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University of Illinois at Chicago College of Business Administration Research Paper Series

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Viewing: 1 - 50 of 131 papers

1.

Why are Put Options so Expensive?

Quarterly Journal of Finance, Vol. 4, 1450015 [50 pages], 2014
Number of pages: 40 Posted: 29 Apr 2003 Last Revised: 06 Apr 2015
Working Paper Series
University of Illinois at Chicago - Department of Finance
Downloads 4,417
2.

Corporate Social Responsibility: International Perspectives

Number of pages: 13 Posted: 16 May 2006
Working Paper Series
University of Illinois at Chicago, University at Albany, SUNY and Cornell University - School of Industrial and Labor Relations
Downloads 3,149
3.

Market Price of Variance Risk and Performance of Hedge Funds

AFA 2006 Boston Meetings Paper
Number of pages: 50 Posted: 08 Nov 2005
Working Paper Series
University of Illinois at Chicago - Department of Finance
Downloads 2,298
4.

Stock Market Volatility and Economic Factors

Review of Quantitative Finance and Accounting
Number of pages: 36 Posted: 30 May 2001
Accepted Paper Series
University of Illinois at Chicago - Department of Finance and Lucent Technologies
Downloads 2,032
5.

Statistical Arbitrage and Securities Prices

Review of Financial Studies, Vol. 16, p. 875-919, 2003
Number of pages: 44 Posted: 19 Aug 2002 Last Revised: 03 Nov 2014
Accepted Paper Series
University of Illinois at Chicago - Department of Finance
Downloads 1,948
6.

Recovering Risk-Neutral Densities: A New Nonparametric Approach

EFA 2000
Number of pages: 61 Posted: 19 Oct 2000
Working Paper Series
University of Illinois at Chicago - Department of Finance
Downloads 1,922
7.

The Role of Marketing in the Corporation: A Perpetual Work in Progress

Tuck School of Business Working Paper No. 2004-07
Number of pages: 71 Posted: 14 Apr 2004
Working Paper Series
Tuck School of Business at Dartmouth, University of Arizona - Eller College of Management and University of Arizona - Department of Marketing
Downloads 1,870
8.

The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers

Journal of Financial and Quantitative Analysis
Number of pages: 45 Posted: 07 Jul 2000
Accepted Paper Series
Emory University - Department of Finance, University of Illinois at Chicago - Department of Finance and University of Maryland - Robert H. Smith School of Business
Downloads 1,731
9.

Financing and Investment Efficiency, Information Quality, and Accounting Biases

UIC College of Business Administration Research Paper No. 10-14
Number of pages: 35 Posted: 07 Nov 2010 Last Revised: 28 Nov 2013
Accepted Paper Series
Purdue University and Texas Christian University
Downloads 1,275
10.

Performance Metrics for Algorithmic Traders

UIC College of Business Administration Research Paper No. 09-14
Number of pages: 30 Posted: 28 Jul 2009 Last Revised: 05 Jan 2012
Working Paper Series
University of Illinois at Chicago - Department of Finance
Downloads 1,265
11.

Competing Market Makers, Liquidity Provision, and Bid-Ask Spread

Journal of Financial Markets, Vol. 4, pp. 269-308, 2001
Number of pages: 41 Posted: 20 Dec 2000 Last Revised: 10 Oct 2014
Accepted Paper Series
University of Illinois at Chicago - Department of Finance
Downloads 1,181
12.

Underreaction to News in the US Stock Market

Number of pages: 59 Posted: 19 Mar 2010 Last Revised: 15 Sep 2012
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads 1,145
13.

The Valuation of Biotech IPOs

Number of pages: 57 Posted: 04 Feb 2005
Working Paper Series
University of Illinois at Chicago - Department of Finance, New York University - Stern School of Business and State University of New York at Binghamton - School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 1,124
14.

Modeling Trade Direction

Number of pages: 25 Posted: 27 Nov 2007 Last Revised: 18 Oct 2011
Working Paper Series
University of Illinois at Chicago - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,021
15.

