James W. Kolari

Texas A&M University - Department of Finance

JP Morgan Chase Professor of Finance

MS-4218

Department of Finance

College Station, TX TX 77843-4218

United States

SCHOLARLY PAPERS

60

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20,413

SSRN CITATIONS
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Top 5,075

in Total Papers Citations

53

CROSSREF CITATIONS

191

Scholarly Papers (60)

1.

Nonparametric Rank Tests for Event Studies

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 59 Posted: 25 Aug 2008 Last Revised: 19 Aug 2014
James W. Kolari and Seppo Pynnonen
Texas A&M University - Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Downloads 4,013 (2,570)
Citation 4

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Rank test, Abnormal returns, Event study, Standardized returns

2.

Stock Prices and Inflation

Journal of Financial Research, Vol. XXIV, No. 4, Winter 2001
Number of pages: 17 Posted: 05 Jun 2001
James W. Kolari and Ali Anari
Texas A&M University - Department of Finance and Texas A&M University - Mays Business School
Downloads 1,458 (13,946)
Citation 2

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stock prices, inflation

3.

Corporation Income Taxes and the Cost of Capital: A Revision

Innovar, 22(46), 53-72. 2012, Mays Business School Research Paper No. 2012-31
Number of pages: 19 Posted: 25 Nov 2010 Last Revised: 01 Jun 2013
James W. Kolari and Ignacio Velez-Pareja
Texas A&M University - Department of Finance and Grupo Consultor CAV Capital Advisory & Valuation
Downloads 1,048 (22,969)
Citation 12

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Value of Tax Shields, Capital Structure, Firm Valuation, Share Valuation

4.

Stock Market Integration and Financial Crises: The Case of Asia

Number of pages: 30 Posted: 01 Dec 2003
Jian Yang, James W. Kolari and Insik Min
University of Colorado at Denver - Business School, Texas A&M University - Department of Finance and Texas A&M University
Downloads 996 (24,777)
Citation 9

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Asian financial crisis, cointegration, emerging stock markets, generalized impulse response analysis

Cost of Capital with Levered Cost of Equity as the Risk of Tax Shields

Mays Business School Research Paper No. 2011-12
Number of pages: 11 Posted: 10 Aug 2010 Last Revised: 19 Dec 2011
Joseph Tham, Ignacio Velez-Pareja and James W. Kolari
Duke University - Duke Center for International Development in the Sanford School of Public Policy, Grupo Consultor CAV Capital Advisory & Valuation and Texas A&M University - Department of Finance
Downloads 423 (75,994)
Citation 4

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Cost of levered equity, firm valuation, tax shields, discount rate for tax shields, risk of tax shields

Costo de Capital con Costo del Patrimonio Apalancado Como el Riesgo de los Escudos Fiscales (Cost of Capital with Levered Cost of Equity as the Risk of Tax Shields)

Revista Emprendedorismo y Estrategia Organizacional, Vol. 1, No. 2, pp. 15-19, 2011, Mays Business School Research Paper No. 2011-10
Number of pages: 14 Posted: 01 Oct 2010 Last Revised: 05 Aug 2013
Joseph Tham, Ignacio Velez-Pareja and James W. Kolari
Duke University - Duke Center for International Development in the Sanford School of Public Policy, Grupo Consultor CAV Capital Advisory & Valuation and Texas A&M University - Department of Finance
Downloads 323 (103,888)

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Cost of levered equity, firm valuation, tax shields, discount rate for tax shields, risk of tax shields

6.

Optimal Capital Structure for Finite Cash Flows

Number of pages: 38 Posted: 02 Apr 2011 Last Revised: 16 Nov 2013
Octum, Grupo Consultor CAV Capital Advisory & Valuation and Texas A&M University - Department of Finance
Downloads 695 (40,873)
Citation 4

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Optimal capital structure, valuation, non-circularity, finite cash flows, perpetuities tax shield, cost of equity

7.

Common Risk Factors in Bank Stocks

Number of pages: 40 Posted: 21 Mar 2007
James W. Kolari
Texas A&M University - Department of Finance
Downloads 641 (45,569)

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Asset pricing, Bank stocks, Event studies, Regulatory policy

8.

