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
Rank 40,279

SSRN RANKINGS

Top 40,279

in Total Papers Downloads

1,041

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 408 (70,210)
Citation 2

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

2.

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 240 (125,807)
Citation 2

Abstract:

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

3.

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 139 (205,437)
Citation 1

Abstract:

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

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 124 (225,547)

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

5.

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 52 (376,960)

Abstract:

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research benchmarking, faculty performance measurement, promotion and tenure

6.

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 42 (411,712)

Abstract:

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Terrorism, flight to quality, GARCH

7.

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 36 (435,264)

Abstract:

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