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Publications

by members of

Schulich School of Business
York University
Toronto, Canada

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Books |

Working papers

Undated material is listed at the end

2014

  1. Colombo, Massimo G. & Cumming, Douglas & Mohammadi, Ali & Rossi-Lamastra , Cristina & Wadhwa , Anu, 2014. "Open Business Models And Venture Capital Finance," Working Paper Series in Economics and Institutions of Innovation 347, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  2. Douglas Cumming & Grant Fleming, 2014. "Corporate Defaults, Workouts and the Rise of the Distressed Asset Investment Industry," CEH Discussion Papers 28, Centre for Economic History, Research School of Economics, Australian National University.

2013

  1. Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2013. "Exchange trading rules, surveillance and insider trading," CFS Working Paper Series 2013/15, Center for Financial Studies (CFS).
  2. Cumming, Douglas & Fleming, Grant & Johan, Sofia & Najar, Dorra, 2013. "Law and Corruption in Venture Capital and Private Equity," Economics Papers from University Paris Dauphine 123456789/10801, Paris Dauphine University.
  3. Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2013. "High frequency trading and end-of-day price dislocation," CFS Working Paper Series 2013/16, Center for Financial Studies (CFS).

2011

  1. Sofia Johan & Dorra Najar, 2011. "The Role of Law, Corruption and Culture in Investment Fund Manager Fees," Post-Print halshs-00639925, HAL.
  2. Johan, S.A., 2011. "A New Look at Reporting Fraud: By Exchange," Discussion Paper 2011-050, Tilburg University, Tilburg Law and Economic Center.
  3. Cumming, D. & McCahery, J.A. & Schwienbacher, A., 2011. "Tranching in the Syndicated Loan Market," Discussion Paper 2011-008, Tilburg University, Center for Economic Research.

2010

  1. Johan, S.A. & Knill, A.M. & Mauck, N., 2010. "Determinants of sovereign wealth fund investment in private equity," Discussion Paper 2010-044, Tilburg University, Tilburg Law and Economic Center.
  2. Cécile Carpentier & Douglas Cumming & Jean-Marc Suret, 2010. "The Valuation Effect of Listing Requirements: An Analysis of Venture Capital-Backed IPOs," CIRANO Working Papers 2010s-01, CIRANO.

2009

  1. Mark J. Kamstra & Robert J. Shiller, 2009. "The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation," Cowles Foundation Discussion Papers 1717, Cowles Foundation for Research in Economics, Yale University.
  2. Cumming, D. & Johan, S.A. & Li, D., 2009. "Exchange trading rules," Discussion Paper 2009-003, Tilburg University, Tilburg Law and Economic Center.
  3. Cécile Carpentier & Douglas Cumming & Jean-Marc Suret, 2009. "The Value of Capital Market Regulation: IPOs versus Reverse Mergers," CIRANO Working Papers 2009s-06, CIRANO.

2008

  1. Cumming, D. & Johan, S.A., 2008. "Global market surveillance," Discussion Paper 2008-002, Tilburg University, Tilburg Law and Economic Center.

2007

  1. Dong, Ming & Hirshleifer, David & Teoh, Siew Hong, 2007. "Stock market misvaluation and corporate investment," MPRA Paper 3109, University Library of Munich, Germany, revised 05 May 2007.

2006

  1. Cumming, D. & Johan, S.A., 2006. "Regulatory harmonization and the development of private equity markets," Discussion Paper 2006-001, Tilburg University, Tilburg Law and Economic Center.
  2. Johan, S.A. & Cumming, D., 2006. "Corporate social responsibility: domestic and international private equity institutional investment," Discussion Paper 2006-002, Tilburg University, Tilburg Law and Economic Center.

2005

  1. Cumming, D. & Johan, S.A., 2005. "Provincial preferences in private equity," Discussion Paper 2005-004, Tilburg University, Tilburg Law and Economic Center.
  2. Cumming, D. & Johan, S.A., 2005. "Is it the law or the lawyers? Investment fund covenants," Discussion Paper 2005-005, Tilburg University, Tilburg Law and Economic Center.
  3. Cumming, D. & Johan, S.A., 2005. "Advice and monitoring in venture finance," Discussion Paper 2005-003, Tilburg University, Tilburg Law and Economic Center.
  4. Andy Cosh & Douglas Cumming & Alan Hughes, 2005. "Outside Entrepreneurial Capital," ESRC Centre for Business Research - Working Papers wp301, ESRC Centre for Business Research.
  5. John Armour & Douglas Cumming, 2005. "Bankruptcy Law and Entrepreneurship," ESRC Centre for Business Research - Working Papers wp300, ESRC Centre for Business Research.

