“The Impact of Capital Market Imperfections on the Investment-Cash Flow Sensitivity,” Journal of Banking and Finance (with A. Mozumdar).
“The Performance of Alternative Risk Measures and Immunization Strategies Under a Heath-Jarrow-Morton Framework,” Journal of Financial and Quantitative Analysis, September 2005, Vol. 40, No. 3, pp. 645-669.
“On the Information Role of Analyst Recommendations,” 2009, Journal of Accounting and Economics, 48 (1), pp. 17-36 (with R. S. Hansen).
“Discounting and Underpricing in Seasoned Equity Offerings,” Journal of Financial Economics, 69, pp. 285-323 (with R. S. Hansen).
“Are There Economies of Scale in Underwriter Spreads? Evidence of Rising External Financing Costs,” 2000, Review of Financial Studies, 13 (no. 1), 191-218 (with R. S. Hansen).
Isabelle G. Bajeux-Besnainou
“Dynamic Asset Allocation for Stocks, Bonds and Cash,” 2003, Journal of Business.
“The Stock/Bond Ration Asset Allocation Puzzle: Comment,” 2001, American Economic Review.
Alexandre M. Baptista
“On the Non-Existence of Redundant Options,” 2007, Economic Theory, 31, pp. 205-212.
“Does the Basle Capital Accord Reduce Bank Fragility? An Assessment of the Value-at-Risk Approach,” 2006, Journal of Monetary Economics, 53, pp. 1631-1660 (with Gordon J. Alexander).
“Options and Efficiency in Multidate Security Markets,” 2005, Mathematical Finance, 15, pp. 569-587.
“A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model,” 2004, Management Science, 50, pp. 1261-1273 (with Gordon J. Alexander).
“Spanning with American Options,” 2003, Journal of Economic Theory, 110, pp. 264-289.
Neil G. Cohen
“Obstacles to Trade, Growth, Investment and Competitiveness: Ten Case Studies on Balkan Businesses.”
William C. Handorf
“An Index of Risk Management and Value Creation,” 2007, Bank Accounting and Finance.
“US Bank Loan-Loss Provisions, Economic Conditions, and Regulatory Guidance,” 2006, Journal of Applied Finance.
Jostova’s work has been published in the Journal of Finance, Journal of Business, Journal of Financial and Quantitative Analysis, and the Financial Analysts Journal.
“What Will It Take to Label Participation in a Deceptive Scheme to Defraud Buyers of Securities a Violation of Section 10(b)? The Disastrous Result and Reasoning of Stoneridge,” January 2010, Kansas Law Review, Vol. 58.
“Contrasting the Art of Economic Science with Pseudo-Economic Nonsense: The Distinction between Reasonable Assumptions and Ridiculous Assumptions,” Pepperdine Law Review, Vol. 37.
“Is There Power Behind the Dead Hand? An Empirical Investigation of Dead Hand Poison Pills,” Fall 2009, Corporate Ownership and Control, Vol. 7 (with Katherine Gleason).
Pirinsky’s research has appeared in leading finance journals, including the Journal of Finance and Journal of Financial and Quantitative Analysis. His work has been featured in the New York Times.
Savikas’ work has been published in the Review of Financial Studies, Journal of Financial and Quantitative Analysis, Journal of Banking and Finance, and the Journal of Business and Economic Statistics.
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