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Rozeff, Michael S.
 SSRN Author Rank: 501 by Downloads
 Professor Emeritus
 

SUNY at Buffalo - Department of Financial & Managerial Economics


 Buffalo, NY 14260
 United States
 email address

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. Rozeff, Michael S.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
21,016		 Total
Citations
538
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Growth, Beta and Agency Costs as Determinants of Dividend Payout Ratios | Show Abstract | Download |
Journal of Financial Research, Vol. 5, No. 3, pp. 249-259, Fall 1982
Accepted Paper Series
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 Oct 05
5,482
(464) 		101
2.  
Dividend Yields Are Equity Risk Premiums | Show Abstract | Download |
Journal of Portfolio Management, pp. 68-75, Fall 1984
Accepted Paper Series
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 Oct 05
1,283
(6,149) 		59
3.  
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
06 Jun 06
Last Revised:
02 Aug 09
1,070
(8,322) 		 
4.  
How Corporations Set Their Dividend Payout Ratios | Show Abstract | Download |
Chase Financial Quarterly, pp. 69-83, Winter 1982
Accepted Paper Series
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 May 06
847
(12,075) 		1
5.  
Nayar, Nandkumar
Lehigh University - College of Business & Economics
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 May 06
770
(13,944) 		 
6.  
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
O'Connor, Philip F.
University of Auckland - Department of Accounting and Finance
Posted:
23 Apr 02
765
(14,084) 		1
7.  
Dividend Policies in Practice: Is There an Industry Effect? | Show Abstract | Download |
Quarterly Journal of Business and Economics, Vol. 32, No. 4, Autumn 1993
Accepted Paper Series
Dempsey, Stephen J.
University of Vermont - School of Business Administration
Laber, Gene
affiliation not provided to SSRN
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
23 May 06
688
(16,454) 		6
8.  
Market Efficiency and Insider Trading: New Evidence | Show Abstract | Download |
Journal of Business, January, pp. 25-44, 1988
Accepted Paper Series
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Zaman, Mir A.
University of Northern Iowa - Department of Finance
Posted:
22 May 06
612
(19,454) 		79
9.  
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
O'Connor, Philip F.
University of Auckland - Department of Accounting and Finance
Posted:
16 Oct 00
513
(24,709) 		 
10.  
Size and Earnings/Price Ratio Anomalies: One Effect or Two? | Show Abstract | Download |
Journal of Financial and Quantitative Analysis, Vol. 19, No. 4, December 1984
Accepted Paper Series
Cook, Thomas J.
University of Denver - Daniels College of Business
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
23 May 06
486
(26,492) 		9
11.  
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 May 06
444
(29,844) 		 
12.  
The Money Supply And The Stock Market | Show Abstract | Download |
Financial Analysts Journal, pp. 18-26, September/October 1975
Accepted Paper Series
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
13 Oct 05
444
(29,932) 		 
13.  
Naidu, G. N.
College of Business Finance, Insurance, and Law
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
23 May 06
398
(34,282) 		9
14.  
Collins, Daniel W.
University of Iowa - Department of Accounting
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Dhaliwal, Dan S.
University of Arizona - Department of Accounting
Posted:
23 May 06
393
(34,842) 		12
15.  
The Three-Phase Dividend Discount Model and the ROPE Model | Show Abstract | Download |
Journal of Portfolio Management, pp. 36-42, Winter 1990
Accepted Paper Series
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 Oct 05
380
(36,343) 		 
16.  
Univariate Time-Series Models of Quarterly Accounting Earnings per Share: A Proposed Model | Show Abstract | Download |
Journal of Accounting Research, Vol. 17, No. 1, Spring 1979
Accepted Paper Series
Brown, Lawrence D.
Temple University
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
23 May 06
355
(39,473) 		37
17.  
Adaptive Expectations, Time-Series Models, and Analyst Forecast Revision | Show Abstract | Download |
Journal of Accounting Research, Vol. 17, No. 2, Autumn 1979
Accepted Paper Series
Brown, Lawrence D.
Temple University
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
23 May 06
313
(45,922) 		7
18.  
Money and Stock Prices | Show Abstract | Download |
Journal of Financial Economics, Vol. 1, 1974
Accepted Paper Series
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
23 May 06
304
(47,461) 		5
19.  
Brown, Lawrence D.
Temple University
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
23 May 06
302
(47,869) 		59
20.  
The Corporate Sell-Off | Show Abstract | Download |
Midland Corporate Finance Journal, pp. 17-26, Summer 1984
Accepted Paper Series
Linn, Scott C.
University of Oklahoma - Michael F. Price College of Business
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 May 06
286
(51,025) 		7
21.  
Predicting Long-Term Earnings Growth: Comparisons of Expected Return Models, Submartingales and Value Line Analysts | Show Abstract | Download |
Michael S. Rozeff, Predicting Long-Term Earnings Growth: Comparisons of Expected Return Models, Submartingales and Value Line Analysts, John Wiley & Sons Limited (Reproduced with permission), Vol. 2, No. 4, pp. 425-435, 1983
Accepted Paper Series
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
12 Oct 05
277
(52,919) 		5
22.  
Overreaction and Insider Trading: Evidence from Growth and Value Portfolios | Show Abstract | Download |
Journal of Finance, Vol. 23, No. 2, April 1998
Accepted Paper Series
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Zaman, Mir A.
University of Northern Iowa - Department of Finance
Posted:
19 May 06
274
(53,541) 		75
23.  
The Effect of Voluntary Spin-Offs on Stock Prices: The Anergy Hypothesis | Show Abstract | Download |
Advances in Financial Planning and Forecasting, pp. 265-292, 1985
Accepted Paper Series
Linn, Scott C.
University of Oklahoma - Michael F. Price College of Business
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 May 06
271
(54,212) 		 
24.  
Lump-Sum Investing versus Dollar-Averaging | Show Abstract | Download |
Journal of Portfolio Management, pp. 45-50, Winter 1994
Accepted Paper Series
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 Oct 05
264
(55,829) 		3
25.  
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 May 06
225
(66,365) 		 
26.  
Park, Sangsoo
Kyunghee University
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 May 06
220
(67,941) 		4
27.  
The Wealth Effects of Company Initiated Management Changes | Show Abstract | Download |
Journal of Financial Economics, Vol. 18, 1987
Accepted Paper Series
Furtado, Eugene P. H.
University of San Diego
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
23 May 06
207
(72,311) 		29
28.  
Ratings, Commercial Paper, and Equity Returns | Show Abstract | Download |
Journal of Finance, Vol. 49, No. 4, September 1994
Accepted Paper Series
Nayar, Nandkumar
Lehigh University - College of Business & Economics
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 May 06
206
(72,701) 		8
29.  
Reflections on Insider Trading | Show Abstract | Download |
Financial Analysts Journal, Vol. 45, No. 6, pp. 12-15, 1989
Accepted Paper Series
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 May 06
193
(77,561) 		 
30.  
Closed-End Fund Discounts and Premiums | Show Abstract | Download |
Pacific-Basin Capital Markets Research, Vol. 2, 1991
Accepted Paper Series
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
23 May 06
190
(78,697) 		2
31.  
Insider Trading: What We Know and What We Don't Know | Show Abstract | Download |
THE ETHICS OF ORGANIZATIONAL TRANSFORMATION: MERGERS, TAKEOVERS AND CORPORATE RESTRUCTURING, Quorum, 1988
Accepted Paper Series
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
23 May 06
189
(79,107) 		 
32.  
Modified Double Leverage - A New Approach | Show Abstract | Download |
Public Utilities Fortnightly, pp. 31-36, March 31, 1983 (Posted with permission from the March 31, 1983 issue of Public Utilities Fortnightly. Public Utilities Reports, Inc. Copyright 1983. All rights reserved. Additional photocopying or electric transmission is prohibited.)
Accepted Paper Series
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
17 Oct 05
187
(79,980) 		 
33.  
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
07 Nov 09
178
(83,771) 		 
34.  
Are Gain and Loss Respectable? | Show Abstract | Download |
Journal of Portfolio Management, pp. 61-69, Summer 2002
Accepted Paper Series
O'Connor, Philip F.
University of Auckland - Department of Accounting and Finance
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
22 May 06
176
(84,694) 		 
35.  
Brown, Lawrence D.
Temple University
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
23 May 06
159
(92,997) 		8
36.  
Naidu, G. N.
College of Business Finance, Insurance, and Law
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 May 06
