Bill B. Francis

University of South Florida - College of Business Administration

Associate Professor

4202 E. Fowler Avenue, BSN 3403

Dept. of Finance

Tampa, FL 33620-5500

United States

http://www.coba.usf.edu/departments/finance/facult

SCHOLARLY PAPERS

18

DOWNLOADS
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CITATIONS
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Top 8,097

in Total Papers Citations

57

Scholarly Papers (18)

1.

Risk Management Research Report - Spring 2010

Risk Management Research Report, Spring 2010
Number of pages: 16 Posted: 23 Apr 2010
HEC Paris - Finance Department, affiliation not provided to SSRN, University of Massachusetts Amherst - Department of Finance, Brooklyn College - CUNY, Drexel University, Loyola Marymount University - Department of Finance and Computer Information Systems, University of Rochester - Simon Business School, Temple University - Department of Finance, Southern Illinois University at Edwardsville - Department of Economics & Finance, University of California, Santa Barbara - Department of Economics, University of California, San Diego (UCSD) - Rady School of Management, University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management, HEC Paris - Finance Department, Harvard Law School, Columbia Business School - Finance and Economics, New York University (NYU) - Department of Finance, Department of Economics, Texas A&M University, Texas A&M University - Department of Economics, International Food Policy Research Institute (IFPRI), IMD International, University of Georgia - Department of Banking and Finance, Southern Methodist University (SMU) - Edwin L. Cox School of Business, Pennsylvania State University, Smeal College of Business, University of California at Los Angeles - Anderson School of Management, Columbia Business School - Accounting, Business Law & Taxation, University of South Florida - College of Business Administration, Gabelli School of Business, Fordham University, New York University (NYU) - Department of Finance, Gabelli School of Business, Fordham University and Loyola University of Chicago - Department of Finance
Downloads 1,220 (11,747)

Abstract:

Risk, Risk Management, Derivatives, Corporate Governance, Financial Derivatives, Value-At-Risk, VaR, Ethics, Volatility, Variance, Standard Deviation, Systemic, Systematic

2.

The Effect of State Antitakeover Laws on the Firm's Bondholders

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 58 Posted: 23 Mar 2006 Last Revised: 16 Mar 2010
Bill B. Francis, Iftekhar Hasan, Kose John and Maya Waisman
University of South Florida - College of Business Administration, Gabelli School of Business, Fordham University, New York University (NYU) - Department of Finance and Gabelli School of Business, Fordham University
Downloads 529 (39,228)
Citation 13

Abstract:

State antitakeover laws, cost of debt capital, agency cost

3.

Emerging Market Liberalization and the Impact on Uncovered Interest Rate Parity

FRB of Atlanta Working Paper No. 2002-16
Number of pages: 56 Posted: 05 Dec 2002
Bill B. Francis, Delroy M. Hunter and Iftekhar Hasan
University of South Florida - College of Business Administration, University of South Florida and Gabelli School of Business, Fordham University
Downloads 297 (78,342)
Citation 9

Abstract:

capital market integration, uncovered interest rate parity (UIRP), financial liberalization, GARCH model

4.

The Role of Currency Risk in Industry Cost of Capital

Number of pages: 43 Posted: 07 Sep 2004
Bill B. Francis and Delroy M. Hunter
University of South Florida - College of Business Administration and University of South Florida
Downloads 285 (86,254)
Citation 3

Abstract:

Exchange rate exposure, currency risk, currency premium, industry cost of capital, conditional asset pricing model

5.

Return-Volatility Linkages in the International Equity and Currency Markets

Bank of Finland Discussion Paper No. 9/2002
Number of pages: 39 Posted: 23 Jul 2002
Bill B. Francis, Delroy M. Hunter and Iftekhar Hasan
University of South Florida - College of Business Administration, University of South Florida and Gabelli School of Business, Fordham University
Downloads 228 (105,492)
Citation 1

Abstract:

international asset pricing, exchange rate determination, equity markets, relationships between currency and equity markets

6.

Dynamic Relations between International Equity and Currency Markets: The Role of Currency Order Flow

Journal of Business, Forthcoming
Number of pages: 45 Posted: 07 Sep 2004
Bill B. Francis, Delroy M. Hunter and Iftekhar Hasan
University of South Florida - College of Business Administration, University of South Florida and Gabelli School of Business, Fordham University
Downloads 202 (121,044)
Citation 6

Abstract:

Currency order flow, international financial markets, volatility spillover, information spillover

7.

