Ranjini Jha

University of Waterloo - School of Accounting and Finance

200 University Avenue West

Waterloo, Ontario N2L 3G1 N2L 3G1

Canada

  • University of Waterloo - School of Accounting and Finance

SCHOLARLY PAPERS

17

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Scholarly Papers (17)

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1.

The Impact of Performance-Based CEO and CFO Compensation on Internal Control Quality

Number of pages: 52 Posted: 13 Jan 2009 Last Revised: 20 May 2010
Ranjini Jha, Kevin Kobelsky and Jee-Hae Lim
University of Waterloo - School of Accounting and Finance, University of Michigan - Dearborn and University of Hawaii, Manoa
Downloads 606 (43,352)
Citation 3

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compensation, internal controls, SOX, accruals manipulation

2.

Stock Repurchases Associated with Stock Options Do Represent Dollars Out of Shareholders' Wallets

EFMA 2001 Lugano Meetings
Number of pages: 32 Posted: 28 May 2001
Kenneth J. Klassen and Ranjini Jha
University of Waterloo - School of Accounting and Finance and University of Waterloo - School of Accounting and Finance
Downloads 606 (43,352)
Citation 5

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3.

The Economic Value of Using Realized Volatility in the Index Options Market

Downloads 604 ( 43,562)
Citation 5

The Economic Value of Using Realized Volatility in the Index Options Market

Number of pages: 49 Posted: 22 Jun 2006
Madhu Kalimipalli, Wing H. Chan and Ranjini Jha
Lazaridis School of Business and Economics, Wilfrid Laurier University, Wilfrid Laurier University - School of Business & Economics and University of Waterloo - School of Accounting and Finance
Downloads 305 (98,534)
Citation 5

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realized volatility, ARFIMA models, implied volatility, encompassing regressions, combination forecasts, volatility timing, option trading strategies

The Economic Value of Using Realized Volatility in Forecasting Future Implied Volatility

Number of pages: 42 Posted: 19 Nov 2006 Last Revised: 26 Dec 2008
Wing H. Chan, Ranjini Jha and Madhu Kalimipalli
Wilfrid Laurier University - School of Business & Economics, University of Waterloo - School of Accounting and Finance and Lazaridis School of Business and Economics, Wilfrid Laurier University
Downloads 299 (100,719)
Citation 1

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realized volatility, implied volatility, combination forecasts, volatility timing, option strategie

4.

Accounting Conservatism and the Temporal Trends in Current Earnings’ Ability to Predict Future Cash Flows Versus Future Earnings: Evidence on the Trade-Off Between Relevance and Reliability

Contemporary Accounting Research, Forthcoming
Number of pages: 55 Posted: 12 Jan 2008 Last Revised: 14 Feb 2010
Sati P. Bandyopadhyay, Changling Chen, Alan Guoming Huang and Ranjini Jha
University of Waterloo, University of Waterloo - School of Accounting and Finance, University of Waterloo and University of Waterloo - School of Accounting and Finance
Downloads 524 (52,251)

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accounting conservatism, relevance, reliability, earnings predictability, cash flow predictability

5.

The Dividend Puzzle: The Influence of Taxes, Tick Size and Short-Term Trading on Ex-Dividend Day Prices in Canada

Number of pages: 38 Posted: 13 Mar 2002
Larry Bauer, Steve Beveridge and Ranjini Jha
Memorial University of Newfoundland (MNU) - Faculty of Business Administration, Independent and University of Waterloo - School of Accounting and Finance
Downloads 457 (62,061)
Citation 3

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ex-dividend day price formation, tax effects, tick-size effects, short-term trading effects

6.

Does Skewness Matter? Evidence from the Index Options Market

EFA 2003 Annual Conference Paper No. 380
Number of pages: 30 Posted: 23 Jul 2003
Madhu Kalimipalli and Ranjini Jha
Lazaridis School of Business and Economics, Wilfrid Laurier University and University of Waterloo - School of Accounting and Finance
Downloads 417 (69,278)
Citation 2

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conditional volatility, conditional skewness, option pricing biases, at-the-money delta-neutral strips, straps and straddles

7.

The Effects of Regulation Fair Disclosure on Management Forecasts

EFMA 2004 Basel Meetings Paper
Number of pages: 44 Posted: 20 Jun 2004
Carla Carnaghan and Ranjini Jha
University of Lethbridge - Faculty of Management and University of Waterloo - School of Accounting and Finance
Downloads 370 (79,745)
Citation 5

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Financial disclosure, management earnings forecasts, Regulation Fair Disclosure, capital markets

8.

The Economic Significance of Conditional Skewness Forecasts in Option Markets

Number of pages: 55 Posted: 19 Nov 2006
Madhu Kalimipalli and Ranjini Jha
Lazaridis School of Business and Economics, Wilfrid Laurier University and University of Waterloo - School of Accounting and Finance
Downloads 189 (160,142)

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conditional volatility, conditional skewness, out-of sample forecasting, option trading

9.

Idiosyncratic Return Volatility and the Information Quality Underlying Managerial Discretion

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 45 Posted: 30 Jul 2011
Alan Guoming Huang, Changling Chen and Ranjini Jha
University of Waterloo, University of Waterloo - School of Accounting and Finance and University of Waterloo - School of Accounting and Finance
Downloads 156 (189,283)
Citation 1

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Idiosyncratic return volatility, operating uncertainty, managerial discretion, information quality

10.

