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

University of North Carolina at Chapel Hill

Professor of Finance

Kenan-Flagler Business School

Chapel Hill, NC 27599-3490

United States

  • University of North Carolina Kenan-Flagler Business School

  • University of North Carolina at Chapel Hill

    • Email
    • Tel: 919-962-3132
    • Fax: 919-962-2068
SCHOLARLY PAPERS

22

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15,933

TOTAL CITATIONS
Rank 2,896

SSRN RANKINGS

Top 2,896

in Total Papers Citations

505

Scholarly Papers (22)

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1.

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

Number of pages: 49 Posted: 26 Feb 2012 Last Revised: 25 Jan 2024
Jennifer S. Conrad, Jennifer S. Conrad and M. Deniz Yavuz
University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School and Purdue University - Krannert School of Management
Downloads 2,621 (11,315)
Citation 7

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

2.

The Effects of Derivatives on Firm Risk and Value

Downloads 2,204 (14,937)
Citation 47

The Effects of Derivatives on Firm Risk and Value

Journal of Financial and Quantitative Analysis, Vol. 46, No.4, August 2011, pp. 967-999., WBS Finance Group Research Paper No. 135
Number of pages: 52 Posted: 11 Feb 2010 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Gregory W. Brown, Jennifer S. Conrad and Jennifer S. Conrad
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School
Downloads 1,867 (19,170)
Citation 38

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Derivatives, risk management, hedging, international finance

The Effects of Derivatives on Firm Risk and Value

Journal of Financial and Quantitative Analysis, Vol. 46, No.4, August 2011, pp. 967-999., WBS Finance Group Research Paper No. 121
Number of pages: 52 Posted: 20 Mar 2009 Last Revised: 30 Aug 2021
Söhnke M. Bartram, Gregory W. Brown, Jennifer S. Conrad and Jennifer S. Conrad
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School
Downloads 337 (188,868)
Citation 9

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3.

Ex Ante Skewness and Expected Stock Returns

Number of pages: 59 Posted: 14 Dec 2009
Jennifer S. Conrad, Jennifer S. Conrad, Robert F. Dittmar and Eric Ghysels
University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Rice University and University of North Carolina Kenan-Flagler Business School
Downloads 1,653 (23,490)
Citation 201

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Skewness, kurtosis, co-skewness, stochastic discount factors

4.

When is Bad News Really Bad News?

Downloads 1,415 (29,697)
Citation 22

When is Bad News Really Bad News?

Number of pages: 37 Posted: 21 Jul 1999
Jennifer S. Conrad, Jennifer S. Conrad, Bradford Cornell and Wayne R. Landsman
University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Anderson Graduate School of Management, UCLA and University of North Carolina Kenan-Flagler Business School
Downloads 1,415 (29,160)
Citation 22

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When is Bad News Really Bad News?

Posted: 19 Aug 2002
Jennifer S. Conrad, Jennifer S. Conrad, Bradford Cornell and Wayne R. Landsman
University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Anderson Graduate School of Management, UCLA and University of North Carolina Kenan-Flagler Business School

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When is Bad News Really Bad News?

Posted: 30 Jul 2003
Jennifer S. Conrad, Jennifer S. Conrad, Bradford Cornell and Wayne R. Landsman
University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Anderson Graduate School of Management, UCLA and University of North Carolina Kenan-Flagler Business School

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5.

How Do Analyst Recommendations Respond to Major News?

Downloads 1,307 (33,360)
Citation 19

How Do Analyst Recommendations Respond to Major News?

Number of pages: 49 Posted: 15 Apr 2002
Jennifer S. Conrad, Jennifer S. Conrad, Bradford Cornell, Wayne R. Landsman and Brian Rountree
University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Anderson Graduate School of Management, UCLA, University of North Carolina Kenan-Flagler Business School and Rice University - Jesse H. Jones Graduate School of Business
Downloads 1,307 (32,775)
Citation 19

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Analyst Recommendations

How do Analyst Recommendations Respond to Major News?

Posted: 21 Apr 2005
Jennifer S. Conrad, Jennifer S. Conrad, Bradford Cornell, Wayne R. Landsman and Brian Rountree
University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Anderson Graduate School of Management, UCLA, University of North Carolina Kenan-Flagler Business School and Rice University - Jesse H. Jones Graduate School of Business

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Analyst Recommendations

6.

Risk Adjustment and Trading Strategies

Number of pages: 60 Posted: 25 Jan 2001
Dong-Hyun Ahn, Jennifer S. Conrad, Jennifer S. Conrad and Robert F. Dittmar
University of North Carolina at Chapel Hill, University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School and Rice University
Downloads 1,040 (46,420)
Citation 8

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7.

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, Jennifer S. Conrad, Sunil Wahal and Jin Xiang
University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Arizona State University (ASU) - Finance Department and Integrated Financial Engineering Inc.
Downloads 820 (64,604)
Citation 78

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High Frequency Trading, Market Microstructure

8.

Identifying Risk-Based Factors

AFA 2006 Boston Meetings Paper
Number of pages: 44 Posted: 18 Jul 2005
Anchada Aida Charoenrook, Jennifer S. Conrad and Jennifer S. Conrad
Thammasat University and University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School
Downloads 778 (69,113)
Citation 14

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

9.

