Author Page for Paul J. Seguin

Is There a Term Structure of Futures Volatilities? Reevaluating the Samuelson Hypothesis

Number of pages: 28 Posted: 07 Nov 1996

Hendrik Bessembinder, Jay F. Coughenour, Paul J. Seguin and Margaret Smoller

W.P. Carey School of Business, University of Delaware - Department of Finance, University of Minnesota - Twin Cities - Carlson School of Management and Wayne State University

Downloads 1,751 (14,263)

Citation 4

Abstract:

2.

On the Anticipation of IPO Underpricing: Evidence from Equity Carve-Outs

Journal of Corporate Finance, Forthcoming

Number of pages: 47 Posted: 11 Dec 2000 Last Revised: 14 May 2014

Lawrence M. Benveniste, Huijing Fu, Paul J. Seguin and Xiaoyun Yu

University of Minnesota - Twin Cities - Carlson School of Management, Texas Christian University, University of Minnesota - Twin Cities - Carlson School of Management and Indiana University Kelley School of Business

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Citation 3

Abstract:

3.

Debt, Agency and Management Contracts in Reits: The External Advisor Puzzle

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2

Debt, Agency and Management Contracts in Reits: The External Advisor Puzzle

Number of pages: 38 Posted: 23 May 1998

Dennis R. Capozza and Paul J. Seguin

Ross School of Business, University of Michigan and University of Minnesota - Twin Cities - Carlson School of Management

Downloads 575 (67,779)

Citation 12

Abstract:

Debt, Agency and Management Contracts in Reits: The External Advisor Puzzle

Posted: 18 Nov 1999

Dennis R. Capozza and Paul J. Seguin

Ross School of Business, University of Michigan and University of Minnesota - Twin Cities - Carlson School of Management

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4.

Why Focus Matters

Number of pages: 36 Posted: 23 Apr 1998

Dennis R. Capozza and Paul J. Seguin

Ross School of Business, University of Michigan and University of Minnesota - Twin Cities - Carlson School of Management

Downloads 478 (86,033)

Citation 2

Abstract:

5.

Higher Prices from Entry: Pricing of Brand-Name Drugs

U of California, Berkeley, Competition Policy Working Paper No. CPC99-03

Number of pages: 39 Posted: 26 Feb 2004

Jeffrey M. Perloff, Valerie Y. Suslow and Paul J. Seguin

University of California, Berkeley - Department of Agricultural & Resource Economics, Johns Hopkins University - Carey Business School and University of Minnesota - Twin Cities - Carlson School of Management

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Citation 22

Abstract:

6.

Institutional Ownership, Information and Liquidity

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Citation 1

2

Institutional Ownership, Information and Liquidity

Innovations in Investments and Corporate Finance, Vol. 7, pp. 41-71, 2002

Number of pages: 31 Posted: 19 Mar 1997 Last Revised: 19 Jun 2010

William W. Jennings, Karen Schnatterly, Karen Schnatterly and Paul J. Seguin

U.S. Air Force Academy - Department of Management, University of Missouri-ColumbiaVirginia Tech and University of Minnesota - Twin Cities - Carlson School of Management

Downloads 242 (179,180)

Citation 1

Abstract:

Institutional Ownership, Information and Liquidity

Posted: 27 Nov 1996

William W. Jennings, Karen Schnatterly, Karen Schnatterly and Paul J. Seguin

U.S. Air Force Academy - Department of Management, University of Missouri-ColumbiaVirginia Tech and University of Minnesota - Twin Cities - Carlson School of Management

Abstract:

7.

Heteroskedasticity in Stock Returns

NBER Working Paper No. w2956

Number of pages: 34 Posted: 15 Jan 2007 Last Revised: 18 Apr 2022

G. William Schwert and Paul J. Seguin

University of Rochester - Simon Business School and University of Minnesota - Twin Cities - Carlson School of Management

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Citation 2

Abstract:

8.

Expectations, Efficiency, and Euphoria in the Housing Market

Downloads 61 (487,371)

2

Expectations, Efficiency, and Euphoria in the Housing Market

NBER Working Paper No. w5179

Number of pages: 30 Posted: 14 Jul 2000 Last Revised: 28 Aug 2022

Dennis R. Capozza and Paul J. Seguin

Ross School of Business, University of Michigan and University of Minnesota - Twin Cities - Carlson School of Management

Downloads 61 (494,495)

Abstract:

Expectations, Efficiency, and Euphoria in the Housing Market

Posted: 20 Dec 1998

Dennis R. Capozza and Paul J. Seguin

Ross School of Business, University of Michigan and University of Minnesota - Twin Cities - Carlson School of Management

Abstract:

9.

Inside Ownership, Risk Sharing and Tobin's Q-Ratios: Evidence from Reits

Posted: 30 Sep 2003

Dennis R. Capozza and Paul J. Seguin

Ross School of Business, University of Michigan and University of Minnesota - Twin Cities - Carlson School of Management

Abstract:

10.

Return Volatility, Cross-Sectional Dispersion, and Trading Activity in the Equity and Futures Markets

Posted: 14 Sep 1999

Hendrik Bessembinder, Kalok Chan and Paul J. Seguin

W.P. Carey School of Business, CUHK Business School and University of Minnesota - Twin Cities - Carlson School of Management

Abstract:

11.

Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure

Posted: 06 Sep 1999

Hendrik Bessembinder, Jay F. Coughenour, Margaret Smoller and Paul J. Seguin

W.P. Carey School of Business, University of Delaware - Department of Finance, Wayne State University and University of Minnesota - Twin Cities - Carlson School of Management

Abstract:

12.

Transaction Costs and Price Volatility: Evidence from Commission Deregulation

Posted: 10 Oct 1998

Charles M. Jones and Paul J. Seguin

Columbia University and University of Minnesota - Twin Cities - Carlson School of Management

Abstract:

13.

Managerial Style, Managerial Expenses and Firm Value

Posted: 25 Aug 1998

Dennis R. Capozza and Paul J. Seguin

Ross School of Business, University of Michigan and University of Minnesota - Twin Cities - Carlson School of Management

Abstract:

14.

Dividend Policy Revisited: The Role of Cash Flow Uncertainty

Posted: 09 Sep 1996

Michael Bradley, Dennis R. Capozza and Paul J. Seguin

Duke University - Fuqua School of Business, Ross School of Business, University of Michigan and University of Minnesota - Twin Cities - Carlson School of Management

Paul J. Seguin

University of Minnesota - Twin Cities - Carlson School of Management

Associate Professor

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Scholarly Papers (14)

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