Shane Underwood

Baylor University

Associate Professor of Finance

P.O. Box 98004

Waco, TX 76798-8004

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 23,240

SSRN RANKINGS

Top 23,240

in Total Papers Downloads

2,721

SSRN CITATIONS
Rank 13,188

SSRN RANKINGS

Top 13,188

in Total Papers Citations

57

CROSSREF CITATIONS

34

Scholarly Papers (10)

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 487 (72,913)
Citation 28

Abstract:

Loading...

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

Abstract:

Loading...

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 394 (94,500)
Citation 4

Abstract:

Loading...

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 349 (108,483)
Citation 14

Abstract:

Loading...

price discovery, futures, order flow

4.

Has the Propensity to Pay Out Declined?

Number of pages: 34 Posted: 02 Sep 2007
Rice University - Jesse H. Jones Graduate School of Business, Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law, Baylor University and Rice University - Jesse H. Jones Graduate School of Business
Downloads 281 (136,905)
Citation 8

Abstract:

Loading...

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 240 (160,402)

Abstract:

Loading...

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

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

Number of pages: 35 Posted: 21 Mar 2005
Shane Underwood
Baylor University
Downloads 234 (163,834)
Citation 6

Abstract:

Loading...

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

Abstract:

Loading...

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 228 (168,445)
Citation 2

Abstract:

Loading...

comovement, investment banking

8.

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
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 215 (178,131)
Citation 3

Abstract:

Loading...

Price discovery, quote quality, geography, market microstructure

9.

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 200 (190,574)
Citation 5

Abstract:

Loading...

Local Bias, Mutual Funds, Portfolio Choice

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 93 (344,125)
Citation 1

Abstract:

Loading...

mutual funds, geography, local bias, fees