Warren Bailey

Cornell University

Professor of Finance

Samuel CurtisJohnson Graduate School of Management

387 Sage Hall

Ithaca, NY 14853-6201

United States

http://courses.cit.cornell.edu/wbb1/

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 3,728

SSRN RANKINGS

Top 3,728

in Total Papers Downloads

8,255

CITATIONS
Rank 1,886

SSRN RANKINGS

Top 1,886

in Total Papers Citations

297

Scholarly Papers (19)

1.

Behavioral Biases of Mutual Fund Investors

Journal of Financial Economics (JFE), Forthcoming, AFA 2009 San Francisco Meetings Paper
Number of pages: 69 Posted: 20 Mar 2008 Last Revised: 19 Jul 2010
Warren Bailey, Alok Kumar and David T. Ng
Cornell University, University of Miami - School of Business Administration and Cornell University
Downloads 1,841 (5,121)
Citation 19

Abstract:

Individual investors, behavioral biases, disposition effect, narrow framing, mutual fund investments

The Economic Consequences of Increased Disclosure: Evidence from International Cross-listings

Dice Center Working Paper No. 2002-4; AFA 2003 Washington, DC Meetings
Number of pages: 66 Posted: 27 Mar 2002
Cornell University, Cornell University - Johnson Graduate School of Management and University of Neuchatel
Downloads 1,199 (12,022)
Citation 95

Abstract:

International cross-listing, earnings announcements, trading volume, volatility

The Economic Consequences of Increased Disclosure: Evidence from International Cross-listings

Journal of Financial Economics, Forthcoming
Posted: 13 Sep 2005
Cornell University, Cornell University - Johnson Graduate School of Management and University of Neuchatel

Abstract:

International cross-listing, earnings announcements, trading volume, volatility

3.
Downloads 1,012 ( 15,930)

What Makes the VIX Tick?

Number of pages: 61 Posted: 09 Sep 2012 Last Revised: 27 Feb 2014
Warren Bailey, Lin Zheng and Yinggang Zhou
Cornell University, City University of New York, CUNY City College of New York - Department of Economics and Business and Xiamen University - Department of Finance
Downloads 840 (20,668)

Abstract:

VIX, implied volatility, volatility risk premium, macroeconomic news, policy uncertainty

What Makes the VIX Tick?

HKIMR Working Paper No.22/2012
Number of pages: 61 Posted: 03 Nov 2012 Last Revised: 27 Feb 2014
Warren Bailey, Lin Zheng and Yinggang Zhou
Cornell University, City University of New York, CUNY City College of New York - Department of Economics and Business and Xiamen University - Department of Finance
Downloads 172 (138,118)

Abstract:

VIX, implied volatility, volatility risk premium, macroeconomic news, policy uncertainty

Regulation Fair Disclosure and Earnings Information: Market, Analyst, and Corporate Responses

Number of pages: 50 Posted: 01 Apr 2003
Warren Bailey, Haitao Li, Connie X. Mao and Rui Zhong
Cornell University, University of Michigan - Stephen M. Ross School of Business, Temple University - Fox School of Business and Management and Cheung Kong Graduate School of Business and University of Texas at Arlington
Downloads 827 (21,162)
Citation 96

Abstract:

Regulation Fair Disclosure, Reg FD, earnings announcements, market reaction, event study

Regulation Fair Disclosure and Earnings Information: Market, Analyst, and Corporate Responses

Journal of Finance, Forthcoming
Posted: 01 Apr 2003
Warren Bailey, Haitao Li, Connie X. Mao and Rui Zhong
Cornell University, University of Michigan - Stephen M. Ross School of Business, Temple University - Fox School of Business and Management and Cheung Kong Graduate School of Business and University of Texas at Arlington

Abstract:

Regulation Fair Disclosure, Reg FD, earnings announcements, market reaction, event study

5.

Foreign Investments of U'S' Individual Investors: Causes and Consequences

AFA 2007 Chicago Meetings Paper
Number of pages: 33 Posted: 03 Jan 2005
Warren Bailey, Alok Kumar and David T. Ng
Cornell University, University of Miami - School of Business Administration and Cornell University
Downloads 669 (28,283)
Citation 20

Abstract:

Individual investors, diversification, home bias, local bias, over-confidence

6.

Regulation FD and Market Behavior around Earnings Announcements: Is the Cure Worse than the Disease?

Number of pages: 30 Posted: 28 May 2002
Warren Bailey, Haitao Li, Connie X. Mao and Rui Zhong
Cornell University, University of Michigan - Stephen M. Ross School of Business, Temple University - Fox School of Business and Management and Cheung Kong Graduate School of Business and University of Texas at Arlington
Downloads 518 (39,985)
Citation 2

Abstract:

Regulation FD, Fair Disclosure, earnings announcements, market reaction, event study

7.

Bank Loans with Chinese Characteristics: Some Evidence on Inside Debt in a State-Controlled Banking System

Journal of Financial and Quantitative Analysis (JFQA), Vol 46, No. 6, 2011
Number of pages: 64 Posted: 19 Sep 2008 Last Revised: 01 Sep 2012
Warren Bailey, Wei Huang and Zhishu Yang
Cornell University, University of Hawaii at Manoa - Shidler College of Business and Tsinghua University - School of Economics & Management
Downloads 420 (46,942)
Citation 5

Abstract:

bank loans, state ownership, China

How Important was Silver? Some Evidence on Exchange Rate Fluctuations and Stock Returns in Colonial-Era Asia

Cornell University Johnson Graduate School of Management Working Paper
Number of pages: 42 Posted: 16 Mar 2002
Warren Bailey and Kirida Bhaopichitr
Cornell University and The World Bank Office in Bangkok
Downloads 277 (85,679)
Citation 14

Abstract:

Exchange rates, exchange rate exposures, equity market risk premiums

How Important was Silver? Some Evidence on Exchange Rate Fluctuations and Stock Returns in Colonial-Era Asia

Forthcoming in Journal of Business
Posted: 28 Apr 2002
Warren Bailey and Kirida Bhaopichitr
Cornell University and The World Bank Office in Bangkok

Abstract:

Exchange rates, exchange rate exposures, equity market risk premiums

9.

