WCRFS: 08

Archives

The following papers have received support from the Whitcomb Center and have been accepted for presentation at a major conference. To view the most recent papers, please click here.

 

WCRFS: 08-01
Accounting Information Quality, Stock Returns, and Macroeconomic Conditions
Authors: Dongcheol Kim, Korea University, and Yaxuan Qi, Concordia University

WCRFS: 08-02
Price Momentum and Earning Surprises
Author: Dongcheol Kim, Korea University

WCRFS: 08-03
Information Uncertainty Risk and Seasonality in International Stock Returns
Author: Dongcheol Kim, Korea University

WCRFS: 08-04
The Joint Impact of Corporate Governance Mechanisms on Firm Performance and Each Other
Authors: Ivan E. Brick, Rutgers University, Darius Palia, Rutgers University, and Chia-Jane Wang, Manhattan College

WCRFS: 08-05
Corporate Governance and Firm Performance: Evidence from Large Governance Changes
Authors: N. K. Chidambaran, Rutgers University, Darius Palia, Rutgers University and Yudan Zheng, Rutgers University

WCRFS: 08-06
Analysis of Discrimination in Prime and Subprime Mortgage Markets
Authors: Darius Palia, Rutgers University and Wei Yu, California State Polytechnic University

WCRFS: 08-07
The Empirical Importance of Background Risks
Authors: Darius Palia, Rutgers University, Yaxuan Qi, Concordia University

WCRFS: 08-08
Evidence that Companies are not Analyzing Goodwill for Impairment as Required by SFAS142
Author:  David E. Vance, Rutgers University-Camden

WCRFS: 08-09
Changes in Asset Turnover and Profit Margin as Signals of Earnings Management
Authors: Ivo Ph. Jansen, Rutgers University-Camden, Sundaresh Ramnath, University of Miami, and Teri Yohn, Indiana University

WCRFS: 08-10
Diversification to Mitigate Expropriation in the Tobacco Industry
Authors:  Messod Beneish, Indiana University, Ivo Ph. Jansen, Rutgers University-Camden, Melissa Lewis, University of Utah, and Nathan Stuart, University of South Florida

WCRFS: 08-11
Explaining the Volatility Smile: Reduced-Form vs. Structural Option Models
Authors: Ren Raw Chen, Rutgers University, Hsuan-Chu Lin, National Cheng-Kung University, and Oded Palmon, Rutgers University

WCRFS: 08-12
Where Did All the Information Go? Trade in the Corporate Bond Market
Authors: Tavy Ronen, Rutgers University, and Xing Zhou, Rutgers University

WCRFS: 08-13
Underpricing and Ex-Post Value Uncertainty
Authors: Sonia Falconieri, Brunei University, Albert Murphy, College at Old Westbury, SUNY, and Daniel G. Weaver, Rutgers University

WCRFS: 08-14
Removing Biases in Computed Returns
Authors:  Lawrence Fisher, Rutgers University, and Daniel G. Weaver, Rutgers University

WCRFS: 08-15
Pricing the Term Structure of Inflation Risk Premia: Theory and Evidence
Authors: Ren Raw Chen, Rutgers University, Bo Liu, Citigroup Global Market, Inc., and Xiaolin Cheng, Moody's Investor Services

WCRFS: 08-16
On the Determinants of Bankruptcy Prediction
Authors: Ren Raw Chen, Rutgers University, Shing-yang Hu, National Taiwan University, and Ging-Ging Pan, National Ping-Tung University of Sciences and Technology

WCRFS: 08-17
Can Default-Free Bonds Hedge the Marginal Utility of Consumption
Authors: Richard A. Michelfelder, Rutgers University, Camden, and Eugene A. Pilotte, Rutgers University, Camden

WCRFS: 08-18
Robust Estimation with Flexible Parametric Distributions: Estimation of Utility Stock Betas
Authors: James B. McDonald, Brigham Young University, Richard A. Michelfelder, Rutgers University, Camden, and Panayiotis Theodossiou, Rutgers University, Camden

WCRFS: 08-19
Evaluation of Robust Regression Estimation Methods and Intercept Bias: Application to the Capital Asset Pricing Model
Authors: James B. McDonald, Brigham Young University, Richard A. Michelfelder, Rutgers University, Camden, and Panayiotis Theodossiou, Rutgers University, Camden

WCRFS: 08-20
Cournot Competition and Endogenous Firm Size
Authors: Francesco Saraceno, Observatoire Francais des Conjonctures Economiques, and Jason Barr, Rutgers University-Newark

WCRFS: 08-21
Optimal Transaction Filters under Transitory Trading: Theory and Empirical Illustration
Authors: Ronald Balvers, University of West Virginia, and Yangru Wu, Rutgers University

WCRFS: 08-22
The Notching Rule for Subordinated Debt and the Information Content of Debt Rating
Authors: Kose John, New York University, S. Abraham Ravid, Rutgers University and Natalia Reisel, Southern Methodist University

WCRFS: 08-23
The Role of Soft and Hard Information in the Pricing of Asset and Contract Design -- Evidence from Screenplay Sales
Authors: William N. Goetzmann, Yale University, S. Abraham Ravid, Rutgers University, Ronald Sverdlove, New Jersey Institute of Technology, and Vincente Pons-Sanz, Renaissance Capital, London

WCRFS: 08-24
Stock Market Response to Changes in Movies Opening Dates
Authors: Liran Einav, Stanford University, and S. Abraham Ravid, Rutgers University