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SMU Cox: Finance (Topic)

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SMU Cox School of Business

100,694 Total downloads

Viewing: 1 - 50 of 154 papers

1.

Reusing Natural Experiments

Fisher College of Business Working Paper No. 2019-03-021, Charles A. Dice Center Working Paper No. 2019-21, SMU Cox School of Business Research Paper No. 19-11
Number of pages: 56 Posted: 21 Sep 2019
Working Paper Series
University of Utah David Eccles School of Business, University of Utah - Department of Finance, Southern Methodist University (SMU) - Finance Department and The Ohio State University - Fisher College of Business
Downloads 525
2.

Can Piracy Increase Innovation? The Software Industry’s Response to Online File Sharing

SMU Cox School of Business Research Paper No. 19-12
Number of pages: 44 Posted: 06 Aug 2019 Last Revised: 21 Oct 2019
Working Paper Series
Southern Methodist University (SMU) - Strategy & Entrepreneurship Department and Southern Methodist University (SMU) - Strategy & Entrepreneurship Department
Downloads 60
3.

The Worst of Both Worlds: Megamergers are Anticompetitive and Inefficient

SMU Cox School of Business Research Paper No. 19-9
Number of pages: 51 Posted: 15 Jul 2019 Last Revised: 04 Sep 2019
Working Paper Series
Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and Southern Methodist University (SMU) - Finance Department
Downloads 65
4.

Bankruptcy Prediction Models and the Cost of Debt

Journal of Fixed Income, Forthcoming, https://doi.org/10.3905/jfi.2012.21.4.025, SMU Cox School of Business Research Paper No. 19-8
Posted: 21 May 2019 Last Revised: 04 Sep 2019
Accepted Paper Series
Virginia Polytechnic Institute & State University, Southern Methodist University (SMU) - Finance Department and University of Nevada, Las Vegas - Department of Finance
5.

Institutions and Innovation

SMU Cox School of Business Research Paper No. 18-29
Number of pages: 39 Posted: 01 Aug 2018
Working Paper Series
Southern Methodist University (SMU) - Finance Department, New York University (NYU) - Department of Finance, University of Pennsylvania - Finance Department and University of Maryland - Robert H. Smith School of Business
Downloads 57
6.

Shorting in Broad Daylight: Short Sales and Venue Choice

Journal of Financial and Quantitative Analysis, Forthcoming, Kenan Institute of Private Enterprise Research Paper No. 18-14, SMU Cox School of Business Research Paper No. 18-27
Number of pages: 42 Posted: 01 Aug 2018 Last Revised: 09 Sep 2019
Working Paper Series
University of North Carolina Kenan-Flagler Business School, Southern Methodist University (SMU) - Finance Department and FINRA
Downloads 185
7.

Price Discovery in the Stock, OTC Corporate Bond, and NYSE Corporate Bond Markets

Kelley School of Business Research Paper No. 18-53
Number of pages: 36 Posted: 24 Jun 2018
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance, Cornell University - SC Johnson College of Business - Finance Department and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 171
8.

Tricks of the Trade? Pre-Issuance Price Maneuvers by Underwriter-Dealers

Georgetown McDonough School of Business Research Paper No. 3190476, SMU Cox School of Business Research Paper No. 18-25
Number of pages: 68 Posted: 04 Jun 2018 Last Revised: 11 Jul 2019
Working Paper Series
Georgetown University - Department of Finance, Board of Governors of the Federal Reserve System and Southern Methodist University (SMU) - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 104
9.

Information, Competition, and Investment Sensitivity to Peer Stock Prices

SMU Cox School of Business Research Paper No. 18-24
Number of pages: 50 Posted: 03 May 2018
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School, University of Texas at Dallas - Naveen Jindal School of Management and University of Georgia

Multiple version iconThere are 2 versions of this paper

Downloads 102
10.

Tricks of the Trade? Pre-Issuance Price Maneuvers by Underwriter-Dealers

Georgetown McDonough School of Business Research Paper No. 3132177, SMU Cox School of Business Research Paper No. 18-21, Finance Down Under 2019 Building on the Best from the Cellars of Finance
Number of pages: 68 Posted: 07 Mar 2018 Last Revised: 11 Jul 2019
Working Paper Series
Georgetown University - Department of Finance, Board of Governors of the Federal Reserve System and Southern Methodist University (SMU) - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 71
11.

