Craig M. Lewis

Vanderbilt University - Finance

Associate Professor

401 21st Avenue South

Nashville, TN 37203

United States

SCHOLARLY PAPERS

28

DOWNLOADS
Rank 10,790

SSRN RANKINGS

Top 10,790

in Total Papers Downloads

8,778

TOTAL CITATIONS
Rank 6,492

SSRN RANKINGS

Top 6,492

in Total Papers Citations

119

Scholarly Papers (28)

1.

Do Fraudulent Firms Produce Abnormal Disclosure?

Vanderbilt Owen Graduate School of Management Research Paper No. 2298302, Robert H. Smith School Research Paper
Number of pages: 52 Posted: 26 Jul 2013 Last Revised: 23 Apr 2015
Gerard Hoberg and Craig M. Lewis
University of Southern California - Marshall School of Business - Finance and Business Economics Department and Vanderbilt University - Finance
Downloads 1,308 (31,363)
Citation 39

Abstract:

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Fraud, Disclosure, Herding, Litigation, Text Analytics, Enforcement

2.

Industry Conditions, Growth Opportunities, and Market Reactions to Convertible Debt Financing Decisions

Number of pages: 38 Posted: 13 Jan 1997
Craig M. Lewis, Richard J. Rogalski and James K. Seward
Vanderbilt University - Finance, Dartmouth College - Tuck School of Business and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 1,152 (37,579)
Citation 5

Abstract:

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3.

The Long-Run Performance of Firms Adopting Compensation Plans Based on Economic Profits

Number of pages: 32 Posted: 06 Jan 2000
Chris E. Hogan, Chris E. Hogan and Craig M. Lewis
Michigan State UniversityMichigan State University - Department of Accounting & Information Systems and Vanderbilt University - Finance
Downloads 1,057 (42,621)
Citation 8

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4.

Shareholder Initiated Class Action Lawsuits: Shareholder Wealth Effects and Industry Spillovers

Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 4, pp. 823-850
Number of pages: 44 Posted: 20 Mar 2006 Last Revised: 23 Nov 2012
Amar Gande and Craig M. Lewis
Southern Methodist University (SMU) - Finance Department and Vanderbilt University - Finance
Downloads 647 (82,353)
Citation 12

Abstract:

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Class Action Lawsuits, Industry Spillovers, Litigation, Partial Anticipation, Propensity to be Sued, Shareholder Wealth Effects

5.

Busted Ipos and Windows of Misopportunity

Number of pages: 53 Posted: 14 Feb 2001
Craig M. Lewis, James K. Seward and Lynn Foster-Johnson
Vanderbilt University - Finance, University of Wisconsin - Madison - Department of Finance, Investment and Banking and Dartmouth College - Tuck School of Business
Downloads 628 (85,497)
Citation 4

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6.
Downloads 538 (103,935)
Citation 9

Convertible Security Design and Contract Innovation

Number of pages: 48 Posted: 03 Mar 2009 Last Revised: 23 Nov 2012
Craig M. Lewis and Patrick Verwijmeren
Vanderbilt University - Finance and Erasmus University Rotterdam (EUR)
Downloads 344 (173,292)
Citation 5

Abstract:

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Convertible security financing, Convertible debt, Convertible preferred stock, External finance, Security choice decision, Security design, Cash settlement, Net share settlement, Mandatory conversion

Convertible Security Design and Contract Innovation

Number of pages: 47 Posted: 14 Dec 2008 Last Revised: 23 Nov 2012
Craig M. Lewis and Patrick Verwijmeren
Vanderbilt University - Finance and Erasmus University Rotterdam (EUR)
Downloads 194 (308,527)
Citation 4

Abstract:

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Convertible security financing, Security design, Net share settlement

7.

Deregulating Innovation Capital: The Effects of the JOBS Act on Biotech Startups

Review of Corporate Finance Studies, forthcoming
Number of pages: 74 Posted: 15 Jul 2020 Last Revised: 15 Nov 2022
Craig M. Lewis and Joshua T. White
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 427 (137,116)
Citation 5

Abstract:

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Innovation, drug development, R&D, initial public offerings, SEC

8.