The Term Structure of Liquidity Provision

Number of pages: 45 Posted: 11 Sep 2016 Last Revised: 28 Feb 2019
Jennifer S. Conrad, Jennifer S. Conrad and Sunil Wahal
University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School and Arizona State University (ASU) - Finance Department
Downloads 764 (70,838)
Citation 36

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High frequency trading, market microstructure, market efficiency

10.

Credit Default Swaps Around the World: Investment and Financing Effects

Downloads 715 (77,220)
Citation 15

Credit Default Swaps Around the World: Investment and Financing Effects

Review of Financial Studies, forthcoming., WBS Finance Group Research Paper No. 248
Number of pages: 74 Posted: 22 Apr 2018 Last Revised: 30 Aug 2021
Söhnke M. Bartram, Jennifer S. Conrad, Jennifer S. Conrad, Jongsub Lee and Marti G. Subrahmanyam
University of Warwick, University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Seoul National University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 577 (100,213)
Citation 4

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Credit default swaps, CDS, investment policy, financing policy, creditor rights, property rights, private credit, ownership concentration

Credit Default Swaps Around the World: Investment and Financing Effects

Review of Financial Studies, forthcoming., WBS Finance Group Research Paper No. 253, Kenan Institute of Private Enterprise Research Paper No. 18-21
Number of pages: 74 Posted: 28 Aug 2018 Last Revised: 30 Aug 2021
Söhnke M. Bartram, Jennifer S. Conrad, Jennifer S. Conrad, Jongsub Lee and Marti G. Subrahmanyam
University of Warwick, University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Seoul National University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 138 (445,397)
Citation 11

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Credit Default Swaps, Cds, Investment Policy, Financing Policy, Creditor Rights, Property Rights, Private Credit, Ownership Concentration

11.

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, Jennifer S. Conrad and Robert F. Dittmar
University of North Carolina at Chapel Hill, University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School and Rice University
Downloads 577 (101,560)
Citation 14

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12.

Implied Default Probabilities and Recovery Rates from Option Prices

AFA 2012 Chicago Meetings Paper
Number of pages: 56 Posted: 19 Mar 2011 Last Revised: 30 Oct 2017
Jennifer S. Conrad, Jennifer S. Conrad, Robert F. Dittmar and Allaudeen Hameed
University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Rice University and National University of Singapore (NUS) - Department of Finance
Downloads 501 (120,916)
Citation 10

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CDS, options,default probabilities, recovery

13.

What Explains the Distress Risk Puzzle: Death or Glory?

Number of pages: 49 Posted: 18 Mar 2012
Jennifer S. Conrad, Jennifer S. Conrad, Nishad Kapadia and Yuhang Xing
University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Tulane University - Finance & Economics and Rice University
Downloads 473 (129,534)
Citation 1

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distress risk, bankruptcy, skewness, stock returns

14.

How Do Analysts Recommendations Respond to Major News?

Number of pages: 49 Posted: 17 Sep 2004
Jennifer S. Conrad, Jennifer S. Conrad, Bradford Cornell, Wayne R. Landsman and Brian Rountree
University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Anderson Graduate School of Management, UCLA, University of North Carolina Kenan-Flagler Business School and Rice University - Jesse H. Jones Graduate School of Business
Downloads 468 (131,250)

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Analyst recommendations

15.

Institutional Trading and Soft Dollars

Number of pages: 32 Posted: 15 Jan 1998
Jennifer S. Conrad, Jennifer S. Conrad, Kevin M. Johnson and Sunil Wahal
University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Aronson+Johnson+Ortiz and Arizona State University (ASU) - Finance Department
Downloads 452 (136,946)
Citation 31

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16.

Credit Default Swaps Around the World

Downloads 145 (427,122)
Citation 2

Credit Default Swaps Around the World

Review of Financial Studies, forthcoming., NYU Stern School of Business, WBS Finance Group Research Paper
Number of pages: 61 Posted: 17 Jul 2020 Last Revised: 01 Sep 2021
Söhnke M. Bartram, Jennifer S. Conrad, Jennifer S. Conrad, Jongsub Lee and Marti G. Subrahmanyam
University of Warwick, University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Seoul National University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 144 (430,132)
Citation 2

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Credit default swaps, CDS, investment policy, financing policy, creditor rights, property rights, ownership concentration

Credit Default Swaps Around the World

CEPR Discussion Paper No. DP15668
Number of pages: 68 Posted: 11 Feb 2021
Söhnke M. Bartram, Jennifer S. Conrad, Jennifer S. Conrad, Jongsub Lee and Marti G. Subrahmanyam
University of Warwick, University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Seoul National University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 1 (1,375,953)
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17.

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, Jennifer S. Conrad and Robert F. Dittmar
Seoul National University - School of Economics, University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School and Rice University

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C10, G11

18.

Institutional Trading Costs and Alternative Trading Systems

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

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19.

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, Jennifer S. Conrad, Kevin M. Johnson and Sunil Wahal
University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Aronson+Johnson+Ortiz and Arizona State University (ASU) - Finance Department

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20.

Alternative Trading Systems

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

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21.

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

Posted: 02 Oct 1999
Jennifer S. Conrad, Jennifer S. Conrad, Cathy M. Niden, Gershon Mandelker, Ahron Rosenfeld and Kuldeep Shastri
University of North Carolina at Chapel HillUniversity 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

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22.

An Anatomy of Trading Strategies

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

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