IDEAS home Printed from https://ideas.repec.org/d/dfoksus.html

Publications

by members of

Oklahoma State University → Spears School of Business → Department of Finance

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2012

  1. Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2012, "Bank regulation and stability: An examination of the Basel market risk framework," Discussion Papers, Deutsche Bundesbank, number 09/2012.

2004

  1. Santa-Clara, Pedro & Yan, Shu, 2004, "Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt5dv8v999, Sep.

2003

  1. Barakat, Mounther-Hussein & Rao, Ramesh-P, 2003, "The role of taxes in capital structure: evidence from taxed and non-taxed Arab economies," MPRA Paper, University Library of Munich, Germany, number 25472, Aug, revised Aug 2006.

2002

  1. Ledoit, Olivier & Santa-Clara, Pedro & Yan, Shu, 2002, "Relative Pricing of Options with Stochastic Volatility," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt7jp8f42t, Jul.

2000

  1. Aliber, Robert Z. & Chowdhry, Bhagwan & Yan, Shu, 2000, "Transactions Costs in the Foreign Exchange Market," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt4qw3p6rp, Nov.
  2. Torous, Walter & Yan, Shu, 2000, "Predictive Regressions Revisited," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt7w92x2ch, Dec.

1994

  1. David Carter & Joseph F. Sinkey, 1994, "The derivatives activities of U.S. commercial banks," Proceedings, Federal Reserve Bank of Chicago, number 29.

1989

  1. Ma, C.K. & Rao, R.P. & Sears, R.S., 1989, "Volatility, Price Resolution, And The Effectiveness Of Price Limits," Papers, Columbia - Center for Futures Markets, number t7.

1988

  1. Ma, C.K. & Rao, R.P. & Sears, R.S., 1988, "Limit Moves And Price Resolution: The Case Of The Treasury Bond Futures Markets," Papers, Columbia - Center for Futures Markets, number 177.

Journal articles

2026

  1. Jia, Yuecheng & Simkins, Betty & Yan, Shu & Zhang, Hongyu & Zhao, Jiangyu, 2026, "Psychological anchoring effect and cross section of cryptocurrency returns," Journal of Banking & Finance, Elsevier, volume 182, issue C, DOI: 10.1016/j.jbankfin.2025.107592.

2024

  1. Jia, Yuecheng & Xu, Zheng & Yan, Shu & Zhang, Runyu, 2024, "Nominal price illusion, return skewness, and momentum," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105899.
  2. Jia, Yuecheng & Liu, Yuzheng & Wu, Yangru & Yan, Shu, 2024, "Information spillover and cross-predictability of currency returns: An analysis via Machine Learning," Journal of Banking & Finance, Elsevier, volume 169, issue C, DOI: 10.1016/j.jbankfin.2024.107313.

2023

  1. Jian Wang & Yanhuang Huang & Hongrui Feng & Xingjian Li & Shu Yan, 2023, "CEO incentive compensation and stock price momentum," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 63, issue S1, pages 975-1028, April, DOI: 10.1111/acfi.13035.
  2. Jia, Yuecheng & Wu, Yangru & Yan, Shu & Liu, Yuzheng, 2023, "A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101428.

2022

  1. Feng, Hongrui & Rao, Ramesh P., 2022, "The positive externalities of leveraged buyouts," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106360.

2021

  1. Durongkadej, Isarin & Wei, Siqi & Rao, Ramesh, 2021, "Shareholder litigation and the risk incentive effect of executive compensation: A re-examination," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101790.
  2. Li, Xingjian & Feng, Hongrui & Yan, Shu & Wang, Heng, 2021, "Dispersion in analysts’ target prices and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101385.
  3. Jia, Yuecheng & Liu, Yuzheng & Yan, Shu, 2021, "Higher moments, extreme returns, and cross–section of cryptocurrency returns," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101536.
  4. Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2021, "Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102490.

2020

  1. Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2020, "Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion," Journal of Banking & Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jbankfin.2019.07.019.
  2. Shingo Goto & Zhao Wang & Shu Yan, 2020, "Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives," Financial Analysts Journal, Taylor & Francis Journals, volume 76, issue 1, pages 63-81, January, DOI: 10.1080/0015198X.2019.1682427.

2019

  1. Fabozzi, Frank J. & Lamba, Asjeet S. & Nishikawa, Takeshi & Rao, Ramesh P. & Ma, K.C., 2019, "Does the corporate bond market overvalue bonds of sin companies?," Finance Research Letters, Elsevier, volume 28, issue C, pages 165-170, DOI: 10.1016/j.frl.2018.04.018.
  2. Hongrui Feng & Shu Yan, 2019, "CEO incentive compensation and stock liquidity," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 4, pages 1069-1098, November, DOI: 10.1007/s11156-018-0775-9.

2018

  1. Lauren A. Cooper & Jimmy F. Downes & Ramesh P. Rao, 2018, "Short term real earnings management prior to stock repurchases," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 1, pages 95-128, January, DOI: 10.1007/s11156-017-0624-2.
  2. Orlova, Svetlana V. & Rao, Ramesh P., 2018, "Cash holdings speed of adjustment," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 1-14, DOI: 10.1016/j.iref.2017.12.011.
  3. Feng, Harry & Rao, Ramesh P., 2018, "Cash holdings and CEO risk incentive compensation: Effect of CEO risk aversion," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 162-176, DOI: 10.1016/j.irfa.2018.09.009.
  4. Adams, John C. & Nishikawa, Takeshi & Rao, Ramesh P., 2018, "Mutual fund performance, management teams, and boards," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 358-368, DOI: 10.1016/j.jbankfin.2016.09.006.
  5. Orbaneja, José R. Valdivia & Iyer, Subramanian R. & Simkins, Betty J., 2018, "Terrorism and oil markets: A cross-sectional evaluation," Finance Research Letters, Elsevier, volume 24, issue C, pages 42-48, DOI: 10.1016/j.frl.2017.06.016.

2017

  1. Svetlana Orlova & Ramesh Rao & Tony Kang, 2017, "National Culture and the Valuation of Cash Holdings," Journal of Business Finance & Accounting, Wiley Blackwell, volume 44, issue 1-2, pages 236-270, January.
  2. Subramanian Rama Iyer & Harry Feng & Ramesh P. Rao, 2017, "Payout flexibility and capital expenditure," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 3, pages 633-659, October, DOI: 10.1007/s11156-016-0603-z.
  3. Subramanian Rama Iyer & Ramesh P. Rao, 2017, "Share Repurchases And The Flexibility Hypothesis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 40, issue 3, pages 287-313, September.
  4. Carter, David A. & Rogers, Daniel A. & Simkins, Betty J. & Treanor, Stephen D., 2017, "A review of the literature on commodity risk management," Journal of Commodity Markets, Elsevier, volume 8, issue C, pages 1-17, DOI: 10.1016/j.jcomm.2017.08.002.
  5. Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2017, "Portfolio selection with mental accounts and estimation risk," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 161-186, DOI: 10.1016/j.jempfin.2016.07.012.

2016

  1. Weiping Li & Tim Krehbiel, 2016, "An Improved Approach To Evaluate Default Probabilities And Default Correlations With Consistency," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 05, pages 1-29, August, DOI: 10.1142/S0219024916500369.
  2. Garner, Jacqueline & Humphrey, Phillip R. & Simkins, Betty, 2016, "The business of sport and the sport of business: A review of the compensation literature in finance and sports," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 197-204, DOI: 10.1016/j.irfa.2016.06.003.
  3. Fraser, John R.S. & Simkins, Betty J., 2016, "The challenges of and solutions for implementing enterprise risk management," Business Horizons, Elsevier, volume 59, issue 6, pages 689-698, DOI: 10.1016/j.bushor.2016.06.007.
  4. Qin Wang & Jun Zhang, 2016, "Trade Size Clustering In The E-Mini Index Futures Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 39, issue 3, pages 247-262, September.

2015

  1. Mufaddal Baxamusa & Sunil Mohanty & Ramesh P. Rao, 2015, "Information Asymmetry about Investment Risk and Financing Choice," Journal of Business Finance & Accounting, Wiley Blackwell, volume 42, issue 7-8, pages 947-964, September.
  2. Ivilina Popova & Betty Simkins, 2015, "OTC vs. Exchange Traded Derivatives and Their Impact on Hedging Effectiveness and Corporate Capital Requirements," Journal of Applied Corporate Finance, Morgan Stanley, volume 27, issue 1, pages 63-70, March.
  3. Qin Wang & Jun Zhang, 2015, "Individual investor trading and stock liquidity," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 3, pages 485-508, October, DOI: 10.1007/s11156-014-0444-6.
  4. Lamoureux, Christopher G. & Wang, Qin, 2015, "Measuring private information in a specialist market," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 92-119, DOI: 10.1016/j.jempfin.2014.10.002.
  5. Bernile, Gennaro & Korniotis, George & Kumar, Alok & Wang, Qin, 2015, "Local Business Cycles and Local Liquidity," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 50, issue 5, pages 987-1010, October.
  6. Bernile, Gennaro & Sulaeman, Johan & Wang, Qin, 2015, "Institutional trading during a wave of corporate scandals: “Perfect Payday”?," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 191-209, DOI: 10.1016/j.jcorpfin.2015.07.004.
  7. Qin Wang & Hsiao-Fen Yang, 2015, "Earnings announcements, trading volume, and price discovery: evidence from dual class firms," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 4, pages 669-700, May, DOI: 10.1007/s11156-013-0422-4.
  8. Wang, Qin & Zhang, Jun, 2015, "Does individual investor trading impact firm valuation?," Journal of Corporate Finance, Elsevier, volume 35, issue C, pages 120-135, DOI: 10.1016/j.jcorpfin.2015.08.001.
  9. Gordon J. Alexander & Alexandre M. Baptista & Shu Yan, 2015, "On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 24, issue 2-3, pages 87-125, May, DOI: 10.1111/fmii.12025.