150
(98,055) 		 
37.  
Coskewness, Dividend Yield and Capital Asset Pricing | Show Abstract | Download |
Journal of Financial Research, Vol. VII, No. 3, Fall 1984
Accepted Paper Series
Cook, Thomas J.
University of Denver - Daniels College of Business
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
13 Oct 05
146
(100,415) 		 
38.  
Variance, Return, and High-Low Price Spreads | Show Abstract | Download |
Journal of Financial Research, Vol. 17, No. 3, Fall 1994
Accepted Paper Series
Lin, Ji-Chai
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
23 May 06
136
(106,667) 		2
39.  
The SEC's Rejection of SFAS No. 19: Tests of Market Price Reversal | Show Abstract | Download |
The Accounting Review, Vol. 57, No. 1, pp. 1-17, January 1982
Accepted Paper Series
Collins, Daniel W.
University of Iowa - Department of Accounting
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Salatka, William K
Wilfrid Laurier University - School of Business & Economics
Posted:
19 Oct 05
128
(112,137) 		2
40.  
The Speed of Adjustment of Prices to Private Information: Empirical Tests | Show Abstract | Download |
Journal of Financial Research, Vol. 18, No. 2, Summer 1995
Accepted Paper Series
Lin, Ji-Chai
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
23 May 06
125
(114,358) 		2
41.  
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
22 May 06
120
(118,217) 		 
42.  
Do Specialists' Short Sales Predict Returns? | Show Abstract | Download |
Journal of Portfolio Management, pp. 59-63, Spring 1987
Accepted Paper Series
Bowlin, Lyle
University of Iowa
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 May 06
103
(132,610) 		 
43.  
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
13 Oct 05
101
(134,396) 		 
44.  
Stock Market Regulation in the Pacific Basin: Lessons from U.S. Experience | Show Abstract | Download |
Pacific-Basin Capital Markets Research, Vol. 1, 1990
Accepted Paper Series
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
23 May 06
94
(141,159) 		 
45.  
Capital Market Behavior and Operational Announcements of Layoffs, Operation Closings, and Pay Cuts | Show Abstract | Download |
Review of Quantitative Finance and Accounting, Vol. 3, 1993
Accepted Paper Series
Lin, Ji-Chai
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
23 May 06
88
(147,442) 		5
46.  
Kinney, Jr., William R.
University of Texas at Austin - Department of Accounting
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 May 06
88
(147,442) 		 
47.  
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
01 Jul 09
Last Revised:
02 Jul 09
78
(158,955) 		 
48.  
Price Adjustment Delays and Arbitrage Costs: Evidence from the Behavior of Convertible Preferred Prices | Show Abstract | Download |
Journal of Financial and Quantitative Analysis, Vol. 30, No. 1, March 1995
Accepted Paper Series
Lin, Ji-Chai
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 May 06
78
(158,955) 		2
49.  
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 May 06
62
(180,923) 		 
50.  
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 May 06
60
(184,042) 		 
51.  
Gain, Loss, And Two-State Modeling | Show Abstract | Download |
Review of Quantitative Finance and Accounting, Vol. 18, pp. 39-58, 2002
Accepted Paper Series
O'Connor, Philip F.
University of Auckland - Department of Accounting and Finance
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
18 Oct 05
57
(188,818) 		 
52.  
The Association Between Firm Risk and Wealth Transfers Due to Inflation | Show Abstract | Download |
Journal of Financial and Quantitative Analysis, June 1977
Accepted Paper Series
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
23 May 06
51
(198,916) 		 
53.  
Stock Splits: Evidence From Mutual Funds | Show Abstract |
Journal of Finance, Vol. 53, No. 1, pp. 335-349, February 1998
Accepted Paper Series
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 May 06
 
54.  
Long-run Performance after Stock Splits: 1927 to 1996 | Show Abstract |
Journal of Finance, Vol. 58, pp. 1063-1086, June 2003
Accepted Paper Series
Byun, Jinho
Ewha Womans University - College of Business Administration
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Posted:
19 Aug 03
 
55.  
Record Date, When-Issued and Ex-Date Effects in Stock Splits | Show Abstract |
Journal of Financial and Quantitative Analysis, March 2001
Accepted Paper Series
Rozeff, Michael S.
SUNY at Buffalo - Department of Financial & Managerial Economics
Nayar, Nandkumar
University of Oklahoma
Posted:
05 Mar 01
 

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