10.1016/j.inteco.2019.11.012
Do economic openness and institutional quality influence patents? Evidence from GMM systems estimates
International Economics / May 01, 2019
Phuc Canh, N., Schinckus, C., & Thanh, S. D. (2019). Do economic openness and institutional quality influence patents? Evidence from GMM systems estimates. International Economics, 157, 134–169. https://doi.org/10.1016/j.inteco.2018.10.002
THE INSTITUTIONALIZATION OF ECONOPHYSICS IN THE SHADOW OF PHYSICS
Journal of the History of Economic Thought / Mar 01, 2012
GINGRAS, Y., & SCHINCKUS, C. (2012). THE INSTITUTIONALIZATION OF ECONOPHYSICS IN THE SHADOW OF PHYSICS. Journal of the History of Economic Thought, 34(1), 109–130. https://doi.org/10.1017/s1053837212000041
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
The drivers of economic complexity: International evidence from financial development and patents
International Economics / Dec 01, 2020
Nguyen, C. P., Schinckus, C., & Su, T. D. (2020). The drivers of economic complexity: International evidence from financial development and patents. International Economics, 164, 140–150. https://doi.org/10.1016/j.inteco.2020.09.004
ECONOPHYSICS: A NEW CHALLENGE FOR FINANCIAL ECONOMICS?
Journal of the History of Economic Thought / Jul 30, 2013
JOVANOVIC, F., & SCHINCKUS, C. (2013). ECONOPHYSICS: A NEW CHALLENGE FOR FINANCIAL ECONOMICS? Journal of the History of Economic Thought, 35(3), 319–352. https://doi.org/10.1017/s1053837213000205
Towards a transdisciplinary econophysics
Journal of Economic Methodology / Jun 01, 2013
Schinckus, C., & Jovanovic, F. (2013). Towards a transdisciplinary econophysics. Journal of Economic Methodology, 20(2), 164–183. https://doi.org/10.1080/1350178x.2013.801561
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Review of Behavioral Finance / Nov 01, 2011
(2011). Review of Behavioral Finance, 3(2). https://doi.org/10.1002/rbf.v3.2
CRYPTO-CURRENCIES TRADING AND ENERGY CONSUMPTION
International Journal of Energy Economics and Policy / Mar 15, 2020
Schinckus, C., Nguyen, C. P., & Ling, F. C. H. (2020). CRYPTO-CURRENCIES TRADING AND ENERGY CONSUMPTION. International Journal of Energy Economics and Policy, 10(3), 355–364. https://doi.org/10.32479/ijeep.9258
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
A quantitative turn in the historiography of economics?
Journal of Economic Methodology / Oct 02, 2018
Edwards, J., Giraud, Y., & Schinckus, C. (2018). A quantitative turn in the historiography of economics? Journal of Economic Methodology, 25(4), 283–290. https://doi.org/10.1080/1350178x.2018.1529133
Are Bitcoin and Ether Affected by Strictly Anonymous Crypto-Currencies? An Exploratory Study
Economics, Management, and Financial Markets / Jan 01, 2021
Are Bitcoin and Ether Affected by Strictly Anonymous Crypto-Currencies? An Exploratory Study. (2021). Economics, Management, and Financial Markets, 16(4), 9. https://doi.org/10.22381/emfm16420211
Institutional quality and risk in the banking system
Journal of Economics, Finance and Administrative Science / Jun 15, 2021
Canh, N. P., Schinckus, C., Su, T. D., & Chong, F. H. L. (2021). Institutional quality and risk in the banking system. Journal of Economics, Finance and Administrative Science, 26(51), 22–40. https://doi.org/10.1108/jefas-01-2020-0012
The spillover effects of economic policy uncertainty on financial markets: a time-varying analysis
Studies in Economics and Finance / Jun 12, 2020
Nguyen, C. P., Su, T. D., Wongchoti, U., & Schinckus, C. (2020). The spillover effects of economic policy uncertainty on financial markets: a time-varying analysis. Studies in Economics and Finance, 37(3), 513–543. https://doi.org/10.1108/sef-07-2019-0262
ECONOMIC FLUCTUATIONS AND THE SHADOW ECONOMY: A GLOBAL STUDY
Global Economy Journal / Sep 01, 2020
