Michael F. Ferguson

University of Cincinnati - Department of Finance - Real Estate

College of Business Administration

Cincinnati, OH 45221

United States

SCHOLARLY PAPERS

17

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CITATIONS
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in Total Papers Citations

51

Scholarly Papers (17)

1.

Congress and the Stock Market

Number of pages: 39 Posted: 21 Mar 2005
Michael F. Ferguson and Hugh Douglas Witte
University of Cincinnati - Department of Finance - Real Estate and University of Missouri at Columbia - Department of Finance
Downloads 2,992 (2,451)
Citation 7

Abstract:

stock market, Congress, anomalies, behavioral finance

2.

On the Relation between EGARCH Idiosyncratic Volatility and Expected Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 50 Posted: 18 Aug 2010 Last Revised: 03 Jun 2014
Hui Guo, Haim Kassa and Michael F. Ferguson
University of Cincinnati - Department of Finance - Real Estate, Miami University and University of Cincinnati - Department of Finance - Real Estate
Downloads 586 (32,450)
Citation 36

Abstract:

EGARCH, idiosyncratic volatility, cross-section of stock returns

3.
Downloads 489 ( 43,977)

Equilibrium 'Anomalies'

Number of pages: 49 Posted: 15 Apr 2003
Michael F. Ferguson and Richard L. Shockley
University of Cincinnati - Department of Finance - Real Estate and Indiana University - Kelley School of Business - Department of Finance
Downloads 489 (43,431)
Citation 4

Abstract:

CAPM, asset pricing, anomalies, beta, HML, SMB, leverage, financial distress

Equilibrium 'Anomalies'

Journal of Finance, Forthcoming
Posted: 15 Apr 2003
Michael F. Ferguson and Richard L. Shockley
University of Cincinnati - Department of Finance - Real Estate and Indiana University - Kelley School of Business - Department of Finance

Abstract:

CAPM, asset pricing, anomalies, beta, HML, SMB, leverage, financial distress

4.

What's Different About Banks? Depositor Discipline and Active Monitoring

Number of pages: 45 Posted: 17 Mar 2006
Michael F. Ferguson and Bradley A. Stevenson
University of Cincinnati - Department of Finance - Real Estate and University of Akron
Downloads 268 (77,241)
Citation 1

Abstract:

bank monitoring, demand deposits, loan announcements

5.

But I Know it When I See it: An Economic Analysis of Vague Rules

Number of pages: 31 Posted: 01 May 2000
Michael F. Ferguson and Stephen R. Peters
University of Cincinnati - Department of Finance - Real Estate and Kansas State University - Department of Finance
Downloads 261 (88,483)
Citation 2

Abstract:

6.

Deal Risk, Liquidity Risk, and the Profitability of Risk Arbitrage

Number of pages: 52 Posted: 24 May 2011
Jie (Diana) Wei, Michael F. Ferguson and Doina Chichernea
Government of the United States of America - Office of the Comptroller of the Currency (OCC), University of Cincinnati - Department of Finance - Real Estate and The University of Toledo - Department of Finance
Downloads 175 (129,077)

Abstract:

Mergers and acquisitions, risk arbitrage, VIX, liquidity risk

7.

Does Equity-Based Compensation Really Have a 'Dark Side'? The Influence of Regulatory Discretion

Fifth Singapore International Conference on Finance 2011
Number of pages: 53 Posted: 01 Feb 2011 Last Revised: 14 May 2012
Michael F. Ferguson, Buhui Qiu and Weihong Song
University of Cincinnati - Department of Finance - Real Estate, University of Sydney Business School and University of Cincinnati - Department of Finance
Downloads 148 (148,589)
Citation 1

Abstract:

Equity-Based Compensation, Regulatory Discretion, Fraud, Sarbanes-Oxley

8.

Corporate Hedging and Financial Contracting

Number of pages: 58 Posted: 18 May 2011 Last Revised: 06 Apr 2012
Michael F. Ferguson, James A. Overdahl and Buhui Qiu
University of Cincinnati - Department of Finance - Real Estate, affiliation not provided to SSRN and University of Sydney Business School
Downloads 123 (174,571)

Abstract:

Corporate Hedging, Capital Structure, Financial Contracting, Moral Hazard

9.

Idiosyncratic Risk, Investor Base and Returns

Number of pages: 42 Posted: 15 May 2014
Doina Chichernea, Michael F. Ferguson and Haim Kassa
The University of Toledo - Department of Finance, University of Cincinnati - Department of Finance - Real Estate and Miami University
Downloads 49 (250,192)

Abstract:

Idiosyncratic Volatility, Investor Base, cross section of stock returns

10.

Execution Costs and Their Intraday Variation in Futures Markets

Journal of Business, Vol. 74, No. 1, January 2001
Posted: 01 Feb 2001
Michael F. Ferguson and Steven C. Mann
University of Cincinnati - Department of Finance - Real Estate and Texas Christian University - M.J. Neeley School of Business

Abstract:

11.

What Constitutes Evidence of Discrimination in Lending?

JOURNAL OF FINANCE, Vol 50 No 2, June 1995
Posted: 03 Nov 1998
Michael F. Ferguson and Stephen R. Peters
University of Cincinnati - Department of Finance - Real Estate and Kansas State University - Department of Finance

Abstract:

12.

Would Greater Transparency Increase or Decrease Contracting Costs?

JOURNAL OF FINANCIAL ENGINEERING, Vol 4 No 2, June 1995
Posted: 25 Aug 1998
Michael F. Ferguson and Corinne M. Bronfman
University of Cincinnati - Department of Finance - Real Estate and University of Arizona

Abstract:

13.

Risk Arbitrageurs, Insider Trading, and Allocation of Property Rights in Tender Offers

Posted: 28 May 1998
Michael F. Ferguson
University of Cincinnati - Department of Finance - Real Estate

Abstract:

14.

Ownership Structure, Potential Competition, and the Free-Rider Problem on Tender Offers

Journal of Law, Economics & Organization: Volume 10 Number 1, April 1994
Posted: 16 May 1998
Michael F. Ferguson
University of Cincinnati - Department of Finance - Real Estate

Abstract:

15.

Depth and Tightness

Posted: 03 May 1998
Michael F. Ferguson, Steven C. Mann and Len Schneck
University of Cincinnati - Department of Finance - Real Estate, Texas Christian University - M.J. Neeley School of Business and University of Dayton

Abstract:

16.

A Symmetric-Information Model of Credit Rationing

Posted: 08 Apr 1997
Michael F. Ferguson and Stephen R. Peters
University of Cincinnati - Department of Finance - Real Estate and Kansas State University - Department of Finance

Abstract:

17.

Is Lending Discrimination Always Costly?

Posted: 25 Mar 1997
Michael F. Ferguson and Stephen R. Peters
University of Cincinnati - Department of Finance - Real Estate and Kansas State University - Department of Finance

Abstract:

Other Papers (1)

Total Downloads: 130    Citations: 0
1.

The Profitability of Risk Arbitrage in Mergers and Acquisitions

Number of pages: 27 Posted: 26 Mar 2008
Michael F. Ferguson and Jie (Diana) Wei
University of Cincinnati - Department of Finance - Real Estate and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 120

Abstract:

Risk Arbitrage, Mergers and Acquisitions, Idiosyncratic Risk, VIX