2004

  1. Ian Garrett & Mark Kamstra & Lisa Kramer, 2004. "Winter blues and time variation in the price of risk," Working Paper 2004-8, Federal Reserve Bank of Atlanta.
  2. Glen Donaldson & Mark Kamstra, 2004. "Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off," Working Paper 2004-6, Federal Reserve Bank of Atlanta.
  3. Archishman Chakraborty & Nandini Gupta, 2004. "Ordinal Cheap Talk in Common Value Auctions," Econometric Society 2004 North American Winter Meetings 605, Econometric Society.
  4. Priyodorshi Banerjee & Archishman Chakraborty, 2004. "Auctions with Ceilings," Working Papers Rutgers University, Newark 2004-010, Department of Economics, Rutgers University, Newark.
  5. John Armour & Douglas Cumming, 2004. "The Legal Road To Replicating Silicon Valley," ESRC Centre for Business Research - Working Papers wp281, ESRC Centre for Business Research.
  6. Walz, Uwe & Cumming, Douglas, 2004. "Private equity returns and disclosure around the world," CFS Working Paper Series 2004/05, Center for Financial Studies (CFS).
  7. Cumming, Douglas & Schmidt, Daniel & Walz, Uwe, 2004. "Legality and venture governance around the world," CFS Working Paper Series 2004/17, Center for Financial Studies (CFS).
  8. Ming Dong & Chris Robinson & Chris Veld, 2004. "Why Individual Investors Want Dividends," Finance 0412009, EconWPA.
  9. MING DONG & David Hirshleifer & SCOTT RICHARSON & Siew Hong Teoh, 2004. "Does Investor Misvaluation Drive the Takeover Market?," Finance 0412002, EconWPA.
  10. Ming Dong & David Hirshleifer, 2004. "A Generalized Earnings-Based Stock Valuation Model," Finance 0412008, EconWPA.
  11. Sanjai Bhagat & Ming Dong & David A. Hirshleifer & Robert B. Noah, 2004. "Do Tender Offers Create Value? New Methods and Evidence," Finance 0412011, EconWPA.

2003

  1. Glen Donaldson & Mark Kamstra & Lisa Kramer, 2003. "Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium," Working Paper 2003-4, Federal Reserve Bank of Atlanta.
  2. Archishman Chakraborty & Rick Harbaugh, 2003. "Ordinal Cheap Talk," Claremont Colleges Working Papers 2003-05, Claremont Colleges.
  3. Douglas J. Cumming & Jeffrey G. MacIntosh, 2003. "Comparative Venture Capital Governance. Private versus Labour Sponsored Venture Capital Funds," CESifo Working Paper Series 853, CESifo Group Munich.

2002

  1. Cao Melanie & Shouyong Shi, 2002. "Signalling in the Internet Craze of Initial Public Offerings," Working Papers shouyong-02-03, University of Toronto, Department of Economics.
  2. Mark Kamstra & Lisa Kramer & Maurice Levi, 2002. "Winter blues: a SAD stock market cycle," Working Paper 2002-13, Federal Reserve Bank of Atlanta.
  3. CITANNA, Alessandro & CHAKRABORTY, Archishman, 2002. "Occupational Choice, Incentives and Wealth Redistributions with Scarcity of Capital," Les Cahiers de Recherche 788, HEC Paris.
  4. Archishman Chakraborty & Nandini Gupta & Rick Harbaugh, 2002. "Seller Cheap Talk in Common Value Auctions," Claremont Colleges Working Papers 2002-30, Claremont Colleges.
  5. Archishman Chakraborty & Rick Harbaugh, 2002. "Credible Comparisons in Multi-Issue Bargaining," Claremont Colleges Working Papers 2002-04, Claremont Colleges.

2001

  1. Mark Kamstra, 2001. "Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com”," Working Paper 2001-21, Federal Reserve Bank of Atlanta.
  2. Donaldson, R.G. & Kamstra, M., 2001. "Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff," Discussion Papers dp01-1, Department of Economics, Simon Fraser University.
  3. CITANNA, Alessandro & CHAKRABORTY, Archishman, 2001. "Occupational Choice, incentives and wealth distribution," Les Cahiers de Recherche 720, HEC Paris.
  4. Zhiwu Chen & Ming Dong, 2001. "Stock Valuation and Investment Strategies," Yale School of Management Working Papers ysm212, Yale School of Management, revised 01 Oct 2001.

2000

  1. Melanie Cao & Shouyong Shi, 2000. "Screening, Bidding, and the Loan Market Tightness," Center for Financial Institutions Working Papers 00-09, Wharton School Center for Financial Institutions, University of Pennsylvania.
  2. Archishman Chakraborty & Nandini Gupta & Rick Harbaugh, 2000. "Best Foot Forward or Best for Last in a Sequential Auction?," Claremont Colleges Working Papers 2000-43, Claremont Colleges.
  3. Archishman Chakraborty & Nandini Gupta & Rick Harbaugh, 2000. "First Impressions in a Sequential Auction," Econometric Society World Congress 2000 Contributed Papers 1705, Econometric Society.

