Jerold B. Warner

University of Rochester – Simon Business School

Professor

Carol Simon Hall 3-160H

Rochester, NY 14627

United States

  • University of Rochester – Simon Business School

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    • Tel: 585-275-2678
    • Fax: 585-442-6323
SCHOLARLY PAPERS

22

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49,302

TOTAL CITATIONS
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Top 6,063

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430

Scholarly Papers (22)

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1.

The Econometrics of Event Studies

Number of pages: 51 Posted: 25 Oct 2004
S.P. Kothari and Jerold B. Warner
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Rochester – Simon Business School
Downloads 17,579 (440)
Citation 152

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Event studies, econometrics, surveys, accounting, corporate finance, market efficiency

2.

Stock Returns, Aggregate Earnings Surprises, and Behavioral Finance

MIT Sloan Working Paper No. 4284-03
Number of pages: 42 Posted: 10 Jan 2005 Last Revised: 24 Feb 2009
Jonathan Lewellen, S.P. Kothari and Jerold B. Warner
Dartmouth College - Tuck School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Rochester – Simon Business School
Downloads 6,674 (2,290)
Citation 74

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3.

The Distribution of Power Among Corporate Managers, Shareholders, and Directors

Journal of Financial Economics (JFE), Vol. 20, pp. 3-24, 1988, Michael C. Jensen, A THEORY OF THE FIRM: GOVERNANCE, RESIDUAL CLAIMES AND ORGANIZATIONAL FORMS, Harvard University Press, December 2000, Harvard NOM Working Paper No. 00-09
Number of pages: 27 Posted: 11 Oct 2000 Last Revised: 24 Feb 2012
Michael C. Jensen (Deceased) and Jerold B. Warner
Harvard University - Business School (HBS) and University of Rochester – Simon Business School
Downloads 6,390 (2,460)
Citation 14

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Agency Costs, Managerial Stock Ownership, Insiders, Outsiders, Control Market, Corporate Performance, One Share/One Vote, Restructuring, Poison Pill Provisions, Performance

4.

Evaluating Mutual Fund Performance

Number of pages: 46 Posted: 13 Apr 1998
S.P. Kothari and Jerold B. Warner
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Rochester – Simon Business School
Downloads 4,363 (4,751)
Citation 14

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5.

Junk Bonds, Bank Debt, and Financing Corporate Growth

Number of pages: 43 Posted: 20 Feb 1998
Stuart C. Gilson and Jerold B. Warner
Harvard Business School - Finance Unit and University of Rochester – Simon Business School
Downloads 2,991 (8,802)
Citation 13

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6.

Private Versus Public Debt: Evidence from Firms that Replace Bank Loans with Junk Bonds

Number of pages: 40 Posted: 21 Dec 1998
Stuart C. Gilson and Jerold B. Warner
Harvard Business School - Finance Unit and University of Rochester – Simon Business School
Downloads 2,350 (12,892)
Citation 29

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7.

Editorial: Clinical Papers and Their Role in the Development of Financial Economics

Number of pages: 4 Posted: 28 Nov 2003
Eugene F. Fama, Michael C. Jensen (Deceased), John B. Long, Richard S. Ruback, G. William Schwert, Clifford W. Smith and Jerold B. Warner
University of Chicago - Finance, Harvard University - Business School (HBS), Simon Graduate School of Business, University of Rochester, Harvard Business School, University of Rochester - Simon Business School, Simon Graduate School of Business, University of Rochester and University of Rochester – Simon Business School
Downloads 1,966 (17,144)
Citation 8

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Clinical Papers, case studies, perfect and imperfect markets

8.

The Behavior of Aggregate Corporate Investment

Simon Business School Working Paper No. FR 14-18, Tuck School of Business Working Paper No. 2511268, MIT Sloan Research Paper No. 5112-14
Number of pages: 43 Posted: 19 Oct 2014 Last Revised: 07 Jan 2015
S.P. Kothari, Jonathan Lewellen and Jerold B. Warner
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Dartmouth College - Tuck School of Business and University of Rochester – Simon Business School
Downloads 1,673 (22,093)
Citation 26

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Investment, stock returns, profits, interest rates, uncertainty

9.

Why are Mutual Fund Flow and Market Returns Related? Evidence from High-Frequency Data

Number of pages: 39 Posted: 03 Apr 1999
Roger M. Edelen and Jerold B. Warner
Virginia Tech and University of Rochester – Simon Business School
Downloads 1,399 (28,908)
Citation 7

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10.

Momentum Profits, Factor Pricing, and Macroeconomic Risk

Downloads 570 (51,397)
Citation 4

Momentum Profits, Factor Pricing, and Macroeconomic Risk

Ross School of Business Paper No. 1050
Number of pages: 35 Posted: 26 Jul 2005
Laura Xiaolei Liu, Jerold B. Warner and Lu Zhang
Guanghua School of Management, Peking University, University of Rochester – Simon Business School and Ohio State University - Fisher College of Business
Downloads 570 (97,333)
Citation 4

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Momentum, the growth rate of industrial production, macroeconomic risk, the expected-growth risk

11.

