Stacey E. Jacobsen

Southern Methodist University (SMU) - Finance Department

United States

  • Southern Methodist University (SMU) - Finance Department

SCHOLARLY PAPERS

13

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Top 7,788

in Total Papers Downloads

11,168

SSRN CITATIONS
Rank 3,917

SSRN RANKINGS

Top 3,917

in Total Papers Citations

425

CROSSREF CITATIONS

53

Scholarly Papers (13)

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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
HKUST Business School and Southern Methodist University (SMU) - Finance Department
Downloads 2,382 (12,024)
Citation 16

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Cheap talk, costly signal, share repurchases

2.

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 2,168 (13,970)
Citation 17

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

3.

Capital Commitment and Illiquidity in Corporate Bonds

Journal of Finance, Forthcoming
Number of pages: 68 Posted: 22 Mar 2016 Last Revised: 29 Aug 2017
Hendrik Bessembinder, Stacey E. Jacobsen, William F. Maxwell and Kumar Venkataraman
W.P. Carey School of Business, Southern Methodist University (SMU) - Finance Department, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 1,753 (19,524)
Citation 181

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

4.

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

Downloads 1,575 (23,069)
Citation 32

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
HKUST Business School, Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Finance Department
Downloads 1,035 (41,917)
Citation 4

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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
HKUST Business School, Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Finance Department
Downloads 540 (99,092)

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

5.

The (Missing) Relation Between Announcement Returns and Value Creation

Downloads 716 (70,152)
Citation 1

The (Missing) Relation Between Announcement Returns and Value Creation

Fisher College of Business Working Paper No. 2020-3-018, Charles A. Dice Center Working Paper No. 2020-18, HKUST Business School Research Paper No. 2022-078
Number of pages: 94 Posted: 31 Jul 2020 Last Revised: 11 Apr 2024
Itzhak Ben-David, Utpal Bhattacharya, Ruidi Huang and Stacey E. Jacobsen
Ohio State University (OSU) - Department of Finance, HKUST Business School, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 585 (89,466)
Citation 1

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Announcement returns, mergers, acquisitions, value creation, deal quality, market efficiency

The (Missing) Relation between Announcement Returns and Value Creation

NBER Working Paper No. w27976
Number of pages: 94 Posted: 27 Oct 2020 Last Revised: 11 Jun 2023
Itzhak Ben-David, Utpal Bhattacharya and Stacey E. Jacobsen
Ohio State University (OSU) - Department of Finance, HKUST Business School and Southern Methodist University (SMU) - Finance Department
Downloads 131 (416,809)

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6.

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 681 (74,814)
Citation 60

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

7.

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 544 (99,350)
Citation 1

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

8.

Overallocation and Secondary Market Outcomes in Corporate Bond Offerings

SMU Cox School of Business Research Paper No. 20-04
Number of pages: 66 Posted: 13 Aug 2020 Last Revised: 02 May 2022
Hendrik Bessembinder, Stacey E. Jacobsen, William F. Maxwell and Kumar Venkataraman
W.P. Carey School of Business, Southern Methodist University (SMU) - Finance Department, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 349 (166,380)

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

9.

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 293 (200,391)
Citation 2

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10.

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 272 (216,378)
Citation 5

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Milliseconds, high-frequency trading, NBBO, DTAQ

11.

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, Board of Governors of the Federal Reserve System and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 210 (277,829)

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

12.

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 132 (413,188)

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

13.

Asymmetric Information and Receiving Investor Outcomes in the Block Market for Corporate Bonds

SMU Cox School of Business Research Paper No. 23-05
Number of pages: 78 Posted: 05 Apr 2023
Stacey E. Jacobsen and Kumar Venkataraman
Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 93 (531,921)

Abstract:

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Corporate bonds, block market, transaction costs, transparency, delayed reporting