1999

  1. Cao, M. & Wei, J., 1999. "Pricing Weather Derivative : An Equilibrium Approach," Rotman School of Management - Finance 99-002, Rotman School of Management, University of Toronto.
  2. Melanie Cao & Shouyong Shi, 1999. "Market Integration, Matching and Wages," Cahiers de recherche CREFE / CREFE Working Papers 79, CREFE, Université du Québec à Montréal.
  3. Melanie Cao & Shouyong Shi, 1999. "Publicity and the Clustering of IPO Underpricing," Working Papers 990, Queen's University, Department of Economics.
  4. Mark Kamstra & R. Glen Donaldson, 1999. "The Accuracy of Fundamental Stock Market Price Estimates and a Refinement to the Donaldson-Kamstra Fundamental Estimate," Computing in Economics and Finance 1999 954, Society for Computational Economics.
  5. Kamstra, M., 1999. "Dividends, Earnings and Fundamental Valuation," Discussion Papers dp99-11, Department of Economics, Simon Fraser University.

1998

  1. Kamstra, M.J. & Kramer, L.A. & Levi, M.D., 1998. "Losing Sleep at the Market: The Daylight-Savings Anomaly," Discussion Papers dp98-04, Department of Economics, Simon Fraser University.
  2. Kamstra, M., 1998. "The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful?," Discussion Papers dp98-05, Department of Economics, Simon Fraser University.
  3. Kamstra, M. & Kennedy, P. & Suan, T.-K., 1998. "Combining Bond Rating Forecasts Using Logit," Discussion Papers dp98-10, Department of Economics, Simon Fraser University.

1997

  1. Melanie Cao, 1997. "Equilibrium Valuation of Options on the Market Portfolio with Stochastic Volatility and Return Predictability," Working Papers 961, Queen's University, Department of Economics.
  2. Melanie Cao, 1997. "Equilibrium Valuation of Currency Options in a Small Open Economy," Working Papers 960, Queen's University, Department of Economics.

1996

  1. Donaldson, R.G. & Kamstra, M., 1996. "Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles," Discussion Papers dp96-02, Department of Economics, Simon Fraser University.

1995

  1. Harrald, P. & Kamstra, M., 1995. "Evolving Artificial Neural Networks to Combine Financial Forecasts," Discussion Papers dp95-04, Department of Economics, Simon Fraser University.

1992

  1. Shum, P., 1992. "Corporate Taxes and Investment Horizon," Papers 93-5, York (Canada) - Department of Economics.

1991

  1. Kamstra, M., 1991. "A Neural Network Test for Heteroskedasticity," Discussion Papers dp91-06, Department of Economics, Simon Fraser University.

Undated

  1. R. Glen Donaldson & Mark Kamstra, . "Forecasting Fundamental Asset Return Distributions," Computing in Economics and Finance 1997 176, Society for Computational Economics.
  2. Archishman Chakraborty & Bilge Yilmaz, . "Nested Information and Manipulation in Financial Markets," Rodney L. White Center for Financial Research Working Papers 6-00, Wharton School Rodney L. White Center for Financial Research.
  3. Archishman Chakraborty & Alessandro Citanna, . "Moral hazard and nominal, linear contracts," GSIA Working Papers 224, Carnegie Mellon University, Tepper School of Business.
  4. Archishman Chakraborty & Bilge Yilmaz, . "Informed Manipulation," Rodney L. White Center for Financial Research Working Papers 7-00, Wharton School Rodney L. White Center for Financial Research.

Journal articles

2013

  1. Melanie Cao & Rong Wang, 2013. "Optimal CEO Compensation with Search: Theory and Empirical Evidence," Journal of Finance, American Finance Association, vol. 68(5), pages 2001-2058, October.
  2. Chen, Jiandong & Cumming, Douglas & Hou, Wenxuan & Lee, Edward, 2013. "Executive integrity, audit opinion, and fraud in Chinese listed firms," Emerging Markets Review, Elsevier, vol. 15(C), pages 72-91.
  3. Cumming, Douglas & Helge Haß, Lars & Schweizer, Denis, 2013. "Private equity benchmarks and portfolio optimization," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3515-3528.
  4. D. Daniel Sokol & Douglas Cumming & Sofia Johan, 2013. "Listing Standards and Fraud," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 34(7-8), pages 451-470, October.
  5. Douglas Cumming & Sofia Johan, 2013. "Technology parks and entrepreneurial outcomes around the world," International Journal of Managerial Finance, Emerald Group Publishing, vol. 4(4), pages 279 - 293, SEptember.
  6. Cumming, Douglas & Li, Dan, 2013. "Public policy, entrepreneurship, and venture capital in the United States," Journal of Corporate Finance, Elsevier, vol. 23(C), pages 345-367.
  7. Douglas Cumming & Sofia Johan, 2013. "Demand-driven securities regulation: evidence from crowdfunding," Venture Capital, Taylor & Francis Journals, vol. 15(4), pages 361-379, October.
  8. Cumming, Douglas & Zambelli, Simona, 2013. "Private equity performance under extreme regulation," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1508-1523.
  9. Roberts, Gordon, 2013. "Gresham's Law in Corporate Finance," Journal of Financial Perspectives, EY Global FS Institute, vol. 1(2), pages 11-16.

