Naresh Bansal

Saint Louis University - Department of Finance

Assistant Professor

John Cook School of Business

St. Louis, MO 63108

United States

SCHOLARLY PAPERS

10

DOWNLOADS

224

CITATIONS

0

Scholarly Papers (10)

1.

Equity Volatility as a Determinant of Future Term-Structure Volatility

Journal of Financial Markets 25 (2015), 33-51.
Posted: 19 Nov 2012 Last Revised: 10 Oct 2016
Saint Louis University - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Louisville

Abstract:

Equity Risk, Term Structure, Bond Volatility

2.

High Risk Episodes and the Equity Size Premium

Number of pages: 75 Posted: 30 Sep 2016 Last Revised: 16 Dec 2016
Saint Louis University - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Louisville
Downloads 0 (169,504)

Abstract:

Equity Size Premium, SMB, Volatility Risk, Illiquidity Risk, Default Risk, Intertemporal Risk-Return Tradeoff

3.

Do CMO Incentives Matter? An Empirical Investigation of CMO Compensation and its Impact on Firm Performance

Management Science, Forthcoming
Number of pages: 53 Posted: 30 Nov 2015 Last Revised: 15 Sep 2016
Saint Louis University - Department of Finance, University of Kansas - School of Business, State University of New York at New Paltz and University of Kansas - School of Business
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Abstract:

Chief Marketing Officer, CMO, CMO Compensation, Agency Theory, Firm Performance

4.

CEO Turnover and the Reduction of Price Sensitivity

Journal of Corporate Finance, Volume 25, April 2014, Pages 376–386,
Posted: 15 Jan 2014 Last Revised: 05 Jan 2015
Saint Louis University - John Cook School of Business, Saint Louis University - Department of Finance and Saint Louis University

Abstract:

CEO changes, managerial incentives, executive compensation, investment policy, financing policy

5.

Short-Sale Constraints and Securities Lending by Exchange-Traded Funds

Managerial Finance, Vol. 39, No. 5, pp. 444 - 456 (2013)
Posted: 11 Nov 2012 Last Revised: 19 Apr 2013
Naresh Bansal, Ryan McKeon and Marko Svetina
Saint Louis University - Department of Finance, University of San Diego and University of San Diego

Abstract:

Exchange-traded funds, short-sale constraints, short interest, securities lending

6.

Can We Consistently Forecast a Firm's Earnings? Using Combination Forecast Methods to Predict the EPS of Dow Firms

Journal of Economics and Finance, Volume 39, Issue 1 (2015), Pages 1-22
Posted: 14 May 2012 Last Revised: 12 Jan 2015
Naresh Bansal, Jack Strauss and Alireza Nasseh
Saint Louis University - Department of Finance, University of Denver - Reiman School of Finance and Saint Louis University - Department of Finance

Abstract:

Combination Forecast Method, Earnings Per Share, Principal Components, Dow

7.

Managerial Risk-Taking Incentives and Non-GAAP Earnings Disclosures

Journal of Contemporary Accounting and Economics, Volume 9, Issue 1, June 2013, Pages 100–121,
Posted: 26 Feb 2012 Last Revised: 14 Jan 2014
Naresh Bansal, Ananth Seetharaman and Xu (Frank) Wang
Saint Louis University - Department of Finance, Saint Louis University - Department of Accounting and Saint Louis University

Abstract:

Executive Compensation, Risk-Taking, Managerial Incentives, Disclosure Policy, Non-GAAP Earnings

8.

Secured Debt and Managerial Incentives

Review of Quantitative Finance and Accounting, October 2014, Volume 43, Issue 3, pp 423-440
Posted: 05 Jan 2012 Last Revised: 05 Jan 2015
Saint Louis University - John Cook School of Business, Saint Louis University - Department of Finance and Saint Louis University

Abstract:

secured debt, managerial incentives, executive compensation, financing policy

9.

Regime-Switching in Stock Index and Treasury Futures Returns and Measures of Stock Market Stress

The Journal of Futures Markets, Vol. 30, No. 8, pp. 753–779 (2010),
Posted: 19 Oct 2009 Last Revised: 02 Sep 2012
Saint Louis University - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Louisville

Abstract:

Regime-switching, Stock and Bond Return Correlations, Flight-to-Quality, Liquidity

10.

The Stock-Bond Return Relation, the Term-Structure's Slope, and Asset-Class Risk Dynamics

Journal of Financial and Quantitative Analysis, Vo. 49, pp. 699-724, June 2014.
Posted: 18 Sep 2009 Last Revised: 11 Dec 2014
Saint Louis University - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Louisville

Abstract:

Equity Risk, Treasury Bond Prices, Bond Risk Premia, Stochastic Volatility