Paul Brockman

Lehigh University

Professor

Bethlehem, PA 18015

United States

SCHOLARLY PAPERS

30

DOWNLOADS
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Top 5,997

in Total Papers Downloads

5,667

CITATIONS
Rank 4,101

SSRN RANKINGS

Top 4,101

in Total Papers Citations

131

Scholarly Papers (30)

1.

Stock Market Liquidity and the Decision to Repurchase

Journal of Corporate Finance, Forthcoming
Number of pages: 41 Posted: 02 Mar 2006 Last Revised: 14 Jul 2013
Paul Brockman, John S. Howe and Sandra Mortal
Lehigh University, University of Missouri at Columbia - Department of Finance and University of Memphis
Downloads 680 (25,760)
Citation 10

Abstract:

payout policy, repurchases, dividends, liquidity

2.

Executive Compensation and the Maturity Structure of Corporate Debt

Journal of Finance, Forthcoming
Number of pages: 59 Posted: 28 Sep 2009
Paul Brockman, Xiumin Martin and Emre Unlu
Lehigh University, Washington University in Saint Louis - Olin School of Business and University of Nebraska at Lincoln
Downloads 648 (28,192)
Citation 28

Abstract:

Executive compensation, Agency costs, Debt maturity

3.

Is Idiosyncratic Risk Priced? The International Evidence

Number of pages: 51 Posted: 21 Mar 2009 Last Revised: 05 Nov 2012
Paul Brockman, Maria G. Schutte and Wayne Yu
Lehigh University, Michigan Technological University and City University of Hong Kong
Downloads 495 (34,830)
Citation 6

Abstract:

Idiosyncratic risk, Expected returns, Pricing, International markets

4.

Commonality in Liquidity: A Global Perspective

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 55 Posted: 27 Feb 2007 Last Revised: 29 Sep 2008
Lehigh University, Simon Fraser University and HEC Paris - Finance Department
Downloads 478 (41,815)
Citation 18

Abstract:

Liquidity, Commonality, Bid-Ask Spreads, Depths

5.

Voluntary Disclosure around Actual Share Repurchases

Journal of Financial Economics, Forthcoming
Number of pages: 52 Posted: 06 Sep 2007
Paul Brockman, Inder K. Khurana and Xiumin Martin
Lehigh University, University of Missouri at Columbia - Robert J. Trulaske, Sr. College of Business and Washington University in Saint Louis - Olin School of Business
Downloads 406 (51,501)
Citation 14

Abstract:

Voluntary disclosures, Management forecasts, Share repurchases

6.

Voluntary Disclosures and the Exercise of CEO Stock Options

AFA 2009 San Francisco Meetings Paper
Number of pages: 62 Posted: 25 Mar 2008 Last Revised: 20 Jun 2009
Paul Brockman, Xiumin Martin and Andy Puckett
Lehigh University, Washington University in Saint Louis - Olin School of Business and University of Tennessee, Knoxville
Downloads 291 (78,639)
Citation 3

Abstract:

Voluntary Disclosures, Management Forecasts, Executive Stock Options

7.

Block Ownership, Trading Activity, and Market Liquidity

Number of pages: 40 Posted: 08 Apr 2008
Lehigh University, Simon Fraser University and University of Missouri - Columbia
Downloads 253 (92,102)
Citation 9

Abstract:

Block ownership, liquidity; bid-ask spreads, depths, adverse selection

8.

Investor Conferences, Stock Liquidity, and Firm Performance

Number of pages: 69 Posted: 31 Jan 2011 Last Revised: 07 Feb 2015
Paul Brockman, Musa Subasi and Cihan Uzmanoglu
Lehigh University, University of Maryland-College Park - Robert H. Smith School of Business and Binghamton University-SUNY
Downloads 187 (101,954)
Citation 38

Abstract:

Conference Presentations, Liquidity Risk, Cost of Equity Capital

9.

