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Publications

by members of

University of Maryland → Robert H. Smith School of Business → Finance Department

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 | Books | Chapters |

Working papers

2024

  1. Dalida Kadyrzhanova & Ander Pérez-Orive & Eliezer Singer, 2024, "Stress Testing the Corporate Debt Servicing Capacity: A Scenario Analysis," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2024-05-09, May, DOI: 10.17016/2380-7172.3481.
  2. Meghana Ayyagari & Asli Demirguc-Kunt & Vojislav Maksimovic, 2024, "Corporate Inequality: Role of Competition and Institutions," Working Papers, Center for Global Development, number 690, Apr.
  3. Stefan Jacewitz & Jonathan Pogach & Haluk Unal & Chengjun Wu, 2024, "Explaining the Life Cycle of Bank-Sponsored Money Market Funds: An Application of the Regulatory Dialectic," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 24-01, Feb, revised 13 Aug 2024, DOI: 10.18651/RWP2024-01.

2023

  1. Stefano Giglio & Bryan T. Kelly & Serhiy Kozak, 2023, "Equity Term Structures without Dividend Strips Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 31119, Apr.
  2. Serhiy Kozak & Stefan Nagel, 2023, "When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31275, May.
  3. Eric Budish & Peter Cramton & Albert S. Kyle & Jeongmin Lee & David Malec, 2023, "Flow Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 31098, Apr.

2022

  1. Meghana Ayyagari & Asli Demirguc-Kunt & Vojislav Maksimovic, 2022, "The Rise of Star Firms: Intangible Capital and Competition," Working Papers, Center for Global Development, number 627, Nov.

2021

  1. Stefan Jacewitz & Haluk Unal & Chengjun Wu, 2021, "Shadow Insurance? Money Market Fund Investors and Bank Sponsorship," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 21-07, Aug, DOI: 10.18651/RWP2021-07.
  2. Saæglam, Mehmet & Tuzun, Tugkan & Wermers, Russ, 2021, "Do ETFs increase liquidity?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 21-03.

2020

  1. Valentin Haddad & Serhiy Kozak & Shrihari Santosh, 2020, "Factor Timing," NBER Working Papers, National Bureau of Economic Research, Inc, number 26708, Jan.
  2. Daniel Barth & Juha Joenvaara & Mikko Kauppila & Russ Wermers, 2020, "The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think," Working Papers, Office of Financial Research, US Department of the Treasury, number 20-01, Feb, revised 08 Mar 2021.
  3. Jagannathan, Murali & Jiao, Wei & Wermers, Russ, 2020, "International characteristic-based asset pricing," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-13.

2019

  1. Vojislav Maksimovic & Gordon M. Phillips & Liu Yang, 2019, "Do Public Firms Respond to Industry Opportunities More Than Private Firms? The Impact of Initial Firm Quality," NBER Working Papers, National Bureau of Economic Research, Inc, number 25634, Mar.
  2. Laurent Barras & O. Scaillet & Russ Wermers, 2019, "Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-61, Aug.

2018

  1. Liju Fan & Mark D. Flood, 2018, "An Ontology of Ownership and Control Relations of Bank Holding Companies," Staff Discussion Papers, Office of Financial Research, US Department of the Treasury, number 18-01, Jun.
  2. Dell'Ariccia, Giovanni & Kadyrzhanova, Dalida & Ratnovski, Lev, 2018, "Bank Lending in the Knowledge Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 12994, Jun.
  3. Ayyagari,Meghana & Demirguc-Kunt,Asli & Maksimovic,Vojislav, 2018, "Who are America's star firms?," Policy Research Working Paper Series, The World Bank, number 8534, Jul.
  4. Lan, Chunhua & Moneta, Fabio & Wermers, Russ, 2018, "Holding Horizon: A New Measure of Active Investment Management," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-06, revised 2018.

