Stacey E. Jacobsen

Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance

P.O. Box 750333

Dallas, TX 75275-0333

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 6,176

SSRN RANKINGS

Top 6,176

in Total Papers Downloads

5,530

CITATIONS
Rank 22,938

SSRN RANKINGS

Top 22,938

in Total Papers Citations

12

Scholarly Papers (9)

1.

The Share Repurchase Announcement Puzzle: Theory and Evidence

Review of Finance, Forthcoming, Kelley School of Business Research Paper No. 2014-45
Number of pages: 46 Posted: 02 Jan 2001 Last Revised: 30 Apr 2015
Utpal Bhattacharya and Stacey E. Jacobsen
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management and Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
Downloads 1,826 (5,602)
Citation 3

Abstract:

Cheap talk, costly signal, share repurchases

Penny Wise, Dollar Foolish: Buy-Sell Imbalances On and Around Round Numbers

AFA 2011 Denver Meetings Paper, Management Science, (special issue on Behavioral Economics and Finance), Forthcoming
Number of pages: 45 Posted: 15 Mar 2010 Last Revised: 12 May 2014
Utpal Bhattacharya, Craig W. Holden and Stacey E. Jacobsen
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
Downloads 460 (46,992)
Citation 3

Abstract:

Left-digit effect, nine-ending prices, round numbers, trading strategies, clustering

Penny Wise, Dollar Foolish: The Left-Digit Effect in Security Trading

Number of pages: 40 Posted: 19 Nov 2008 Last Revised: 12 May 2014
Utpal Bhattacharya, Craig W. Holden and Stacey E. Jacobsen
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
Downloads 396 (56,566)
Citation 3

Abstract:

Price clustering, left-digit effect, nine-ending prices, trading strategies

3.

The Empirical Analysis of Liquidity

Kelley School of Business Research Paper No. 2014-09
Number of pages: 102 Posted: 28 Feb 2014 Last Revised: 04 Oct 2014
Craig W. Holden, Stacey E. Jacobsen and Avanidhar Subrahmanyam
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 691 (16,392)
Citation 1

Abstract:

liquidity, empirical, review, patterns, corporate finance, asset pricing

4.

Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions

Journal of Finance, Forthcoming
Number of pages: 58 Posted: 29 Sep 2012 Last Revised: 13 May 2014
Craig W. Holden and Stacey E. Jacobsen
Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
Downloads 382 (54,433)
Citation 1

Abstract:

Millisecond, high-frequency trading, low-latency trading, NBBO, DTAQ, MTAQ, TAQ

5.

The Death of the Deal: Are Withdrawn Acquisition Deals Informative of CEO Quality?

Number of pages: 62 Posted: 19 Mar 2012 Last Revised: 13 Sep 2013
Stacey E. Jacobsen
Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
Downloads 346 (60,352)
Citation 1

Abstract:

Withdrawn mergers and acquisitions, CEO quality, CEO skill, private benefits, monitoring, turnover

6.

The Breakdown of Standard Microstructure Techniques: And What to Do About it

Number of pages: 52 Posted: 18 Aug 2011 Last Revised: 13 May 2014
Craig W. Holden and Stacey E. Jacobsen
Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
Downloads 202 (110,988)
Citation 2

Abstract:

Milliseconds, high-frequency trading, NBBO, DTAQ

7.

The 'Real' Value of Conflicted Analyst Coverage

Number of pages: 57 Posted: 18 Mar 2010 Last Revised: 14 May 2014
Stacey E. Jacobsen, Irina Stefanescu and Xiaoyun Yu
Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance, Federal Reserve Board, Washington D.C. and Indiana University - Kelley School of Business - Department of Finance
Downloads 132 (147,877)

Abstract:

Conflicts of interest, sell-side research, Global Research Settlement, analyst coverage incentives, loss of analyst coverage, information asymmetry.

8.

Liquidity Measure Distortions in Fast Markets: Expensive and Cheap Solutions

Number of pages: 48 Posted: 10 Mar 2012
Craig W. Holden and Stacey E. Jacobsen
Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
Downloads 79 (228,981)

Abstract:

millisecond, high-frequency trading, low-latency trading, NBBO, DTAQ, MTAQ, TAQ

9.

Capital Commitment and Illiquidity in Corporate Bonds

Number of pages: 53 Posted: 22 Mar 2016 Last Revised: 21 Jul 2016
Arizona State University, Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance, SMU - Cox School and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 0 (41,112)

Abstract:

Capital commitment, corporate bonds, dealer behavior, Dodd-Frank Act, financial crisis, liquidity, microstructure, transparency, TRACE, transaction costs