House Prices and Inflation

Real Estate Economics, Vol. 30, No. 1, pp. 67-84, 2002
Number of pages: 18 Posted: 24 Jan 2002
Ali Anari and James W. Kolari
Texas A&M University - Mays Business School and Texas A&M University - Department of Finance
Downloads 604 (49,256)
Citation 1

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house prices, inflation

9.
Downloads 527 ( 58,572)
Citation 25

Accounting for Distress in Bank Mergers

Deutsche Bundesbank Discussion Paper No. 2, EFA 2006 Zurich Meetings
Number of pages: 48 Posted: 03 Oct 2005 Last Revised: 19 Oct 2011
Halle Institute for Economic Research, Maastricht University, Deutsche Bundesbank, Texas A&M University - Department of Finance, Utrecht University - School of Economics and University of Applied Sciences Mainz
Downloads 309 (109,028)
Citation 1

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Mergers, bailout, X-efficiency, multinomial logit

Accounting for Distress in Bank Mergers

Journal of Banking and Finance, Vol. 31, No. 10, 2007
Number of pages: 18 Posted: 08 Nov 2007
Halle Institute for Economic Research, Maastricht University, Deutsche Bundesbank, Texas A&M University - Department of Finance, Utrecht University - School of Economics and University of Applied Sciences Mainz
Downloads 201 (168,453)
Citation 1

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Mergers, Bailout, X-efficiency, Multinomial logit

Accounting for Distress in Bank Mergers

Bundesbank Series 2 Discussion Paper No. 2005,09
Number of pages: 48 Posted: 08 Jun 2016
Halle Institute for Economic Research, Maastricht University, Deutsche Bundesbank, Texas A&M University - Department of Finance and University of Applied Sciences Mainz
Downloads 17 (618,998)

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Mergers, bailout, X-efficiency, multinomial logit

Foreign Exchange Risk and the Cross-Section of Stock Returns

Number of pages: 47 Posted: 24 Mar 2005
James W. Kolari, Theodore C. Moorman and Sorin M. Sorescu
Texas A&M University - Department of Finance, affiliation not provided to SSRN and Texas A&M University - Department of Finance
Downloads 520 (58,921)
Citation 2

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Foreign exchange risk, stock returns, asset pricing

Foreign Exchange Risk and the Cross-Section of Stock Returns

Journal of International Money and Finance, Volume 27, Issue 7, November 2008, Pages 1074-1097.
Posted: 13 Jul 2007 Last Revised: 16 Sep 2014
James W. Kolari, Theodore C. Moorman and Sorin M. Sorescu
Texas A&M University - Department of Finance, affiliation not provided to SSRN and Texas A&M University - Department of Finance

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foreign exchange risk, stock returns, asset pricing

11.

Enjoying the Quiet Life Under Deregulation? Evidence from Adjusted Lerner Indices for U.S. Banks

Mays Business School Research Paper No. 2012-26
Number of pages: 51 Posted: 02 Feb 2012 Last Revised: 29 Apr 2013
Michael Koetter, James W. Kolari and Laura Spierdijk
Halle Institute for Economic Research, Texas A&M University - Department of Finance and University of Groningen
Downloads 502 (62,263)
Citation 11

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12.

Estructura Optima de Capital Para Flujos de Caja Finitos (Optimal Capital Structure for Finite Cash Flows)

Mays Business School Research Paper No. 1826264
Number of pages: 39 Posted: 02 May 2011 Last Revised: 14 Feb 2018
Octum, Grupo Consultor CAV Capital Advisory & Valuation and Texas A&M University - Department of Finance
Downloads 488 (64,463)

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optimal capital structure, valuation, non-circularity, finite cash flows, perpetuities tax shield, cost of equity

13.

Inflation News and the Stock Market: Macroefficiency or Overreaction

Number of pages: 48 Posted: 23 Jun 2003
Johan Knif, James W. Kolari and Seppo Pynnonen
Hanken School of Economics, Texas A&M University - Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Downloads 479 (65,954)

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14.

Two Market Forces in Asset Prices

Number of pages: 63 Posted: 15 Mar 2012 Last Revised: 05 Aug 2018
Wei Liu, James W. Kolari and Jianhua Huang
Texas A&M University - Department of Finance, Texas A&M University - Department of Finance and Texas A&M University - Department of Statistics
Downloads 455 (70,246)

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asset pricing, zero-beta CAPM, market volatility

15.

