DEPARTMENT OF FINANCE

Department of Finance
W. P. Carey School of Business
P.O. Box 873906
Tempe, AZ 85287-3906

Phone: 480-965-3131
Fax: 480-965-8539
Email: wpcareyfin@asu.edu

Finance PhD Almuni Research

updated 06/17/05

Listed below are the publications by Arizona State University Graduates from 1995 to present. Click here to download this list in a printable PDF format.

Journal of Finance

Durham, Greg, Michael Hertzel, and Spencer Martin, 2004, The Market Impact of Trends and Sequences in Performance: New Evidence, Journal of Finance, forthcoming.

Griffin, John, Susan Ji, and Spencer Martin, 2003, Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole, Journal of Finance 58, 2517-2549.

Griffin, John, Jeffrey Harris, and Selim Topaloglu, 2003, The Dynamics of Institutional and Individual Trading, Journal of Finance 58, 2285-2320.

Coles, Jeffrey L. and Stan Hoi, 2003, New Evidence on the Market for Directors: Board Membership and Pennsylvania Senate Bill 1310, Journal of Finance 58, 197-230.

Hertzel, Michael, Michael Lemmon, James S. Linck, and Lynn Rees , 2002, Long-run Performance Following Private Placements of Equity, Journal of Finance 57, 2595-2617.

Coughenour, Jay F. and Daniel N. Deli, 2002, Liquidity Provision and the Organizational Form of NYSE Specialist Firms, Journal of Finance 57, 841-869.

Deli, Daniel N., 2002, Mutual Fund Advisory Contracts: An Empirical Investigation, Journal of Finance 57, 109-133.

Venkataraman, Kumar, 2001, Automated versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges, Journal of Finance 56, 1445-1485.

Ng, Chee K., Janet Kilholm Smith, and Richard L. Smith, 1999, Evidence on the Determinants of Credit Terms Used in Interfirm Trade, Journal of Finance 54, 1109-1129.

Ng, Chee K. and Richard L. Smith, 1996, Determinants of Contract Choice: The Use of Warrants to Compensate Underwriters of Seasoned Equity Issues, Journal of Finance 51, 363-380.

Smith, Michael P., 1996, Shareholder Activism by Institutional Investors: Evidence from CalPERS, Journal of Finance 51, 227-252.

Bessembinder, Hendrik, Jay Coughenour, Paul Sequin, and Margaret Smoller, 1995, Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure, Journal of Finance 50, 361-375.

 

Journal of Financial Economics

Coles, Jeffrey, Naveen Daniel and Lalitha Naveen, 2004, Managerial Incentives and Risk Taking, Journal of Financial Economics, forthcoming.

Bessembinder, Hendrik and Kumar Venkataraman, 2004, Does an Electronic Exchange need an Upstairs Market?, Journal of Financial Economics 67, 3-36.

Coughenour, Jay F. and M. Saad, 2004, Common Market Makers and Commonality in Liquidity, Journal of Financial Economics 73, 37-70.

Brickley, James A., James S. Linck and Clifford W. Smith Jr., 2003, Boundaries of the Firm: Evidence from the Banking Industry, Journal of Financial Economics 70, 351-383.

Deli, Daniel N. and Raj Varma, 2002, Contracting in the Investment Management Industry: Evidence from Mutual Funds, Journal of Financial Economics 63, 79-98.

Slovin, Myron B., Marie E. Sushka, and Wan L. Lai, 2000, Alternative Flotation Methods, Adverse Selection, and Ownership Structure: Evidence from Seasoned Equity Issuance in the U.K., Journal of Financial Economics 57, 157-190.

Brickley, James A., James S. Linck, and Jeffrey L. Coles, 1999, What Happens To CEOs After They Retire? New Evidence On Career Concerns, Horizon Problems, And CEO Incentives, Journal of Financial Economics 52, 341-377.

Chua, Lena and James R. Booth, 1996, Ownership Dispersion, Costly Information, and IPO Underpricing, Journal of Financial Economics 41, 291-310.

Booth, James R. and Daniel N. Deli, 1996, Factors Affecting the Number of Outside Directorships Held by CEOs, Journal of Financial Economics 40, 81-104.

 

Review of Financial Studies

Eleswarapu, Venkat and Kumar Venkataraman, 2005, The Impact of Legal and Political Institutions on Equity Trading Costs: A Cross-Country Analysis, Review of Financial Studies, forthcoming.

 

Journal of Financial and Quantitative Analysis

Naveen, Lalitha, 2005, Organization Complexity and Succession Planning, Journal of Financial and Quantitative Analysis, forthcoming.

Eleswarapu, Venkat, Rex Thompson, and Kumar Venkataraman, The Impact of Regulation Fair Disclosure: Trading Costs and Information Asymmetry, Journal of Financial and Quantitative Analysis, forthcoming.

Kerins, Francis, J., Jr., Janet Kiholm Smith, and Richard L. Smith, 2004, Opportunity Cost for Venture Capital Investors and Entrepreneurs, Journal of Financial and Quantitative Analysis 39, forthcoming.

 

Other Publications

Berry, Tammy, John Bizjak, Mike Lemmon, and Lalitha Naveen, 2005, Organization Complexity and CEO Labor Markets: Evidence from Diversified Firms, Journal of Corporate Finance, forthcoming.

Booth, Lena and James R. Booth, 2004, Loan Collateral and Corporate Borrowing Costs, Journal of Money, Credit and Banking, forthcoming.

Griffin, John, Susan Ji, and Spencer Martin, 2004, International Momentum Strategies: A Portfolio Perspective, Journal of Portfolio Management, forthcoming.

Ahn, Seung C. and Christopher Gadarowski, 2004, Small sample properties of the GMM specification test based on the Hansen-Jagannathan distance, Journal of Empirical Finance 11, 109-132.

Deli, Daniel N. and Raj Varma, 2002, Closed-end versus Open-end: The Choice of Organizational Form, Journal of Corporate Finance 8, 1-27.

Gerety, Mason, Stan Hoi, and Ashok Robin, 2001, Do Shareholders Benefit from the Adoption of Incentive Pay for Directors?, Financial Management 30, 45-61.

Kerins, Francis, J., Jr., 2001, Do Nonrefunding provisions constrain corporate behavior?, Financial Management 30, 57-83.

Deli, Daniel N. and Stuart Gillan, 2000, On the Demand for Independent and Active Audit Committees, Journal of Corporate Finance 6, 427-445.

Booth, James R. and Daniel N. Deli, 1999, On Executives of Financial Institutions as Outside Directors, Journal of Corporate Finance 5, 227-250.