Stacey E. Jacobsen

Southern Methodist University (SMU) - Finance Department

United States

SCHOLARLY PAPERS

12

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Top 6,132

in Total Papers Downloads

7,585

SSRN CITATIONS
Rank 7,344

SSRN RANKINGS

Top 7,344

in Total Papers Citations

106

CROSSREF CITATIONS

51

Scholarly Papers (12)

1.

The Share Repurchase Announcement Puzzle: Theory and Evidence

Review of Finance, Forthcoming
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 2,182 (6,944)
Citation 12

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 1,361 (14,985)
Citation 60

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
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 1,284 (16,395)
Citation 15

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 528 (55,945)
Citation 2

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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 446 (69,118)

Abstract:

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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 495 (61,379)
Citation 45

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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 469 (65,636)
Citation 1

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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 236 (141,364)
Citation 7

Abstract:

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Milliseconds, high-frequency trading, NBBO, DTAQ

8.

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 193 (170,273)

Abstract:

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

9.

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 187 (175,203)

Abstract:

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

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 98 (290,450)

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 95 (296,327)
Citation 2

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12.

Syndicate Structure, Primary Allocations, and Secondary Market Outcomes in Corporate Bond Offerings

Number of pages: 60 Posted: 04 Jun 2020
Arizona State University, Southern Methodist University (SMU) - Finance Department, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 11 (621,824)

Abstract:

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Underwriting Syndicate; Primary Allocation; Overallocation; Price Stabilization; Corporate Bonds; UnderPricing; Liquidity