Stacey E. Jacobsen

Southern Methodist University (SMU) - Finance Department

United States

SCHOLARLY PAPERS

11

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Top 5,916

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7,210

CITATIONS
Rank 8,651

SSRN RANKINGS

Top 8,651

in Total Papers Citations

92

Scholarly Papers (11)

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) - Finance Department
Downloads 2,117 (6,475)
Citation 7

Abstract:

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Cheap talk, costly signal, share repurchases

2.

Capital Commitment and Illiquidity in Corporate Bonds

Journal of Finance, Forthcoming
Number of pages: 68 Posted: 22 Mar 2016 Last Revised: 29 Aug 2017
Arizona State University, Southern Methodist University (SMU) - Finance Department, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 1,298 (14,454)
Citation 18

Abstract:

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

3.

The Empirical Analysis of Liquidity

Foundations and Trends in Finance 8, No 4, 263-365, 2015, Kelley School of Business Research Paper No. 2014-09
Number of pages: 102 Posted: 28 Feb 2014 Last Revised: 18 Sep 2017
Craig W. Holden, Stacey E. Jacobsen and Avanidhar Subrahmanyam
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,186 (16,635)
Citation 5

Abstract:

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

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

Management Science 15, 413-431, 2012.
Number of pages: 45 Posted: 15 Mar 2010 Last Revised: 02 Sep 2017
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) - Finance Department
Downloads 512 (52,772)
Citation 1

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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) - Finance Department
Downloads 436 (64,500)

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

5.

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

Journal of Finance 69, 1747-1785, 2014.
Number of pages: 58 Posted: 29 Sep 2012 Last Revised: 02 Sep 2017
Craig W. Holden and Stacey E. Jacobsen
Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Finance Department
Downloads 470 (59,457)
Citation 7

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

6.

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

Journal of Financial Economics (JFE), Vol. 114, 2014
Number of pages: 66 Posted: 19 Mar 2012 Last Revised: 29 Aug 2017
Stacey E. Jacobsen
Southern Methodist University (SMU) - Finance Department
Downloads 450 (62,728)

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Withdrawn mergers and acquisitions, CEO quality, Manager characteristics, CEO skill, Private benefits, Overconfidence, Monitoring, Turnover

7.

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) - Finance Department
Downloads 232 (130,905)
Citation 5

Abstract:

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Milliseconds, high-frequency trading, NBBO, DTAQ

8.

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) - Finance Department, Federal Reserve Board, Washington D.C. and Indiana University - Kelley School of Business - Department of Finance
Downloads 179 (166,956)

Abstract:

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

9.

Can Acquisition Failure Be Predicted?

SMU Cox School of Business Research Paper No. 18-14
Number of pages: 66 Posted: 25 Feb 2018 Last Revised: 11 Oct 2018
Utpal Bhattacharya and Stacey E. Jacobsen
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management and Southern Methodist University (SMU) - Finance Department
Downloads 156 (188,003)

Abstract:

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Mergers, Acquisitions, Value Destruction, Acquisition Failure, Acquirer Abnormal Return, Overpayment, Goodwill, Impairment

10.

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) - Finance Department
Downloads 96 (270,603)

Abstract:

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

11.

Does Trade Reporting Improve Market Quality in an Institutional Market? Evidence from 144a Corporate Bonds

Number of pages: 33 Posted: 12 May 2018
Stacey E. Jacobsen and Kumar Venkataraman
Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 78 (307,887)
Citation 1

Abstract:

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