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

21

DOWNLOADS
Rank 2,644

SSRN RANKINGS

Top 2,644

in Total Papers Downloads

14,197

SSRN CITATIONS
Rank 3,269

SSRN RANKINGS

Top 3,269

in Total Papers Citations

146

CROSSREF CITATIONS

211

Scholarly Papers (21)

1.
Downloads 3,625 ( 2,896)
Citation 57

The Effects of Derivatives on Firm Risk and Value

WBS Finance Group Research Paper No. 72
Number of pages: 52 Posted: 14 Feb 2007 Last Revised: 23 Dec 2019
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 2,048 (7,458)
Citation 3

Abstract:

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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., 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 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 1,315 (15,253)
Citation 6

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Derivatives, risk management, hedging, international finance

The Effects of Derivatives on Firm Risk and Value

WBS Finance Group Research Paper No. 121
Number of pages: 52 Posted: 20 Mar 2009 Last Revised: 23 Dec 2019
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 262 (124,469)
Citation 4

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2.

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 2,126 (7,143)
Citation 6

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

3.
Downloads 1,301 ( 15,815)

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, Anderson Graduate School of Management, UCLA and University of North Carolina Kenan-Flagler Business School
Downloads 1,301 (15,493)
Citation 4

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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, 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?

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, Anderson Graduate School of Management, UCLA and University of North Carolina Kenan-Flagler Business School

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4.
Downloads 1,177 ( 18,414)
Citation 17

How Do Analyst Recommendations Respond to Major News?

Number of pages: 49 Posted: 15 Apr 2002
University 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 1,177 (18,071)
Citation 17

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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, 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

5.

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 1,105 (20,208)
Citation 95

Abstract:

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Skewness, kurtosis, co-skewness, stochastic discount factors

6.

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 912 (26,780)
Citation 12

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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 630 (44,516)
Citation 13

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

8.

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 599 (47,572)
Citation 13

Abstract:

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High Frequency Trading, Market Microstructure

9.

The Term Structure of Liquidity Provision

Number of pages: 45 Posted: 11 Sep 2016 Last Revised: 28 Feb 2019
Jennifer S. Conrad and Sunil Wahal
University of North Carolina Kenan-Flagler Business School and Arizona State University (ASU) - Finance Department
Downloads 434 (71,098)
Citation 3

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High frequency trading, market microstructure, market efficiency

10.

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 427 (72,529)
Citation 11

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11.

How Do Analysts Recommendations Respond to Major News?

Number of pages: 49 Posted: 17 Sep 2004
University 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 417 (74,629)

Abstract:

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Analyst recommendations

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, 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 401 (78,114)
Citation 8

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CDS, options,default probabilities, recovery

13.

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 395 (79,476)
Citation 13

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14.

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 - Finance & Economics and Rice University
Downloads 374 (84,699)
Citation 1

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distress risk, bankruptcy, skewness, stock returns

Credit Default Swaps Around the World: Investment and Financing Effects

WBS Finance Group Research Paper No. 248
Number of pages: 74 Posted: 22 Apr 2018 Last Revised: 26 Dec 2019
Warwick Business School - Department of Finance, University of North Carolina Kenan-Flagler Business School, University of Florida - Warrington College of Business Administration and New York University (NYU) - Department of Finance
Downloads 210 (155,103)
Citation 3

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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

Kenan Institute of Private Enterprise Research Paper No. 18-21, WBS Finance Group Research Paper No. 253
Number of pages: 74 Posted: 28 Aug 2018 Last Revised: 26 Dec 2019
Warwick Business School - Department of Finance, University of North Carolina Kenan-Flagler Business School, University of Florida - Warrington College of Business Administration and New York University (NYU) - Department of Finance
Downloads 64 (373,116)
Citation 4

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

16.

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

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C10, G11

17.

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

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18.

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

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19.

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

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20.

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

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21.

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

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