2014

  1. Treanor, Stephen D. & Rogers, Daniel A. & Carter, David A. & Simkins, Betty J., 2014, "Exposure, hedging, and value: New evidence from the U.S. airline industry," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 200-211, DOI: 10.1016/j.irfa.2014.04.002.
  2. Stephen D. Treanor & Betty J. Simkins & Daniel A. Rogers & David A. Carter, 2014, "Does Operational and Financial Hedging Reduce Exposure? Evidence from the U.S. Airline Industry," The Financial Review, Eastern Finance Association, volume 49, issue 1, pages 149-172, February.
  3. Mohammed Alzahrani & Ramesh P. Rao, 2014, "Managerial Behavior and the Link between Stock Mispricing and Corporate Investments: Evidence from Market-to-Book Ratio Decomposition," The Financial Review, Eastern Finance Association, volume 49, issue 1, pages 89-116, February.
  4. António Câmara & Ivilina Popova & Betty Simkins, 2014, "Options on Troubled Stock," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 34, issue 7, pages 637-657, July.
  5. Qin Wang, 2014, "Volatility Discovery Across Stock Limit Order Book and Options Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 34, issue 10, pages 934-956, October.
  6. Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2014, "Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books," Journal of International Money and Finance, Elsevier, volume 43, issue C, pages 107-130, DOI: 10.1016/j.jimonfin.2014.01.001.

2013

  1. Andrew K. Prevost & Erik Devos & Ramesh P. Rao, 2013, "The Effects of Relative Changes in CEO Equity Incentives on the Cost of Corporate Debt," Journal of Business Finance & Accounting, Wiley Blackwell, volume 40, issue 3-4, pages 470-500, April, DOI: 10.1111/jbfa.2013.40.issue-3-4.
  2. Nejadmalayeri, Ali & Nishikawa, Takeshi & Rao, Ramesh P., 2013, "Sarbanes-Oxley Act and corporate credit spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2991-3006, DOI: 10.1016/j.jbankfin.2013.04.013.
  3. Kristopher J. Kemper & Ramesh P. Rao, 2013, "Credit watch and capital structure," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 13, pages 1202-1205, September, DOI: 10.1080/13504851.2013.799746.
  4. Kristopher J. Kemper & Ramesh P. Rao, 2013, "Do Credit Ratings Really Affect Capital Structure?," The Financial Review, Eastern Finance Association, volume 48, issue 4, pages 573-595, November.
  5. Linda H. Chen & George J. Jiang & Qin Wang, 2013, "Market Reaction to Information Shocks—Does the Bloomberg and Briefing.com Survey Matter?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 33, issue 10, pages 939-964, October.
  6. Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2013, "A comparison of the original and revised Basel market risk frameworks for regulating bank capital," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 249-268, DOI: 10.1016/j.jebo.2012.04.007.