The Diversification Discount: It's All Cash Flows

Number of pages: 51 Posted: 07 Sep 2004
Bill B. Francis, Delroy M. Hunter and Iftekhar Hasan
University of South Florida - College of Business Administration, University of South Florida and Gabelli School of Business, Fordham University
Downloads 194 (128,020)

Abstract:

Diversification discount, diversified firms, premium firms, discount firms, expected returns, conditional asset pricing model

8.

The Impact of the Euro on Risk Exposure of the World's Major Banking Industries

Journal of International Money and Finance, Forthcoming
Number of pages: 43 Posted: 07 Sep 2004
Bill B. Francis and Delroy M. Hunter
University of South Florida - College of Business Administration and University of South Florida
Downloads 171 (144,686)
Citation 1

Abstract:

Euro currency risk, exchange rate exposure, bank exposure, currency risk premium, expected returns, cost of equity

9.

The Monetary Approach to Exchange Rates and the Canadian Dollar over the Long Run

Applied Financial Economics, October 2001
Number of pages: 18 Posted: 05 Nov 2004
Bill B. Francis, Iftekhar Hasan and James R. Lothian
University of South Florida - College of Business Administration, Gabelli School of Business, Fordham University and Gabelli School of Business, Fordham University
Downloads 136 (174,267)
Citation 3

Abstract:

10.

Is there a Symmetric Nonlinear Causal Relationship between Large and Small Firms?

Number of pages: 30 Posted: 07 Sep 2004
Bill B. Francis, Delroy M. Hunter and Mbodja Mougoué
University of South Florida - College of Business Administration, University of South Florida and Wayne State University - Finance
Downloads 111 (190,703)
Citation 1

Abstract:

Granger causality, nonlinear causality, small firms, lead-lag relationship, cross-autocorrelation

11.

Do Fund Managers Use Private Information in their Asset Allocation Decisions? Evidence from Macroeconomic Announcements

Number of pages: 52 Posted: 07 Apr 2006
Bill B. Francis, Delroy M. Hunter and Boyce D. Watkins
University of South Florida - College of Business Administration, University of South Florida and Syracuse University - Department of Finance
Downloads 101 (204,529)

Abstract:

market timing, private information, macroeconomic announcement, managerial skill

12.

Underpricing of Venture and Non Venture Capital Ipos: An Empirical Investigation

NYU Working Paper No. FIN-99-065
Number of pages: 36 Posted: 11 Nov 2008
Bill B. Francis
University of South Florida - College of Business Administration
Downloads 88 (234,022)
Citation 20

Abstract:

13.

Politically Conservative CEOs and Bank Loan Contracting

Posted: 26 May 2012
University of South Florida - College of Business Administration, University of South Florida, Texas A&M university- Kingsville and Virginia Tech

Abstract:

Political values, political conservatism, Republican managers, bank loan cost, loan spreads, cost of debt, non-price loan terms, overconfidence, trustworthiness

14.

The Underpricing of Venture and Nonventure Capital IPOs: An Empirical Investigation

Journal of Financial Services Research, Vol. 19, No. 2/3 April 2001
Posted: 18 Oct 2001
Bill B. Francis and Iftekar Hassen
University of South Florida - College of Business Administration and New Jersey Institute of Technology

Abstract:

IPOs, deliberate underpricing, venture-backed IPOs, stochastic frontier

15.

The Choice of IPO versus Takeover: Empirical Evidence

Journal of Business, Forthcoming
Posted: 30 Aug 2001
James C. Brau, Bill B. Francis and Ninon Kohers
Brigham Young University, University of South Florida - College of Business Administration and University of South Florida - College of Business Administration

Abstract:

Going public; IPO; Takeover

16.

Multicointegration Analysis of the Sustainability of Foreign Debt

Journal of Macroeconomics, Vol. 22, No. 2, Spring 2000
Posted: 19 Nov 1999
Lori L. Leachman and Bill B. Francis
Duke University - Department of Economics and University of South Florida - College of Business Administration

Abstract:

17.

Macroeconomic Factors and The Asymmetric Predictability of Conditional Variances

European Financial Management, Vol 4, No 2 July 1998
Posted: 19 May 1998
Bill B. Francis and Iftekhar Hasan
University of South Florida - College of Business Administration and Gabelli School of Business, Fordham University

Abstract:

18.

Testing for Deliberate Underpricing in the IPO Premarket: A Stochastic Frontier Approach

REVIEW OF FINANCIAL STUDIES, Vol. 9 No. 4
Posted: 29 Jan 1997
Janet C. Hunt-McCool, Samuel C. Koh and Bill B. Francis
affiliation not provided to SSRN, The Associates and University of South Florida - College of Business Administration

Abstract: