Karel Hrazdil

Simon Fraser University

Associate Professor

Faculty of Business Administration

8888 University Drive, Simon Fraser University

Burnaby, British Colombia V5A 1S6

Canada

http://www.sfubusiness.ca

SCHOLARLY PAPERS

18

DOWNLOADS

126

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (18)

1.

Are the Big 4 Firms Homogeneous?: Further Evidence From Audit Pricing

Number of pages: 46 Posted: 10 Nov 2018
Simon Fraser University, University of British Columbia (UBC) - Sauder School of Business and Simon Fraser University (SFU)
Downloads 126 (236,324)

Abstract:

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Big 4 Auditors, Audit Fees, Auditor Industry Specialization

2.

Measuring Executive Personality Using Machine-Learning Algorithms: A New Approach and Audit Fee-Based Validation Tests

Journal of Business Finance and Accounting, Forthcoming
Posted: 17 Jan 2018 Last Revised: 11 Sep 2019
Simon Fraser University, Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, Czech Republic, Indiana University - Kelley School of Business - Department of Accounting, University of Waterloo and University of British Columbia (UBC) - Sauder School of Business

Abstract:

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Personality, Big Five, Machine Learning, Risk, Audit Fees

3.

Assessing Social and Environmental Performance through Narrative Complexity in CSR Reports

Journal of Contemporary Accounting & Economics, Forthcoming
Posted: 15 Mar 2017
Beedie School of Business, Simon Fraser University, Simon Fraser University and Beedie School of Business, Simon Fraser University

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Corporate Social Responsibility (CSR), CSR Disclosure, CSR Performance, Readability, Voluntary Disclosure, Social Performance, Environmental Performance

4.

Disclosure Quantity and the Efficiency of Price Discovery: Evidence from the Toronto Stock Exchange

Review of Accounting and Finance, Vol. 15, No. 2, pp. 122-143, 2016
Posted: 09 Nov 2016
Simon Fraser University, Simon Fraser University and Simon Fraser University (SFU)

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Market Efficiency, Disclosure Quantity, TSX

5.

On the Efficiency of Intra-Industry Information Transfers: The Dilution of the Overreaction Anomaly

Journal of Banking and Finance, Vol. 60, pp. 153-167, November 2015
Posted: 09 Nov 2016
Dennis Y. Chung, Karel Hrazdil and Kim Trottier
Simon Fraser University, Simon Fraser University and Simon Fraser University

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Information Transfers, Market Efficiency, Overreaction Anomaly

6.

Industry Classification and the Efficiency of Intra-Industry Information Transfers

American Journal of Business, Vol. 29, No. 1, pp. 95-111, 2014
Posted: 09 Nov 2016
Dennis Y. Chung, Karel Hrazdil and Kim Trottier
Simon Fraser University, Simon Fraser University and Simon Fraser University

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GICS, Industry Classification, Information Transfers, Market Efficiency

7.

An Intra- and Inter-Industry Evaluation of Three Classification Schemes Common in Capital Market Research

Applied Economics, Vol. 46, No. 17, 2014
Posted: 10 Oct 2013 Last Revised: 08 Jun 2014
Karel Hrazdil, Kim Trottier and Ray Zhang
Simon Fraser University, Simon Fraser University and University of British Columbia (UBC) - Sauder School of Business

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Industry classification, Homogeneity, SIC, GICS, NAICS

8.

The Impact of Trading Floor Closure on Market Efficiency: Evidence from the Toronto Stock Exchange

Applied Economics, Vol. 47, No. 56, 2015
Posted: 20 Jul 2013 Last Revised: 30 Jan 2016
Karel Hrazdil and Dennis Y. Chung
Simon Fraser University and Simon Fraser University

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Electronic trading, floor closure, Market efficiency, TSX

9.

A Comparison of Industry Classification Schemes: A Large Sample Study

Economics Letters, Vol. 118, No. 1, pp. 77-80, 2013
Posted: 30 Aug 2012 Last Revised: 16 Oct 2012
Karel Hrazdil, Kim Trottier and Ray Zhang
Simon Fraser University, Simon Fraser University and University of British Columbia (UBC) - Sauder School of Business

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Industry classification, homogeneity, performance, SIC, NAICS, FF, GICS

10.

Speed of Convergence to Market Efficiency in the ETFs Market

Managerial Finance, Vol. 39, No. 5, pp. 457-475, 2013
Posted: 30 Mar 2012 Last Revised: 21 Apr 2013
Karel Hrazdil and Dennis Y. Chung
Simon Fraser University and Simon Fraser University

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ETFs, Price formation, Speed, Market efficiency, Liquidity, NYSE Arca

11.

The Importance of Industry Classification in Estimating Concentration Ratios

Economics Letters, Vol. 114, No. 2, pp. 224-227, 2012
Posted: 25 Nov 2011 Last Revised: 20 Sep 2012
Karel Hrazdil and Ray Zhang
Simon Fraser University and University of British Columbia (UBC) - Sauder School of Business

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Concentration Indices, Industry markup, SIC, GICS, Classification

12.

Speed of Convergence to Market Efficiency: The Role of ECNs

Journal of Empirical Finance, Vol. 19, No. 5, pp. 702-720, 2012
Posted: 11 Feb 2011 Last Revised: 29 Sep 2012
Karel Hrazdil and Dennis Y. Chung
Simon Fraser University and Simon Fraser University

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ECN, Speed, Market efficiency, NYSE, Arca

13.

Corporate Governance in Publicly Traded Small Firms: A Study of Canadian Venture Exchange Companies

Business Horizons, Vol. 55, No. 6, pp. 583-591, 2012
Posted: 15 Nov 2010 Last Revised: 21 Oct 2012
Karel Hrazdil, Irene M. Gordon and Daniel M. Shapiro
Simon Fraser University, Beedie School of Business, Simon Fraser University and Simon Fraser University (SFU) - Policy Analysis Area

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Corporate governance, Earnings quality, Venture Exchange, Firm performance

14.

The Role of Industry Classification in Estimating Discretionary Accruals

Review of Quantitative Finance and Accounting, Vol. 40, No. 1, pp. 15-39, 2013
Posted: 13 Dec 2009 Last Revised: 01 Jan 2013
Thomas W. Scott and Karel Hrazdil
Independent and Simon Fraser University

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Discretionary accruals, industry classification, GICS, IPO

15.

Liquidity and Market Efficiency: Analysis of NASDAQ Firms

Global Finance Journal, Vol. 21, No. 3, pp. 262-274, 2010
Posted: 16 Jan 2009 Last Revised: 14 Dec 2010
Dennis Y. Chung and Karel Hrazdil
Simon Fraser University and Simon Fraser University

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Liquidity, return predictability, market efficiency, NASDAQ

16.

Why Do Healthy Firms Freeze Their Defined Benefit Pension Plans?

Global Finance Journal, Vol. 21, No. 3, pp. 293-303, 2010
Posted: 14 Jan 2009 Last Revised: 14 Dec 2010
Christina Atanasova and Karel Hrazdil
Simon Fraser University (SFU) and Simon Fraser University

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Defined benefit pensions, plan freeze, wealth transfer, equity returns, credit ratings

17.

Liquidity and Market Efficiency: A Large Sample Study

Journal of Banking and Finance, Vol. 34, No. 10, pp. 2346-2357, 2010
Posted: 30 Sep 2008 Last Revised: 27 Oct 2010
Dennis Y. Chung and Karel Hrazdil
Simon Fraser University and Simon Fraser University

Abstract:

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Liquidity, return predictability, market efficiency, NYSE

18.

Market Efficiency and the Post-Earnings Announcement Drift

Contemporary Accounting Research, Vol. 28, No. 3, pp. 926-956, 2011
Posted: 03 Sep 2008 Last Revised: 28 Sep 2011
Dennis Y. Chung and Karel Hrazdil
Simon Fraser University and Simon Fraser University

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Market efficiency, Post-earnings announcement drift, Return predictability, Anomaly