NGUYEN, C. P., SCHINCKUS, C., & THANH, D. S. (2020). ECONOMIC FLUCTUATIONS AND THE SHADOW ECONOMY: A GLOBAL STUDY. Global Economy Journal, 20(03). https://doi.org/10.1142/s2194565920500153
ECONOMIC FLUCTUATIONS AND THE SHADOW ECONOMY: A GLOBAL STUDY
Global Economy Journal / Sep 01, 2020
NGUYEN, C. P., SCHINCKUS, C., & THANH, D. S. (2020). ECONOMIC FLUCTUATIONS AND THE SHADOW ECONOMY: A GLOBAL STUDY. Global Economy Journal, 20(03). https://doi.org/10.1142/s2194565920500153
Cryptocurrencies’ hashrate and electricity consumption: evidence from mining activities
Studies in Economics and Finance / Feb 28, 2022
Schinckus, C., Nguyen, C. P., & Chong, F. H. L. (2022). Cryptocurrencies’ hashrate and electricity consumption: evidence from mining activities. Studies in Economics and Finance, 39(3), 524–546. https://doi.org/10.1108/sef-08-2021-0342
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
GLOBAL EMISSIONS: A NEW CONTRIBUTION FROM THE SHADOW ECONOMY
International Journal of Energy Economics and Policy / May 01, 2019
Canh, N. P., Thanh, S. D., Schinckus, C., Bensemann, J., & Thanh, L. T. (2019). GLOBAL EMISSIONS: A NEW CONTRIBUTION FROM THE SHADOW ECONOMY. International Journal of Energy Economics and Policy, 9(3), 320–337. https://doi.org/10.32479/ijeep.7244
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
What can econophysics contribute to financial economics?
International Review of Economics / Feb 06, 2011
Schinckus, C. (2011). What can econophysics contribute to financial economics? International Review of Economics, 58(2), 147–163. https://doi.org/10.1007/s12232-011-0115-z
Catherine Tucker
Advertising & Economics Professor at MIT
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Most Relevant Publications (2+)
94 total publications
The economics of advertising and privacy
International Journal of Industrial Organization / May 01, 2012
Tucker, C. E. (2012). The economics of advertising and privacy. International Journal of Industrial Organization, 30(3), 326–329. https://doi.org/10.1016/j.ijindorg.2011.11.004
Heterogeneity and the dynamics of technology adoption
Quantitative Marketing and Economics / Aug 11, 2011
Ryan, S. P., & Tucker, C. (2011). Heterogeneity and the dynamics of technology adoption. Quantitative Marketing and Economics, 10(1), 63–109. https://doi.org/10.1007/s11129-011-9109-0
Wesley R. Hartmann
The John G. McCoy-Banc One Corporation Professor of Marketing
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Most Relevant Publications (4+)
26 total publications
Do frequency reward programs create switching costs? A dynamic structural analysis of demand in a reward program
Quantitative Marketing and Economics / Dec 05, 2007
Hartmann, W. R., & Viard, V. B. (2007). Do frequency reward programs create switching costs? A dynamic structural analysis of demand in a reward program. Quantitative Marketing and Economics, 6(2), 109–137. https://doi.org/10.1007/s11129-007-9035-3
Intertemporal effects of consumption and their implications for demand elasticity estimates
Quantitative Marketing and Economics / Oct 27, 2006
Hartmann, W. R. (2006). Intertemporal effects of consumption and their implications for demand elasticity estimates. Quantitative Marketing and Economics, 4(4), 325–349. https://doi.org/10.1007/s11129-006-9012-2
Advertising competition in presidential elections
Quantitative Marketing and Economics / Mar 01, 2016
Gordon, B. R., & Hartmann, W. R. (2016). Advertising competition in presidential elections. Quantitative Marketing and Economics, 14(1), 1–40. https://doi.org/10.1007/s11129-016-9165-6
Quality vs. variety: Trading larger screens for more shows in the era of digital cinema
Quantitative Marketing and Economics / Jun 01, 2015
