James Weston

Rice University - Jesse H. Jones Graduate School of Business

Assistant Professor

6100 South Main Street

P.O. Box 1892

Houston, TX 77005

United States

SCHOLARLY PAPERS

24

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CITATIONS
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465

Scholarly Papers (24)

The Use of Foreign Currency Derivatives and Firm Market Value

Darden School Working Paper No. 97-23
Number of pages: 48 Posted: 02 Nov 1998
George Allayannis and James Weston
University of Virginia - Darden School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 2,635 (3,537)
Citation 148

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The Use of Foreign Currency Derivatives and Firm Market Value

Review of Financial Studies
Posted: 29 Oct 2000
George Allayannis and James Weston
University of Virginia - Darden School of Business and Rice University - Jesse H. Jones Graduate School of Business

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2.

Stock Market Liquidity and the Cost of Raising Capital

Number of pages: 37 Posted: 16 Dec 2002
Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 1,173 (13,189)
Citation 7

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Liquidity, Cost of capital, investment banking

3.

Who's Informed? An Analysis of Stock Ownership and Informed Trading

AFA 2002 Atlanta Meetings
Number of pages: 33 Posted: 30 Apr 2001
Patrick J. Dennis and James Weston
University of Virginia - McIntire School of Commerce and Rice University - Jesse H. Jones Graduate School of Business
Downloads 919 (18,234)
Citation 36

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Microstructure, institutional ownership, informed trading

4.

Religion and Corporate (Mis)Behavior

Number of pages: 39 Posted: 12 Sep 2009 Last Revised: 16 Mar 2010
Gustavo Grullon, George Kanatas and James Weston
Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 790 (17,186)
Citation 7

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5.

The Effect of Institutional Ownership on Payout Policy: Evidence from Index Thresholds

Number of pages: 50 Posted: 09 Jul 2012 Last Revised: 14 May 2014
Rice University - Jesse H. Jones Graduate School of Business, Kellstadt Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 739 (16,216)
Citation 1

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Payout, Institutional Investors, Dividends, Share Repurchases, Regression Discontinuity Design

6.

The Real Effects of Short-Selling Constraints

Number of pages: 51 Posted: 16 Nov 2011 Last Revised: 12 Jun 2014
Rice University - Jesse H. Jones Graduate School of Business, Kellstadt Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 637 (27,278)
Citation 4

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Corporate Investment, Financing Decisions, Short-selling Constraints, Financial Constraints, Bear raids,

7.

Advertising, Breadth of Ownership, and Liquidity

AFA 2003 Washington, DC Meetings
Number of pages: 35 Posted: 25 Mar 2002
Gustavo Grullon, George Kanatas and James Weston
Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 630 (30,426)
Citation 91

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8.

Does Stock Market Liquidity Matter? Evidence from Seasoned Equity Offerings

AFA 2004 San Diego Meetings
Number of pages: 37 Posted: 29 Nov 2003
Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 619 (33,779)
Citation 7

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9.

Do Investors Value Smooth Performance?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 45 Posted: 12 Mar 2008
Brian Rountree, James Weston and George Allayannis
Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and University of Virginia - Darden School of Business
Downloads 540 (37,833)
Citation 19

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Cash flow volatility, earnings smoothing, risk management

10.

Can Managers Forecast Aggregate Market Returns?

Number of pages: 29 Posted: 26 May 2003
Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 504 (44,989)
Citation 36

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11.

IPO Vintage and the Rise of Idiosyncratic Risk

7th Annual Texas Finance Festival Paper
Number of pages: 35 Posted: 04 Feb 2005
James Madison University - College of Business, Rice University - Jesse H. Jones Graduate School of Business, James Madison University - College of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 498 (42,172)
Citation 18

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12.

Firm Age and Fluctuations in Idiosyncratic Risk

Number of pages: 40 Posted: 16 Mar 2006
James Madison University - College of Business, Rice University - Jesse H. Jones Graduate School of Business, James Madison University - College of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 421 (48,054)
Citation 8

Abstract:

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Idiosyncratic Risk

13.

Small Business Lending and Bank Consolidation: Is There Cause for Concern?