Criteria for Ethical Decision Making in Managerial Situations

UIC College of Business Administration Research Paper No. 10-05
Number of pages: 20 Posted: 14 Nov 2010
Working Paper Series
University of Illinois at Chicago - Department of Managerial Studies
Downloads 985
16.

Fourth Quarter Reversals in Earnings Changes and Earnings Management

Number of pages: 54 Posted: 05 May 2002
Working Paper Series
University of Illinois at Chicago and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 972
17.

Operating Leases and Credit Assessments

Number of pages: 45 Posted: 03 Apr 2008 Last Revised: 15 Nov 2012
Working Paper Series
Villanova University - Accountancy, University of Alabama at Birmingham - Department of Accounting and Information Systems, University of Illinois at Chicago and Ohio State University (OSU) - Department of Accounting & Management Information Systems
Downloads 958
18.

CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence

UIC College of Business Administration Research Paper No. 10-06
Number of pages: 51 Posted: 18 Mar 2010
Working Paper Series
University of Notre Dame - Mendoza College of Business, University of Illinois at Chicago - Department of Finance and Northwestern University - Kellogg School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 937
19.

Optimal Contracts under Moral Hazard and Adverse Selection: A Continuous-Time Approach

EFA 2001 Barcelona Meetings
Number of pages: 51 Posted: 05 Jul 2001
Working Paper Series
Ajou University
Downloads 861
20.

Quarterly Earnings Patterns and Earnings Management

Number of pages: 51 Posted: 26 Apr 2007
Working Paper Series
University of Illinois at Chicago, University of Minnesota - Twin Cities - Carlson School of Management and Ohio State University (OSU) - Department of Accounting & Management Information Systems
Downloads 839
21.

A Model of Auditing Under Bright-Line Accounting Standards

Number of pages: 49 Posted: 20 Jul 2002
Working Paper Series
University of Illinois at Chicago - College of Business Administration and Oregon State University - Department of Accounting, Finance, and Information Management
Downloads 727
22.

Innovation's Effect on Firm Value and Risk: Insights from Consumer Packaged Goods

Journal of Marketing, Vol. 72, pp. 114-132, March 2008, UIC College of Business Administration Research Paper No. 08-03
Number of pages: 21 Posted: 11 Sep 2008 Last Revised: 04 May 2013
Accepted Paper Series
Texas A&M University - Department of Marketing and University of Illinois at Chicago
Downloads 703
23.

How Many and What Kind? The Role of Strategic Orientation in New Product Ideation

Journal of Product Innovation Management, Vol. 28, No. 2, pp. 236-250, UIC College of Business Administration Research Paper No. 09-07
Number of pages: 36 Posted: 12 Mar 2009 Last Revised: 01 Jul 2014
Accepted Paper Series
University of Illinois at Chicago, University of Illinois at Urbana-Champaign - Department of Business Administration and University of Illinois at Urbana-Champaign - Department of Business Administration
Downloads 688
24.

Information Externalities Along the Supply Chain: The Economic Determinants of Suppliers’ Stock Price Reaction to Their Customers’ Earnings Announcements

AAA 2007 Financial Accounting & Reporting Section (FARS) Meeting Paper, UIC College of Business Administration Research Paper No. 10-09
Number of pages: 49 Posted: 04 May 2010 Last Revised: 16 Jan 2011
Working Paper Series
University of Illinois at Chicago, University of Rochester - Simon Business School and Ohio State University (OSU) - Fisher College of Business
Downloads 614
25.

Explaining the Short- and Long-Term IPO Anomalies in the US by R&D

Number of pages: 47 Posted: 01 Sep 2005
Working Paper Series
University of Illinois at Chicago - Department of Finance, New York University - Stern School of Business and NUS Business School, National University of Singapore

Multiple version iconThere are 3 versions of this paper

Downloads 567
26.

On Russell Index Reconstitution

Number of pages: 23 Posted: 11 Mar 2002
Working Paper Series
University of Illinois at Chicago - Department of Finance
Downloads 555
27.

Accounting Earnings Processes, Inter-temporal Incentives and Their Implications for Valuation

Number of pages: 42 Posted: 28 Jun 2000
Working Paper Series
Rutgers University - Rutgers Business School - Newark and New Brunswick and University of Illinois at Chicago
Downloads 554
28.

Voluntary Disclosure and Investment

UIC College of Business Administration Research Paper No. 08-05
Number of pages: 33 Posted: 03 Sep 2008 Last Revised: 13 Dec 2011
Accepted Paper Series
Texas Christian University
Downloads 532
29.

Accounting Measurement Basis, Market Mispricing, and Firm Investment Efficiency

Number of pages: 45 Posted: 19 Jun 2005
Working Paper Series
Carnegie Mellon University - Tepper School of Business and Texas Christian University

Multiple version iconThere are 2 versions of this paper

Downloads 527
30.

The Use of Advertising Activities to Meet Earnings Benchmarks: Evidence from Monthly Data

AAA 2008 Financial Accounting and Reporting Section (FARS) Paper, NYU Working Paper No. 2451/27558
Number of pages: 41 Posted: 10 Sep 2007 Last Revised: 05 May 2009
Working Paper Series
University of Texas at Dallas - Naveen Jindal School of Management, University of Calgary - Haskayne School of Business and Ohio State University (OSU) - Fisher College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 503
31.

Does it Pay to Consistently Meet Analysts' Earnings Expectations?

Number of pages: 43 Posted: 22 Jan 2003
Working Paper Series
Baylor University - Hankamer School of Business, University of Illinois at Chicago and Rice University
Downloads 500
32.

The Survival of Marginally-Distressed Firms: Evidence on the Duration of Turnaround

Number of pages: 41 Posted: 28 Dec 2003
Working Paper Series
University of Illinois at Chicago and Valparaiso University
Downloads 460
33.

Style Migration and the Cross-Section of Stock Returns

AFA 2011 Denver Meetings Paper, UIC College of Business Administration Research Paper No. 10-05
Number of pages: 56 Posted: 19 May 2010 Last Revised: 02 Jan 2011
Working Paper Series
University of Illinois at Chicago - Department of Finance and University of Maryland - Robert H. Smith School of Business
Downloads 452
34.

Specialist Participation and Limit Orders

Number of pages: 40 Posted: 20 Dec 2000
Working Paper Series
Ajou University and University of Illinois at Chicago - Department of Finance
Downloads 451
35.

Construction and Interpretation of Model-Free Implied Volatility

Number of pages: 37 Posted: 23 Jun 2008 Last Revised: 12 Oct 2011
Working Paper Series
Northwestern University - Kellogg School of Management and University of Illinois at Chicago - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 444
36.

A Revealed Preference Approach to Understanding Corporate Governance Problems: Evidence From Canada

CESifo Working Paper Series No. 826; MIT Department of Economics Working Paper No. 02-46
Number of pages: 37 Posted: 06 Dec 2002
Working Paper Series
University of Illinois at Chicago, Department of Finance and Carleton University - Department of Economics
Downloads 430
37.

Efficient Estimation of Stochastic Volatility Using Noisy Observations: A Multi-Scale Approach

Number of pages: 25 Posted: 21 Nov 2004
Working Paper Series
University of Illinois at Chicago - Department of Finance
Downloads 395
38.

A Re-Examination of Financial Analysts' Differential Earnings Forecast Accuracy

Contemporary Accounting Research, Vol. 14, No. 1, Spring 1997
Number of pages: 42 Posted: 16 Oct 1996 Last Revised: 01 Apr 2014
Accepted Paper Series
California State University, Long Beach, Temple University - Department of Accounting and University of Illinois at Chicago
Downloads 364
39.

Undoing the Powerful Anti-Takeover Force of Staggered Boards

2nd Annual Conference on Empirical Legal Studies Paper
Number of pages: 45 Posted: 19 Mar 2006
Working Paper Series
University of Illinois at Chicago - Department of Finance, Xavier University - Department of Finance and Loyola University of Chicago
Downloads 359
40.