The CAPM Works Better for Average Daily Returns

Mays Business School Research Paper No. 2826683
Number of pages: 27 Posted: 21 Aug 2016 Last Revised: 06 Sep 2018
Wei Liu, James W. Kolari and Seppo Pynnonen
Texas A&M University - Department of Finance, Texas A&M University - Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Downloads 423 (76,688)

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CAPM, cross-sectional tests, expected returns, realized returns

16.

Is Currency Momentum a Hedge for Global Economic Risk?

Number of pages: 59 Posted: 17 Jun 2015 Last Revised: 22 Dec 2016
Klaus Grobys, Jari-Pekka Heinonen and James W. Kolari
University of Vaasa, University of Vaasa - Department of Accounting and Finance and Texas A&M University - Department of Finance
Downloads 422 (76,901)
Citation 3

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Return dispersion, Momentum, Currency markets, Global economic risk

17.

A New Investment Technology: The ZCAPM

Mays Business School Research Paper No. 2885467
Number of pages: 31 Posted: 24 May 2017 Last Revised: 03 Apr 2019
Wei Liu, James W. Kolari and Jianhua Huang
Texas A&M University - Department of Finance, Texas A&M University - Department of Finance and Texas A&M University - Department of Statistics
Downloads 414 (78,721)

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Investment Portfolios, Market Index, Return Dispersion

18.

A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies

Number of pages: 64 Posted: 11 Jul 2013 Last Revised: 05 Oct 2017
Anupam Dutta, Johan Knif, James W. Kolari and Seppo Pynnonen
University of Vaasa - Department of Mathematics and Statistics, Hanken School of Economics, Texas A&M University - Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Downloads 364 (91,315)
Citation 2

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Abnormal returns, Long-run event study, Standardized returns, IPOs, SEOs

19.

Event Study Testing with Cross-Sectional Correlation Due to Partially Overlapping Event Windows

Mays Business School Research Paper No. 3167271
Number of pages: 31 Posted: 23 Apr 2018 Last Revised: 14 Jul 2020
James W. Kolari, Bernd Pape and Seppo Pynnonen
Texas A&M University - Department of Finance, University of Vaasa - Department of Mathematics and Statistics and University of Vaasa, Department of Mathematics and Statistics
Downloads 341 (98,359)

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Abnormal Returns; Event Day Clustering; Clustering Robust Standard Errors; Cross-Sectional Correlation

Inefficient or Just Different? Effects of Heterogeneity on Bank Efficiency Scores

Deutsche Bundesbank Discussion Paper No. 2, Banking and Financial Studies Paper No. 15/2005
Number of pages: 48 Posted: 28 Feb 2006
Maastricht University, Deutsche Bundesbank, Halle Institute for Economic Research, Texas A&M University - Department of Finance and Utrecht University - School of Economics
Downloads 307 (109,825)
Citation 14

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Heterogeneity, X-efficiency, benchmarking, bank production

Inefficient or Just Different? Effects of Heterogeneity on Bank Efficiency Scores

Bundesbank Series 2 Discussion Paper No. 2005,15
Number of pages: 48 Posted: 08 Jun 2016
Maastricht University, Deutsche Bundesbank, Halle Institute for Economic Research, Texas A&M University - Department of Finance and Utrecht University - School of Economics
Downloads 10 (672,467)

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Heterogeneity, X-efficiency, benchmarking, bank production

21.

Return Dispersion and the Cross-Section of Stock Returns

Mays Business School Research Paper No. 3200095
Number of pages: 81 Posted: 29 Jun 2018 Last Revised: 14 Jul 2020
Wei Liu, James W. Kolari and Jianhua Huang
Texas A&M University - Department of Finance, Texas A&M University - Department of Finance and Texas A&M University - Department of Statistics
Downloads 306 (110,824)
Citation 2

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Asset pricing, Cross-sectional stock returns, Expectation-maximization (EM) algorithm, Return dispersion

22.

On Long-Run Stock Returns after Corporate Events

Forthcoming, Critical Finance Review, Mays Business School Research Paper No. 2616693
Number of pages: 52 Posted: 12 Jun 2015 Last Revised: 10 May 2017
James W. Kolari, Seppo Pynnonen and Ahmet M. Tuncez
Texas A&M University - Department of Finance, University of Vaasa, Department of Mathematics and Statistics and University of Michigan at Dearborn - College of Business
Downloads 302 (112,381)
Citation 2

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Abnormal return, Long-run event study, Characteristic normalization, Merger and acquisition, IPO, SEO, Dividend initiation

23.

