Finance Selected Current 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

Thomas Copeland

Journal Article, Academic Journal

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

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

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

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

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

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

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

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

Copeland, T. From Cash Flows to Real Options. Journal of Multinational Finance

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

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

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

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

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

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

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

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

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

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

Journal Article, Professional Journal

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

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

Journal Article, Public or Trade Journal

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

Book, Chapter in Scholarly Book-New

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

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

Book, Scholarly-New

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

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

Magazine/Trade Publication

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

Shreesh Deshpande

Journal Article, Academic Journal

Deshpande, S., Svetina, M., Zhu, P. (2012). Analyst Coverage of Acquirer 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.

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.

Conference Proceeding

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

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.

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

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.

Bansal, N., McKeon, R., Svetina, M. Short-Sale Constraints and Securities Lending by Exchange-Traded Funds. Managerial Finance

McKeon, R. Returns From Trading Call Options. Journal of Investing

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

Biljana Nikolic

Journal Article, Academic Journal

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

Working Paper

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

Manzur Rahman

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.

Newspaper

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

Marko Svetina

Journal Article, Academic Journal

Deshpande, S., Svetina, M., Zhu, P. (2012). Analyst Coverage of Acquirer 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.

Bansal, N., McKeon, R., Svetina, M. Short-Sale Constraints and Securities Lending by Exchange-Traded Funds. Managerial Finance

Conference Proceeding

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

Dennis Zocco

Journal Article, Academic Journal

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. (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

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

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