Jennifer S. Conrad

University of North Carolina Kenan-Flagler Business School

McMichael Professor of Finance

Kenan-Flagler Business School

Chapel Hill, NC 27599-3490

United States

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 2,282

SSRN RANKINGS

Top 2,282

in Total Papers Downloads

12,407

CITATIONS
Rank 2,281

SSRN RANKINGS

Top 2,281

in Total Papers Citations

247

Scholarly Papers (20)

1.
Downloads 3,416 ( 2,150)
Citation 16

The Effects of Derivatives on Firm Risk and Value

Number of pages: 52 Posted: 14 Feb 2007 Last Revised: 11 Mar 2014
Söhnke M. Bartram, Gregory W. Brown and Jennifer S. Conrad
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of North Carolina Kenan-Flagler Business School
Downloads 1,963 (5,555)
Citation 16

Abstract:

derivatives, risk management, hedging, international finance, risk, value

The Effects of Derivatives on Firm Risk and Value

Journal of Financial and Quantitative Analysis, Vol. 46, No.4, August 2011, pp. 967-999.
Number of pages: 52 Posted: 11 Feb 2010 Last Revised: 10 Mar 2014
Söhnke M. Bartram, Gregory W. Brown and Jennifer S. Conrad
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of North Carolina Kenan-Flagler Business School
Downloads 1,210 (12,478)
Citation 16

Abstract:

Derivatives, risk management, hedging, international finance

The Effects of Derivatives on Firm Risk and Value

Number of pages: 52 Posted: 20 Mar 2009 Last Revised: 10 Mar 2014
Söhnke M. Bartram, Gregory W. Brown and Jennifer S. Conrad
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of North Carolina Kenan-Flagler Business School
Downloads 243 (103,117)
Citation 16

Abstract:

2.
Downloads 1,273 ( 11,779)
Citation 44

When Is Bad News Really Bad News?

EFA 0071
Number of pages: 37 Posted: 21 Jul 1999
Jennifer S. Conrad, Bradford Cornell and Wayne R. Landsman
University of North Carolina Kenan-Flagler Business School, California Institute of Technology and University of North Carolina Kenan-Flagler Business School
Downloads 1,273 (11,520)
Citation 44

Abstract:

When Is Bad News Really Bad News?

Journal of Finance, Forthcoming
Posted: 19 Aug 2002
Jennifer S. Conrad, Bradford Cornell and Wayne R. Landsman
University of North Carolina Kenan-Flagler Business School, California Institute of Technology and University of North Carolina Kenan-Flagler Business School

Abstract:

When is Bad News Really Bad News?

Journal of Finance, Vol. 57, pp. 2507-2532, 2002
Posted: 30 Jul 2003
Jennifer S. Conrad, Bradford Cornell and Wayne R. Landsman
University of North Carolina Kenan-Flagler Business School, California Institute of Technology and University of North Carolina Kenan-Flagler Business School

Abstract:

3.
Downloads 1,134 ( 14,129)
Citation 24

How do Analyst Recommendations Respond to Major News?

Number of pages: 49 Posted: 15 Apr 2002
University of North Carolina Kenan-Flagler Business School, California Institute of Technology, University of North Carolina Kenan-Flagler Business School and Rice University - Jesse H. Jones Graduate School of Business
Downloads 1,134 (13,843)
Citation 24

Abstract:

Analyst Recommendations

How do Analyst Recommendations Respond to Major News?

Journal of Financial and Quantitative Analysis, Forthcoming
Posted: 21 Apr 2005
University of North Carolina Kenan-Flagler Business School, California Institute of Technology, University of North Carolina Kenan-Flagler Business School and Rice University - Jesse H. Jones Graduate School of Business

Abstract:

Analyst Recommendations

4.

Momentum and Reversal: Does What Goes Up Always Come Down?

Number of pages: 49 Posted: 26 Feb 2012 Last Revised: 20 Jun 2015
Jennifer S. Conrad and M. Deniz Yavuz
University of North Carolina Kenan-Flagler Business School and Purdue University - Krannert School of Management
Downloads 1,004 (7,189)

Abstract:

Momentum, reversal, return predictability, behavioral finance, expected returns, stock chracteristics

5.

Risk Adjustment and Trading Strategies

Number of pages: 60 Posted: 25 Jan 2001
Dong-Hyun Ahn, Jennifer S. Conrad and Robert F. Dittmar
University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 861 (20,606)
Citation 29

Abstract:

6.

Ex Ante Skewness and Expected Stock Returns

Number of pages: 59 Posted: 14 Dec 2009
Jennifer S. Conrad, Robert F. Dittmar and Eric Ghysels
University of North Carolina Kenan-Flagler Business School, University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 799 (19,439)
Citation 37

Abstract:

Skewness, kurtosis, co-skewness, stochastic discount factors

7.

Identifying Risk-based Factors

AFA 2006 Boston Meetings Paper
Number of pages: 44 Posted: 18 Jul 2005
Anchada Aida Charoenrook and Jennifer S. Conrad
Thammasat University and University of North Carolina Kenan-Flagler Business School
Downloads 535 (37,747)
Citation 5

Abstract:

Asset pricing, multi-factor models, size, book-to-market, momentum, liquidity factor

8.