2012

  1. Douglas Cumming & April Knill, 2012. "Disclosure, venture capital and entrepreneurial spawning," Journal of International Business Studies, Palgrave Macmillan, vol. 43(6), pages 563-590, August.
  2. Shawky, Hany A. & Dai, Na & Cumming, Douglas, 2012. "Diversification in the hedge fund industry," Journal of Corporate Finance, Elsevier, vol. 18(1), pages 166-178.
  3. Cumming, Douglas J. & Fischer, Eileen, 2012. "Publicly funded business advisory services and entrepreneurial outcomes," Research Policy, Elsevier, vol. 41(2), pages 467-481.
  4. Cumming, Douglas & Dai, Na & Haß, Lars Helge & Schweizer, Denis, 2012. "Regulatory induced performance persistence: Evidence from hedge funds," Journal of Corporate Finance, Elsevier, vol. 18(5), pages 1005-1022.
  5. Robert Cressy & Douglas Cumming & Christine Mallin, 2012. "Law, ethics and finance: implications for international investment and portfolio management," The European Journal of Finance, Taylor & Francis Journals, vol. 18(3-4), pages 185-189, April.
  6. Douglas Cumming & Gael Imad'Eddine & Armin Schwienbacher, 2012. "Harmonized regulatory standards, international distribution of investment funds and the recent financial crisis," The European Journal of Finance, Taylor & Francis Journals, vol. 18(3-4), pages 261-292, April.
  7. Douglas J. Cumming, 2012. "Measuring the Effect of Bankruptcy Laws on Entrepreneurship Across Countries," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 16(1), pages 80-86, Spring.
  8. Hao, Li & Nandy, Debarshi K. & Roberts, Gordon S., 2012. "Effects of Bank Regulation and Lender Location on Loan Spreads," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(06), pages 1247-1278, December.

2011

  1. Cumming, Douglas & Johan, Sofia & Li, Dan, 2011. "Exchange trading rules and stock market liquidity," Journal of Financial Economics, Elsevier, vol. 99(3), pages 651-671, March.
  2. Cumming, Douglas & Dai, Na, 2011. "Fund size, limited attention and valuation of venture capital backed firms," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 2-15, January.
  3. Ming Dong & Jean‐Sébastien Michel & J. Ari Pandes, 2011. "Underwriter Quality and Long‐Run IPO Performance," Financial Management, Financial Management Association International, vol. 40(1), pages 219-251, 03.
  4. Donald Brean & Lawrence Kryzanowski & Gordon Roberts, 2011. "Canada and the United States: Different roots, different routes to financial sector regulation," Business History, Taylor & Francis Journals, vol. 53(2), pages 249-269.

2010

  1. Cao, Melanie & Wei, Jason, 2010. "Option market liquidity: Commonality and other characteristics," Journal of Financial Markets, Elsevier, vol. 13(1), pages 20-48, February.
  2. Donaldson, R. Glen & Kamstra, Mark J. & Kramer, Lisa A., 2010. "Estimating the Equity Premium," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(04), pages 813-846, August.
  3. Kamstra Mark J & Shiller Robert J., 2010. "Trills Instead of T-Bills: It's Time to Replace Part of Government Debt with Shares in GDP," The Economists' Voice, De Gruyter, vol. 7(3), pages 1-5, September.
  4. Douglas Cumming & Sofia Johan, 2010. "Phasing Out an Inefficient Venture Capital Tax Credit," Journal of Industry, Competition and Trade, Springer, vol. 10(3), pages 227-252, September.
  5. Sofia Johan & Dorra Najar, 2010. "The Role of Corruption, Culture, and Law in Investment Fund Manager Fees," Journal of Business Ethics, Springer, vol. 95(2), pages 147-172, September.
  6. Douglas Cumming & Grant Fleming & Sofia Johan & Mai Takeuchi, 2010. "Legal Protection, Corruption and Private Equity Returns in Asia," Journal of Business Ethics, Springer, vol. 95(2), pages 173-193, September.
  7. Johan, Sofia A., 2010. "Listing standards as a signal of IPO preparedness and quality," International Review of Law and Economics, Elsevier, vol. 30(2), pages 128-144, June.
  8. Cumming, Douglas & Schmidt, Daniel & Walz, Uwe, 2010. "Legality and venture capital governance around the world," Journal of Business Venturing, Elsevier, vol. 25(1), pages 54-72, January.
  9. Cumming, Douglas & Zambelli, Simona, 2010. "Illegal buyouts," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 441-456, February.
  10. Douglas Cumming & Uwe Walz, 2010. "Private equity returns and disclosure around the world," Journal of International Business Studies, Palgrave Macmillan, vol. 41(4), pages 727-754, May.
  11. Cumming, Douglas & Dai, Na, 2010. "Local bias in venture capital investments," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 362-380, June.
  12. Douglas Cumming & Na Dai, 2010. "A Law and Finance Analysis of Hedge Funds," Financial Management, Financial Management Association International, vol. 39(3), pages 997-1026, 09.
  13. Robert Cressy & Douglas Cumming & Christine Mallin, 2010. "Entrepreneurship, Governance and Ethics," Journal of Business Ethics, Springer, vol. 95(2), pages 117-120, September.
  14. Douglas Cumming, 2010. "Misinforming the public about public policy towards venture capital," Venture Capital, Taylor & Francis Journals, vol. 13(1), pages 99-102, October.
  15. Douglas Cumming, 2010. "Public policy and the creation of active venture capital markets," Venture Capital, Taylor & Francis Journals, vol. 13(1), pages 75-94, April.
  16. Roberts, Gordon & Yuan, Lianzeng (Edward), 2010. "Does institutional ownership affect the cost of bank borrowing?," Journal of Economics and Business, Elsevier, vol. 62(6), pages 604-626, November.