Stock Market Liberalization and the Information Environment

Number of pages: 51 Posted: 17 May 2004
Kee-Hong Bae, Warren Bailey and Connie X. Mao
York University - Schulich School of Business, Cornell University and Temple University - Fox School of Business and Management
Downloads 246 (93,708)
Citation 26

Abstract:

Stock market liberalization, international portfolio flows, emerging markets

10.

The Latin Monetary Union: Some Evidence on Europe's Failed Common Currency

Review of Development Finance, Vol. 1, pp. 131-149, 2011
Number of pages: 53 Posted: 05 Aug 2003 Last Revised: 25 May 2011
Kee-Hong Bae and Warren Bailey
York University - Schulich School of Business and Cornell University
Downloads 239 (91,044)
Citation 3

Abstract:

Currency union, European Monetary Union, EMU, Latin Monetary Union

Investment Restrictions and the Cross-Border Flow of Information: Some Empirical Evidence

Number of pages: 38 Posted: 18 Apr 2001
Warren Bailey, Connie X. Mao and Kulpatra Sirodom
Cornell University, Temple University - Fox School of Business and Management and Thammasat University
Downloads 152 (154,034)
Citation 14

Abstract:

international asset pricing, capital barriers, segmentation, earnings

Investment Restrictions and the Cross-Border Flow of Information: Some Empirical Evidence

Journal of International Money and Finance, Forthcoming
Number of pages: 38 Posted: 04 May 2005
Warren Bailey, Connie X. Mao and Kulpatra Sirodom
Cornell University, Temple University - Fox School of Business and Management and Thammasat University
Downloads 57 (298,310)
Citation 14

Abstract:

international asset pricing, capital barriers, segmentation, earnings

12.

Banks, Bears, and the Financial Crisis

Journal of Financial Services Research, Forthcoming
Number of pages: 66 Posted: 21 Oct 2010 Last Revised: 23 Aug 2012
Warren Bailey and Lin Zheng
Cornell University and City University of New York, CUNY City College of New York - Department of Economics and Business
Downloads 150 (146,386)
Citation 3

Abstract:

Short Selling, Banks, Financial Crisis, speculation, predatory trading

13.

Locals, Foreigners, and Multi-Market Trading of Equities: Some Intraday Evidence

Johnson School Research Paper Series No. 28-06
Number of pages: 41 Posted: 15 Nov 2005
Warren Bailey, Connie X. Mao and Kulpatra Sirodom
Cornell University, Temple University - Fox School of Business and Management and Thammasat University
Downloads 122 (179,065)

Abstract:

segmented markets, dual class shares, foreign ownership restrictions

14.

Familiarity, Convenience, and Commodity Money: Spanish and Mexican Silver Dollars in Qing and Republican China

Number of pages: 37 Posted: 28 Jun 2009
Warren Bailey and Bin Zhao
Cornell University and Shanghai Advanced Institute of Finance
Downloads 104 (191,985)

Abstract:

China, silver, silver dollar, Spanish piece of eight, international trade

15.

Incorporation in Offshore Financial Centers: Naughty or Nice?

Number of pages: 84 Posted: 21 Nov 2013 Last Revised: 06 May 2016
Warren Bailey and Edith X. Liu
Cornell University and Federal Reserve Board of Governors
Downloads 70 (196,978)

Abstract:

Offshore financial center, tax haven, law and finance, corporate governance, regulatory arbitrage

16.

Foreign Investments of U.S. Individual Investors: Causes and Consequences

Management Science, Forthcoming
Posted: 07 Sep 2007
Warren Bailey, Alok Kumar and David T. Ng
Cornell University, University of Miami - School of Business Administration and Cornell University

Abstract:

Individual investors, diversification, home bias, local bias, over-confidence

17.

Investment Restrictions and the Pricing of Korean Convertible Eurobonds

Posted: 20 Dec 1998
Warren Bailey, Y. Peter Chung and Jun-Koo Kang
Cornell University, University of California at Riverside and Nanyang Technological University (NTU) - Nanyang Business School

Abstract:

18.

Foreign Ownership Restrictions and Equity Price Premiums: Some Evidence on Demand, Sentiment, and Information

UC Riverside Working Paper No. 98-02
Posted: 26 Jun 1998
Warren Bailey, Y. Peter Chung and Jun-Koo Kang
Cornell University, University of California at Riverside and Nanyang Technological University (NTU) - Nanyang Business School

Abstract:

Exchange Rate Fluctuations, Political Risk, and Stock Returns: Some Evidence from an Emerging Market

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, Volume 30 No. 4, December 1995
Posted: 04 Oct 1995
Warren Bailey and Y. Peter Chung
Cornell University and University of California at Riverside

Abstract:

Exchange Rate Fluctuations, Political Risk, and Stock Returns: Some Evidence from an Emerging Market

Posted: 10 Oct 1994
Warren Bailey and Y. Peter Chung
Cornell University and University of California at Riverside

Abstract: