Finance Research

Annalisa Barrett

Magazine/Trade Publication

Barrett, A. Board Leadership among S&P 1500 Companies. Equilar Inc.

Barrett, A. Board Leadership Pay. Equilar, Inc.

Barrett, A. Compensation Committee Independence. Corporate Governance Advisor

Barbara Bliss

Journal Article, Academic Journal

Bliss, B.,Price, S.,Doran, J.,Peterson, D. (2012). Earnings conference calls and Stock returns: The incremental informativeness of textual tone. Journal of Banking and Finance , 36

Bliss, B.,Cheng, Y.,Denis, D. Corporate Payout, Cash retention and the Supply of credit: Evidence from 2008-09. Journal of Financial Economics (forthcoming)

Thomas Copeland

Book, Textbook-Revised

Copeland, T. (2005). Financial Theory and Corporate Policy -- fourth edition. Addison Wesley (fourth edition), 1000 pp.

Copeland, T. (1988). Financial Theory and Corporate Policy -- third edition. Addison Wesley (third edition), 946 pp..

Conference Proceeding

Copeland, T. (2006). Financial Management Association Roundtable on Stock Market Pricing and Value-Based Management. Journal of Applied Corporate Finance

Magazine/Trade Publication

Copeland, T. (2001). The CFO and Investment Decisions -- Introduction to Real Options. Weekly Toyo Keizai (Sept. 8, 2001)

Journal Article, Academic Journal

Copeland, T. (2010). From Cash Flows to Real Options. Multinational Finance Journal , 14

Copeland, T. (2009). Quantitative Research Program Management -- The Use and Abuse of Real Options. Kenkyu-Gijutsukeikaku (Journal of Research and Technological Planning)

Copeland, T. (2005). Real Options -- Meeting the Georgetown Challenge. Journal of Applied Corporate Finance , March

Copeland, T. (2004). A Real-World Way to Manage Real Options. Harvard Business Review , March

Copeland, T. (2004). The role of Expectations In the Cross-Section of Returns. Review of Accounting Studies , June 2

Copeland, T. (2002). What do Practitioners Really Want?. Journal of Applied Finance , Summer

Copeland, T. (2000). Cutting Costs Without Drawing Blood. Harvard Business Review , Oct. 2

Copeland, T. (2000). Evaluating FX Hedging Programs -- A Value-Maximizing Approach. Financial Management , Autumn

Copeland, T. (1999). Market Timing -- Rotation of Size and Style. Financial Analyats Journal , Mar-Ap

Copeland, T. (1999). Options and the Cost of Capital. International Finance and Treasury , 25 (1), pp. 1-10.

Copeland, T. (1998). Leads and Lags in Global Indices. Financial Analysts Journal , Jul-Au

Copeland, T. (1992). The Market Value of Information: Some Experimental Evidence. Journal of Business , April

Copeland, T. (1991). Exchange Offers and Stock Swaps: Some New Evidence. Financial Management , Autumn

Copeland, T. (1991). The Partial Revelation of Information in Experimental Asset Markets. Journal of Finance , March

Copeland, T. (1988). Beta Changes Around Stock Splits: A Note. Journal of Finance , 43 (4), pp 1009-1013.

Copeland, T. (1988). Stock Splits, Stock Prices, and Transaction Costs. Journal of Financal Economics , Dec. 1

Copeland, T. (1987). The Effect of Sequential Information Arrival on Asset Prices: An Experimental Study. The Journal of Finance , July 1

Copeland, T.,Mayers, D.,Chen, N. (1987). A Comparison of Single and Multi-factor Portfolio Performance Methodologies. Journal of Financial and Quantitative Analysis , 22 (4), 401-417.

Copeland, T. (1983). Information Effects on the Bid-Ask Spread. The Journal of Finance (Dec. 1983), pp 1457-1469.