2012

  1. Andrew K. Prevost & Ramesh P. Rao & Melissa A. Williams, 2012, "Labor Unions as Shareholder Activists: Champions or Detractors?," The Financial Review, Eastern Finance Association, volume 47, issue 2, pages 327-349, May, DOI: j.1540-6288.2012.00331.x.
  2. Li Li Eng & Ramesh P. Rao & Shahrokh Saudagaran, 2012, "Earnings informativeness after financial statement restatements," International Journal of Revenue Management, Inderscience Enterprises Ltd, volume 6, issue 3/4, pages 221-245.
  3. Câmara, António & Popova, Ivilina & Simkins, Betty, 2012, "A comparative study of the probability of default for global financial firms," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 717-732, DOI: 10.1016/j.jbankfin.2011.02.019.
  4. Kemper, Kris & Lee, Allissa & Simkins, Betty J., 2012, "Diversification revisited," Research in International Business and Finance, Elsevier, volume 26, issue 2, pages 304-316, DOI: 10.1016/j.ribaf.2011.12.004.
  5. Mark C. Snead, 2012, "Electricity production under carbon constraints: implications for the Tenth District," Economic Review, Federal Reserve Bank of Kansas City, volume 97, issue Q I, pages 97-127.
  6. Mark C. Snead & Kate Watkins, 2012, "Job performance in the mountain metros," Rocky Mountain Economist, Federal Reserve Bank of Kansas City.
  7. Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2012, "When more is less: Using multiple constraints to reduce tail risk," Journal of Banking & Finance, Elsevier, volume 36, issue 10, pages 2693-2716, DOI: 10.1016/j.jbankfin.2011.08.002.

2011

  1. Câmara, António & Krehbiel, Tim & Li, Weiping, 2011, "Expected returns, risk premia, and volatility surfaces implicit in option market prices," Journal of Banking & Finance, Elsevier, volume 35, issue 1, pages 215-230, January.
  2. Takeshi Nishikawa & Andrew K. Prevost & Ramesh P. Rao, 2011, "Bond Market Reaction To Stock Repurchases: Is There A Wealth Transfer Effect?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 34, issue 3, pages 503-522, September, DOI: j.1475-6803.2011.01300.x.
  3. Borokhovich, Kenneth A. & Lee, Allissa A. & Simkins, Betty J., 2011, "A framework for journal assessment: The case of the Journal of Banking & Finance," Journal of Banking & Finance, Elsevier, volume 35, issue 1, pages 1-6, January.
  4. Ana Câmara & António Câmara & Ivilina Popova & Betty Jo Simkins, 2011, "FX risk‐neutral valuation relationships for the S U jump‐diffusion family," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 16, issue 4, pages 339-356, October.
  5. Yan, Shu, 2011, "Jump risk, stock returns, and slope of implied volatility smile," Journal of Financial Economics, Elsevier, volume 99, issue 1, pages 216-233, January.

2010

  1. Jeff Whitworth & David A. Carter, 2010, "The Ex‐Day Price Behavior of REITs: Taxes or Ticks?," Real Estate Economics, American Real Estate and Urban Economics Association, volume 38, issue 4, pages 733-752, Winter.
  2. Kitsabunnarat-Chatjuthamard, Pattanaporn & Lung, Peter & Nishikawa, Takeshi & Rao, Ramesh P., 2010, "Leverage-reducing exchange offers and bondholder-stockholder wealth transfers: A re-evaluation," International Review of Economics & Finance, Elsevier, volume 19, issue 1, pages 81-94, January.
  3. Jeff Whitworth & Ramesh P. Rao, 2010, "Do Tax Law Changes Influence Ex‐Dividend Stock Price Behavior? Evidence from 1926 to 2005," Financial Management, Financial Management Association International, volume 39, issue 1, pages 419-445, March, DOI: 10.1111/j.1755-053X.2010.01078.x.
  4. Vinod Venkiteshwaran & Subramanian R. Iyer & Ramesh P. Rao, 2010, "Is Carl Icahn Good for Long‐Term Shareholders? A Case Study in Shareholder Activism," Journal of Applied Corporate Finance, Morgan Stanley, volume 22, issue 4, pages 45-57, September.
  5. Amy A. Jones & Mark C. Snead, 2010, "Are U.S. states equally prepared for a carbon-constrained world?," Economic Review, Federal Reserve Bank of Kansas City, volume 95, issue Q IV, pages 67-96.
  6. Pedro Santa-Clara & Shu Yan, 2010, "Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options," The Review of Economics and Statistics, MIT Press, volume 92, issue 2, pages 435-451, May.

2009

  1. Elliott, William B. & Prevost, Andrew K. & Rao, Ramesh P., 2009, "The announcement impact of seasoned equity offerings on bondholder wealth," Journal of Banking & Finance, Elsevier, volume 33, issue 8, pages 1472-1480, August.
  2. Gerald D. Gay & Betty J. Simkins & Marian Turac, 2009, "Analyst forecasts and price discovery in futures markets: The case of natural gas storage," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 29, issue 5, pages 451-477, May.
  3. Mark C. Snead, 2009, "Are the energy states still energy states?," Economic Review, Federal Reserve Bank of Kansas City, volume 94, issue Q IV, pages 43-68.
  4. Jiang, George & Yan, Shu, 2009, "Linear-quadratic term structure models - Toward the understanding of jumps in interest rates," Journal of Banking & Finance, Elsevier, volume 33, issue 3, pages 473-485, March.
  5. Gordon J. Alexander & Alexandre M. Baptista & Shu Yan, 2009, "Reducing estimation risk in optimal portfolio selection when short sales are allowed," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 30, issue 5, pages 281-305, DOI: 10.1002/mde.1451.

2008

  1. Krehbiel, Tim & Adkins, Lee C., 2008, "Extreme daily changes in U.S. Dollar London inter-bank offer rates," International Review of Economics & Finance, Elsevier, volume 17, issue 3, pages 397-411.
  2. Jirasakuldech, Benjamas & Emekter, Riza & Rao, Ramesh P., 2008, "Do Thai stock prices deviate from fundamental values?," Pacific-Basin Finance Journal, Elsevier, volume 16, issue 3, pages 298-315, June.

2007

  1. Lee C. Adkins & David A. Carter & W. Gary Simpson, 2007, "Managerial Incentives And The Use Of Foreign‐Exchange Derivatives By Banks," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 30, issue 3, pages 399-413, September, DOI: 10.1111/j.1475-6803.2007.00220.x.
  2. Gary K. Meek & Ramesh P. Rao & Christopher J. Skousen, 2007, "Evidence on factors affecting the relationship between CEO stock option compensation and earnings management," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 6, issue 3, pages 304-323, August, DOI: 10.1108/14757700710778036.
  3. John R. S. Fraser & Betty J. Simkins, 2007, "Ten Common Misconceptions About Enterprise Risk Management," Journal of Applied Corporate Finance, Morgan Stanley, volume 19, issue 4, pages 75-81, September, DOI: 10.1111/j.1745-6622.2007.00161.x.
  4. Dan S. Rickman & Mark C. Snead, 2007, "A Regional Comparative Static CGE Analysis of Subsidized Child Care," Growth and Change, Wiley Blackwell, volume 38, issue 1, pages 111-139, March, DOI: 10.1111/j.1468-2257.2007.00355.x.
  5. Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2007, "Mean-variance portfolio selection with `at-risk' constraints and discrete distributions," Journal of Banking & Finance, Elsevier, volume 31, issue 12, pages 3761-3781, December.

2006

  1. David A. Carter & Daniel A. Rogers & Betty J. Simkins, 2006, "Hedging and Value in the U.S. Airline Industry," Journal of Applied Corporate Finance, Morgan Stanley, volume 18, issue 4, pages 21-33, September, DOI: 10.1111/j.1745-6622.2006.00107.x.
  2. David A. Carter & Daniel A. Rogers & Betty J. Simkins, 2006, "Does Hedging Affect Firm Value? Evidence from the US Airline Industry," Financial Management, Financial Management Association International, volume 35, issue 1, pages 53-86, March, DOI: 10.1111/j.1755-053X.2006.tb00131.x.
  3. Melissa A. Williams & Ramesh P. Rao, 2006, "CEO Stock Options and Equity Risk Incentives," Journal of Business Finance & Accounting, Wiley Blackwell, volume 33, issue 1‐2, pages 26-44, January, DOI: 10.1111/j.1468-5957.2006.01357.x.
  4. Betty J. Simkins & Daniel A. Rogers, 2006, "Asymmetric information and credit quality: Evidence from synthetic fixed‐rate financing," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 26, issue 6, pages 595-625, June.

2005

  1. Ken Johnston & David Carter & John Hatem, 2005, "Exchange rates, and fundamental variables: a semi-parametric analysis of binary choice," Applied Economics, Taylor & Francis Journals, volume 37, issue 16, pages 1915-1924, DOI: 10.1080/00036840500217077.
  2. Carter, David A. & McNulty, James E., 2005, "Deregulation, technological change, and the business-lending performance of large and small banks," Journal of Banking & Finance, Elsevier, volume 29, issue 5, pages 1113-1130, May.
  3. Tim Krehbiel & Lee C. Adkins, 2005, "Price risk in the NYMEX energy complex: An extreme value approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 25, issue 4, pages 309-337, April.
  4. Aabo, Tom & Simkins, Betty J., 2005, "Interaction between real options and financial hedging: Fact or fiction in managerial decision-making," Review of Financial Economics, Elsevier, volume 14, issue 3-4, pages 353-369.
  5. Tom Aabo & John R. S. Fraser & Betty J. Simkins, 2005, "The Rise and Evolution of the Chief Risk Officer: Enterprise Risk Management at Hydro One," Journal of Applied Corporate Finance, Morgan Stanley, volume 17, issue 3, pages 62-75, June, DOI: 10.1111/j.1745-6622.2005.00045.x.
  6. Charles Smithson & Betty J. Simkins, 2005, "Does Risk Management Add Value? A Survey of the Evidence," Journal of Applied Corporate Finance, Morgan Stanley, volume 17, issue 3, pages 8-17, June, DOI: 10.1111/j.1745-6622.2005.00042.x.

2004

  1. Carter, David A. & Simkins, Betty J., 2004, "The market's reaction to unexpected, catastrophic events: the case of airline stock returns and the September 11th attacks," The Quarterly Review of Economics and Finance, Elsevier, volume 44, issue 4, pages 539-558, September.
  2. David Carter & James McNulty & James Verbrugge, 2004, "Do Small Banks have an Advantage in Lending? An Examination of Risk-Adjusted Yields on Business Loans at Large and Small Banks," Journal of Financial Services Research, Springer;Western Finance Association, volume 25, issue 2, pages 233-252, April, DOI: 10.1023/B:FINA.0000020663.21079.d2.
  3. Kenneth A. Borokhovich & Kelly R. Brunarski & Claire E. Crutchley & Betty J. Simkins, 2004, "Board Composition And Corporate Use Of Interest Rate Derivatives," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 27, issue 2, pages 199-216, June, DOI: 10.1111/j.1475-6803.2004.t01-1-0007.
  4. Walter Torous & Rossen Valkanov & Shu Yan, 2004, "On Predicting Stock Returns with Nearly Integrated Explanatory Variables," The Journal of Business, University of Chicago Press, volume 77, issue 4, pages 937-966, October, DOI: 10.1086/422634.

2003

  1. David A. Carter & Betty J. Simkins & W. Gary Simpson, 2003, "Corporate Governance, Board Diversity, and Firm Value," The Financial Review, Eastern Finance Association, volume 38, issue 1, pages 33-53, February, DOI: 10.1111/1540-6288.00034.
  2. William F. Maxwell & Ramesh P. Rao, 2003, "Do Spin‐offs Expropriate Wealth from Bondholders?," Journal of Finance, American Finance Association, volume 58, issue 5, pages 2087-2108, October, DOI: 10.1111/1540-6261.00598.
  3. Mbodja Mougoué & Ramesh P. Rao, 2003, "The Information Signaling Hypothesis of Dividends: Evidence from Cointegration and Causality Tests," Journal of Business Finance & Accounting, Wiley Blackwell, volume 30, issue 3‐4, pages 441-478, April, DOI: 10.1111/1468-5957.t01-1-00004.
  4. Robert Z. Aliber & Bhagwan Chowdhry & Shu Yan, 2003, "Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility," Review of Finance, Springer, volume 7, issue 3, pages 481-510.

2002

  1. Prevost, Andrew K. & Rao, Ramesh P. & Hossain, Mahmud, 2002, "Determinants of board composition in New Zealand: a simultaneous equations approach," Journal of Empirical Finance, Elsevier, volume 9, issue 4, pages 373-397, November.
  2. Andrew Prevost & Ramesh P. Rao & John D. Wagster, 2002, "Dividend Imputation and Shareholder Wealth: The Case of New Zealand," Journal of Business Finance & Accounting, Wiley Blackwell, volume 29, issue 7‐8, pages 1079-1104, DOI: 10.1111/1468-5957.00462.
  3. Andrew K. Prevost & Ramesh P. Rao & Mahmud Hossain, 2002, "Board Composition in New Zealand: An Agency Perspective," Journal of Business Finance & Accounting, Wiley Blackwell, volume 29, issue 5‐6, pages 731-760, DOI: 10.1111/1468-5957.00448.

2001

  1. Hossain, Mahmud & Prevost, Andrew K. & Rao, Ramesh P., 2001, "Corporate governance in New Zealand: The effect of the 1993 Companies Act on the relation between board composition and firm performance," Pacific-Basin Finance Journal, Elsevier, volume 9, issue 2, pages 119-145, April.
  2. Aggarwal, Raj & Simkins, Betty J., 2001, "Open book management--optimizing human capital," Business Horizons, Elsevier, volume 44, issue 5, pages 5-13.
  3. Christos Pantzalis & Betty J Simkins & Paul A Laux, 2001, "Operational Hedges and the Foreign Exchange Exposure of U.S. Multinational Corporations," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 32, issue 4, pages 793-812, December.
  4. David Lange & Betty Simkins, 2001, "“Calculating Funding Premiums for Universal Life Insurance,” Calvin Cherry, April 2000," North American Actuarial Journal, Taylor & Francis Journals, volume 5, issue 3, pages 118-122, DOI: 10.1080/10920277.2001.10596003.