Convertibles and Hedge Funds as Distributors of Equity Exposure

Number of pages: 53 Posted: 11 Mar 2010 Last Revised: 17 Jan 2023
New York University - Stern School of Business, RSFAS Australian National University, Vanderbilt University - Finance and Erasmus University Rotterdam (EUR)
Downloads 399 (148,373)
Citation 12

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Convertible securities, convertible arbitrage, hedge funds

9.
Downloads 392 (151,344)
Citation 6

Interconnectedness in the CDS Market

Financial Analysts Journal, Forthcoming, Vanderbilt Owen Graduate School of Management Research Paper No. 2436634&
Number of pages: 35 Posted: 15 May 2014 Last Revised: 26 Feb 2016
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Securities and Exchange Commission and Vanderbilt University - Finance
Downloads 234 (258,309)

Abstract:

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CDS, dealers, network

Interconnectedness in the CDS Market

Vanderbilt Owen Graduate School of Management Research Paper
Number of pages: 24 Posted: 24 Jun 2014
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Securities and Exchange Commission and Vanderbilt University - Finance
Downloads 158 (370,535)
Citation 6

Abstract:

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10.

Debt-Equity Choices, R&D Investment and Market Timing

Vanderbilt Owen Graduate School of Management Research Paper No. 2471580, Journal of Financial Economics (JFE), Vol. 119, No. 3, 2016
Number of pages: 39 Posted: 27 Jul 2014 Last Revised: 07 Jul 2020
Craig M. Lewis and Yongxian Tan
Vanderbilt University - Finance and Curtin University
Downloads 346 (173,568)
Citation 4

Abstract:

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Financial policy, debt issues, equity issues, R&D investment, market timing

11.

The Determinants of Issue Cycles for Initial Public Offerings

Owen Graduate School of Management Working Paper No. 2003-02
Number of pages: 34 Posted: 22 Nov 2003
Craig M. Lewis and Vladimir I. Ivanov
Vanderbilt University - Finance and US Securities & Exchange Commission
Downloads 337 (178,599)
Citation 8

Abstract:

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Issue Cycles, Initial Public Offerings, IPO,autoregressive conditional duration, ACD, contagion

12.

Can the Changes in Fundamentals Explain the Attenuation of Anomalies?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 79 Posted: 24 Sep 2021 Last Revised: 25 May 2023
Siu Kai Choy, Craig M. Lewis and Yongxian Tan
King's College London, Vanderbilt University - Finance and Curtin University
Downloads 315 (191,778)
Citation 1

Abstract:

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Stock Market Anomalies; Q-Theory; Arbitrage

13.

Liquid Alternative Mutual Funds: An Asset Class that Expands Opportunities for Diversification

Number of pages: 30 Posted: 31 Mar 2016
Craig M. Lewis
Vanderbilt University - Finance
Downloads 291 (208,700)
Citation 1

Abstract:

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Liquid alternative mutual funds, diversification, derivatives

14.
Downloads 245 (248,265)
Citation 3

Money Market Fund Capital Buffers

Vanderbilt Owen Graduate School of Management Research Paper No. 2388676
Number of pages: 47 Posted: 01 Feb 2014 Last Revised: 08 Apr 2015
Craig M. Lewis
Vanderbilt University - Finance
Downloads 142 (405,017)
Citation 2

Abstract:

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money market funds, capital buffer, affine term structure

Money Market Fund Capital Buffers

Number of pages: 47 Posted: 08 Nov 2015
Craig M. Lewis
Vanderbilt University - Finance
Downloads 103 (519,675)
Citation 1

Abstract:

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Money market funds, mutual funds, capital buffer

15.

Closing Loopholes in the Accounting of Convertible Debt and the Impact of Call Features

Number of pages: 33 Posted: 05 Jul 2010
Craig M. Lewis and Patrick Verwijmeren
Vanderbilt University - Finance and Erasmus University Rotterdam (EUR)
Downloads 213 (285,119)
Citation 1

Abstract:

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Convertible securities, cash settlements, APB 14-1, call features, earnings management, economic consequences of accounting changes

16.