Copeland, T. (1982). A Note on the Valuation of Cancellable Operating Leases. Financial Management , Summer

Copeland, T. (1982). The Value Line Enigma (1965-1978): A Case Study of Performance Evaluation Issues. Journal of Financial Economics , Dec. 1

Copeland, T. (1979). Liquidity Changes following Stock Splits. Journal of Finance , March

Copeland, T. (1978). Financial Management of Non-profit Organizations. Journal of Economics and Business , Feb.

Copeland, T. (1977). A Probability Model of Asset Trading. Journal of Financial and Quantitative Analysis , Nov 19

Copeland, T. (1976). A Model of Asset Trading Under the Assumption of Sequential Information Arrival. Journal of Finance , Sept.

Journal Article, Professional Journal

Copeland, T. (2000). The Real Options Approach to Capital Allocation. Strategic Finance (Oct. 2000), pp34-37.

Copeland, T. (1978). Efficient Capital Markets: Evidence and Implications for Financial Reporting. Journal of Accounting, Auditing and Finance , Fall 1

Journal Article, Public or Trade Journal

Copeland, T. (2006). Introducing Expectations-Based Management. Journal of Applied Corporate Finance (2006)

Copeland, T. (2001). The Expanding Role of the Chief Financial Officer. Weekly Toyo Keizai (sept. 1, 2001)

Copeland, T. (1984). An Economic Approach to Pension Fund Management. Midland Corporate Finance Journal , vol. 2

Book, Scholarly-New

Copeland, T. (2008). Outperform with Expectations-Based-Management. John Wiley & Sons (first edition), 358 pp..

Copeland, T. (2001). Real Options -- A Practitioner's Guide. Thomson/Texere (first edition), 400 pp..

Copeland, T. (2000). Valuation: Measuring and Managing the Value of Companies. John Wiley & Sons (first edition), 428 pp..

Copeland, T. (1987). Modern Finance and Industrial Economics. Basil Blackwell

Book, Chapter in Scholarly Book-New

Copeland, T. (2009). Comparing Valuation Models (Chapter 4). John Wiley & Sons

Copeland, T. (1991). The Welfare Effects of Public Information in an Asymmetric Information Market. Accounting and Financial Globalization, Quorum Books, Josh Ronen ed. , 1991

Shreesh Deshpande

Conference Proceeding

Deshpande, S.,Svetina, M.,Zhu, P. (2011). Cross-Border Acquisitions and Analysts' Earnings Forecasts. Papers & Proceedings of the 38th Annual AEF Meeting , 35

Journal Article, Academic Journal

Deshpande, S.,Svetina, M. (2014). Negative Earnings Surprises: When is the Glass Half-Full?. Managerial Finance , 40 (8), 804 - 820.

Deshpande, S.,Svetina, M.,Zhu, P. (2012). Analyst Coverage of Acquiring Firms and Value Creation in Cross-Border Acquisitions. Journal of Multinational Financial Management , 22 (5), 212-229.

Deshpande, S.,Svetina, M. (2011). Does Local News Matter to Investors?. Managerial Finance , 37 (12), 1190-1212.

Deshpande, S. (2006). The Firm Price Effects of Regional Information Releases. Journal of Applied Business and Economics , 6 (4), 61 - 68.

Deshpande, S.,Jog, V. Non-public contracts, Cash flows and Firm value. Review of Accounting and Finance (forthcoming)

Journal Article, Professional Journal

Dalton, T.,Deshpande, S. (2011). Quantifying the choice between a Roth and traditional IRA. Practical Tax Strategies , 87 (3), 112:119.

Ricardo Leal

Journal Article, Academic Journal

Ferreira, E.,Leal, R. (2011). Cash holdings of Brazilian and US firms: size and industry effects. Journal of International Finance and Economics , 11 (1), 55-60.

Sternberg, L.,Leal, R.,Bortolon, P. (2011). Affinities and agreements among major Brazilian shareholders. International Journal of Disclosure and Governance , 8 (3), 213-228.