The Time-Series Behavior and Pricing of Idiosyncratic Volatility: Evidence from 1926 to 1962

Number of pages: 46 Posted: 08 Apr 2008
Paul Brockman and Xuemin Sterling Yan
Lehigh University and University of Missouri - Columbia
Downloads 185 (120,686)
Citation 2

Abstract:

Idiosyncratic Volatility, Expected Return, Holdout Sample

10.

Anticipating the 2007–2008 Financial Crisis: Who Knew What and When Did They Know it?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 43 Posted: 07 Nov 2013
Lehigh University, University of San Diego and University of Missouri - Columbia
Downloads 155 (88,119)
Citation 1

Abstract:

financial crisis; institutional investors; financial analysts; insiders

11.

Differences in Conference Call Tones: Managers Versus Analysts

Financial Analysts Journal, Vol. 71, No. 4, pp. 24-42, July/August 2015
Number of pages: 46 Posted: 01 Jan 2015 Last Revised: 13 Aug 2015
Paul Brockman, Xu Li and S. McKay Price
Lehigh University, The University of Hong Kong and Lehigh University - Perella Department of Finance
Downloads 148 (95,242)

Abstract:

Conference calls, Textual analysis, Managers, Financial analysts, Market reaction

12.

Words versus Deeds: Evidence from Post-Call Manager Trades

Financial Management, Forthcoming
Number of pages: 51 Posted: 14 Jan 2013 Last Revised: 03 Feb 2017
Paul Brockman, Jim Cicon, Xu Li and S. McKay Price
Lehigh University, University of Central Missouri, The University of Hong Kong and Lehigh University - Perella Department of Finance
Downloads 142 (162,790)

Abstract:

Conference calls, Textual analysis, Disclosure, Analysts, Insider Trading

13.

Short Selling and Price Discovery: Evidence from American Depositary Receipts

Journal of Financial Research, Forthcoming
Number of pages: 37 Posted: 14 Apr 2011
Paul Brockman and Grace Qing Hao
Lehigh University and Department of Finance and Real Estate, The University of Texas at Arlington
Downloads 118 (173,505)

Abstract:

American Depositary Receipts (ADRs), Short Sales, Price Discovery

14.

Government Ownership and Corporate Governance: Evidence from the EU

Journal of Banking and Finance 36 (2012), pp. 2917-2934, Finance and Corporate Governance Conference 2010 Paper
Number of pages: 47 Posted: 09 Jan 2010 Last Revised: 18 Aug 2013
Iowa State University - Department of Finance, Lehigh University, Lehigh University and affiliation not provided to SSRN
Downloads 103 (147,822)
Citation 2

Abstract:

Corporate governance, Government ownership, Legal origin, Golden shares

15.

Is the CEO’s In-House Experience Informative About Audit Risk?

Number of pages: 47 Posted: 06 Jul 2013
Lehigh University, Bentley University, Fordham University - Accounting Area and Lehigh University
Downloads 85 (216,423)

Abstract:

CEO succession, audit fees, audit risk, corporate governance

16.

CEO Compensation and the Role of In-House Experience

Number of pages: 45 Posted: 19 Mar 2012
Paul Brockman, Hye Seung Lee and Jesus M. Salas
Lehigh University, Fordham University - Accounting Area and Lehigh University
Downloads 65 (244,526)

Abstract:

CEO succession, executive compensation, corporate governance

17.

Cross-Listing, Firm-Specific Information, and Corporate Governance: Evidence from Chinese A-Shares and H-Shares

Journal of Corporate Finance, Forthcoming
Number of pages: 39 Posted: 09 Nov 2014 Last Revised: 13 Nov 2014
Shan Li, Paul Brockman and Ralf Zurbruegg
Xiamen University - Institute for Financial and Accounting Studies, Lehigh University and University of Adelaide
Downloads 56 (220,932)

Abstract:

Cross-listing; Firm-specific information; Corporate governance

18.

Form 13F (Mis)Filings

Number of pages: 43 Posted: 14 Jul 2016 Last Revised: 25 Oct 2016
Anne M. Anderson and Paul Brockman
Lehigh University and Lehigh University
Downloads 0 (108,925)

Abstract:

13F Filing, Disclosure, Institutional Investor

19.

What Triggers People to Save for Retirement?

CIFR Paper No. 092/2016
Number of pages: 53 Posted: 24 Feb 2016
Paul Brockman and David Michayluk
Lehigh University and University of Technology Sydney
Downloads 0 (165,612)

Abstract:

Retirement, retirement drivers, retirement savings

20.

How Does Financial Literacy Affect the Savings Decision?

CIFR Paper No. 078/2015
Number of pages: 28 Posted: 01 Oct 2015
Paul Brockman and David Michayluk
Lehigh University and University of Technology Sydney
Downloads 0 (160,014)

Abstract:

Financial literacy; Savings rates

21.

CEO Compensation Risk and Timely Loss Recognition

Journal of Business Finance & Accounting, Vol. 42, Issue 1-2, pp. 204-236, 2015
Number of pages: 33 Posted: 26 Feb 2015
Paul Brockman, Tao Ma and Jianfang Ye
Lehigh University, University of South Carolina - Darla Moore School of Business and Shanghai University of Finance and Economics - School of Accountancy
Downloads 0 (532,107)

Abstract:

CEO compensation risk, timely loss recognition, accounting conservatism, asset substitution

22.

Institutions and the Performance of Politically Connected M&As

Journal of International Business Studies, Vol. 44, Issue 8, pp. 833-852, 2013
Number of pages: 20 Posted: 16 Oct 2013
Paul Brockman, Oliver M. Rui and Huan Zou
Lehigh University, China Europe International Business School (CEIBS) and Shanghai University of Finance and Economics - School of Accountancy
Downloads 0 (532,107)
Citation 1

Abstract:

23.

Comovement, Information Production, and the Business Cycle

Journal of Financial Economics (JFE), Vol. 97, No. 1, 2010
Posted: 26 Oct 2012
Lehigh University, University of Mississippi - School of Business Administration and Michigan Technological University

Abstract:

information production, volatility, comovement, business cycle, financial development

24.

Investor Protection and Firm Liquidity

Journal of Finance, Forthcoming
Posted: 10 Apr 2002
Paul Brockman and Dennis Y. Chung
Lehigh University and Simon Fraser University

Abstract:

25.

Commonality in Liquidity: Evidence from an Order-Driven Market Structure

Forthcoming in Journal of Financial Research
Posted: 14 Nov 2001
Paul Brockman and Dennis Y. Chung
Lehigh University and Simon Fraser University

Abstract:

26.

Managerial Timing and Corporate Liquidity: Evidence from Actual Share Repurchases

Journal of Financial Economics
Posted: 02 Dec 2000
Paul Brockman and Dennis Y. Chung
Lehigh University and Simon Fraser University

Abstract:

27.

An Empirical Investigation of Trading on Asymmetric Information and Heterogeneous Prior Beliefs

Journal of Empirical Finance
Posted: 19 Oct 2000
Paul Brockman and Dennis Y. Chung
Lehigh University and Simon Fraser University

Abstract:

28.

Informed and Uninformed Trading in an Electronic, Order-Driven Environment

Financial Review, Vol. 35, No. 2, pp. 125-146, 2000
Posted: 19 Oct 2000
Paul Brockman and Dennis Y. Chung
Lehigh University and Simon Fraser University

Abstract:

29.

An Analysis of Depth Behavior in an Electronic, Order-Driven Environment

Journal of Banking and Finance
Posted: 21 Jun 1999
Paul Brockman and Dennis Y. Chung
Lehigh University and Simon Fraser University

Abstract:

30.

Bid-Ask Spread Components in an Order-Driven Environment

Journal of Financial Research
Posted: 09 Feb 1999
Paul Brockman and Dennis Y. Chung
Lehigh University and Simon Fraser University

Abstract: