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Swan, Peter L.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
11,476 |
Total
Citations
121 |
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1.
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Brown, Stephen J.
New York University - Stern School of Business Swan, Peter L.
University of New South Wales (UNSW) Steenbeek, Onno W.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Gallagher, David R.
Centre for International Finance and Regulation
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928
(10,417)
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18
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Prospect Theory, Disposition Effect, Risk management; Performance evaluation; Window dressing
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2.
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Swan, Peter L.
University of New South Wales (UNSW)
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778
(13,725)
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2
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equity premium, asset prices, liquidity, trading, transaction cost, amortized spread.
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3.
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Garvey, Gerald T.
Barclays Global Investors Swan, Peter L.
University of New South Wales (UNSW)
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713
(15,587)
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6
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Pay-performance sensitivity, Executive options; Incentives; Liquidity; Information content; Monitoring, Bonus schemes
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4.
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Fong, Kingsley Y. L.
University of New South Wales - School of Banking and Finance Swan, Peter L.
University of New South Wales (UNSW) Madhavan, Ananth
BlackRock, Inc.
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650
(17,797)
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9
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Fragmentation, Off-Market Trading, Transparency, Anonymity, Electronic Communication Networks
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5.
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Swan, Peter L.
University of New South Wales (UNSW)
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529
(23,710)
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1
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Subprime crisis, Government bailouts, Vested interests, Regulatory failure
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6.
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Swan, Peter L.
University of New South Wales (UNSW) Fong, Kingsley Y. L.
University of New South Wales - School of Banking and Finance Gardner, Peter
Plato Investment Management Gallagher, David R.
Centre for International Finance and Regulation
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26 Mar 08
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Last Revised:
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21 Jul 08
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476
(27,212)
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Herding, Informational cascades, Trade sequences, Leader and follower trades
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7.
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The Liquidity Component of the Equity Premium
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Versions (2)
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hide multiple versions |
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Swan, Peter L.
University of New South Wales (UNSW) Levy, André
Australian Prudential Regulation Authority
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Posted:
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23 Mar 07
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Last Revised:
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24 Apr 08
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445
(29,725)
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5
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Swan, Peter L.
University of New South Wales (UNSW) Levy, André
Australian Prudential Regulation Authority
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183
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5
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equity-premium puzzle, asset prices, liquidity, trading, transaction cost
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Levy, Andre
Australian School of Business at UNSW Swan, Peter L.
University of New South Wales (UNSW)
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23 Mar 07
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Last Revised:
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06 Apr 08
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262
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5
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equity-premium puzzle, asset prices, liquidity, trading, transaction cost
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8.
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Sung, Jaeyoung
Ajou University Swan, Peter L.
University of New South Wales (UNSW)
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17 Jun 09
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Last Revised:
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19 Jan 10
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410
(33,073)
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4
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executive pay, firm size, career concern, CEO talent, principal-agent
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9.
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Smith, Gavin
University of New South Wales - School of Banking and Finance Swan, Peter L.
University of New South Wales (UNSW) Gallagher, David R.
Centre for International Finance and Regulation
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394
(34,711)
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Board of Directors, Monitoring, Institutional Investment Behavior
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10.
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Zhou, Xianming
University of Hong Kong - School of Economics and Finance Swan, Peter L.
University of New South Wales (UNSW)
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389
(35,302)
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2
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CEO compensation, disclosure, regulation, contracts, pay levels, pay sensitivity
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11.
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Gallagher, David R.
Centre for International Finance and Regulation Gardner, Peter
Plato Investment Management Swan, Peter L.
University of New South Wales (UNSW)
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23 Nov 08
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Last Revised:
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11 Oct 11
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333
(42,681)
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3
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Informativeness, Market microstructure, Wall Street rule, Swing trading, Monitoring
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12.
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Smith, Gavin
University of New South Wales - School of Banking and Finance Swan, Peter L.
University of New South Wales (UNSW)
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26 Mar 08
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Last Revised:
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06 Jul 12
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322
(44,369)
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4
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Executive compensation, Monitoring, Institutional ownership, Principal-agent, Incentives
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13.
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Executive Pay, Talent and Firm Size
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Sung, Jaeyoung
Ajou University Swan, Peter L.
University of New South Wales (UNSW)
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Posted:
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13 Aug 08
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Last Revised:
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29 Jan 09
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317
(45,225)
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2
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Sung, Jaeyoung
Ajou University Swan, Peter L.
University of New South Wales (UNSW)
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| Posted: |
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25 Aug 08
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Last Revised:
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29 Jan 09
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179
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2
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executive pay, firm size, career concern, CEO talent, principal-agent, optimal contract.
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Sung, Jaeyoung
Ajou University Swan, Peter L.