DaSilveira, A.,Leal, R.,Carvalhal-da-Silva, A.,DeBarros, L. (2010). A. B. C. Endogeneity of Brazilian Corporate Governance Quality Determinants. Corporate Governance - The International Journal of Business in Society , 10 (2), 191-202.

Leal, R.,Bendes, B. (2010). The Risk-Return Relationship of Pension Funds with Investments in Hedge Funds. Latin American Business Review , 11 (2), 141-169.

Leal, R.,Mendes, B. (2010). Premium listing segments and information based trading in Brazil. Academia - Revista Latinoamericana de Administración (45)

Da Silveira, A.,Leal, R.,Carvalhal da Silva, A.,Barros, L. (2009). Evolution and Determinants of Firm-Level Corporate Governance Quality in Brazil. Revista de Administração da USP , 44 (3), 173-189.

Mendes, B.,Leal, R. (2009). Portfolio Management with Semi-Parametric Bootstrapping. Journal of Risk Management in Financial Institutions

Leal, R.,Carvalhal-da-Silva, A. (2008). International Market Linkages and Common Volatility in the Emerging Markets of Latin America. Journal of Emerging Markets , 13 (3), 20-31.

Mendes, B.,Leal, R.,Carvalhal, A. (2007). Clustering in Emerging Equity Markets. Emerging Markets Review , 8 (3), 194-205.

Carvalhal da Silva, A.,Leal, R. (2006). Ownership, Control, Valuation and Performance of Brazilian Corporations. Corporate Ownership & Control , 4 (1)

Leal, R., Carvalhal da Silva, A. (2005). Controlling Shareholders and Corporate Valuation in Brazil. Corporate Ownership & Control , 3 (2), 137-141.

Leal, R.,Mendes, B. (2005). Maximum Drawdown: Models and Applications. Journal of Alternative Investments , 7 (4), 83-91.

Mendez, B.,Leal, R. (2005). Robust multivariate modeling in finance. International Journal of Managerial Finance , 1 (2), 95-106.

Ratner, M.,Leal, R. (2005). Sector Integration and the Benefits of Global Diversification. Multinational Finance Journal , 9 (3/4), 235-267.

Journal Article, Professional Journal

Oliveira, F.,Lemme, C.,Leal, R. (2011). Cost of Equity Capital and Additionality of Brazilian Renewable Energy Projects under the Clean Development Mechanism. Latin American Business Review , 12 (4), 233-253.

Ryan McKeon

Journal Article, Academic Journal

Bansal, N.,McKeon, R.,Svetina, M. (2013). Short-Sale Constraints and Securities Lending by Exchange-Traded Funds. Managerial Finance , 39 (5), 444-456.

McKeon, R. (2013). Returns From Trading Call Options. Journal of Investing , 22 (2), 64-77.

McKeon, R. (2012). Variation in Option Returns: the Importance of Moneyness, Maturity and Skewness. Quarterly Journal of Finance and Accounting , 50 (1), 51-74.

McKeon, R.,Netter, J. (2009). What Caused the 1987 Stock Market Crash and Lessons for the 2008 Crash. Review of Accounting and Finance , 8 (2), 123-137.

Biljana Nikolic

Journal Article, Academic Journal

Nikolic, B.,Yu, H.,Lynch, A.,Yan, X. (2014). Aggregate Short Selling, Commonality, and Stock Market Returns. Journal of Financial Markets , 17

Nikolic, B.,Howe, J. (2012). Catering for Security Types: the Case of Warrants. Review of Behavioral Finance , 4 (1), 28-45.

Nikolic, B.,Brockman, P.,Yan, X. Anticipating the 2007-2008 Financial Crisis: Who Knew What and When Did They Know It?. Journal of Financial and Quantitative Analysis

Manzur Rahman

Newspaper

Rahman, M. (2008). Debt and Delusion: A Slow Motion Financial Meltdown. The San Diego Union-Tribune

Journal Article, Academic Journal

Feils, D.,Rahman, M. (2011). The Impact of Regional Integration on Insider and Outsider FDI. Management International Review , 51 (1), 41-63.