2009

  1. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2009. "Is it the weather? Comment," Journal of Banking & Finance, Elsevier, vol. 33(3), pages 578-582, March.
  2. Douglas Cumming & Sofia Johan, 2009. "Pre-seed government venture capital funds," Journal of International Entrepreneurship, Springer, vol. 7(1), pages 26-56, March.
  3. Douglas Cumming & Grant Fleming & Armin Schwienbacher, 2009. "Style Drift in Private Equity," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(5-6), pages 645-678.
  4. Andy Cosh & Douglas Cumming & Alan Hughes, 2009. "Outside Enterpreneurial Capital," Economic Journal, Royal Economic Society, vol. 119(540), pages 1494-1533, October.

2008

  1. Mark Kamstra & Rpbert J. Shiller, 2008. "The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 271, August.
  2. Sofia Johan, 2008. "Global Market Surveillance," American Law and Economics Review, Oxford University Press, vol. 10(2), pages 454-506.
  3. Cumming, Douglas & Johan, Sofia Atiqah binti, 2008. "Preplanned exit strategies in venture capital," European Economic Review, Elsevier, vol. 52(7), pages 1209-1241, October.
  4. Douglas Cumming & Grant Fleming & Armin Schwienbacher, 2008. "Financial intermediaries, ownership structure and the provision of venture capital to SMEs: evidence from Japan," Small Business Economics, Springer, vol. 31(1), pages 59-92, June.
  5. Douglas Cumming, 2008. "Contracts and Exits in Venture Capital Finance," Review of Financial Studies, Society for Financial Studies, vol. 21(5), pages 1947-1982, September.
  6. John Armour & Douglas Cumming, 2008. "Bankruptcy Law and Entrepreneurship," American Law and Economics Review, Oxford University Press, vol. 10(2), pages 303-350.
  7. Douglas Cumming & Sofia Johan, 2008. "Legality and venture capital fund manager compensation," Venture Capital, Taylor & Francis Journals, vol. 11(1), pages 23-54, June.
  8. Douglas Cumming & Sofia Johan, 2008. "Information asymmetries, agency costs and venture capital exit outcomes," Venture Capital, Taylor & Francis Journals, vol. 10(3), pages 197-231, February.

2007

  1. James Pesando & Pauline Shum, 2007. "The law of one price, noise and “irrational exuberance”: the auction market for Picasso prints," Journal of Cultural Economics, Springer, vol. 31(4), pages 263-277, December.
  2. Douglas Cumming & Sofia Johan, 2007. "Advice and monitoring in venture finance," Financial Markets and Portfolio Management, Springer, vol. 21(1), pages 3-43, March.
  3. Cumming, Douglas & Johan, Sofia, 2007. "Regulatory harmonization and the development of private equity markets," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 3218-3250, October.
  4. Douglas Cumming & Sofia Johan, 2007. "Socially Responsible Institutional Investment in Private Equity," Journal of Business Ethics, Springer, vol. 75(4), pages 395-416, November.
  5. Douglas J. Cumming & Jeffrey G. MacIntosh, 2007. "Mutual funds that invest in private equity? An analysis of labour-sponsored investment funds," Cambridge Journal of Economics, Oxford University Press, vol. 31(3), pages 445-487, May.
  6. Cumming, Douglas & Siegel, Donald S. & Wright, Mike, 2007. "Private equity, leveraged buyouts and governance," Journal of Corporate Finance, Elsevier, vol. 13(4), pages 439-460, September.
  7. Douglas Cumming, 2007. "Venture Capital Financial Contracting and the Valuation of High Technology Firms. Edited by JOSEPH A. McCAHERY and LUC RENNEBOOG," Economica, London School of Economics and Political Science, vol. 74(293), pages 181-183, 02.
  8. Cumming, Douglas, 2007. "Government policy towards entrepreneurial finance: Innovation investment funds," Journal of Business Venturing, Elsevier, vol. 22(2), pages 193-235, March.
  9. Douglas Cumming, 2007. "Financing Entrepreneurs Better Canadian Policy for Venture Capital," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 247, April.
  10. Bernile, Gennaro & Cumming, Douglas & Lyandres, Evgeny, 2007. "The size of venture capital and private equity fund portfolios," Journal of Corporate Finance, Elsevier, vol. 13(4), pages 564-590, September.

