Shane Underwood

Baylor University

Associate Professor of Finance

P.O. Box 98004

Waco, TX 76798-8004

United States

  • Baylor University

    • Email
    • Tel: 254-710-4524
SCHOLARLY PAPERS

10

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2,833

SSRN CITATIONS
Rank 12,944

SSRN RANKINGS

Top 12,944

in Total Papers Citations

57

CROSSREF CITATIONS

34

Scholarly Papers (10)

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1.

The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis

Downloads 500 ( 83,746)

The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis

Number of pages: 37 Posted: 05 Oct 2006
Chris Downing, Shane Underwood and Yuhang Xing
BlackRock, Baylor University and Rice University
Downloads 500 (82,930)
Citation 28

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Stock-bond relationship, Lead-lag relationship, Firm-specific information, Market efficiency

The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 06 Feb 2008
Chris Downing, Shane Underwood and Yuhang Xing
BlackRock, Baylor University and Rice University

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Stock-bond relationship, Lead-lag relationship, Firm-specific information, Market efficiency

2.

Information, Sell-Side Research, and Market Making

Journal of Financial Economics (JFE), Vol. 90, No. 2, pp. 105-126, 2008, EFA 2006 Zurich Meetings Paper
Number of pages: 48 Posted: 17 Mar 2006 Last Revised: 18 Sep 2009
Leonardo Madureira and Shane Underwood
Case Western Reserve University - Weatherhead School of Management and Baylor University
Downloads 400 (108,930)
Citation 4

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Sell-Side Analysts, Market Making, Liquidity, Price Discovery

3.

Price Discovery in the Treasury Futures Market

Number of pages: 36 Posted: 19 Nov 2006
Michael W. Brandt, Shane Underwood and Kenneth A. Kavajecz
Duke University - Fuqua School of Business, Baylor University and Edgewood College
Downloads 364 (121,100)
Citation 14

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price discovery, futures, order flow

4.

Has the Propensity to Pay Out Declined?

Number of pages: 34 Posted: 02 Sep 2007
Gustavo Grullon, Bradley S. Paye, Shane Underwood and James Weston
Rice University - Jesse H. Jones Graduate School of Business, Virginia Tech - Department of Finance, Insurance, and Business Law, Baylor University and Rice University - Jesse H. Jones Graduate School of Business
Downloads 290 (154,174)
Citation 7

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dividends, share repurchases, net payouts

5.

Overconfidence and the Timing of Share Repurchases

Number of pages: 36 Posted: 24 Jun 2015
Jonathan F. Handy and Shane Underwood
Furman University and Baylor University
Downloads 259 (172,933)

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Behavioral Finance, Corporate Finance, Buybacks, Repurchases, Overconfidence, Timing

6.

The Cross-Market Information Content of Stock and Bond Order Flow

Downloads 239 (187,006)
Citation 6

The Cross-Market Information Content of Stock and Bond Order Flow

Number of pages: 35 Posted: 21 Mar 2005
Shane Underwood
Baylor University
Downloads 239 (186,463)
Citation 6

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Cross-market, Order flow, Market microstructure

The Cross-Market Information Content of Stock and Bond Order Flow

Journal of Financial Markets, Forthcoming
Posted: 07 Feb 2008
Shane Underwood
Baylor University

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Cross-market, Order flow, Market microstructure

7.

Comovement and Investment Banking Networks

Journal of Financial Economics (JFE), Vol. 113, No. 1, 2014
Number of pages: 51 Posted: 05 Aug 2010 Last Revised: 04 Jul 2014
Gustavo Grullon, Shane Underwood and James Weston
Rice University - Jesse H. Jones Graduate School of Business, Baylor University and Rice University - Jesse H. Jones Graduate School of Business
Downloads 231 (193,117)
Citation 2

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comovement, investment banking

8.

The Causal Effects of Proximity on Investment: Evidence from Flight Introductions

Journal of Financial and Quantitative Analysis, Vol. 55, No. 6, pp 1978-2004, 2020
Number of pages: 51 Posted: 02 Nov 2016 Last Revised: 06 Jul 2021
Jesse A. Ellis, Leonardo Madureira and Shane Underwood
North Carolina State University, Case Western Reserve University - Weatherhead School of Management and Baylor University
Downloads 223 (199,699)
Citation 5

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Local Bias, Mutual Funds, Portfolio Choice

9.

Geographic Proximity and Price Discovery: Evidence from Nasdaq

Journal of Financial Markets, vol. 14, no. 2, 193-226, 2011
Number of pages: 54 Posted: 27 Nov 2007 Last Revised: 11 Dec 2011
Amber Anand, Vladimir A. Gatchev, Leonardo Madureira, Christo A. Pirinsky and Shane Underwood
Syracuse University - Whitman School of Management, University of Central Florida - Department of Finance, Case Western Reserve University - Weatherhead School of Management, University of Central Florida and Baylor University
Downloads 221 (201,447)
Citation 3

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Price discovery, quote quality, geography, market microstructure

10.

The Only Fund in Town? Geographic Segmentation in the U.S. Mutual Fund Market

Number of pages: 37 Posted: 19 Jun 2014
Jesse A. Ellis and Shane Underwood
North Carolina State University and Baylor University
Downloads 106 (364,171)
Citation 1

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mutual funds, geography, local bias, fees