Assessing the Profitability and Riskiness of Small Business Lenders in the Banking Industry

Number of pages: 41 Posted: 27 Sep 2007
James W. Kolari and G. Hwan Shin
Texas A&M University - Department of Finance and University of Texas at Tyler
Downloads 295 (115,305)
Citation 5

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Small business lending, Banking, Profitability, Diversification

24.

Analytical Solution for Optimal Capital Structure in Perpetuities

Number of pages: 7 Posted: 15 Dec 2010 Last Revised: 19 Oct 2011
Joseph Tham, Ignacio Velez-Pareja and James W. Kolari
Duke University - Duke Center for International Development in the Sanford School of Public Policy, Grupo Consultor CAV Capital Advisory & Valuation and Texas A&M University - Department of Finance
Downloads 265 (129,068)

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Firm valuation, optimal capital structure, discount rate for tax shields

Bank Asset Liquidation and the Propagation of the U.S. Great Depression

Wharton Financial Institutions Center Working Paper No. 02-35
Number of pages: 48 Posted: 20 Sep 2002
Joseph R. Mason, James W. Kolari and Ali Anari
Louisiana State University - Ourso School of Business, Texas A&M University - Department of Finance and Texas A&M University - Mays Business School
Downloads 252 (135,339)
Citation 2

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Business cycles, persistence, bank failures, liquidation, bankruptcy costs

Bank Asset Liquidation and the Propagation of the U.S. Great Depression

Journal of Money, Credit, and Banking, Vol. 37, August 2005
Posted: 12 Oct 2007
Joseph R. Mason, James W. Kolari and Ali Anari
Louisiana State University - Ourso School of Business, Texas A&M University - Department of Finance and Texas A&M University - Mays Business School

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Business cycles, persistence, bank failures, liquidation, bankruptcy costs

26.

Large Bank Efficiency in Europe and the United States: Are There Economic Motivations for Geographic Expansion in Financial Services?

Journal of Business, Vol. 78, No. 4, pp. 1555-1592, July 2005
Number of pages: 38 Posted: 12 Sep 2007
James W. Kolari
Texas A&M University - Department of Finance
Downloads 242 (141,483)

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X-efficiency, scale, scope, distance, banking

27.

The Effects of Securitization on Mortgage Market Yields: A Cointegration Analysis

Real Estate Economics, Vol. 26, No. 4, 1998
Number of pages: 17 Posted: 24 Oct 1998
James W. Kolari, Donald R. Fraser and Ali Anari
Texas A&M University - Department of Finance, Texas A&M University - Department of Finance and Texas A&M University - Mays Business School
Downloads 235 (145,506)

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28.

El Juego De La Gallina Ciega: Buscando La Estructura Óptima De Capital (Blind Man's Buff: On the Search of the Optimal Capital Structure) (Slides)

Number of pages: 40 Posted: 11 Feb 2013 Last Revised: 11 Nov 2013
Grupo Consultor CAV Capital Advisory & Valuation, Octum and Texas A&M University - Department of Finance
Downloads 231 (147,915)

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optimal capital structure, valuation, non-circularity, finite cash flows, perpetuities tax shield, cost of equity

29.

Market Risk and the Momentum Mystery

Number of pages: 39 Posted: 21 Nov 2018 Last Revised: 09 Feb 2019
James W. Kolari and Wei Liu
Texas A&M University - Department of Finance and Texas A&M University - Department of Finance
Downloads 219 (155,677)

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momentum, market risk, return dispersion, asset pricing

Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland

Multinational Finance Journal, 2013, Vol. 17, No 1/2, pp. 1-47., AFFI/EUROFIDAI, Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 44 Posted: 09 Oct 2009 Last Revised: 28 Mar 2015
ABS Gulati, Johan Knif and James W. Kolari
Hanken School of Economics, Hanken School of Economics and Texas A&M University - Department of Finance
Downloads 162 (204,319)

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Exchange Rate Exposure, Stock Returns, Cross-Country Industry Competition, Market Integration, Pre- and Post-euro

Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland

Multinational Finance Journal, Vol. 17, No. 1/2, p. 1-47, 2013
Number of pages: 47 Posted: 18 Jun 2015
ABS Gulati, Johan Knif and James W. Kolari
Hanken School of Economics, Hanken School of Economics and Texas A&M University - Department of Finance
Downloads 48 (445,212)

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exchange rate exposure; stock returns; cross-country industry competition; market integration; pre- and post-euro

31.