Measuring Innovation and Product Differentiation: Evidence from Mutual Funds

Journal of Finance, Forthcoming
Number of pages: 73 Posted: 13 Jun 2016 Last Revised: 21 Feb 2019
Leonard Kostovetsky and Jerold B. Warner
Zicklin School of Business, Baruch College and University of Rochester – Simon Business School
Downloads 859 (57,897)
Citation 43

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Mutual Funds, Financial Innovation, Fund Flows, Product Differentiation, Competition

12.

You’re fired! New Evidence on Portfolio Manager Turnover and Performance

Simon School Working Paper No. FR 11-11, AFA 2013 San Diego Meetings Paper
Number of pages: 43 Posted: 15 Mar 2011 Last Revised: 16 Mar 2012
Leonard Kostovetsky and Jerold B. Warner
Zicklin School of Business, Baruch College and University of Rochester – Simon Business School
Downloads 601 (92,150)
Citation 9

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Mutual Funds, Management Turnover, Subadvisors

13.

Security Issue Timing: What Do Managers Know, and When Do They Know it?

Downloads 480 (121,691)
Citation 12

Security Issue Timing: What Do Managers Know, and When Do They Know it?

Simon School Working Paper No. FR 06-12, MIT Sloan Research Paper No. 4654-07, Rock Center for Corporate Governance Working Paper No. 25
Number of pages: 41 Posted: 17 Nov 2006 Last Revised: 17 Dec 2009
Dirk Jenter, Katharina Lewellen and Jerold B. Warner
London School of Economics & Political Science (LSE) - Department of Finance, Dartmouth College - Tuck School of Business and University of Rochester – Simon Business School
Downloads 401 (148,942)
Citation 11

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corporate pu option sales, marketing timing

Security Issue Timing: What Do Managers Know, and When Do They Know it?

NBER Working Paper No. w12724
Number of pages: 32 Posted: 06 Dec 2006 Last Revised: 09 Oct 2022
Dirk Jenter, Katharina Lewellen and Jerold B. Warner
London School of Economics & Political Science (LSE) - Department of Finance, Dartmouth College - Tuck School of Business and University of Rochester – Simon Business School
Downloads 79 (631,324)
Citation 1

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14.

Economic Fundamentals, Risk, and Momentum Profits

Simon School Working Paper No. FR 04-03
Number of pages: 32 Posted: 13 Jan 2004
Laura Xiaolei Liu, Jerold B. Warner and Lu Zhang
Guanghua School of Management, Peking University, University of Rochester – Simon Business School and Ohio State University - Fisher College of Business
Downloads 434 (137,247)
Citation 5

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Expected Growth, Momentum, Risk, Event Study

15.

Changes in Mutual Fund Advisory Contracts

Simon School Working Paper No. FR 05-14, AFA 2007 Chicago Meetings Paper
Number of pages: 47 Posted: 04 Nov 2005
Jerold B. Warner and Joanna S. Wu
University of Rochester – Simon Business School and University of Rochester - Simon Business School
Downloads 403 (149,558)
Citation 11

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16.

Why Do Mutual Fund Advisory Contracts Change? Fund Versus Family Influences

Simon School Working Paper No. FR 06-15
Number of pages: 48 Posted: 17 Oct 2006
Jerold B. Warner and Joanna S. Wu
University of Rochester – Simon Business School and University of Rochester - Simon Business School
Downloads 275 (225,648)
Citation 4

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17.

Why Do Mutual Fund Advisory Contracts Change? Performance, Growth and Spillover Effects

Journal of Finance, Forthcoming, Simon School Working Paper No. FR 10-13
Number of pages: 57 Posted: 12 Feb 2010
Jerold B. Warner and Joanna S. Wu
University of Rochester – Simon Business School and University of Rochester - Simon Business School
Downloads 192 (319,152)
Citation 3

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mutual funds, advisory fees, compensation, contracting, spillover effects, market-timing scandals

18.

Momentum Profits and Macroeconomic Risk

NBER Working Paper No. w11480
Number of pages: 28 Posted: 18 Aug 2005 Last Revised: 14 Nov 2022
Laura Xiaolei Liu, Jerold B. Warner and Lu Zhang
Guanghua School of Management, Peking University, University of Rochester – Simon Business School and Ohio State University - Fisher College of Business
Downloads 103 (527,539)

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19.

Stock Prices and Top Management Changes

Journal of Financial Economics, Vol. 20, 1988
Posted: 06 Sep 2006
Jerold B. Warner, Ross L. Watts and Karen H. Wruck
University of Rochester – Simon Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Ohio State University - Fisher College of Business, Department of Finance

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Management changes, stock price performance, governance

20.

Junk Bonds, Bank Debt, and Financial Flexibility

Posted: 20 Jul 1998
Stuart C. Gilson and Jerold B. Warner
Harvard Business School - Finance Unit and University of Rochester – Simon Business School

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21.

Measuring Long-Horizon Security Price Performance

Working Paper FR 95-19
Posted: 01 Jul 1998
S.P. Kothari and Jerold B. Warner
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Rochester – Simon Business School

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22.

Measuring Mutual Fund Performance

# FR 97-11
Posted: 01 Oct 1997
S.P. Kothari and Jerold B. Warner
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Rochester – Simon Business School

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