Bartley R. Danielsen

North Carolina State University - Poole College of Management

Hillsborough Street

Raleigh, NC 27695-8614

United States

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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Top 6,619

in Total Papers Citations

17

CROSSREF CITATIONS

146

Scholarly Papers (13)

1.

Short Sale Constraints, Differences of Opinion, and Overvaluation

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 51 Posted: 10 Apr 2005
Rodney D Boehme, Bartley R. Danielsen and Sorin M. Sorescu
Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS), North Carolina State University - Poole College of Management and Texas A&M University - Department of Finance
Downloads 1,053 (21,173)
Citation 9

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Short Sale Constraints, Asset Pricing

2.

Idiosyncratic Risk and the Cross-Section of Stock Returns: Merton (1987) Meets Miller (1977)

Number of pages: 43 Posted: 18 Mar 2005
Rodney D Boehme, Praveen Kumar, Bartley R. Danielsen and Sorin M. Sorescu
Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS), University of Houston - Department of Finance, North Carolina State University - Poole College of Management and Texas A&M University - Department of Finance
Downloads 997 (22,992)
Citation 11

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Idiosyncratic volatility, expected returns

3.

Why Do Option Introductions Depress Stock Prices? An Empirical Study of Diminishing Short-Sale Constraints

DePaul University Working Paper
Number of pages: 46 Posted: 09 May 2000
Bartley R. Danielsen and Sorin M. Sorescu
North Carolina State University - Poole College of Management and Texas A&M University - Department of Finance
Downloads 590 (47,438)
Citation 5

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4.

Asset Pricing with Estimation-Risk and Uncertain Information Quality

Number of pages: 40 Posted: 29 Apr 2005
Rodney D Boehme, Praveen Kumar, Bartley R. Danielsen and Sorin M. Sorescu
Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS), University of Houston - Department of Finance, North Carolina State University - Poole College of Management and Texas A&M University - Department of Finance
Downloads 267 (120,011)
Citation 1

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Estimation-risk; Information quality; Conditional CAPM

5.

School Choice Programs: The Impacts on Housing Values

Journal of Real Estate Literature, Forthcoming
Number of pages: 28 Posted: 17 Dec 2014
Bartley R. Danielsen, Joshua Fairbanks and Jing Zhao
North Carolina State University - Poole College of Management, Texas Tech University - Rawls College of Business and Portland State University - The School of Business
Downloads 187 (169,520)

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Housing Markets, Property Values, School Choice, Tuition Vouchers, Migration

It Makes a Village: Residential Relocation after Charter School Admission

46th Annual AREUEA Conference Paper
Number of pages: 26 Posted: 01 Dec 2010
Bartley R. Danielsen
North Carolina State University - Poole College of Management
Downloads 34 (481,505)

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It Makes a Village: Residential Relocation after Charter School Admission

Real Estate Economics, Forthcoming
Posted: 27 May 2013
Bartley R. Danielsen, David Harrison and Jing Zhao
North Carolina State University - Poole College of Management, Texas Tech University and Portland State University - The School of Business

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Housing, Migration, Schools

7.

Stock-Split Post-Announcement Returns: Underreaction or Market Friction?

The Financial Review, Vol. 42, No. 4, pp. 485-506, November 2007
Number of pages: 22 Posted: 18 Nov 2007
Rodney D Boehme and Bartley R. Danielsen
Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS) and North Carolina State University - Poole College of Management
Downloads 29 (494,259)
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8.

Auditor Fees, Market Microstructure, and Firm Transparency

Journal of Business Finance & Accounting, Vol. 34, No. 1-2, pp. 202-221, January/March 2007
Number of pages: 20 Posted: 01 Mar 2007
Bartley R. Danielsen, Robert A. Van Ness and Richard S. Warr
North Carolina State University - Poole College of Management, University of Mississippi - Department of Finance and North Carolina State University
Downloads 27 (505,021)
Citation 1
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9.

Single Stock Futures as a Substitute for Short Sales: Evidence from Microstructure Data

Journal of Business Finance & Accounting, Vol. 36, Issue 9-10, pp. 1273-1293, November/December 2009
Number of pages: 21 Posted: 11 Nov 2009
Bartley R. Danielsen, Robert A. Van Ness and Richard S. Warr
North Carolina State University - Poole College of Management, University of Mississippi - Department of Finance and North Carolina State University
Downloads 2 (669,056)
Citation 1
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10.

REIT Auditor Fees and Financial Market Transparency

Real Estate Economics, Vol. 37, No. 3, pp. 515-557, Fall 2009
Number of pages: 43 Posted: 13 Oct 2009
North Carolina State University - Poole College of Management, UCF, University of Mississippi - Department of Finance and North Carolina State University
Downloads 1 (681,074)
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11.

It Makes a Village: Residential Relocation after Charter School Admission

Real Estate Economics, Vol. 42, Issue 4, pp. 1008-1041, 2014
Number of pages: 34 Posted: 28 Nov 2014
Bartley R. Danielsen, David M. Harrison and Jing Zhao
North Carolina State University - Poole College of Management, UCF and Portland State University - The School of Business
Downloads 0 (698,441)
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Estimation Risk, Information, and the Conditional CAPM: Theory and Evidence

Review of Financial Studies, Forthcoming
Posted: 11 Feb 2007
Praveen Kumar, Sorin M. Sorescu, Rodney D Boehme and Bartley R. Danielsen
University of Houston - Department of Finance, Texas A&M University - Department of Finance, Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS) and North Carolina State University - Poole College of Management

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Estimation risk, Information quality, Conditional CAPM, Risk factors, Dividend initiations

Estimation Risk, Information, and the Conditional CAPM: Theory and Evidence

The Review of Financial Studies, Vol. 21, Issue 3, pp. 1037-1075, 2008
Posted: 02 Jul 2008
Praveen Kumar, Sorin M. Sorescu, Rodney D Boehme and Bartley R. Danielsen
University of Houston - Department of Finance, Texas A&M University - Department of Finance, Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS) and North Carolina State University - Poole College of Management

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D83, D92, E22

13.

Why Do Option Introductions Depress Stock Prices? A Study of Diminishing Short-Sale Constraints

Journal of Financial and Quantitative Analysis, Forthcoming
Posted: 27 Aug 2001
Bartley R. Danielsen and Sorin M. Sorescu
North Carolina State University - Poole College of Management and Texas A&M University - Department of Finance

Abstract:

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Options, short-sales, effect of options on stock prices