Can Acquisition Failure Be Predicted?

SMU Cox School of Business Research Paper No. 18-14
Number of pages: 66 Posted: 25 Feb 2018 Last Revised: 11 Oct 2018
Working Paper Series
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management and Southern Methodist University (SMU) - Finance Department
Downloads 177
12.

Insurers As Asset Managers and Systemic Risk

Kelley School of Business Research Paper No. 18-4, SMU Cox School of Business Research Paper No. 18-18
Number of pages: 65 Posted: 08 Jan 2018 Last Revised: 03 Feb 2020
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, University of St. Gallen - I.VW-HSG, University of North Carolina Kenan-Flagler Business School and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

Multiple version iconThere are 2 versions of this paper

Downloads 479
13.

Market Accessibility, Corporate Bond ETFs, and Liquidity

Kelley School of Business Research Paper No. 18-1
Number of pages: 70 Posted: 11 Dec 2017
Working Paper Series
Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 151
14.

Risk Budgeting in Financial Firms and The Value of an Expert Opinion

SMU Cox School of Business Research Paper No. 18-11
Number of pages: 40 Posted: 16 Nov 2017 Last Revised: 01 Jun 2018
Working Paper Series
Southern Methodist University (SMU) - Finance Department
Downloads 43
15.

Activism and Empire Building

Journal of Financial Economics (JFE), Forthcoming, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 575/2018, Kenan Institute of Private Enterprise Research Paper No. 18-23, Kelley School of Business Research Paper No. 17-74, SMU Cox School of Business Research Paper No. 18-10
Number of pages: 70 Posted: 01 Nov 2017 Last Revised: 11 Sep 2019
Accepted Paper Series
Southern Methodist University (SMU) - Finance Department, Indiana University - Kelley School of Business - Department of Finance and University of North Carolina Kenan-Flagler Business School
Downloads 495
16.

Do Buy-Side Institutions Supply Liquidity in Bond Markets? Evidence from Mutual Funds

28th Annual Conference on Financial Economics and Accounting, SMU Cox School of Business Research Paper No. 18-5
Number of pages: 69 Posted: 19 Jul 2017 Last Revised: 06 Feb 2020
Working Paper Series
Syracuse University - Whitman School of Management, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 642
17.

CEO Succession Roulette

Number of pages: 42 Posted: 02 Nov 2016 Last Revised: 16 Jan 2020
Working Paper Series
Warwick Business School, University of Warwick, Southern Methodist University (SMU) - Finance Department and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 376
18.

Do the LCAPM Predictions Hold? Replication and Extension Evidence

Craig W. Holden and Jayoung Nam, Do the LCAPM Predictions Hold? Replication and Extension Evidence, Critical Finance Review, Forthcoming
Number of pages: 48 Posted: 08 Oct 2016 Last Revised: 08 Nov 2018
Accepted Paper Series
Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 290
19.

Capital Commitment and Illiquidity in Corporate Bonds

Journal of Finance, Forthcoming
Number of pages: 68 Posted: 22 Mar 2016 Last Revised: 29 Aug 2017
Accepted Paper Series
Arizona State University, Southern Methodist University (SMU) - Finance Department, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 1,327
20.

Tax Distortions and Bond Issue Pricing

Number of pages: 33 Posted: 22 Feb 2016 Last Revised: 14 Mar 2018
Working Paper Series
Southern Methodist University (SMU) - Finance Department
Downloads 184
21.

Loan Terms and Collateral: Evidence from the Bilateral Repo Market

Number of pages: 48 Posted: 28 Nov 2015 Last Revised: 30 Sep 2017
Working Paper Series
Georgetown University - Department of Finance and Southern Methodist University (SMU) - Finance Department
Downloads 211
22.

Shareholder Voting and Corporate Governance Around the World

Review of Financial Studies, July 2015 Volume 28 Issue 8, University of Alberta School of Business Research Paper No. 2015-501
Number of pages: 60 Posted: 19 Nov 2015
Accepted Paper Series
Pennsylvania State University - Department of Finance, University of Utah - Department of Finance, Southern Methodist University (SMU) - Finance Department and University of Alberta - Department of Finance and Statistical Analysis

Multiple version iconThere are 2 versions of this paper

Downloads 109
23.