Commodity Futures and the Limits to Arbitrage

Number of pages: 69 Posted: 18 Jul 2024
Illinois Institute of Technology, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics, Vanderbilt University - Finance and Efficient Capital Management, LLC
Downloads 178 (334,481)

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financialization, futures, futures indices, limits to arbitrage

17.

Is the Bottom Line the Top Priority? A Choice Model of Revenue and Earnings Guidance

Number of pages: 43 Posted: 15 Jan 2021
Texas Christian University - M.J. Neeley School of Business, Vanderbilt University - Finance, University of Tennessee, Knoxville - Haslam College of Business and Vanderbilt University - Finance
Downloads 158 (370,562)
Citation 1

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voluntary disclosure, guidance, revenue forecasts, sales guidance, multinomial logit

18.

Fad or Future?: Automated Analysis of Financial Text and Its Implications for Corporate Reporting

Forthcoming in Accounting and Business Research
Number of pages: 54 Posted: 12 Jan 2019
Craig M. Lewis and Steven Young
Vanderbilt University - Finance and Lancaster University - Department of Accounting and Finance
Downloads 147 (393,291)

Abstract:

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Natural Language Processing, NLP, Review, IASB Disclosure Initiative, Disclosure Problem

19.

Money Market Funds and Regulation

Annual Review of Financial Economics, Vol. 8, pp. 25-51, 2016
Posted: 18 Nov 2016
Craig M. Lewis
Vanderbilt University - Finance

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20.

Firm-Specific Estimates of the Ex Ante Bankruptcy Discount

Posted: 03 Apr 2009
Craig M. Lewis
Vanderbilt University - Finance

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Bankruptcy, Financial Distress, Bankruptcy Costs

21.

Earnings Management and Firm Valuation Under Asymmetric Information

Posted: 01 Sep 1999
Paul K. Chaney and Craig M. Lewis
Vanderbilt University - Accounting and Vanderbilt University - Finance

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22.

An Empirical Analysis of Income Smoothing: Evidence from Initial Public Offerings

Posted: 20 Jul 1999
Craig M. Lewis and Paul K. Chaney
Vanderbilt University - Finance and Vanderbilt University - Accounting

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23.

An Empirical Analysis of Convertible Debt Financing by Nyse/Amex and NASDAQ Firms

Posted: 20 Jul 1999
Craig M. Lewis, Richard J. Rogalski and James K. Seward
Vanderbilt University - Finance, Dartmouth College - Tuck School of Business and University of Wisconsin - Madison - Department of Finance, Investment and Banking

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24.

Agency Problems, Information Asymmetries, and Convertible Debt Security Design

Posted: 29 May 1998
Craig M. Lewis, Richard J. Rogalski and James K. Seward
Vanderbilt University - Finance, Dartmouth College - Tuck School of Business and University of Wisconsin - Madison - Department of Finance, Investment and Banking

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25.

The Performance of Firms that Issue Convertible Debt

Posted: 01 May 1998
James K. Seward, Craig M. Lewis and Richard J. Rogalski
University of Wisconsin - Madison - Department of Finance, Investment and Banking, Vanderbilt University - Finance and Dartmouth College - Tuck School of Business

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26.

The Use of Accruals in Earnings Management: A Permanent Earnings Hypothesis

Posted: 26 Feb 1998
Paul K. Chaney, Debra C. Jeter and Craig M. Lewis
Vanderbilt University - Accounting, Vanderbilt University - Accounting and Vanderbilt University - Finance

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27.

Is Convertible Debt a Substitute for Straight Debt or Common Equity?

Posted: 22 Sep 1997
James K. Seward, Craig M. Lewis and Richard J. Rogalski
University of Wisconsin - Madison - Department of Finance, Investment and Banking, Vanderbilt University - Finance and Dartmouth College - Tuck School of Business

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28.

Initial Margin Policy and Stochastic Volatility in the Crude Oil Futures Market

REVIEW OF FINANCIAL STUDIES, Vol. 10 No. 2
Posted: 27 Feb 1997
Theodore E. Day and Craig M. Lewis
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Vanderbilt University - Finance

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