Return Dispersion and Investment Anomalies

Number of pages: 53 Posted: 21 Aug 2015 Last Revised: 26 Jul 2016
Klaus Grobys and James W. Kolari
University of Vaasa and Texas A&M University - Department of Finance
Downloads 181 (185,510)

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Return dispersion, anomalies, asset pricing

32.

Blind Man's Bluff: On the Search of the Optimal Capital Structure

Number of pages: 38 Posted: 11 Feb 2013 Last Revised: 14 Nov 2013
Grupo Consultor CAV Capital Advisory & Valuation, Octum and Texas A&M University - Department of Finance
Downloads 178 (188,276)

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optimal capital structure, valuation, non-circularity, finite cash flows, perpetuities tax shield, cost of equity

33.

Market Power, Bank Megamergers, And the Welfare of Bank Borrowers

Journal of Financial Research, Vol. 34, pp. 641-658, Mays Business School Research Paper No. 2011-8
Number of pages: 36 Posted: 05 Oct 2010 Last Revised: 19 Dec 2011
Texas A&M University - Department of Finance, Texas A&M University - Department of Finance, University of Vaasa, Department of Mathematics and Statistics and Abilene Christian University - College of Business Administration
Downloads 167 (199,002)
Citation 1

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Bank megamergers, bank mergers, market power

34.

Did Capital Infusions Enhance Bank Recovery from the Great Recession?

Journal of Banking and Finance, Volume 37, Issue 12, December 2013, Pages 5048–5061
Number of pages: 50 Posted: 22 Nov 2011 Last Revised: 19 Dec 2013
University of Kentucky, Texas A&M University - Department of Finance, Abilene Christian University - College of Business Administration and Texas A&M University - Department of Finance
Downloads 155 (211,946)
Citation 9

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Bank capital, banking crisis, financial condition, long-run event study, TARP

35.

Computing Currency Invariant Indices with an Application to Minimum Variance Currency Baskets

Journal of Economic Dynamics and Control, Vol. 28, pp. 1481-1504, 2004
Number of pages: 24 Posted: 10 Apr 2008
Nikolai V. Hovanov, James W. Kolari and Mikhail V. Sokolov
Saint Petersburg State University, Texas A&M University - Department of Finance and Saint Petersburg State University
Downloads 154 (213,071)
Citation 1

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Currency index, Currency basket, Minimal variance, Numeraire, International 1nance, World money

36.

Systemic Risk Measurement in Banking Using Self-Organizing Maps

Number of pages: 50 Posted: 08 Nov 2014 Last Revised: 30 Sep 2015
James W. Kolari and Ivan Sanz
Texas A&M University - Department of Finance and University of Valladolid - Faculty of Economic Science and Business Studies
Downloads 151 (216,573)
Citation 2

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Self-organizing maps, systemic risk, trait recognition, bank condition

37.

CAPM: A Covariance Adjustment Approach for Estimating Market Beta

Number of pages: 47 Posted: 10 Mar 2016 Last Revised: 25 May 2016
James W. Kolari, Wei Liu and Seppo Pynnonen
Texas A&M University - Department of Finance, Texas A&M University - Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Downloads 147 (221,376)

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asset pricing, CAPM, cross-sectional tests, market beta

38.

Choosing Factors: The International Evidence

Number of pages: 29 Posted: 18 Oct 2019 Last Revised: 31 Dec 2019
Klaus Grobys and James W. Kolari
University of Vaasa and Texas A&M University - Department of Finance
Downloads 143 (226,341)

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risk factors, maximum squared Sharpe ratio, asset pricing models, spanning regressions

39.

Predicting European Bank Stress Tests: Survival of the Fittest

Mays Business School Research Paper No. 2796459
Number of pages: 43 Posted: 16 Jun 2016 Last Revised: 04 Mar 2019
James W. Kolari, Félix J. López-Iturriaga and Ivan Sanz
Texas A&M University - Department of Finance, Universidad de Valladolid - Department of Finance and Accounting and University of Valladolid - Faculty of Economic Science and Business Studies
Downloads 140 (230,145)

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banking, early warning system, financial condition, systemic risk, stress test

40.