2006

  1. Cao, Melanie & Shi, Shouyong, 2006. "Signaling in the Internet craze of initial public offerings," Journal of Corporate Finance, Elsevier, vol. 12(4), pages 818-833, September.
  2. Shum, Pauline & Faig, Miquel, 2006. "What explains household stock holdings?," Journal of Banking & Finance, Elsevier, vol. 30(9), pages 2579-2597, September.
  3. Douglas Cumming & Sofia Johan, 2006. "Provincial preferences in private equity," Financial Markets and Portfolio Management, Springer, vol. 20(4), pages 369-398, December.
  4. Douglas Cumming & Sofia Johan, 2006. "Is it the Law or the Lawyers? Investment Covenants around the World," European Financial Management, European Financial Management Association, vol. 12(4), pages 535-574.
  5. John Armour & Douglas Cumming, 2006. "The legislative road to Silicon Valley," Oxford Economic Papers, Oxford University Press, vol. 58(4), pages 596-635, October.
  6. Douglas J. Cumming, 2006. "The Determinants of Venture Capital Portfolio Size: Empirical Evidence," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1083-1126, May.
  7. Cumming, Douglas J. & MacIntosh, Jeffrey G., 2006. "Crowding out private equity: Canadian evidence," Journal of Business Venturing, Elsevier, vol. 21(5), pages 569-609, September.
  8. Cumming, Douglas & Fleming, Grant & Schwienbacher, Armin, 2006. "Legality and venture capital exits," Journal of Corporate Finance, Elsevier, vol. 12(2), pages 214-245, January.
  9. Ming Dong & David Hirshleifer & Scott Richardson & Siew Hong Teoh, 2006. "Does Investor Misvaluation Drive the Takeover Market?," Journal of Finance, American Finance Association, vol. 61(2), pages 725-762, 04.

2005

  1. Cao, Melanie & Wei, Jason, 2005. "Stock market returns: A note on temperature anomaly," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1559-1573, June.
  2. Garrett, Ian & Kamstra, Mark J. & Kramer, Lisa A., 2005. "Winter blues and time variation in the price of risk," Journal of Empirical Finance, Elsevier, vol. 12(2), pages 291-316, March.
  3. R. Glen Donaldson & Mark J. Kamstra, 2005. "Volatility Forecasts, Trading Volume, And The Arch Versus Option-Implied Volatility Trade-Off," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 28(4), pages 519-538.
  4. Mark Kamstra & Moshe Milevsky, 2005. "Waiting for returns: using space-time duality to calibrate financial diffusions," Quantitative Finance, Taylor & Francis Journals, vol. 5(3), pages 237-244.
  5. Chakraborty, Archishman & Citanna, Alessandro, 2005. "Occupational choice, incentives and wealth distribution," Journal of Economic Theory, Elsevier, vol. 122(2), pages 206-224, June.
  6. Cumming, Douglas J., 2005. "Agency costs, institutions, learning, and taxation in venture capital contracting," Journal of Business Venturing, Elsevier, vol. 20(5), pages 573-622, September.
  7. Cumming, Douglas J., 2005. "Capital structure in venture finance," Journal of Corporate Finance, Elsevier, vol. 11(3), pages 550-585, June.
  8. Douglas Cumming & Grant Fleming & Armin Schwienbacher, 2005. "Liquidity Risk and Venture Capital Finance," Financial Management, Financial Management Association, vol. 34(4), Winter.
  9. Cumming, Douglas & Fleming, Grant & Suchard, Jo-Ann, 2005. "Venture capitalist value-added activities, fundraising and drawdowns," Journal of Banking & Finance, Elsevier, vol. 29(2), pages 295-331, February.
  10. Douglas Cumming, 2005. "Review Essay: Global Venture Capital Transactions," Venture Capital, Taylor & Francis Journals, vol. 7(2), pages 185-201, January.
  11. Ming Dong & David Hirshleifer, 2005. "A Generalized Earnings-Based Stock Valuation Model," Manchester School, University of Manchester, vol. 73(s1), pages 1-31, 09.
  12. Dong, Ming & Robinson, Chris & Veld, Chris, 2005. "Why individual investors want dividends," Journal of Corporate Finance, Elsevier, vol. 12(1), pages 121-158, December.
  13. Bhagat, Sanjai & Dong, Ming & Hirshleifer, David & Noah, Robert, 2005. "Do tender offers create value? New methods and evidence," Journal of Financial Economics, Elsevier, vol. 76(1), pages 3-60, April.