University of New South Wales (UNSW)
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| Posted: |
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13 Aug 08
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Last Revised:
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23 Jan 09
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138
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2
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executive pay, firm size, career concern, CEO talent, principal-agent, optimal contract
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14.
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Swan, Peter L.
University of New South Wales (UNSW) Gardner, Peter
Plato Investment Management Gallagher, David R.
Centre for International Finance and Regulation
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| Posted: |
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04 Nov 05
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Last Revised:
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31 Mar 08
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290
(50,155)
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8
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Gaming behavior, Window dressing, Portfolio pumping, Market manipulation
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15.
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Smith, Gavin
University of New South Wales - School of Banking and Finance Swan, Peter L.
University of New South Wales (UNSW)
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| Posted: |
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19 Mar 08
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Last Revised:
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06 Apr 08
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287
(50,783)
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3
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Acquisitions, Capital Expenditures, Incentives, Firm Performance, Risk
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16.
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Smith, Gavin
University of New South Wales - School of Banking and Finance Swan, Peter L.
University of New South Wales (UNSW)
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| Posted: |
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20 Mar 08
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Last Revised:
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06 Apr 08
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284
(51,418)
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3
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Incentives, CEO compensation, Market valuation, Operating performance
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17.
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Owen
affiliation not provided to SSRN Swan, Peter L.
University of New South Wales (UNSW) Westerholm, P. Joakim
The University of Sydney Business School
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260
(56,773)
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2
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Transparency, Opacity, Broker identity, Limit order book, Endogeneity
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18.
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Swan, Peter L.
University of New South Wales (UNSW) Fong, Kingsley Y. L.
University of New South Wales - School of Banking and Finance Madhavan, Ananth
BlackRock, Inc.
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247
(60,016)
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2
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Fragmentation, upstairs trading, crossing networks, liquidity, cream skimming
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19.
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Smith, Gavin
University of New South Wales - School of Banking and Finance Swan, Peter L.
University of New South Wales (UNSW)
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239
(62,174)
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6
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Incentives, CEO compensation, Institutional investor monitoring
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20.
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Ma, Jingyun
Tsinghua University - School of Economics & Management Swan, Peter L.
University of New South Wales (UNSW) Song, Fengming
Tsinghua University - School of Economics & Management
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| Posted: |
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19 Jan 09
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Last Revised:
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15 Jul 10
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226
(66,031)
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Price discovery, Cross-listing, Cointegration, Chinese securities
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21.
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Masulis, Ronald W.
University of New South Wales - Australian School of Business Swan, Peter L.
University of New South Wales (UNSW) Tobiansky, Brett
University of New South Wales
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| Posted: |
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22 Mar 11
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Last Revised:
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11 Jun 12
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224
(66,632)
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M&A, takeover bids, acquisition benefits, acquirer gains, acquisition synergies, targets, bidders, failed bids.iled bids
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22.
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Swan, Peter L.
University of New South Wales (UNSW) Gardner, Peter
Plato Investment Management Gallagher, David R.
Centre for International Finance and Regulation
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| Posted: |
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26 Feb 07
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Last Revised:
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30 Mar 08
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221
(67,589)
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1
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Short-term Trading, Disposition Effect, Portfolio Turnover, Institutional Activism, Monitoring
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23.
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Chen, Brandon
Victoria University of Wellington Swan, Peter L.
University of New South Wales (UNSW)
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| Posted: |
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25 Jan 10
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Last Revised:
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03 Jan 12
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219
(68,216)
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4
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Informativeness, Incentives, Substitutes, CEO pay, Institutional monitoring, Governance through Trading
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24.
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Gallagher, David R.
Centre for International Finance and Regulation Ross, Andrew N.
University of New South Wales (UNSW) Swan, Peter L.
University of New South Wales (UNSW)
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| Posted: |
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31 May 07
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Last Revised:
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24 Sep 08
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217
(68,852)
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Security Timing, Daily Trading, Performance Evaluation
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25.
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Swan, Peter L.
University of New South Wales (UNSW) Westerholm, P. Joakim
The University of Sydney Business School
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216
(69,216)
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4
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Market Design, Exchange trading systems, Transparency, Opacity, Decimalization
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26.
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Swan, Peter L.
University of New South Wales (UNSW) Honeine, Serkan
affiliation not provided to SSRN
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207
(72,287)
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1
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Board monitoring, Incentive alignment, Independent director, Executive director, Firm performance
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27.
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Oetomo, Teddy
University of Sydney - Discipline of Finance Swan, Peter L.
University of New South Wales (UNSW)
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202
(74,121)
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1
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executive pay, firm size, managerial ability, firm performance, cloning hypothesis
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28.
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Swan, Peter L.
University of New South Wales (UNSW) Westerholm, P. Joakim
The University of Sydney Business School
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188
(79,505)
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4
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market design, exchange trading systems, transparency, opacity, decimalization
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29.