Business School Networks and VC-backed Startups

Kelley School of Business Research Paper No. 15-79
Number of pages: 38 Posted: 02 Nov 2015 Last Revised: 19 Mar 2016
Working Paper Series
Santa Clara University - Leavey School of Business, Southern Methodist University (SMU) - Finance Department and Indiana University - Kelley School of Business - Department of Finance
Downloads 184
24.

Activism Mergers

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 45 Posted: 23 Oct 2015 Last Revised: 01 Nov 2017
Accepted Paper Series
Northeastern University - D’Amore-McKim School of Business, Southern Methodist University (SMU) - Finance Department and University of North Carolina Kenan-Flagler Business School
Downloads 1,233
25.

Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

Number of pages: 123 Posted: 18 Mar 2015 Last Revised: 01 Jul 2019
Working Paper Series
Columbia Business School - Finance and Economics, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London

Multiple version iconThere are 2 versions of this paper

Downloads 557
26.

The Labor Market for Directors and Externalities in Corporate Governance: Evidence from the International Labor Market

Number of pages: 69 Posted: 01 Jan 2015 Last Revised: 18 Jul 2018
Working Paper Series
University of Georgia - Department of Banking and Finance and Southern Methodist University (SMU) - Finance Department
Downloads 684
27.

Sovereign Credit Ratings, Transparency and International Portfolio Flows

HKIMR Working Paper No. 12/2014, Vanderbilt Owen Graduate School of Management Research Paper No. 2445765
Number of pages: 56 Posted: 05 Jun 2014 Last Revised: 02 Sep 2014
Working Paper Series
Southern Methodist University (SMU) - Finance Department and Vanderbilt University – Finance and Economics
Downloads 180
28.

Uninvited U.S. Investors? Economic Consequences of Involuntary Cross-Listings

Journal of Accounting Research, Vol. 52, No. 2, 2014, University of Alberta School of Business Research Paper No. 2014-12
Posted: 05 Mar 2014
Accepted Paper Series
Pennsylvania State University - Department of Finance, Southern Methodist University (SMU) - Finance Department and University of Alberta - Department of Finance and Statistical Analysis

Multiple version iconThere are 2 versions of this paper

29.

The Empirical Analysis of Liquidity

Foundations and Trends in Finance 8, No 4, 263-365, 2015, Kelley School of Business Research Paper No. 2014-09
Number of pages: 102 Posted: 28 Feb 2014 Last Revised: 18 Sep 2017
Accepted Paper Series
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,223
30.

Governance under the Gun: Spillover Effects of Hedge Fund Activism

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 562/2018, Review of Finance (Forthcoming)
Number of pages: 72 Posted: 19 Nov 2013 Last Revised: 25 Nov 2018
Accepted Paper Series
Southern Methodist University (SMU) - Finance Department, Tulane University - A.B. Freeman School of Business and Southern Methodist University (SMU) - Finance Department
Downloads 1,481
31.

Do Qualifications Matter? New Evidence on Board Functions and Director Compensation

Journal of Corporate Finance, Forthcoming
Number of pages: 58 Posted: 07 Oct 2013 Last Revised: 16 Dec 2017
Accepted Paper Series
China Europe International Business School (CEIBS), Southern Methodist University (SMU) - Finance Department and Bocconi University - Department of Finance
Downloads 767
32.

Information, Competition, and Investment Sensitivity to Peer Stock Prices

Number of pages: 70 Posted: 18 Aug 2013
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and University of Texas at Dallas - Naveen Jindal School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 291
33.

Informed Trading and Price Discovery before Corporate Events

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 63 Posted: 03 Jul 2013 Last Revised: 19 Aug 2016
Accepted Paper Series
University of Utah - Department of Finance, University of Cyprus - Department of Accounting and Finance and Southern Methodist University (SMU) - Finance Department
Downloads 427
34.

Mark-to-Market Accounting and Systemic Risk: Evidence from the Insurance Industry

Fordham University Schools of Business Research Paper
Number of pages: 59 Posted: 18 May 2013 Last Revised: 12 May 2014
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Fordham University

Multiple version iconThere are 2 versions of this paper

Downloads 505
35.

Quantifying Tail Risk with Low-Frequency Data

Columbia Business School Research Paper No. 13-35
Number of pages: 31 Posted: 16 May 2013 Last Revised: 30 Jul 2015
Working Paper Series
Southern Methodist University (SMU) - Finance Department and University of Melbourne - Department of Finance
Downloads 223
36.

