T. Shawn Strother

University of Nebraska-Lincoln

Assistant Professor of Finance-Practice

Lincoln, NE 68588-0490

United States

http://www.unl.edu

SCHOLARLY PAPERS

7

DOWNLOADS

1,453

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (7)

1.

On the Contribution of Index Exchange Traded Funds to Price Discovery in the Presence of Price Limits Without Short Selling

Number of pages: 39 Posted: 19 Feb 2008
Guang Chen and T. Shawn Strother
University of Otago and University of Nebraska-Lincoln
Downloads 510 (104,005)
Citation 6

Abstract:

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ETFs, Exchange Traded Funds, price formation, price discovery, price limits, asset pricing, Shanghai Stock Exchange, VECM, vector error correction model, VAR, information shares

Ratio Scoring: An Application to Ratios Specified by Standard & Poor’s to be Key Input to Determining Credit Ratings

Journal of Applied Finance, Forthcoming
Number of pages: 27 Posted: 26 Mar 2011
T. Shawn Strother and Samuel L. Tibbs
University of Nebraska-Lincoln and American University of Sharjah - School of Business and Management
Downloads 288 (196,244)

Abstract:

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Rating Changes, Credit Ratings, Corporate Bonds

Ratio Scoring: An Application to Ratios Specified by Standard & Poor’s to Be Key Input to Determining Credit Ratings

Journal of Applied Finance, Fall/Winter 2011, Volume 21, Issue 2, pp. 58-72
Posted: 08 Aug 2012
T. Shawn Strother and Samuel L. Tibbs
University of Nebraska-Lincoln and American University of Sharjah - School of Business and Management

Abstract:

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Ratio, Relative Performance, Standard & Poor's, Credit Rating

3.

Electronic Communication Networks, Market Makers, and the Components of the Bid-Ask Spread

Number of pages: 40 Posted: 27 Oct 2007 Last Revised: 01 Sep 2014
Phillip R. Daves, T. Shawn Strother and James W. Wansley
University of Tennessee, Knoxville - Department of Finance, University of Nebraska-Lincoln and University of Tennessee
Downloads 267 (213,192)

Abstract:

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ECNs, Bid-Ask Spread, Market Microstructure, Alternative Trading Systems

4.

Risk, Uncertainty, and the Perceived Threat of Terrorist Attacks: The Advisory System that Cried Wolf?

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 43 Posted: 30 Sep 2007 Last Revised: 29 Oct 2008
Michael S. Pagano and T. Shawn Strother
Villanova University - Villanova School of Business and University of Nebraska-Lincoln
Downloads 169 (326,345)

Abstract:

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Knightian uncertainty, systematic risk, terrorism, asset pricing, financial markets, GARCH, EGARCHM, volatility expectations, VIX, informed trading, PIN

5.

Risk, Uncertainty, and the Perceived Threat of Terrorist Attacks: Evidence of Flight-to-Quality

Number of pages: 29 Posted: 18 Jun 2013
T. Shawn Strother
University of Nebraska-Lincoln
Downloads 88 (531,639)

Abstract:

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Flight-to-Quality, Knightian Uncertainty, GARCH, Terrorism, U.S. Treasuries, interest rates

6.

PSCORE: Publication Record Measurement with an Application to New Zealand Business Faculty

Number of pages: 16 Posted: 28 Feb 2009
T. Shawn Strother
University of Nebraska-Lincoln
Downloads 68 (616,412)

Abstract:

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research benchmarking, faculty performance measurement, promotion and tenure

7.

Risk, Uncertainty, and the Perceived Threat of Terrorist Attacks

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 59 Posted: 08 Oct 2012
T. Shawn Strother and Michael S. Pagano
University of Nebraska-Lincoln and Villanova University - Villanova School of Business
Downloads 63 (641,236)

Abstract:

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Terrorism, flight to quality, GARCH