2004

  1. Chakraborty, Archishman & Yilmaz, Bilge, 2004. "Informed manipulation," Journal of Economic Theory, Elsevier, vol. 114(1), pages 132-152, January.
  2. Chakraborty, Archishman & Yilmaz, Bilge, 2004. "Manipulation in market order models," Journal of Financial Markets, Elsevier, vol. 7(2), pages 187-206, February.

2003

  1. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2003. "Winter Blues: A SAD Stock Market Cycle," American Economic Review, American Economic Association, vol. 93(1), pages 324-343, March.
  2. Mark Kamstra, 2003. "Pricing firms on the basis of fundamentals," Economic Review, Federal Reserve Bank of Atlanta, issue Q1, pages 49-70.
  3. Chakraborty, Archishman & Harbaugh, Rick, 2003. "Cheap talk comparisons in multi-issue bargaining," Economics Letters, Elsevier, vol. 78(3), pages 357-363, March.
  4. Cumming, Douglas J. & MacIntosh, Jeffrey G., 2003. "A cross-country comparison of full and partial venture capital exits," Journal of Banking & Finance, Elsevier, vol. 27(3), pages 511-548, March.

2002

  1. Miquel Faig & Pauline Shum, 2002. "Portfolio Choice in the Presence of Personal Illiquid Projects," Journal of Finance, American Finance Association, vol. 57(1), pages 303-328, 02.
  2. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2002. "Losing Sleep at the Market: The Daylight Saving Anomaly: Reply," American Economic Review, American Economic Association, vol. 92(4), pages 1257-1263, September.
  3. Cumming, Douglas J. & MacIntosh, Jeffrey G., 2002. "The rationales underlying reincorporation and implications for Canadian corporations," International Review of Law and Economics, Elsevier, vol. 22(3), pages 277-330, September.

2001

  1. Cao, Melanie, 2001. "Systematic jump risks in a small open economy: simultaneous equilibrium valuation of options on the market portfolio and the exchange rate," Journal of International Money and Finance, Elsevier, vol. 20(2), pages 191-218, April.
  2. Kamstra, Mark & Kennedy, Peter & Suan, Teck-Kin, 2001. "Combining Bond Rating Forecasts Using Logit," The Financial Review, Eastern Finance Association, vol. 36(2), pages 75-96, May.
  3. Cumming, Douglas J. & MacIntosh, Jeffrey G., 2001. "Venture capital investment duration in Canada and the United States," Journal of Multinational Financial Management, Elsevier, vol. 11(4-5), pages 445-463, December.
  4. Douglas Cumming, 2001. "Settlement Disputes: Evidence from a Legal Practice Perspective," European Journal of Law and Economics, Springer, vol. 11(3), pages 249-280, May.

2000

  1. Melanie Cao & Shouyong Shi, 2000. "Coordination, matching, and wages," Canadian Journal of Economics, Canadian Economics Association, vol. 33(4), pages 1009-1033, November.
  2. Lisa A. Kramer & Mark J. Kamstra & Maurice D. Levi, 2000. "Losing Sleep at the Market: The Daylight Saving Anomaly," American Economic Review, American Economic Association, vol. 90(4), pages 1005-1011, September.
  3. Cumming, Douglas J. & MacIntosh, Jeffrey G., 2000. "The role of interjurisdictional competition in shaping Canadian corporate law," International Review of Law and Economics, Elsevier, vol. 20(2), pages 141-186, June.
  4. Douglas Cumming & Jeffrey MacIntosh, 2000. "The Determinants of R & D Expenditures: A Study of the Canadian Biotechnology Industry," Review of Industrial Organization, Springer, vol. 17(4), pages 357-370, December.

1999

  1. Faig, Miquel & Shum, Pauline, 1999. "Irreversible investment and endogenous financing: An evaluation of the corporate tax effects," Journal of Monetary Economics, Elsevier, vol. 43(1), pages 143-171, February.
  2. James Pesando & Pauline Shum, 1999. "The Returns to Picasso's Prints and to Traditional Financial Assets, 1977 to 1996," Journal of Cultural Economics, Springer, vol. 23(3), pages 181-190, August.
  3. Kryzanowski, Lawrence & Roberts, Gordon S, 1999. "Perspectives on Canadian Bank Insolvency during the 1930s: A Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 31(1), pages 130-36, February.

1998

  1. Kamstra, Mark & Kennedy, Peter, 1998. "Combining qualitative forecasts using logit," International Journal of Forecasting, Elsevier, vol. 14(1), pages 83-93, March.

1997

  1. Donaldson, R. Glen & Kamstra, Mark, 1997. "An artificial neural network-GARCH model for international stock return volatility," Journal of Empirical Finance, Elsevier, vol. 4(1), pages 17-46, January.
  2. Fooladi, Iraj J. & Roberts, Gordon S. & Skinner, Frank, 1997. "Duration for bonds with default risk," Journal of Banking & Finance, Elsevier, vol. 21(1), pages 1-16, January.