Trading Activity and Transaction Costs in Structured Credit Products

Financial Analysts Journal, Vol. 69, No. 6, 2013
Number of pages: 26 Posted: 26 Nov 2012 Last Revised: 22 Feb 2014
Accepted Paper Series
Arizona State University, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 420
37.

Market Conditions, Fragility and the Economics of Market Making

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 54 Posted: 21 Nov 2012 Last Revised: 13 Aug 2015
Accepted Paper Series
Syracuse University - Whitman School of Management and Southern Methodist University (SMU) - Finance Department
Downloads 464
38.

How Do Foreign Investors Impact Domestic Economic Activity? Evidence from China and India

UNC Kenan-Flagler Research Paper No. 2013-21
Number of pages: 49 Posted: 17 Nov 2012 Last Revised: 11 Sep 2013
Working Paper Series
Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 307
39.

Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions

Journal of Finance 69, 1747-1785, 2014.
Number of pages: 58 Posted: 29 Sep 2012 Last Revised: 02 Sep 2017
Accepted Paper Series
Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Finance Department
Downloads 478
40.

Institutional Trading and Hedge Fund Activism

Number of pages: 60 Posted: 01 Sep 2012 Last Revised: 28 Aug 2016
Working Paper Series
Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 1,014
41.

Liquidity, Resiliency and Market Quality Around Predictable Trades: Theory and Evidence

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 67 Posted: 23 Mar 2012 Last Revised: 21 Oct 2015
Accepted Paper Series
Arizona State University, University of Memphis - Fogelman College of Business and Economics, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Southern Methodist University (SMU) - Finance Department
Downloads 553
42.

The Death of the Deal: Are Withdrawn Acquisition Deals Informative of CEO Quality?

Journal of Financial Economics (JFE), Vol. 114, 2014
Number of pages: 66 Posted: 19 Mar 2012 Last Revised: 29 Aug 2017
Accepted Paper Series
Southern Methodist University (SMU) - Finance Department
Downloads 455
43.

Why Do U.S. Securities Laws Matter to Non-U.S. Firms? Evidence from Private Class-Action Lawsuits

AFA 2013 San Diego Meetings Paper
Number of pages: 50 Posted: 17 Mar 2012
Working Paper Series
Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 181
44.

Liquidity Measure Distortions in Fast Markets: Expensive and Cheap Solutions

Number of pages: 48 Posted: 10 Mar 2012
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Finance Department
Downloads 97
45.

Why Do Term Structures in Different Currencies Comove?

Journal of Financial Economics (JFE), Forthcoming, UNC Kenan-Flagler Research Paper No. 2013-11
Number of pages: 86 Posted: 09 Feb 2012 Last Revised: 18 Feb 2014
Accepted Paper Series
Southern Methodist University (SMU) - Finance Department, Penn State University Smeal College of Business and University of North Carolina Kenan-Flagler Business School
Downloads 377
46.

Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading

Journal of Finance, Forthcoming, Kelley School of Business Research Paper No. 2014-40
Number of pages: 108 Posted: 23 Jan 2012 Last Revised: 15 Apr 2015
Accepted Paper Series
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Fordham University

Multiple version iconThere are 3 versions of this paper

Downloads 169
47.

Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading

Journal of Finance, Forthcoming
Number of pages: 108 Posted: 14 Dec 2011 Last Revised: 15 Jun 2016
Accepted Paper Series
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Fordham University

Multiple version iconThere are 3 versions of this paper

Downloads 815
48.

Why Do U.S. Securities Laws Matter to Non-U.S. Firms? Evidence from Private Class-Action Lawsuits

Number of pages: 56 Posted: 05 Oct 2011 Last Revised: 12 Apr 2012
Working Paper Series
Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 208
49.

The Breakdown of Standard Microstructure Techniques: And What to Do About it

Number of pages: 52 Posted: 18 Aug 2011 Last Revised: 13 May 2014
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Finance Department
Downloads 233
50.

Why Do U.S. Securities Laws Matter to Non-U.S. Firms? Evidence from Private Class-Action Lawsuits

Number of pages: 56 Posted: 09 Jul 2011 Last Revised: 12 Apr 2012
Working Paper Series
Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 98