Momentum and Reversal Dynamics

Number of pages: 54 Posted: 04 Jan 2019
James W. Kolari and Sang-Ook (Simon) Shin
Texas A&M University - Department of Finance and Texas A&M University (TAMU), Mays Business School, Department of Finance, Students
Downloads 128 (246,946)

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momentum, reversal, stock returns

41.

Do Technology and Efficiency Differences Determine Productivity?

Tjalling C. Koopmans Discussion Paper
Number of pages: 28 Posted: 04 Jul 2007
Maastricht University, Halle Institute for Economic Research, Utrecht University - School of Economics and Texas A&M University - Department of Finance
Downloads 125 (251,381)
Citation 1

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total factor productivity, latent class, stochastic frontier, efficiency, growth

42.

Measuring Systemic Risk in the U.S. Banking System

Number of pages: 41 Posted: 12 Sep 2018 Last Revised: 15 Dec 2018
James W. Kolari, Félix J. López-Iturriaga and Ivan Sanz
Texas A&M University - Department of Finance, Universidad de Valladolid - Department of Finance and Accounting and University of Valladolid - Faculty of Economic Science and Business Studies
Downloads 103 (288,735)

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Systemic risk, commercial banks, self-organizing maps

43.

Do Euro Exchange Rates Follow a Martingale? Some Out-of-Sample Evidence

Journal of Banking and Finance, 2008
Number of pages: 41 Posted: 20 Aug 2007 Last Revised: 19 Oct 2011
Jian Yang, Xiaojing Su and James W. Kolari
University of Colorado at Denver - Business School, affiliation not provided to SSRN and Texas A&M University - Department of Finance
Downloads 101 (292,595)
Citation 1

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Euro exchange rates, martingale, nonlinear models, technical trading rule, forecasting evaluation

44.

Further Evidence on Long-Run Abnormal Returns after Corporate Events

Quarterly Review of Economics and Finance, Forthcoming
Number of pages: 49 Posted: 21 Nov 2018 Last Revised: 14 Oct 2020
James W. Kolari, Seppo Pynnonen and Ahmet M. Tuncez
Texas A&M University - Department of Finance, University of Vaasa, Department of Mathematics and Statistics and University of Michigan at Dearborn - College of Business
Downloads 97 (300,322)

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abnormal returns, anomalous returns, long-run event study, corporate events, M&A, SEO, IPO, dividend initiation, share repurchase, stock splits

45.

Dynamics of Interest and Inflation Rates

Journal of Empirical Finance, Vol. 39, Part A, December 2016, Mays Business School Research Paper No. 2888596
Number of pages: 38 Posted: 22 Dec 2016
Ali Anari and James W. Kolari
Texas A&M University - Mays Business School and Texas A&M University - Department of Finance
Downloads 86 (324,080)

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dynamics, inflation, interest rates, endogeneity, ex post and ex ante Fisher and Wicksell coefficients

46.

Multifactor Market Indexes

Mays Business School Research Paper No. 3086832
Number of pages: 43 Posted: 15 Dec 2017 Last Revised: 14 Jul 2020
Wei Liu and James W. Kolari
Texas A&M University - Department of Finance and Texas A&M University - Department of Finance
Downloads 79 (341,068)

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efficient portfolios, market, beta, market index, multifactors

47.

Do Some Lenders Have Information Advantages? Evidence from Japanese Credit Market Data

Journal of Banking and Finance, Vol. 28, No. , 2004
Number of pages: 21 Posted: 27 Sep 2007
James W. Kolari and G. Hwan Shin
Texas A&M University - Department of Finance and University of Texas at Tyler
Downloads 63 (385,769)

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Bank credit, Asymmetric information, Credit hierarchy, Japanese banking

48.

The Fisher Puzzle, Real Rate Anomaly, and Wicksell Effect

Mays Business School Research Paper No. 3092298
Number of pages: 58 Posted: 27 Dec 2017 Last Revised: 14 Jul 2020
Ali Anari and James W. Kolari
Texas A&M University - Mays Business School and Texas A&M University - Department of Finance
Downloads 56 (408,831)

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Inflation, Interest Rates, Fisher And Wicksell Coefficients, Real Interest Rates

49.

Impacts of Monetary Policy Rates on Interest and Inflation Rates

Number of pages: 47 Posted: 19 Dec 2017
Ali Anari and James W. Kolari
Texas A&M University - Mays Business School and Texas A&M University - Department of Finance
Downloads 46 (445,194)

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interest rates, inflation, monetary policy

50.

Gross and Net Tax Shield Valuation

Number of pages: 19 Posted: 20 Dec 2017 Last Revised: 10 Jan 2019
James W. Kolari
Texas A&M University - Department of Finance
Downloads 44 (453,242)

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Tax Shields, Share Valuation, Firm Valuation, Capital Structure

51.

Dynamic Risk Adjustment in Long-Run Event Study Tests

Number of pages: 59 Posted: 15 Feb 2020 Last Revised: 15 Apr 2020
Yao Han, James W. Kolari and Seppo Pynnonen
Texas A&M University - Department of Finance, Texas A&M University - Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Downloads 35 (492,514)

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Abnormal return, Long-run event study, Merger and acquisition, Seasoned equity offering, Share repurchases, Short-run event study

52.

Is Bancassurance a Viable Model for Financial Firms?

Journal of Risk & Insurance, Vol. 74, No. 4, pp. 777-794, December 2007
Number of pages: 18 Posted: 18 Nov 2007
Paige Fields, Donald R. Fraser and James W. Kolari
University of Kansas, Texas A&M University - Department of Finance and Texas A&M University - Department of Finance
Downloads 22 (564,852)
Citation 3
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53.

Trait Recognition: An Alternative Approach to Early Warning Systems in Commercial Banking

Journal of Business Finance & Accounting, Vol. 23, Issue 9-10, pp. 1415-1434, 2008
Number of pages: 20 Posted: 02 Feb 2011
James W. Kolari, Michele Caputo and Drew Wagner
Texas A&M University - Department of Finance, affiliation not provided to SSRN and California State University, Stanislaus - Department of Accounting & Finance
Downloads 2 (708,394)
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failure prediction, early warning systems, bank failure

54.

Event Study Testing with Cross-Sectional Correlation of Abnormal Returns

Review of Financial Studies,Vol. 23, No. 11, pp. 3996-4025, 2010
Posted: 04 May 2011
James W. Kolari and Seppo Pynnonen
Texas A&M University - Department of Finance and University of Vaasa, Department of Mathematics and Statistics

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event studies, cross-correlation, abnormal returns, event-date clustering

55.

Computing and Testing a Stable Common Currency for Mercosur Countries

Journal of Applied Economics, Vol. 11, No. 1, pp. 193-220, May 2008
Posted: 17 Feb 2011 Last Revised: 20 Nov 2012
Florida Atlantic University, Saint Petersburg State University, Saint Petersburg State University and Texas A&M University - Department of Finance

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stable common currency, open monetary economies, regime switching models, Mercosur, currency basket

56.

Further Evidence on the Credit View: The Case of Finland

Posted: 20 Mar 2003
Ali Anari, James W. Kolari, Seppo Pynnonen and Antti Suvanto
Texas A&M University - Mays Business School, Texas A&M University - Department of Finance, University of Vaasa, Department of Mathematics and Statistics and Bank of Finland

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57.

The Wealth and Risk Effects of International Bond Ratings in Mexico

Journal of Emerging Markets, Vol. 4, No. 2, Summer 1999
Posted: 20 Dec 2001
Ali Anari and James W. Kolari
Texas A&M University - Mays Business School and Texas A&M University - Department of Finance

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58.

Nonmonetary Effects of the Financial Crisis in the Great Depression

Posted: 22 Aug 2001
Ali Anari and James W. Kolari
Texas A&M University - Mays Business School and Texas A&M University - Department of Finance

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Bank failure, economic output, Great Depression

59.

Estimating the Overall Financial Performance of Mexican Banks Using a New Method for Quantifying Subjective Information

Posted: 16 Apr 1998
Nikolai V. Hovanov and James W. Kolari
Saint Petersburg State University and Texas A&M University - Department of Finance

Abstract:

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60.

Revisiting Momentum Profits in Emerging Markets

Number of pages: 43
Hilal Anwar Butt, James W. Kolari and Mohsin Sadaqat
University of Karachi - Institute of Business Administration (IBA), Karachi, Texas A&M University - Department of Finance and National University of Sciences and Technology (NUST)
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Abstract:

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emerging markets, liquidity, momentum, risk management