Ivan E. Brick

Publications with PhD Students and Alumni:

“Simultaneous Estimation of Compensation, Leverage, and Board Characteristics on Firm Value,” (working paper with Darius Palia and Chia-Jane Wang).  Presented at the 2002 Financial Management Association Annual Meeting.

“Asymmetric Information Concerning the Variance of Cash Flows: The Capital Structure Choice,” (with Michael Frierman and Yuki Kim), International Economic Review, August 1998, pp. 745-761.

"Calculating the Cost of Capital of an Unlevered Firm for use in Project Evaluation," Review of Quantitative Financing Accounting, (with DanWeaver), September 1997, pp. 111-29.

"Event Studies and Model Misspecification: Another Look at the Benefits of Outsiders from Public Information about Insider Trading," Journal of Business Finance and Accounting, Summer 1989, (with Meir Statman and Daniel G. Weaver), pp. 399-424.

"A Comparison of Capital Budgeting Techniques in Identifying Profitable Investments," Financial Management, Winter 1984 (with Daniel G. Weaver), pp. 29-39.

"Tax Incentives and Financial Innovation: The Case of Zero-Coupon Bonds," Financial Review, November 1983 (with Lawrence Fisher and Francis Ng), pp. 292-305.

"Financial Motives in Conglomerate Mergers: An Empirical Test," Mergers and Acquisitions, Edited by M. Keenan and L. White, Lexington Press, 1982 (with Lawrence Haber and Daniel G. Weaver), pp. 205-221. An updated version of this paper, "An Empirical Examination of the Diversification Effect in Conglomerate Mergers," is published in the Proceedings of the American Institute of Decision Science National Meetings, 1983.

“Stock Price response to calls of Convertible Bonds: Still a Puzzle,” (with Dilip Patro and Oded Palmon), to be presented at the Financial Management Association Meetings, Chicago, Il, October 2005.

“Corporate Acquisitions, Diversification, and Executive Turnover,” (with John Manley and Eleni Mariola), presented at the Financial Management Association Meetings, October 2003, and Southern Finance Association Meetings, November 2004).

“Returns to Bidding Firms and Neutralization of the Co-Insurance Effect,” with John Manley.  Presented at the Eastern Finance Association Meetings, Panama City, Florida, April 1997."Returns to Bidding Firms and Neutralization of the Co-Insurance Effect,” presented at the Southern Finance Association Meetings, Key West, Florida, November 1999 and at the Financial Management Association Meetings, Seattle, October 2000.

"A Comparison of Capital Budgeting Techniques in Ranking Projects," presented at the Financial Management Association Meetings, October 1989 (with Daniel Weaver).

"Expected Inflation, Taxes and Models of Interest Rates," presented at the American Finance Association Meetings, December 1984 (with William Fung and Francis Ng).

"A Comparison of Capital Budgeting Techniques in Identifying Profitable Investments," presented at the Eastern Finance Association Meetings, April 1983 (with Daniel G. Weaver). An abstract of this paper is published in the proceedings of the Eastern Finance Associate Meetings.

"An Empirical Examination of the Divisification Effect in Conglomerate Mergers," presented at the American Institute of Decision Sciences National Meetings, San Antonio, Texas, November 1983 (with Lawrence Haber and Daniel G. Weaver).

"Taxes, Inflation and Capital Structure Theory," presented at the ORSA/TIMS Joint National Meetings, November 1983 (with William Fung and Francis Ng).

Brick, Ivan, Longo, John, and Qi, Yaxuan, August 2003, Global Financial Markets Modules---- Capital Asset Pricing Model (CAPM); - web publication http://www.google.com/search?q=cache:PVxcplqTjBYJ:business.rutgers.edu/cs/modules/CAPMModuleFinal.pd...

Brick, Ivan, Longo, John, and Qi, Yaxuan, August 2003, Global Financial Markets Modules---- Efficient Frontier – web publication http://www.google.com/search?q=cache:vWK7wEEwu2oJ:business.rutgers.edu/cs/modules/EffFront-Final.pdf...

Brick, Ivan, Longo, John, and Qi, Yaxuan, August 2003, Global Financial Markets Modules---- Options – web publication http://www.google.com/search?q=cache:fA_0Xy3lfiYJ:business.rutgers.edu/cs/modules/OptionsModule-Fina...

Brick, Ivan, Longo, John, and Qi, Yaxuan, August 2003, Global Financial Markets Modules---- Systematic Risk (Market Model) – web publication http://www.google.com/search?q=cache:vWK7wEEwu2oJ:business.rutgers.edu/cs/modules/EffFront-Final.pdf...

Brick, Ivan, Longo, John, and Qi, Yaxuan, August 2003, Global Financial Markets Modules---- Ratio Analysis – web publication http://www.google.com/search?q=cache:5M1nPW5LmV4J:business.rutgers.edu/cs/modules/ratios-final2.pdf+...

Dissertations Supervised:

Name: Hertz, Sarah
Graduation Date: 2011/October
Thesis Title: Implications of Pension and Other Post Retirement Benefit (OPRB) Recognition Biases on Leverage Ratio Components

Name: Wang, Chia-Jane
Graduation Date: 2004/May
Thesis Title: CEO Compensation, Leverage and Corporate Board, and their Joint Impact on Firm Performance

Name: Li, Feng
Graduation Date: 2003/October
Thesis Title: Market Reaction to Earning Forecast Revisions; An Intraday Anaylsis

Name: Mark Moore
Graduation Date: 2002/January
Thesis Title: Intangible Asset Valuation using the Feltham-Ohlson Framework and Real Option Analysis: Theory and Empirical Evidence.

Name: Cangemi, Robert
Graduation Date: 2000/October
Thesis Title: An Empirical Investigation of the Role of Private Debt in Corporation Finance

Name: Pagano Michael
Graduation Date: 1999/January
Thesis Title: An Empirical Investigation of the Rationales for Risk-taking and Risk-management Behavior in the U.S. Banking Industry

Name: Mariola, Eleni
Graduation Date: 1997/May
Thesis Title: Determinants of the Choice of Financial Instruments: An Empirical Investigation.

Name: Manley, John
Graduation Date: 1996/May
Thesis Title: Cross Sectional Determinants of the Merger Premium.

Name: Mahajan, Lal
Graduation Date: 1994/October
Thesis Title: Announcement Effects of Convertible and Straight Debt Issues on Relative Stock Prices.

Name: Roy, Lynn
Graduation Date: 1994/October
Thesis Title: Voluntary Corporate Asset Sales: Sources of Wealth Gains to Acquiring and Divesting Firms' Shareholders

Name: Kim, Yu Kyung
Graduation Date: 1992/May
Thesis Title: Information Effects of Corporate Debt Offerings and Dividend Changes: Theory and Empirical Evidence

Name: Naik, Kiran
Graduation Date: 1991/October
Thesis Title: Stock Dividends and Cash Dividends as Signals of Firm Value

Name: Ebeid, Said
Graduation Date: 1985/May
Thesis Title: Ownership Structure, Agency Costs and Departure form Value Maximization