The Impact of a Heterogeneous Accrual-Generating Process on Empirical Accrual Models

Journal of Accounting, Auditing and Finance, Forthcoming
Number of pages: 44 Posted: 17 May 2007 Last Revised: 27 Feb 2011
Accepted Paper Series
Washington University in St. Louis - John M. Olin Business School, University of Calgary - Haskayne School of Business, Franklin Templeton Investments and Ohio State University (OSU) - Fisher College of Business
Downloads 357
41.

Managing Challenges to Inclusive Growth

PROCEEDINGS OF THE INTERNATION CONFERENCE ON MANAGING CHALLENGES TO INCLUSIVE GROWTH IN THE EMERGING ECONOMIES, pp. 100-109, Atanu Ghosh, D. Karthik, Sunil Sharma, eds., 2010
Number of pages: 11 Posted: 12 Jan 2011
Accepted Paper Series
University of Illinois at Chicago - Department of Information and Decision Sciences and University of Illinois at Chicago - Department of Information and Decision Sciences
Downloads 351
42.

Adverse Selection and M&A Design: The Roles of Alliances and Ipos

Reuer, J. and Ragozzino, R. Adverse Selection in Acquisitions of New Ventures: The Roles of Alliances and IPOs in M&A Design. 2008. Journal of Economic Behavior & Organization, Vol. 66: 195-212
Number of pages: 35 Posted: 24 Aug 2005 Last Revised: 08 Apr 2014
Accepted Paper Series
University of Tennessee and Purdue University - Krannert School of Management
Downloads 347
43.

Discretionary Disclosures with Risk-Averse Investors'

Number of pages: 48 Posted: 16 Apr 2002
Working Paper Series
University of Illinois at Chicago - College of Business Administration and London School of Economics & Political Science (LSE) - Department of Accounting
Downloads 330
44.

Estimating Covariation: Epps Effect, Microstructure Noise

Number of pages: 32 Posted: 26 Feb 2006
Working Paper Series
University of Illinois at Chicago - Department of Finance
Downloads 327
45.

The Expected Recovery Rate and the Probability of Default on High Yield Debt

Number of pages: 21 Posted: 28 Jun 2007 Last Revised: 17 Dec 2008
Working Paper Series
University of Illinois at Chicago - Department of Finance
Downloads 301
46.

Household Investment - The Horizon Effect

Number of pages: 30 Posted: 18 Mar 2005
Working Paper Series
Tsinghua University, SEM and University of Illinois at Chicago - Department of Finance
Downloads 298
47.

The Use of Information Systems in Collocated and Distributed Teams: A Test of the 24-Hour Knowledge Factory

Eller College of Management Working Paper No. 1034-06
Number of pages: 43 Posted: 06 Oct 2006
Working Paper Series
Massachusetts Institute of Technology (MIT) - Electrical Engineering and Computer Science, University of Arizona - Eller College of Management and Massachusetts Institute of Technology (MIT)
Downloads 298
48.

Closing and Cloning in Mutual Funds

Journal of Banking and Finance, Vol. 36, 2012, EFA 2007 Ljubljana Meetings Paper
Number of pages: 38 Posted: 26 Feb 2007 Last Revised: 06 Sep 2015
Accepted Paper Series
University of Illinois at Chicago - Department of Finance, AllianceBernstein and University of Illinois at Chicago - Department of Finance
Downloads 270
49.

Transaction Taxes in a Price Maker/Taker Market

Midwest Finance Association 2013 Annual Meeting Paper, UIC College of Business Administration Research Paper No. 10-13
Number of pages: 65 Posted: 19 Mar 2010 Last Revised: 11 Nov 2014
Working Paper Series
University of Illinois at Chicago - Department of Finance, University of Wisconsin - La Crosse and University of Illinois at Chicago - Department of Finance
Downloads 257
50.

Leverage Management in a Bull-Bear Switching Market

UIC College of Business Administration Research Paper No. 10-08
Number of pages: 27 Posted: 17 Mar 2010
Working Paper Series
National University of Singapore (NUS) - Department of Mathematics, South China Normal University - Department of Math and University of Illinois at Chicago - Department of Finance
Downloads 228