Rahman, M. (2011). Corporate Governance and the Multinational Firm. AIB Insights , 11 (1), 8-11.

Rahman, M. (2009). Corporate Governance in the European Union: Firm Nationality and 'German' Model. The Multinational Business Review , 17 (4), 77-98.

Feils, D.,Rahman, M. (2008). Regional Economic Integration and Foreign Direct Investment: The Case of NAFTA. Management International Review , 48 (2), 147-163.

Carpano, C.,Rahman, M.,Roth, K.,Michel, J. (2006). International Competition in Mature, Localized Industries: Evidence from the U.S. Furniture Industry. Journal of Business Research , 59

Carpano, C.,Rahman, M.,Roth, K. (2003). Resources, Mobility Barriers, and the International Competitive Position of an Industry. Journal of International Management , 9 (2), 153-169.

Daniel Rivetti

Journal Article, Academic Journal

Rivetti, D.,Worzala, E. (2003). An Investigation of the Credit Tenant Characteristics of Department of Defense Contractors. The Journal of Real Estate Portfolio Management , 9 (2)

Rivetti, D.,Scheider, G.,Bruton, C. (2000). Enterprise Resource Planning Software as an Organizing Theme for MBA Curricula. Academy of Educational Leadership Journal

Marko Svetina

Conference Proceeding

Deshpande, S.,Svetina, M.,Zhu, P. (2011). Cross-Border Acquisitions and Analysts' Earnings Forecasts. Papers & Proceedings of the 38th Annual AEF Meeting , 35

Journal Article, Academic Journal

Deshpande, S.,Svetina, M. (2014). Negative Earnings Surprises: When is the Glass Half-Full?. Managerial Finance , 40 (8), 804 - 820.

Bansal, N.,McKeon, R.,Svetina, M. (2013). Short-Sale Constraints and Securities Lending by Exchange-Traded Funds. Managerial Finance , 39 (5), 444-456.

Deshpande, S.,Svetina, M.,Zhu, P. (2012). Analyst Coverage of Acquiring Firms and Value Creation in Cross-Border Acquisitions. Journal of Multinational Financial Management , 22 (5), 212-229.

Svetina, M. (2012). "Managerial Motives in Mergers: Propensity Score Matching Approach"". Managerial and Decision Economics , 33 (7-8), 537-547.

Deshpande, S.,Svetina, M. (2011). Does Local News Matter to Investors?. Managerial Finance , 37 (12), 1190-1212.

Svetina, M. (2010). Exchange Traded Funds: Performance and Competition. Journal of Applied Finance , 20 (2), 130-145.

PengCheng (Phil) Zhu

Conference Proceeding

Deshpande, S.,Svetina, M.,Zhu, P. (2011). Cross-Border Acquisitions and Analysts' Earnings Forecasts. Papers & Proceedings of the 38th Annual AEF Meeting , 35

Journal Article, Academic Journal

Zhu, P.,Jog, V.,Otchere, I. (2014). Idiosyncratic Volatility and Mergers and Acquisitions in Emerging Markets. Emerging Market Review

Dutta, S.,Saadi, S.,Zhu, P. (2013). Does Payment Method Matter in Cross-border Acquisitions?. International Review of Economics and Finance , 25

Gaur, A.,Malhotra, S.,Zhu, P. (2013). Acquisition announcements and stock market valuations of acquiring firms' rivals: A test of the growth probability hypothesis in China. Strategic Management Journal , 34 (2), 215-232.

Malhotra, S.,Zhu, P. (2013). Paying for Cross-Border Acquisitions: The Impact of Prior Acquirers' Decisions. Journal of World Business , 48 (2), 271-281.

