Rex Thompson

affiliation not provided to SSRN

SCHOLARLY PAPERS

17

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CITATIONS
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Top 6,487

in Total Papers Citations

76

Scholarly Papers (17)

1.

The Impact of IFRS Adoption on the Value Relevance of Book Value and Earnings

Journal of Contemporary Accounting and Economics, Forthcoming
Number of pages: 46 Posted: 24 May 2010 Last Revised: 15 Apr 2011
University of Queensland - Business School, Southern Methodist University (SMU) - Accounting Department, University of Toronto - Rotman School of Management and affiliation not provided to SSRN
Downloads 1,486 (11,438)
Citation 11

Abstract:

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IFRS, Value Relevance, Nonlinear Pricing Model

2.

The Collateral Value of Fine Art

Journal of Banking and Finance, Forthcoming
Number of pages: 31 Posted: 28 Jan 2006
Rex Thompson and Clare McAndrew
affiliation not provided to SSRN and Trinity College, Dublin
Downloads 850 (26,678)
Citation 6

Abstract:

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Downside risk, credit, collateral, art, buy-ins, VAR

The Impact of Regulation Fair Disclosure: Trading Costs and Information Asymmetry

Number of pages: 34 Posted: 05 Oct 2001
Southern Methodist University (SMU) - Finance Department, affiliation not provided to SSRN and Chicago Equity Partners
Downloads 849 (26,352)
Citation 50

Abstract:

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Regulation Fair Disclosure, Reg. FD, Trading Costs, Information Asymmetry, SEC

The Impact of Regulation Fair Disclosure: Trading Costs and Information Asymmetry

Journal of Financial and Quantitative Analysis, Forthcoming
Posted: 01 Apr 2003
Chicago Equity Partners, affiliation not provided to SSRN and Southern Methodist University (SMU) - Finance Department

Abstract:

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Trading Costs, Information Asymmetry, Regulation Fair Disclosure, Return Volatility

4.

Merger Negotiations with Stock Market Feedback

Journal of Finance, Forthcoming, ECGI - Finance Working Paper No. 392/2013, Tuck School of Business Working Paper No. 2011-94
Number of pages: 63 Posted: 10 May 2011 Last Revised: 06 Dec 2013
Concordia University, Quebec - Department of Finance, Tuck School of Business at Dartmouth, affiliation not provided to SSRN and Norwegian School of Economics
Downloads 757 (31,327)
Citation 5

Abstract:

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Merger negotiations, market feedback loop, takeover bid, offer price markup, target runup, rational bidding, market efficiency, nonlinear test

5.

Log-Linear Stock Valuation Based on Accounting Information

Number of pages: 29 Posted: 27 May 2002
Rex Thompson, Randolph P. Beatty and Susan Riffe
affiliation not provided to SSRN, University of Southern California - Leventhal School of Accounting and Southern Methodist University (SMU) - Accounting Department
Downloads 501 (53,879)
Citation 1

Abstract:

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6.

Managing a Portfolio of Real Options: Sequential Exploration of Dependent Prospects

EFMA 2004 Basel Meetings Paper
Number of pages: 26 Posted: 18 May 2004
James L. Smith and Rex Thompson
affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 325 (90,316)

Abstract:

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7.

The Impact of Reservation Prices on the Perceived Bias of Expert Appraisals of Fine Art

Number of pages: 32 Posted: 14 Jan 2009 Last Revised: 13 Dec 2009
Clare McAndrew, James L. Smith and Rex Thompson
Trinity College, Dublin, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 159 (182,111)
Citation 1

Abstract:

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censoring, auctions, biased appraisals, reservation price

8.

Testing for Negative Expected Market Return Premia

Number of pages: 35 Posted: 19 Mar 2004
Venkat Eleswarapu and Rex Thompson
Chicago Equity Partners and affiliation not provided to SSRN
Downloads 158 (183,100)
Citation 1

Abstract:

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Expected market return premium, predictability, bootstrapping

9.

Diversification and the Value of Exploration Portfolios

Number of pages: 34 Posted: 15 Jun 2005
James L. Smith and Rex Thompson
affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 145 (196,580)
Citation 1

Abstract:

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Diversification, exploration risk, real options, portfolio valuation

10.

Modeling Equity Compensation with Accounting Contingencies

Number of pages: 31 Posted: 02 Jun 2012 Last Revised: 25 Mar 2014
Texas Christian University, Texas Christian University - M.J. Neeley School of Business and affiliation not provided to SSRN
Downloads 127 (218,484)

Abstract:

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11.

Direct Information Epidemics and Broadcasts: Implications for Asset Prices, Returns, and Volume

Number of pages: 34 Posted: 15 May 2014 Last Revised: 27 Nov 2014
Ravi Sastry, James L. Smith and Rex Thompson
University of Melbourne - Department of Finance, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 80 (298,483)

Abstract:

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learning, epidemics, informed trading

12.

Strategic Trading with Risk Aversion and Information Flow

Number of pages: 32 Posted: 21 Mar 2016 Last Revised: 28 Oct 2018
Ravi Sastry and Rex Thompson
University of Melbourne - Department of Finance and affiliation not provided to SSRN
Downloads 74 (312,401)

Abstract:

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informed trading, risk aversion, price efficiency, information flow, limits to arbitrage

13.

The Informational Role of Spot Prices and Inventories

Journal of Energy Markets, 2015, Resources for the Future Discussion Paper No. 12-45
Number of pages: 23 Posted: 23 Oct 2012
James L. Smith and Rex Thompson
affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 54 (367,109)

Abstract:

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futures trading, speculation, inventories, private information

14.

Tests of a Signalling Hypothesis: The Choice between Fixed and Adjustable Rate Debt

REVIEW OF FINANCIAL STUDIES, Vol 8 No 3
Posted: 25 Aug 1998
José Correia Guedes and Rex Thompson
Catholic University of Portugal (UCP) - Faculty of Economic Science and Business Studies and affiliation not provided to SSRN

Abstract:

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15.

The Method of Comparables in Tax Court Valuation of Privately-Held Firms: An Empirical Investigation

Posted: 25 Jun 1998
Randolph P. Beatty, Susan Riffe and Rex Thompson
University of Southern California - Leventhal School of Accounting, Southern Methodist University (SMU) - Accounting Department and affiliation not provided to SSRN

Abstract:

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16.

Stock Price Predictions with Accounting Information

Posted: 14 Jul 1997
Susan Riffe and Rex Thompson
Southern Methodist University (SMU) - Accounting Department and affiliation not provided to SSRN

Abstract:

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17.

On the Diversification, Observability, and Measurement of Estimation Risk

J. OF FINANCIAL AND QUANTITATIVE ANALYSIS, March 1996
Posted: 10 Oct 1996
University of Queensland - Business School, Catholic University of Portugal (UCP) - Faculty of Economic Science and Business Studies and affiliation not provided to SSRN

Abstract:

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