Rao, A., & Hartmann, W. R. (2015). Quality vs. variety: Trading larger screens for more shows in the era of digital cinema. Quantitative Marketing and Economics, 13(2), 117–134. https://doi.org/10.1007/s11129-015-9156-z
Sridhar Narayanan
Professor of Marketing, Stanford University Graduate School of Business
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32 total publications
The role of self selection, usage uncertainty and learning in the demand for local telephone service
Quantitative Marketing and Economics / Feb 13, 2007
Narayanan, S., Chintagunta, P. K., & Miravete, E. J. (2007). The role of self selection, usage uncertainty and learning in the demand for local telephone service. Quantitative Marketing and Economics, 5(1), 1–34. https://doi.org/10.1007/s11129-006-9015-z
An empirical analysis of individual level casino gambling behavior
Quantitative Marketing and Economics / Aug 17, 2011
Narayanan, S., & Manchanda, P. (2011). An empirical analysis of individual level casino gambling behavior. Quantitative Marketing and Economics, 10(1), 27–62. https://doi.org/10.1007/s11129-011-9110-7
Bayesian estimation of discrete games of complete information
Quantitative Marketing and Economics / Oct 10, 2012
Narayanan, S. (2012). Bayesian estimation of discrete games of complete information. Quantitative Marketing and Economics, 11(1), 39–81. https://doi.org/10.1007/s11129-012-9127-6
Anindya Ghose
Heinz Riehl Chair Professor of Business, NYU Stern
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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
Ryan Howell
Professor of Psychology, Department of Psychology, San Francisco State University
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66 total publications
A Brief Money Management Scale and Its Associations With Personality, Financial Health, and Hypothetical Debt Repayment
Journal of Financial Counseling and Planning / Jan 01, 2017
Ksendzova, M., Donnelly, G. E., & Howell, R. T. (2017). A Brief Money Management Scale and Its Associations With Personality, Financial Health, and Hypothetical Debt Repayment. Journal of Financial Counseling and Planning, 28(1), 62–75. https://doi.org/10.1891/1052-3073.28.1.62
Jennifer Aaker
General Atlantic Professor, Stanford University
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Other Research Interests (37)
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Most Relevant Publications (1+)
79 total publications
Second Mover Advantage and Entry Timing
The Journal of Industrial Economics / Sep 01, 2012
Tran, V. D., Sibley, D. S., & Wilkie, S. (2012). Second Mover Advantage and Entry Timing. The Journal of Industrial Economics, 60(3), 517–535. https://doi.org/10.1111/j.1467-6451.2012.00490.x
Emily Owens
Professor, Department of Criminology, Law and Society
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Other Research Interests (49)
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Most Relevant Publications (6+)
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
Immigration, Employment Opportunities, and Criminal Behavior
American Economic Journal: Economic Policy / May 01, 2018
Freedman, M., Owens, E., & Bohn, S. (2018). Immigration, Employment Opportunities, and Criminal Behavior. American Economic Journal: Economic Policy, 10(2), 117–151. https://doi.org/10.1257/pol.20150165
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
The effectiveness and effects of alcohol regulation: evidence from India
IZA Journal of Development and Migration / Jan 31, 2019
Luca, D. L., Owens, E., & Sharma, G. (2019). The effectiveness and effects of alcohol regulation: evidence from India. IZA Journal of Development and Migration, 9(1). https://doi.org/10.1186/s40176-018-0139-1
Dan Baack
Professor at the University of Denver
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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