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Swan, Peter L.
University of New South Wales (UNSW) Fong, Kingsley Y. L.
University of New South Wales - School of Banking and Finance Lau, Sarah
University of New South Wales (UNSW) - School of Banking and Finance Gallagher, David R.
Centre for International Finance and Regulation
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| Posted: |
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07 Mar 07
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Last Revised:
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30 Mar 08
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181
(82,408)
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5
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portfolio management, capital gains tax, active management
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30.
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Smith, Gavin
University of New South Wales - School of Banking and Finance Swan, Peter L.
University of New South Wales (UNSW)
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| Posted: |
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13 Apr 07
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Last Revised:
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08 May 13
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155
(95,190)
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4
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Executive compensation, Monitoring, Institutional ownership, Principal-agent, Incentives, Concentrated ownership
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31.
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Swan, Peter L.
University of New South Wales (UNSW)
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141
(103,380)
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1
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asset pricing, liquidity, security trading, transactions cost, trading benefits
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32.
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Swan, Peter L.
University of New South Wales (UNSW)
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134
(107,967)
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3
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equity-premium puzzle, asset prices, liquidity, trading, transactions cost
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33.
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Informationless Trading
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
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Brown, Stephen J.
New York University - Stern School of Business Gallagher, David R.
Centre for International Finance and Regulation Steenbeek, Onno W.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Swan, Peter L.
University of New South Wales (UNSW)
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Posted:
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04 Nov 08
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Last Revised:
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23 Dec 08
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123
(115,817)
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Brown, Stephen J.
New York University - Stern School of Business Gallagher, David R.
Centre for International Finance and Regulation Steenbeek, Onno W.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Swan, Peter L.
University of New South Wales (UNSW)
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57
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Informationless Trading, Sharpe Ratios, Performance Evaluation
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Brown, Stephen J.
New York University - Stern School of Business Gallagher, David R.
Centre for International Finance and Regulation Steenbeek, Onno W.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Swan, Peter L.
University of New South Wales (UNSW)
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66
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Informationless Trading, Sharpe Ratios, Performance Evaluation
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34.
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Brown, Stephen J.
New York University - Stern School of Business Swan, Peter L.
University of New South Wales (UNSW) Gallagher, David R.
Centre for International Finance and Regulation Steenbeek, Onno W.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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111
(125,533)
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Performance measurement, market timing measures, disposition effect, overlay strategies
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35.
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Levy, Andre
Australian School of Business at UNSW Swan, Peter L.
University of New South Wales (UNSW)
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107
(128,985)
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36.
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Gallagher, David R.
Centre for International Finance and Regulation Gardner, Peter
Plato Investment Management Swan, Peter L.
University of New South Wales (UNSW)
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89
(146,349)
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2
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informativeness, voting with your feet, Wall Street rule, churning, governance
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37.
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Sung, Jaeyoung
Ajou University Swan, Peter L.
University of New South Wales (UNSW)
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71
(168,098)
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CEO pay, firm size, track-record, talent, principal-agent
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38.
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Swan, Peter L.
University of New South Wales (UNSW) Westerholm, P. Joakim
The University of Sydney Business School
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| Posted: |
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20 Aug 12
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Last Revised:
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08 May 13
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51
(198,826)
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Bubbles, Positive Feedback, Contrarian, Rational Expectations, Households
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39.
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Chen, Brandon
Victoria University of Wellington Swan, Peter L.
University of New South Wales (UNSW)
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40
(219,987)
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Wall Street Rule, Institutional investor monitoring, Firm performance, Corporate governance
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40.
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Merhebi, Rachel
The University of Sydney Business School Swan, Peter L.
University of New South Wales (UNSW) Pattenden, Kerry R.
The University of Sydney Business School Zhou, Xianming
University of Hong Kong - School of Economics and Finance
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34
(233,387)
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11
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41.
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Levy, André
Australian Prudential Regulation Authority Swan, Peter L.
University of New South Wales (UNSW)
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21
(271,910)
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market microstructure, uniqueness, market power, Kyle model, market impact
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42.
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Bernstam, Michael S.
Stanford University - The Hoover Institution on War, Revolution and Peace Swan, Peter L.
University of New South Wales (UNSW)
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7
(319,872)
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single-motherhood, labor-market, teenage women, joblessness, minimum-wage
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43.
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Aitken, Michael J.
University of New South Wales (UNSW) - School of Banking and Finance Swan, Peter L.
University of New South Wales (UNSW) Garvey, Gerald T.
Barclays Global Investors
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44.
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Garvey, Gerald T.
Barclays Global Investors Swan, Peter L.
University of New South Wales (UNSW) McCorry , Michael S.
affiliation not provided to SSRN
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