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
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6,034

CITATIONS
Rank 24,171

SSRN RANKINGS

Top 24,171

in Total Papers Citations

11

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 (5,927)
Citation 3

Abstract:

Cheap talk, costly signal, share repurchases

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) - Edwin L. Cox School of Business - Department of Finance
Downloads 472 (48,854)
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 405 (59,126)
Citation 3

Abstract:

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

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) - Edwin L. Cox School of Business - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 691 (16,489)

Abstract:

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

4.

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) - Edwin L. Cox School of Business - Department of Finance
Downloads 382 (55,618)
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?

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) - Edwin L. Cox School of Business - Department of Finance
Downloads 346 (58,964)
Citation 1

Abstract:

Withdrawn mergers and acquisitions, CEO quality, Manager characteristics, CEO skill, Private benefits, Overconfidence, 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 (117,154)
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 (153,018)

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 (240,972)

Abstract:

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

9.

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) - 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 (22,527)

Abstract:

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