How Do Analysts Recommendations Respond to Major News?

Number of pages: 49 Posted: 17 Sep 2004
University of North Carolina Kenan-Flagler Business School, California Institute of Technology, University of North Carolina Kenan-Flagler Business School and Rice University - Jesse H. Jones Graduate School of Business
Downloads 394 (58,778)
Citation 24

Abstract:

Analyst recommendations

9.

Basis Assets

AFA 2004 San Diego Meetings, Fifteenth Annual Utah Winter Finance Conference
Number of pages: 52 Posted: 29 Nov 2003
Dong-Hyun Ahn, Jennifer S. Conrad and Robert F. Dittmar
University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 374 (59,135)
Citation 15

Abstract:

10.

Institutional Trading and Soft Dollars

Number of pages: 32 Posted: 15 Jan 1998
Jennifer S. Conrad, Kevin M. Johnson and Sunil Wahal
University of North Carolina Kenan-Flagler Business School, Aronson+Johnson+Ortiz and Arizona State University (ASU) - Finance Department
Downloads 367 (63,664)
Citation 47

Abstract:

11.

High Frequency Quoting, Trading, and the Efficiency of Prices

Journal of Financial Economics (JFE), Forthcoming, UNC Kenan-Flagler Research Paper No. 2357122
Number of pages: 49 Posted: 19 Nov 2013 Last Revised: 15 Nov 2014
Jennifer S. Conrad, Sunil Wahal and Jin Xiang
University of North Carolina Kenan-Flagler Business School, Arizona State University (ASU) - Finance Department and Integrated Financial Engineering Inc.
Downloads 318 (49,396)
Citation 2

Abstract:

High Frequency Trading, Market Microstructure

12.

What Explains the Distress Risk Puzzle: Death or Glory?

Number of pages: 49 Posted: 18 Mar 2012
Jennifer S. Conrad, Nishad Kapadia and Yuhang Xing
University of North Carolina Kenan-Flagler Business School, Tulane University - A.B. Freeman School of Business and Rice University
Downloads 270 (75,634)
Citation 2

Abstract:

distress risk, bankruptcy, skewness, stock returns

13.

Cross-Market and Cross-Firm Effects in Implied Default Probabilities and Recovery Values

AFA 2012 Chicago Meetings Paper
Number of pages: 38 Posted: 19 Mar 2011
Jennifer S. Conrad, Robert F. Dittmar and Allaudeen Hameed
University of North Carolina Kenan-Flagler Business School, University of Michigan, Stephen M. Ross School of Business and National University of Singapore (NUS) - Department of Finance
Downloads 246 (81,123)

Abstract:

CDS, options,default probabilities, recovery

14.

The Term Structure of Liquidity Provision

Finance Down Under 2017 Building on the Best from the Cellars of Finance
Number of pages: 45 Posted: 11 Sep 2016 Last Revised: 15 Sep 2016
Sunil Wahal and Jennifer S. Conrad
Arizona State University (ASU) - Finance Department and University of North Carolina Kenan-Flagler Business School
Downloads 0 (113,963)

Abstract:

High frequency trading, market microstructure, market efficiency

15.

Basis Assets

The Review of Financial Studies, Vol. 22, Issue 12, pp. 5133-5174, 2009
Posted: 24 Nov 2009
Dong-Hyun Ahn, Jennifer S. Conrad and Robert F. Dittmar
Seoul National University - School of Economics, University of North Carolina Kenan-Flagler Business School and University of Michigan, Stephen M. Ross School of Business

Abstract:

C10, G11

16.

Institutional Trading Costs and Alternative Trading Systems

Forthcoming in Journal of Financial Economics
Posted: 21 Jul 2002
Jennifer S. Conrad, Sunil Wahal and Kevin M. Johnson
University of North Carolina Kenan-Flagler Business School, Arizona State University (ASU) - Finance Department and Aronson+Johnson+Ortiz

Abstract:

17.

The Trading of Institutional Investors: Theory and Evidence

Journal of Applied Finance, Vol. 12, No. 1, Spring/Summer
Posted: 06 Jun 2002
Jennifer S. Conrad, Kevin M. Johnson and Sunil Wahal
University of North Carolina Kenan-Flagler Business School, Aronson+Johnson+Ortiz and Arizona State University (ASU) - Finance Department

Abstract:

18.

Alternative Trading Systems

Posted: 16 Jul 2001
Jennifer S. Conrad, Kevin M. Johnson and Sunil Wahal
University of North Carolina Kenan-Flagler Business School, Aronson+Johnson+Ortiz and Arizona State University (ASU) - Finance Department

Abstract:

19.

The Impact of Corporate Acquisition Announcements on Bid- Ask Quotes with Competitive Market-Makers

Posted: 02 Oct 1999
University of North Carolina Kenan-Flagler Business School, LECG, LLC, affiliation not provided to SSRN, Ben-Gurion University of the Negev - Department of Management and University of Pittsburgh - Finance Group

Abstract:

20.

An Anatomy of Trading Strategies

REVIEW OF FINANCIAL STUDIES Vol. 11, No. 3
Posted: 15 Jun 1998
Jennifer S. Conrad and Gautam Kaul
University of North Carolina Kenan-Flagler Business School and University of Michigan, Stephen M. Ross School of Business

Abstract: