Kenneth N. Daniels

Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate

Professor of Finance

Richmond, VA 23284

United States

  • Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate

SCHOLARLY PAPERS

19

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5

CROSSREF CITATIONS

61

Scholarly Papers (19)

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1.

A Primer on Loan Pricing Models: A Case Study from Virginia Community Capital (VCC)

Number of pages: 16 Posted: 14 May 2011
Kenneth N. Daniels, Robert Cowgill, Ira A. Abdullah, Ahn Tran and Victoria Williamson
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate, Virginia Commonwealth University (VCU), Virginia Commonwealth University (VCU), Virginia Commonwealth University (VCU) and Virginia Commonwealth University (VCU)
Downloads 1,261 (15,673)

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RAROC, loan pricing, cost of capital, credit risk

2.

The Effect of Credit Ratings on Credit Default Swap Spreads and Credit Spreads

Journal of Fixed Income, December 2005
Number of pages: 18 Posted: 13 Dec 2005 Last Revised: 13 Nov 2007
Kenneth N. Daniels and Malene Shin Jensen
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and University of Aarhus - Department of Management
Downloads 943 (24,123)
Citation 4

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Credit Risk, Credit Default Swaps, Credit Rating, Principal Component Analysis, Event Study

3.

Efficiency Estimation of U.S. Commercial Banking: A Stochastic Frontier Approach Using Gibbs Sampling

Number of pages: 37 Posted: 12 Feb 2003
James M. Sfiridis and Kenneth N. Daniels
University of Connecticut - Department of Finance and Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate
Downloads 656 (39,865)

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Cost efficiency, X efficiency, stochastic frontier, Bayesian computation, Gibbs sampling

4.

The Role and Impact of Financial Advisors in the Market for Municipal Bonds

Journal of Financial Services Research, August 2006
Number of pages: 42 Posted: 13 Mar 2006
Kenneth N. Daniels and Jayaraman Vijayakumar
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and Virginia Commonwealth University (VCU) - Department of Accounting
Downloads 466 (61,974)

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Financial advisors, municipal bonds, monitoring

5.

The Valuation Impact of Financial Advisors: An Empirical Analysis of Reit Merger and Acquisitions

Journal of Real Estate Research (JRER), Vol. 29, No. 1 , 2007
Number of pages: 18 Posted: 09 Mar 2006
Kenneth N. Daniels and Richard Phillips
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate
Downloads 368 (81,993)
Citation 1

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REIT, mergers and acquisitions, transaction value

6.

Debt Restructurings, Holdouts, and Exit Consents

Journal of Financial Stability, Vol. 3, pp. 1-17, 2007
Number of pages: 34 Posted: 27 Mar 2007 Last Revised: 30 Oct 2007
Kenneth N. Daniels and Gabriel G. Ramirez
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and Kennesaw State University - Michael J. Coles College of Business
Downloads 353 (86,042)

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Exit consents, debt restructuring, workouts, consent solicitation, debt renegotiation, exchange offers, tender offers, coercion, and holdouts

7.

Does Underwriter Reputation Matter in the Municipal Bond Market?

Journal of Economics and Business, November-December 2007
Number of pages: 36 Posted: 02 Nov 2006 Last Revised: 13 Oct 2007
Kenneth N. Daniels and Jayaraman Vijayakumar
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and Virginia Commonwealth University (VCU) - Department of Accounting
Downloads 282 (110,161)

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Underwriter Reputation, Municipal Bonds, Bond Yields

8.

Impact of Information Asymmetry on Municipal Bond Yields: An Empirical Analysis

American Journal of Economics and Business Administration, 2009
Number of pages: 10 Posted: 01 May 2009
Kenneth N. Daniels and Demissew Diro Ejara
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and University of New Haven
Downloads 255 (122,517)

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Municipal bonds, bond yields, information asymmetry, revenue bonds, General obligation bonds, credit rating

9.

Information, Credit Risk, Lending Specialization, and Loan Pricing: Evidence from the DIP Financing Market

Journal of Financial Services Research, Vol 34, Number 1, August 2008
Number of pages: 49 Posted: 15 May 2008 Last Revised: 17 Mar 2009
Kenneth N. Daniels and Gabriel G. Ramirez
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and Kennesaw State University - Michael J. Coles College of Business
Downloads 246 (127,081)
Citation 1

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Bank loans, financial intermediation, debtor in possession financing, loan contracting, lending specialization, loan pricing, information effects, credit risk, and chapter 11.

10.

The Impact of Arrangers and Buyout Sponsors on Loan Pricing in Leverage Buyouts: A Cross Border Study of US and European Leverage Buyouts

Banking and Capital Markets: New International Perspectives World Scientific Press, 2010
Number of pages: 34 Posted: 06 Mar 2009 Last Revised: 23 Oct 2009
Kenneth N. Daniels and Irvin Morgan
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and Bentley University - McCallum Graduate School of Business
Downloads 212 (146,842)

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LBOs, Private equity, sponsorship, syndicated lending

11.

An Empirical Analysis of the Determinants and Pricing of Corporate Bond Clawbacks

Journal of Corporate Finance, Vol. 15 No. 4, 2009
Number of pages: 45 Posted: 17 Mar 2009 Last Revised: 13 Oct 2009
Kenneth N. Daniels, Demissew Diro Ejara and Jayaraman Vijayakumar
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate, University of New Haven and Virginia Commonwealth University (VCU) - Department of Accounting
Downloads 176 (174,321)

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clawbacks, IPO, high yield, debt pricing, renegotiation

12.