Baker, K.,Dutta, S.,Saadi, S.,Zhu, P. (2012). Are good performers bad acquirers?. Financial Management , 41 (1), 95-118.

Deshpande, S.,Svetina, M.,Zhu, P. (2012). Analyst Coverage of Acquiring Firms and Value Creation in Cross-Border Acquisitions. Journal of Multinational Financial Management , 22 (5), 212-229.

Tse, K.,Zeng, R.,Zhu, P. (2012). Winner’s Curse or Loser’s Comfort: An Empirical Investigation into the Growth Strategies of State-Owned Enterprises and Private Firms in China. International Research Journal of Applied Finance , 3 (2), 206-231.

Zhu, P.,Jog, V. (2012). Impact on Target Firm Risk-Return Characteristics of Domestic and Cross-Border Mergers and Acquisitions in Emerging Markets. Emerging Market Finance & Trade , 48 (4), 79-101.

Bhagat, S.,Malhotra, S.,Zhu, P. (2011). Emerging country cross-border acquisitions: characteristics, acquirer returns and cross-sectional determinants. Emerging Market Review , 12 (3), 250-271.

Malhotra, S.,Sivakumar, K.,Zhu, P. (2011). A comparative analysis of the role of national culture on foreign market acquisitions. Journal of Business Research , 64 (7), 714–722.

Malhotra, S.,Sivakumar, S.,Zhu, P. (2011). Curvilinear relationship between cultural distance and equity participation: An empirical analysis of cross-border acquisitions. Journal of International Management , 17 (4), 316–332.

Zhu, P. (2011). Persistent performance and interaction effects in sequential cross-border mergers and acquisitions. Journal of Multinational Financial Management , 21 (1), 18-39.

Zhu, P.,Jog, V.,Otchere, I. (2011). Partial acquisitions in emerging markets: A test of the strategic market entry and corporate control hypotheses. Journal of Corporate Finance , 17 (2), 288-305.

Jog, V.,Zhu, P.,Dutta, S. (2010). Impact of restricted voting share structure on firm value and performance. Corporate Governance: An International Review , 18 (5), 415-437.

Malhotra, S.,Zhu, P.,Locander, W. (2010). Impact of host-country corruption on U.S. and Chinese cross-border acquisitions. Thunderbird International Business Review , 52 (6), 491-507.

Zhu, P. (2009). Distance factors and target market selection: the moderating effect of market potential. International Marketing Review , 26 (6), 651-673.

Thomas, R.,Zhu, P.,Zumbo, B.,Dutta, S. (2008). On measuring the relative importance of explanatory variables in a logistic regression. Journal of Modern Applied Statistical Methods , 7 (1), 21-38.

Zhu, P.,Malhotra, S. (2008). Announcement effect and price pressure: An empirical study of cross-border acquisitions by Indian firms. International Research Journal of Finance and Economics , 13

Thomas, R.,Zhu, P.,Decady, Y. (2007). Point estimates and confidence intervals for variable importance in multiple linear regression. Journal of Educational & Behavioral Statistics , 32 (1), 61-91.

Zhu, P. Anchoring on the Acquisition Premium Decisions of Others. Strategic Management Journal

Zhu, P.,Hilsenrath, P. Mergers and Aacquisitions in U.S. Retail Pharmacy. Journal of Health Care Finance

Journal Article, Professional Journal

Jog, V.,Zhu, P.,Dutta, S. (2006). One vote - one share. Canadian Investment Review

Book, Chapter in Scholarly Book-New

Zhu, P. (2012). Multinational Restructuring. Oxford University Press

Zhu, P.,Dutta, S. (2011). Partial Acquisitions: Motivation and Consequences on Firm Performance. Wiley

Jog, V.,Zhu, P. (2008). Thirty years’ Canadian evidence from stock splits, reverse stock splits, and stock dividends. World Scientific Publishing Company , 6

Dennis Zocco

Book, Textbook-New

Zocco, D. (1987). Investor. Southwestern Publishing

Book, Textbook-Revised

Zocco, D. (1991). Investor, Second Edition. Southwestern Publishing

Conference Proceeding

Allen, A.,Zocco, D. (1991). Crash Effects on the Stability of Pacfic Basin Portfolio Efficiency. Proceedings of the 1991 Western Decision Science Institute

Instructional Software

Zocco, D. (1991). Investor Courseware, Second Edition.

Zocco, D. (1987). Investor Courseware. Southwestern Publishing

Journal Article, Academic Journal

Pattison, D.,Zocco, D. (2012). Private Equity Portfolio Valuation Audit Negotiation. Journal of Finance Case Research

Zocco, D. (2011). A Recursive Process Model for AACSB Assurance of Learning. Academy of Educational Leadership Journal 15(4): 67-91

Zocco, D. (2011). FantasyNet Venture Capital Term Sheet Negotiation. Journal of the International Academy for Case Studies (JIACS) 17(5), 2011, 5-27.

Zocco, D. (2011). FantasyNet Venture Capital Term Sheet Negotiation, Instructor Notes. Journal of the International Academy for Case Studies , 14 (6), 7-34.

Zocco, D. (2010). Informatica De Sistemas, S.A. Earnout Negotiation. Journal of the International Academy for Case Studies (JIACS) , 16 (5), 9-28.

Zocco, D. (2010). Informatica de Sistemas, S.A. Earnout Negotiation Instructor Note. Journal of the International Academy for Case Studies , 16 (6), 43-72.

Zocco, D. (2009). Risk Theory and Student Course Selection. Research in Higher Education Journal , 3 (May, 2009)

Zocco, D. (2008). Interactive Advertising Agency: Negotiating a Merger in the Online Advertising Industry. Journal of Finance Case Research , 1

Zocco, D. (2007). The Confluence of Financial Analysis, Web Metrics, and Behaviorism. Journal of Business and Behavioral Sciences , 1

Zocco, D. (1993). The Impact of Estimation Risk Methodologies on the Performance of Global Portfolios. Journal of Multinational Financial Management , 3 (1)

Zocco, D. (1992). A Quality Grid Approach to Managing Service Contracts. Review of Business

Zocco, D. (1992). An MIS Approach to Service Quality Management. Journal of Quality and Participation

Zocco, D.,Allen, A. (1992). The Impact of the Market Crash on International Portfolio Efficiencies. The International Journal of Finance

Zocco, D. (1985). A Framework for Expert Systems in Bank Loan Management. The Journal of Commercial Bank Lending

Zocco, D.,Ledford, M. (1985). New Evidence in Determining the Appropriate Discount Rate in Present Value Calculations. Federation of Insurance Counsel Quarterly

Zocco, D.,Ledford, M. (1983). Penrod Reversed: Implications and Shortcomings in Culver Regarding the Determination of Economic Damages. Loyola Law Review

Zocco, D. (1982). Full Integration and the Firm's Retention Ability. Nebraska Journal of Economics and Business

Zocco, D. (1982). Returns on Investment in Liquidity: A Transportation Industry Analysis. Journal of International Economics and Transportation

Zocco, D. (1981). Tax Integration and Corporate Earnings Retention. Mid-South Business Journa

Zocco, D. (1981). The Impact of Inflation on Liquidity in the Textile Industry. Review of Industrial Management and Textile Science

Zocco, D. Negotiating the Leveraged Management Buyout. Journal of the International Academy for Case Studies

Zocco, D. Negotiating the Leveraged Management Buyout, Instructors Notes. Journal of the International Academy for Case Studies

Book, Chapter in Scholarly Book-New

Zocco, D. Cross-Cultural Negotiation; Integriertes Marketing-, Vertriebs- und Kundenmanagement (BtB).