Michael F. Ferguson

University of Cincinnati - Department of Finance - Real Estate

College of Business Administration

Cincinnati, OH 45221

United States

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 8,902

SSRN RANKINGS

Top 8,902

in Total Papers Downloads

5,750

SSRN CITATIONS
Rank 16,633

SSRN RANKINGS

Top 16,633

in Total Papers Citations

50

CROSSREF CITATIONS

11

Scholarly Papers (18)

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 3,236 (3,724)
Citation 7

Abstract:

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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 645 (45,193)
Citation 3

Abstract:

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EGARCH, idiosyncratic volatility, cross-section of stock returns

3.
Downloads 526 ( 58,718)
Citation 47

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 526 (58,070)
Citation 47

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

Equilibrium 'Anomalies'

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

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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 337 (99,683)
Citation 2

Abstract:

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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 288 (118,327)
Citation 5

Abstract:

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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 University of Denver - Reiman School of Finance
Downloads 210 (161,870)
Citation 1

Abstract:

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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 Independent
Downloads 178 (188,330)
Citation 1

Abstract:

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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 152 (215,456)
Citation 1

Abstract:

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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
University of Denver - Reiman School of Finance, University of Cincinnati - Department of Finance - Real Estate and Miami University
Downloads 104 (286,903)
Citation 2

Abstract:

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Idiosyncratic Volatility, Investor Base, cross section of stock returns

10.

Hazard Stocks and Expected Returns

Number of pages: 48 Posted: 09 Jul 2020
Jared DeLisle, Michael F. Ferguson and Haim Kassa
Utah State University, University of Cincinnati - Department of Finance - Real Estate and Miami University
Downloads 74 (354,253)

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Hazard Stocks, Lottery Stocks, MAX, Under-reaction, Equity Returns, Tail Risk, Information Uncertainty, Limits to Arbitrage

11.

Execution Costs and Their Intraday Variation in Futures Markets

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

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12.

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

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13.

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

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14.

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

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15.

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

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16.

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

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17.

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

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18.

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:

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Other Papers (1)

Total Downloads: 155
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 155

Abstract:

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Risk Arbitrage, Mergers and Acquisitions, Idiosyncratic Risk, VIX