2000

  1. SinkeyJr., Joseph F. & Carter, David A., 2000, "Evidence on the financial characteristics of banks that do and do not use derivatives," The Quarterly Review of Economics and Finance, Elsevier, volume 40, issue 4, pages 431-449.
  2. Adkins, Lee C & Krehbiel, Timothy & Hill, R Carter, 2000, "Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems," Review of Quantitative Finance and Accounting, Springer, volume 14, issue 2, pages 193-208, March.
  3. Prevost, Andrew K & Rao, Ramesh P, 2000, "Of What Value Are Shareholder Proposals Sponsored by Public Pension Funds?," The Journal of Business, University of Chicago Press, volume 73, issue 2, pages 177-204, April, DOI: 10.1086/209639.
  4. Kenneth A. Borokhovich & Robert J. Bricker & Betty J. Simkins, 2000, "An Analysis of Finance Journal Impact Factors," Journal of Finance, American Finance Association, volume 55, issue 3, pages 1457-1469, June, DOI: 10.1111/0022-1082.00254.
  5. Richard Roll & Shu Yan, 2000, "An explanation of the forward premium ‘puzzle’," European Financial Management, European Financial Management Association, volume 6, issue 2, pages 121-148, June, DOI: 10.1111/1468-036X.00117.

1999

  1. Sinkey, Joseph Jr. & Carter, David A., 1999, "The reaction of bank stock prices to news of derivatives losses by corporate clients," Journal of Banking & Finance, Elsevier, volume 23, issue 12, pages 1725-1743, December.
  2. Adkins, Lee C. & Krehbiel, Timothy, 1999, "Mean reversion and volatility of short-term London Interbank Offer Rates: An empirical comparison of competing models," International Review of Economics & Finance, Elsevier, volume 8, issue 1, pages 45-54, January.
  3. Mark S. Johnson & Ramesh P. Rao, 1999, "The impact of anti-takeover charter amendments on expectations of future earnings and takeover activity," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 20, issue 2, pages 75-86, DOI: 10.1002/(SICI)1099-1468(199903)20:2.
  4. Sadhana Alangar & Chenchuramaiah T. Bathala & Ramesh P. Rao, 1999, "The Effect Of Institutional Interest On The Information Content Of Dividend-Change Announcements," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 22, issue 4, pages 429-448, December.

1998

  1. David Carter & Joseph Sinkey, 1998, "The Use of Interest Rate Derivatives by End-users: The Case of Large Community Banks," Journal of Financial Services Research, Springer;Western Finance Association, volume 14, issue 1, pages 17-34, July, DOI: 10.1023/A:1008057418368.

1997

  1. Johnson, Mark S & Rao, Ramesh P, 1997, "The Impact of Antitakeover Amendments on Corporate Financial Performance," The Financial Review, Eastern Finance Association, volume 32, issue 4, pages 659-689, November.

1996

  1. Tim Krehbiel & Lee C. Adkins, 1996, "Do systematic risk premiums persist in eurodollar futures prices?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 16, issue 4, pages 389-403, June.
  2. Tim Krehbiel & Roger Collier, 1996, "Normal backwardation in short‐term interest rate futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 16, issue 8, pages 899-913, December.
  3. Reichert, Alan K & Lockett, Michael & Rao, Ramesh P, 1996, "The Impact of Illegal Business Practice on Shareholder Returns," The Financial Review, Eastern Finance Association, volume 31, issue 1, pages 67-85, February.
  4. Krishnan, V Sivarama & Rao, Ramesh P, 1996, "Financial Distress Costs and Delayed Calls of Convertible Bonds: An Empirical Analysis," The Financial Review, Eastern Finance Association, volume 31, issue 4, pages 913-925, November.

1995

  1. Diana R. Franz & Ramesh P. Rao & Niranjan Tripathy, 1995, "Informed Trading Risk And Bid-Ask Spread Changes Around Open Market Stock Repurchases In The Nasdaq Market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 18, issue 3, pages 311-327, September.