The Impact of Electronic Auctions and Auction Types on the Market for Municipal Bonds

Municipal Finance Journal, Vol. 28, No. 2, pp. 25-47, Summer 2007
Number of pages: 31 Posted: 25 May 2007 Last Revised: 06 Feb 2008
Kenneth N. Daniels and Jayaraman Vijayakumar
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and Virginia Commonwealth University (VCU) - Department of Accounting
Downloads 171 (178,709)

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Electronic bidding, Municipal Bonds, Auctions

13.

Debt Maturity, Credit Risk and Information Asymmetry: The Case of Municipal Bonds

Downloads 168 (181,512)
Citation 4

Debt Maturity, Credit Risk and Information Asymmetry: The Case of Municipal Bonds

The Financial Review, Forthcoming
Number of pages: 28 Posted: 10 Oct 2009
Kenneth N. Daniels, Demissew Diro Ejara and Jayaraman Vijayakumar
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate, University of New Haven and Virginia Commonwealth University (VCU) - Department of Accounting
Downloads 165 (184,423)

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municipal bonds, debt maturity, risk, credit quality, information asymmetry

Debt Maturity, Credit Risk, and Information Asymmetry: The Case of Municipal Bonds

Financial Review, Vol. 45, Issue 3, pp. 603-626, August 2010
Number of pages: 24 Posted: 13 Jul 2010
Kenneth N. Daniels, Demissew Diro Ejara and Jayaraman Vijayakumar
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate, affiliation not provided to SSRN and Virginia Commonwealth University (VCU) - Department of Accounting
Downloads 3 (672,521)
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14.

A Primer on Pricing and Valuation: The Case of Credit Default Swaps

Number of pages: 6 Posted: 15 Dec 2012
Nicholas DeRobertis, Corbin Fox, Lucas Wright and Kenneth N. Daniels
Virginia Commonwealth University (VCU), Virginia Commonwealth University (VCU), Virginia Commonwealth University (VCU) and Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate
Downloads 139 (212,555)

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Credit defualt swaps, valuation, market efficiency

15.

The Existence of Corporate Bond Clawbacks (IPOCs): Theory and Evidence

Number of pages: 63 Posted: 21 Mar 2011 Last Revised: 04 Feb 2012
Kenneth N. Daniels, Fernando Diaz and Gabriel G. Ramirez
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate, Universidad Diego Portales and Kennesaw State University - Michael J. Coles College of Business
Downloads 124 (232,391)

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IPOCs, Clawback bonds, Renegotiation, Bond Clawbacks, Convertible bonds

16.

Deregulation, Intensity of Competition, Industry Evolution and the Productivity Growth of US Commercial Banks

Journal of Money, Credit and Banking, Vol. 37, No. 2, pp. 339-360, 2005
Number of pages: 32 Posted: 30 Nov 2003 Last Revised: 18 Nov 2007
Kenneth N. Daniels, Dogan Tirtiroglu and Ercan Tirtiroglu
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate, Kadir Has University and University of Adelaide - Business School
Downloads 108 (256,847)

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Total Factor Productivity Growth, MBHC Regulations, Bank Regulations

17.

An Empirical Investigation of Corporate Bond Clawbacks (IPOCs): Debt Renegotiation Versus Exercising the Clawback Option

Journal of Corporate Finance, Vol. 20 , April 2013.
Number of pages: 27 Posted: 26 Oct 2012 Last Revised: 02 Dec 2013
Kenneth N. Daniels, Fernando Diaz and Gabriel G. Ramirez
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate, Universidad Diego Portales and Kennesaw State University - Michael J. Coles College of Business
Downloads 78 (316,395)

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Debt renegotiation, Clawbacks, Financial distress

18.

The Relative Cost Efficiency of Stock Versus Mutual Thrifts: A Bayesian Approach

Financial Review, Vol. 39, pp. 153-178, 2004
Number of pages: 40 Posted: 30 Nov 2003 Last Revised: 18 Nov 2007
James M. Sfiridis and Kenneth N. Daniels
University of Connecticut - Department of Finance and Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate
Downloads 48 (403,574)

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thrifts, cost efficiency, stochastic cost frontier, Gibbs sampler, data augmentation

19.

Regulatory Competition and Cross-Fertilization in the US Banking Markets

Number of pages: 41 Posted: 23 May 2014
Dogan Tirtiroglu, Başak Tanyeri, Ercan Tirtiroglu and Kenneth N. Daniels
Kadir Has University, Bilkent University, University of Adelaide - Business School and Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate
Downloads 25 (503,965)

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Bank deregulations, Commercial Banks, Contestability, Spatial Interaction, Tiebout Model, Productivity Growth, Kalman Filter

Other Papers (1)

Total Downloads: 0
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1.

The Role of Information Asymmetry on Mortgage Loan Pricing: A Lemons Dilemma of Differential Pricing

Posted: 23 Feb 2010 Last Revised: 08 Jan 2011
Kenneth N. Daniels and Brent C. Smith
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and Virginia Commonwealth University

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residential, mortgage, discrimination, information asymmetry, public policy, market efficiency