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

274

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.

Intermediary Asset Pricing and the Nonlinear Relation between Volatility and the Equity Size Premium

Number of pages: 79 Posted: 30 Sep 2016 Last Revised: 17 Aug 2017
Saint Louis University - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Louisville
Downloads 0 (144,282)

Abstract:

Equity Size Premium, SMB factor, Intermediary Asset Pricing, Volatility Risk, Illiquidity Risk

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
Downloads 0 (229,161)

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