1994

  1. Polonchek, John & Krehbiel, Tim, 1994, "Price and volume effects associated with changes in the Dow Jones Averages," The Quarterly Review of Economics and Finance, Elsevier, volume 34, issue 4, pages 305-316.
  2. Tim Krehbiel & Lee C. Adkins, 1994, "Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 14, issue 5, pages 531-543, August.
  3. Chenchuramaiah T. Bathala & Kenneth P. Moon & Ramesh P. Rao, 1994, "Managerial Ownership, Debt Policy, and the Impact of Institutional Holdings: An Agency Perspective," Financial Management, Financial Management Association, volume 23, issue 3, Fall.
  4. Rao, Ramesh & Moyer, R Charles, 1994, "Regulatory Climate and Electrical Utility Capital Structure Decisions," The Financial Review, Eastern Finance Association, volume 29, issue 1, pages 97-124, February.
  5. Borokhovich, Kenneth A & Bricker, Robert J & Simkins, Betty J, 1994, "Journal Communication and Influence in Financial Research," Journal of Finance, American Finance Association, volume 49, issue 2, pages 713-725, June.

1993

  1. Tim Krehbiel & Lee C. Adkins, 1993, "Cointegration tests of the unbiased expectations hypothesis in metals markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 13, issue 7, pages 753-763, October.

1992

  1. Ravi Vaidyanathan & Tim Krehbiel, 1992, "Does the S&P 500 futures mispricing series exhibit nonlinear dependence across time?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 12, issue 6, pages 659-677, December.
  2. Aggarwal, Raj & Hiraki, Takato & Rao, Ramesh P, 1992, "Price/Book Value Ratios and Equity Returns on the Tokyo Stock Exchange: Empirical Evidence of an Anomalous Regularity," The Financial Review, Eastern Finance Association, volume 27, issue 4, pages 589-605, November.
  3. R. Charles Moyer & Ramesh Rao & Phillip M. Sisneros, 1992, "Substitutes for Voting Rights: Evidence From Dual Class Recapitalizations," Financial Management, Financial Management Association, volume 21, issue 3, Fall.
  4. Moyer, R. Charles & Rao, Ramesh & Tripathy, Niranjan, 1992, "Dividend policy and regulatory risk: A test of the Smith hypothesis," Journal of Economics and Business, Elsevier, volume 44, issue 2, pages 127-134, May.
  5. Christopher K. Ma & Ramesh P. Rao & R. Stephen Sears, 1992, "Limit moves and price resolution: A reply," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 12, issue 3, pages 361-363, June.
  6. Niranjan Tripathy & Ramesh P. Rao, 1992, "Adverse Selection, Spread Behavior, And Over‐The‐Counter Seasoned Equity Offerings," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 15, issue 1, pages 39-56, March, DOI: 10.1111/j.1475-6803.1992.tb00785.x.

1991

  1. Ramesh P. Rao & Niranjan Tripathy & William P. Dukes, 1991, "Dealer Bid-Ask Spreads And Options Trading On Over-The-Counter Stocks," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 14, issue 4, pages 317-325, December.

1990

  1. Aggarwal, Raj & Rao, Ramesh P, 1990, "Institutional Ownership and Distribution of Equity Returns," The Financial Review, Eastern Finance Association, volume 25, issue 2, pages 211-229, May.
  2. Raj Aggarwal & Ramesh P. Rao & Takato Hiraki, 1990, "Regularities In Tokyo Stock Exchange Security Returns: P/E, Size, And Seasonal Influences," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 13, issue 3, pages 249-263, September.

1989

  1. Raj Aggarwal & Ramesh P. Rao & Takato Hiraki, 1989, "Skewness And Kurtosis In Japanese Equity Returns: Empirical Evidence," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 12, issue 3, pages 253-260, September.
  2. Christopher K. Ma & Ramesh P. Rao & R. Stephen Sears, 1989, "Limit moves and price resolution: The case of the treasury bond futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 9, issue 4, pages 321-335, August.

1988

  1. Ma, Christopher K & Rao, Ramesh P, 1988, "Information Asymmetry and Options Trading," The Financial Review, Eastern Finance Association, volume 23, issue 1, pages 39-51, February.
  2. Christopher K. Ma & Ramesh P. Rao & Herbert J. Weinraub, 1988, "The Seasonality In Convertible Bond Markets: A Stock Effect Or Bond Effect?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 11, issue 4, pages 335-347, December.

Chapters

2015

  1. Betty Simkins & Yuecheng Jia, 2015, "Energy Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".

2013

  1. David A. Carter & Daniel A. Rogers & Betty J. Simkins & Stephen D. Treanor, 2013, "Does hedging reduce economic exposure? Hurricanes, jet fuel prices and airlines," Chapters, Edward Elgar Publishing, chapter 14, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk, "Handbook of Research Methods and Applications in Empirical Finance".

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.