Laura Frieder

Purdue University - Krannert School of Management

1310 Krannert Building

West Lafayette, IN 47907-1310

United States

SCHOLARLY PAPERS

11

DOWNLOADS
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CITATIONS
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83

Scholarly Papers (11)

1.

Spam Works: Evidence from Stock Touts and Corresponding Market Activity

Berkman Center Research Publication No. 2006-11, Harvard Public Law Working Paper No. 135, Oxford Legal Studies Research Paper No. 43/2006
Number of pages: 44 Posted: 27 Jul 2006
Laura Frieder and Jonathan L. Zittrain
Purdue University - Krannert School of Management and Harvard Law School and Harvard Kennedy School of Government
Downloads 4,929 (1,103)
Citation 14

Abstract:

spam, stock, tout, markets, e-mail, Internet, cyberlaw, SEC, unsolicited, commercial, manipulation, timing, consumer protection, pink sheets, efficiency

2.

Brand Perceptions and the Market for Common Stock

Number of pages: 58 Posted: 10 Apr 2002
Laura Frieder and Avanidhar Subrahmanyam
Purdue University - Krannert School of Management and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,029 (15,574)
Citation 51

Abstract:

Institutional holdings, market efficiency

3.

On Capital Structure and the Liquidity of a Firm's Stock

Number of pages: 38 Posted: 06 Feb 2006
Laura Frieder and Rodolfo Martell
Purdue University - Krannert School of Management and Barclays Global Investors
Downloads 746 (20,458)
Citation 7

Abstract:

Liquidity, leverage, capital structure, spreads

After a Restatement: Long-Run Market and Investor Response

Number of pages: 60 Posted: 17 Mar 2008 Last Revised: 10 Jan 2009
Laura Frieder and Devin M. Shanthikumar
Purdue University - Krannert School of Management and University of California, Irvine - Paul Merage School of Business
Downloads 381 (62,487)
Citation 1

Abstract:

restatement, financial accounting, information risk, long-run returns, institutional investing, transient institutions, dedicated institutions, quasi-indexer institutions

After a Restatement: Long-Run Market and Investor Response

Number of pages: 60 Posted: 11 Sep 2008
Laura Frieder and Devin M. Shanthikumar
Purdue University - Krannert School of Management and University of California, Irvine - Paul Merage School of Business
Downloads 216 (116,890)
Citation 1

Abstract:

5.

Evidence on Behavioral Biases in Trading Activity

EFA 2004 Maastricht Meetings Paper No. 5085
Number of pages: 61 Posted: 17 Dec 2003
Laura Frieder
Purdue University - Krannert School of Management
Downloads 502 (41,864)
Citation 2

Abstract:

Behavioral biases, irrational, trends, earnings

6.

Separating Up from Down: New Evidence on the Idiosyncratic Volatility - Return Relation

AFA 2008 New Orleans Meetings Paper
Number of pages: 43 Posted: 20 Mar 2007 Last Revised: 21 Feb 2013
Laura Frieder and George J. Jiang
Purdue University - Krannert School of Management and Washington State University
Downloads 341 (60,835)
Citation 1

Abstract:

idiosyncratic volatility, risk

Trading Venue and Voluntary Earnings Disclosure: The NYSE Specialist Market versus the NASDAQ Dealer Market

Number of pages: 42 Posted: 12 Dec 2006
Laura Frieder and Inho Suk
Purdue University - Krannert School of Management and State University of New York (SUNY) at Buffalo - School of Management
Downloads 113 (205,191)
Citation 2

Abstract:

Trading Venue and Voluntary Earnings Disclosure: The NYSE Specialist Market Versus the NASDAQ Dealer Market

Number of pages: 44 Posted: 19 Mar 2007
Inho Suk and Laura Frieder
State University of New York (SUNY) at Buffalo - School of Management and Purdue University - Krannert School of Management
Downloads 104 (218,047)
Citation 2

Abstract:

8.

Earnings Announcements, Order Flow, and Returns

AFA 2005 Philadelphia Meetings Paper
Number of pages: 46 Posted: 13 Jan 2005
Laura Frieder
Purdue University - Krannert School of Management
Downloads 201 (121,771)
Citation 4

Abstract:

9.

Executive Compensation and Investor Clientele

Number of pages: 47 Posted: 13 Oct 2006
Laura Frieder and Avanidhar Subrahmanyam
Purdue University - Krannert School of Management and University of California, Los Angeles (UCLA) - Finance Area
Downloads 153 (151,373)
Citation 1

Abstract:

executive compensation, corporate governance

10.

Frequency of and Responses to Voluntarily Disclosed Earnings on Floor- and Screen-Based Markets

Number of pages: 44 Posted: 16 Mar 2006
Laura Frieder and Inho Suk
Purdue University - Krannert School of Management and State University of New York (SUNY) at Buffalo - School of Management
Downloads 86 (238,965)

Abstract:

Voluntary disclosure, Liquidity, Microstructure, Exchange

11.

Perspectives: Nonsecular Regularities in Returns and Volume

Financial Analysts Journal, Vol. 60, No. 4, pp. 29-34, July/August 2004
Posted: 10 Aug 2004
Laura Frieder and Avanidhar Subrahmanyam
Purdue University - Krannert School of Management and University of California, Los Angeles (UCLA) - Finance Area

Abstract:

Portfolio Management: Equity Strategies