Measuring Performance in a Dynamic World: Conditional Mean-Variance Fundamentals

Downloads 87 (290,185)

Measuring Performance in a Dynamic World: Conditional Mean-Variance Fundamentals

Journal of Banking and Finance, Forthcoming
Number of pages: 30 Posted: 06 Apr 2009 Last Revised: 28 Apr 2009
Ranjini Jha, Bob Korkie and Harry J. Turtle
University of Waterloo - School of Accounting and Finance, University of Alberta and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 87 (292,631)

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Conditional performance measurement, Conditional mean-variance analysis, Conditional Jensen's alpha

Measuring Performance in a Dynamic World: Conditional Mean-Variance Fundamentals

Posted: 05 May 2006 Last Revised: 25 Nov 2013
Bob Korkie, Harry J. Turtle and Ranjini Jha
University of Alberta, Colorado State University, Fort Collins - Department of Finance & Real Estate and University of Waterloo - School of Accounting and Finance

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Conditional Performance Measurement, Conditional Jensen's Alpha, Conditional Sharpe Ratio, Conditional Appraisal Ratio, and Conditional Mean-Variance Analysis

11.

The Effect of the US Sub-Prime Crisis on Canadian Banks

Number of pages: 54 Posted: 29 Aug 2014 Last Revised: 16 Sep 2016
Sati P. Bandyopadhyay, Ranjini Jha and Duane B. Kennedy
University of Waterloo, University of Waterloo - School of Accounting and Finance and University of Waterloo - School of Accounting and Finance
Downloads 43 (413,465)

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Financial Crisis; Contagion; Asset Quality

12.

Variance Spillover and Skewness in Financial Asset Returns

Downloads 33 (453,992)

Variance Spillover and Skewness in Financial Asset Returns

The Financial Review, Vol. 41, No. 1, pp. 139-156, February 2006
Number of pages: 18 Posted: 20 Nov 2006
Bob Korkie, Harry J. Turtle and Ranjini Jha
University of Alberta, Colorado State University, Fort Collins - Department of Finance & Real Estate and University of Waterloo - School of Accounting and Finance
Downloads 33 (465,108)
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Variance Spillover and Skewness in Financial Asset Returns

Posted: 10 Aug 2005
Bob Korkie, Harry J. Turtle and Ranjini Jha
University of Alberta, Colorado State University, Fort Collins - Department of Finance & Real Estate and University of Waterloo - School of Accounting and Finance

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Financial asset returns, conditional moments, skewness persistence, variance persistence, variance spillover

Variance Spillover and Skewness in Financial Asset Returns

Financial Review, Vol. 41, No. 1, February 2006
Posted: 10 Nov 2005
Bob Korkie, Harry J. Turtle and Ranjini Jha
University of Alberta, Colorado State University, Fort Collins - Department of Finance & Real Estate and University of Waterloo - School of Accounting and Finance

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Financial asset returns, conditional moments, skewness persistence, variance persistence, variance spillover

13.

Corporate Focus and Value Creation Evidence from Spinoffs

Journal of Financial Economics (JFE), Vol. 45, No. 2, 1997, University of Alberta School of Business Research Paper No. 2013-228
Posted: 24 May 2013 Last Revised: 30 May 2013
Lane Daley, Vikas Mehrotra and Ranjini Jha
Independent, University of Alberta - Department of Finance and Statistical Analysis and University of Waterloo - School of Accounting and Finance

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Spinoff, Divestiture, Focus, Cross-subsidization

14.

Layoffs, Shareholders’ Wealth, and Corporate Performance

Journal of Empirical Finance 8 (2001), pp. 171–199, doi:10.1016/S0927-5398(01)00024-X, University of Alberta School of Business Research Paper No. 2013-224
Posted: 24 May 2013 Last Revised: 30 May 2013
Peter F. Chen, Vikas Mehrotra, Ranjini Jha and Wayne Yu
Hong Kong University of Science & Technology (HKUST) - Department of Accounting, University of Alberta - Department of Finance and Statistical Analysis, University of Waterloo - School of Accounting and Finance and City University of Hong Kong

Abstract:

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Layoffs, Corporate restructuring, Work force reduction

15.

The Economic Significance of Conditional Skewness in Index Option Markets

Journal of Futures Markets, Forthcoming
Posted: 24 Apr 2009
Ranjini Jha and Madhu Kalimipalli
University of Waterloo - School of Accounting and Finance and Lazaridis School of Business and Economics, Wilfrid Laurier University

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Key Words: conditional volatility, conditional skewness, out-of sample forecasting, option trading, trading costs

16.

The Economic Value of Using Realized Volatility in Forecasting Future Implied Volatility

Journal of Financial Research, Forthcoming
Posted: 15 Dec 2008
Madhu Kalimipalli, Wing H. Chan and Ranjini Jha
Lazaridis School of Business and Economics, Wilfrid Laurier University, Wilfrid Laurier University - School of Business & Economics and University of Waterloo - School of Accounting and Finance

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realized volatility, implied volatility, combination forecasts, volatility timing, option strategies

17.

Corporate Spinoffs: Trash or Treasure?

Posted: 25 Aug 1998
Lane Daley, Vikas Mehrotra and Ranjini Jha
Independent, University of Alberta - Department of Finance and Statistical Analysis and University of Waterloo - School of Accounting and Finance

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