1996

  1. Pauline M. Shum, 1996. "Taxes and Corporate Debt Policy in Canada: An Empirical Investigation," Canadian Journal of Economics, Canadian Economics Association, vol. 29(3), pages 556-72, August.
  2. Pauline M. Shum, 1996. "Stock Market Response to Political Uncertainty: Evidence from the 1992 Constitutional Referendum," Canadian Journal of Economics, Canadian Economics Association, vol. 29(s1), pages 213-18, April.
  3. Donaldson, R Glen & Kamstra, Mark, 1996. "A New Dividend Forecasting Procedure That Rejects Bubbles in Asset Prices: The Case of 1929's Stock Crash," Review of Financial Studies, Society for Financial Studies, vol. 9(2), pages 333-83.
  4. Prisman, Eliezer Z. & Roberts, Gordon S. & Tian, Yisong, 1996. "Optimal bond trading and the tax-timing option in Canada," Journal of Banking & Finance, Elsevier, vol. 20(8), pages 1351-1363, September.

1995

  1. Pauline M. Shum, 1995. "The 1992 Canadian Constitutional Referendum Using Financial Data to Assess Economic Consequences," Canadian Journal of Economics, Canadian Economics Association, vol. 28(4a), pages 794-807, November.

1993

  1. Bierwag, Gerald O. & Fooladi, Iraj & Roberts, Gordon S., 1993. "Designing an immunized portfolio: Is M-squared the key?," Journal of Banking & Finance, Elsevier, vol. 17(6), pages 1147-1170, December.
  2. Kryzanowski, Lawrence & Roberts, Gordon S, 1993. "Canadian Banking Solvency, 1922-1940," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 361-76, August.

1992

  1. Fooladi, Iraj & Roberts, Gordon S., 1992. "Bond portfolio immunization: Canadian tests," Journal of Economics and Business, Elsevier, vol. 44(1), pages 3-17, February.

1990

  1. Bierwag, G O & Roberts, Gordon S, 1990. "Single-Factor Duration Models: Canadian Tests," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 13(1), pages 23-38, Spring.

1989

  1. Granger, C. W. J. & White, Halbert & Kamstra, Mark, 1989. "Interval forecasting : An analysis based upon ARCH-quantile estimators," Journal of Econometrics, Elsevier, vol. 40(1), pages 87-96, January.

1986

  1. Fooladi, Iraj & Roberts, Gordon & Viscione, Jerry, 1986. "Captive Finance Subsidiaries: Overview and Synthesis," The Financial Review, Eastern Finance Association, vol. 21(2), pages 259-75, May.

1984

  1. Roberts, Gordon S & Viscione, Jerry A, 1984. "Note on Who Pays the Agency Costs of Debt," The Financial Review, Eastern Finance Association, vol. 19(2), pages 232-39, May.
  2. Roberts, Gordon S & Viscione, Jerry A, 1984. " The Impact of Seniority and Security Covenants on Bond Yields: A Note," Journal of Finance, American Finance Association, vol. 39(5), pages 1597-1602, December.

1981

  1. Roberts, Gordon S., 1981. "Portfolio theory, 25 years later: essays in honor of Harry Markowitz : E. J. Elton and M. J. Gruber, eds. (North-Holland, Amsterdam, 1979) 226 pp," Journal of Banking & Finance, Elsevier, vol. 5(2), pages 286-288, June.
  2. Bildersee, John S. & Roberts, Gordon S., 1981. "Beta Instability When Interest Rate Levels Change," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(03), pages 375-380, September.

1975

  1. Roberts, Gordon S, 1975. "Lancaster's New Demand Theory: Its Application in Portfolio Analysis," Journal of Economic Literature, American Economic Association, vol. 13(1), pages 45, March.
  2. Roberts, Gordon S, 1975. "Endogenous Endowments and Capital Asset Prices," Journal of Finance, American Finance Association, vol. 30(1), pages 155-62, March.

Books

2013

  1. Cumming, Douglas & Dai, Na & Johan, Sofia A., 2013. "Hedge Fund Structure, Regulation, and Performance around the World," OUP Catalogue, Oxford University Press, number 9780199862566, Octomber.

2012

  1. Cumming, Douglas (ed.), 2012. "The Oxford Handbook of Venture Capital," OUP Catalogue, Oxford University Press, number 9780195391596, Octomber.
  2. Cumming, Douglas (ed.), 2012. "The Oxford Handbook of Entrepreneurial Finance," OUP Catalogue, Oxford University Press, number 9780195391244, Octomber.
  3. Cumming, Douglas (ed.), 2012. "The Oxford Handbook of Private Equity," OUP Catalogue, Oxford University Press, number 9780195391589, Octomber.