Current Issues in Economics and Finance, Vol. 2, No. 3, March 1996
Number of pages: 6 Posted: 21 Jul 2007
James Weston and Philip E. Strahan
Rice University - Jesse H. Jones Graduate School of Business and Boston College - Department of Finance
Downloads 420 (40,422)
Citation 39

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banking, consolidation, small business lending

Can Managers Successfully Time the Maturity Structure of their Debt Issues?

Number of pages: 37 Posted: 27 Jul 2004
Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 406 (59,632)
Citation 14

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Debt maturity, market timing, market efficiency, behavioral finance

Can Managers Successfully Time the Maturity Structure of their Debt Issues?

Journal of Finance, Forthcoming
Posted: 23 Mar 2006
Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business

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Debt maturity, market timing, market efficiency, behavioral finance

15.

Corporate Financing Decisions, Managerial Market Timing, and Real Investment

Journal of Financial Economics (JFE), Vol. 101, No. 3, 2011
Number of pages: 52 Posted: 30 Mar 2009 Last Revised: 23 Sep 2014
Rice University - Jesse H. Jones Graduate School of Business, Pennsylvania State University - Department of Finance, Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 383 (58,287)
Citation 5

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Market Timing, Financing Decisions, Investment Policy

16.

A Note on Nonsense Predictive Regressions Arising from Structural Breaks

Number of pages: 9 Posted: 03 Aug 2006
Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 264 (95,590)
Citation 2

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Market Timing, Spurious Regressions

17.

Has the Propensity to Pay Out Declined?

Number of pages: 34 Posted: 02 Sep 2007
Rice University - Jesse H. Jones Graduate School of Business, Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law, Baylor University and Rice University - Jesse H. Jones Graduate School of Business
Downloads 254 (98,217)
Citation 12

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dividends, share repurchases, net payouts

18.

Comovement and Investment Banking Networks

Journal of Financial Economics (JFE), Vol. 113, No. 1, 2014
Number of pages: 51 Posted: 05 Aug 2010 Last Revised: 04 Jul 2014
Gustavo Grullon, Shane Underwood and James Weston
Rice University - Jesse H. Jones Graduate School of Business, Baylor University and Rice University - Jesse H. Jones Graduate School of Business
Downloads 167 (130,397)

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comovement, investment banking

19.

Equity Issues and Returns: Managerial Timing, Reaction, or Both?

Number of pages: 36 Posted: 11 Dec 2008 Last Revised: 04 Mar 2009
Rice University - Jesse H. Jones Graduate School of Business, Pennsylvania State University - Department of Finance, Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 158 (151,299)
Citation 2

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20.

A Granular Analysis of Corporate Investment

Number of pages: 39 Posted: 03 Aug 2013
Gustavo Grullon, John Hund and James Weston
Rice University - Jesse H. Jones Graduate School of Business, University of Georgia and Rice University - Jesse H. Jones Graduate School of Business
Downloads 71 (238,144)

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aggregate investment, financial constraints, investment concentration, q-theory

21.

Safe Minus Risky: Do Investors Pay a Premium for Stocks that Hedge Stock Market Downturns?

Number of pages: 54 Posted: 10 Jul 2015 Last Revised: 17 Dec 2015
Tulane University - A.B. Freeman School of Business, Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and Tulane University
Downloads 41 (216,491)

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Bear Markets, Expected Returns, Risk Factors

22.

Clustering in US Stock Prices after Decimalisation

European Financial Management, Vol. 14, No. 1, pp. 30-54, January 2008
Number of pages: 25 Posted: 29 Dec 2007
David L. Ikenberry and James Weston
Leeds School of Business, University of Colorado Boulder and Rice University - Jesse H. Jones Graduate School of Business
Downloads 12 (497,710)
Citation 9
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23.

Concentrating on Q and Cash Flow

Number of pages: 40 Posted: 03 Feb 2017
Gustavo Grullon, John Hund and James Weston
Rice University - Jesse H. Jones Graduate School of Business, University of Georgia and Rice University - Jesse H. Jones Graduate School of Business
Downloads 0 (263,679)

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Aggregate Investment, Q-Theory, Cashflow, Accelerator

24.

Electronic Communication Networks and Liquidity on the Nasdaq

Journal of Financial Services Research, Vol. 22, Nos. 1&2, August/October 2002
Posted: 08 Mar 2003
James Weston
Rice University - Jesse H. Jones Graduate School of Business

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Bid-ask spread, liquidity, ECN, Nasdaq