2017

  1. Mark D. Flood & Dror Y. Kenett & Robin L. Lumsdaine & Jonathan K. Simon, 2017, "The Complexity of Bank Holding Companies: A Topological Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 23755, Aug.
  2. Mark D. Flood & Dror Y. Kenett & Robin L. Lumsdaine & Jonathan K. Simon, 2017, "The Complexity of Bank Holding Companies: A New Measurement Approach," Working Papers, Office of Financial Research, US Department of the Treasury, number 17-03, Sep.
  3. Nagel, Stefan & Santosh, Shrihari & Kozak, Serhiy, 2017, "Shrinking the Cross Section," CEPR Discussion Papers, Centre for Economic Policy Research, number 12463, Nov.
  4. Valentin Haddad & Serhiy Kozak & Shrihari Santosh, 2017, "Predicting Relative Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 23886, Sep.
  5. Vojislav Maksimovic & Gordon M. Phillips & Liu Yang, 2017, "Do Public Firms Respond to Investment Opportunities More than Private Firms? The Impact of Initial Firm Quality," NBER Working Papers, National Bureau of Economic Research, Inc, number 24104, Dec.
  6. Ayyagari,Meghana & Demirguc-Kunt,Asli & Maksimovic,Vojislav, 2017, "SME finance," Policy Research Working Paper Series, The World Bank, number 8241, Nov.
  7. Niels S. Grønborg & Asger Lunde & Allan Timmermann & Russ Wermers, 2017, "Picking Funds with Confidence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-13, Mar.
  8. Timmermann, Allan & Schmidt, Lawrence & , & Wermers, Russ, 2017, "Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 11895, Mar.

2016

  1. Kyle Herkenhoff & Gordon Phillips & Ethan Cohen-Cole, 2016, "How Credit Constraints Impact Job Finding Rates, Sorting & Aggregate Output," NBER Working Papers, National Bureau of Economic Research, Inc, number 22274, May.
  2. Kyle Herkenhoff & Gordon Phillips & Ethan Cohen-Cole, 2016, "The Impact of Consumer Credit Access on Employment, Earnings and Entrepreneurship," NBER Working Papers, National Bureau of Economic Research, Inc, number 22846, Nov.
  3. Mark D. Flood & Phillip Monin, 2016, "Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios," Working Papers, Office of Financial Research, US Department of the Treasury, number 16-02, Mar.
  4. Albert S. Kyle & Anna A. Obizhaeva & Tugkan Tuzun, 2016, "Microstructure Invariance in U.S. Stock Market Trades," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-034, Apr, DOI: 10.17016/FEDS.2016.034.
  5. Wu, Youchang & Wermers, Russ & Zechner, Josef, 2016, "Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end funds," CFS Working Paper Series, Center for Financial Studies (CFS), number 548.

2015

  1. Victoria Lemieux & Payam S. Rahmdel & Rick Walker & B.L. William Wong & Mark Flood, 2015, "Clustering Techniques and Their Effect on Portfolio Formation and Risk Analysis," Staff Discussion Papers, Office of Financial Research, US Department of the Treasury, number 15-01, Jan.
  2. Mark D. Flood & Oliver R. Goodenough, 2015, "Contract as Automaton: The Computational Representation of Financial Agreements," Working Papers, Office of Financial Research, US Department of the Treasury, number 15-04, Mar, revised 27 Mar 2017.
  3. Mark D. Flood & John C. Liechty & Thomas Piontek, 2015, "Systemwide Commonalities in Market Liquidity," Working Papers, Office of Financial Research, US Department of the Treasury, number 15-11, May, revised 14 Dec 2016.
  4. Mark D. Flood & Phillip Monin & Lina Bandyopadhyay, 2015, "Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures," Working Papers, Office of Financial Research, US Department of the Treasury, number 15-13, Jul.
  5. Jingnan Chen & Mark D. Flood & Richard B. Sowers, 2015, "Measuring the Unmeasurable: An Application of Uncertainty Quantification to Financial Portfolios," Working Papers, Office of Financial Research, US Department of the Treasury, number 15-19, Oct.
  6. Vojislav Maksimovic & Mandy Tham & Youngsuk Yook, 2015, "Demand Shock, Liquidity Management, and Firm Growth during the Financial Crisis," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-96, Oct, DOI: 10.17016/FEDS.2015.096.
  7. Ayyagari,Meghana & Demirguc-Kunt,Asli & Maksimovic,Vojislav, 2015, "What determines entrepreneurial outcomes in emerging markets ? the role of initial conditions," Policy Research Working Paper Series, The World Bank, number 7207, Mar.
  8. Ayyagari,Meghana & Demirguc-Kunt,Asli & Maksimovic,Vojislav, 2015, "Are large firms born or made ? evidence from developing countries," Policy Research Working Paper Series, The World Bank, number 7406, Aug.
  9. Rossi, Alberto G. & Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2015, "Network centrality and pension fund performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-16.
  10. Gargano, Antonio & Rossi, Alberto G. & Wermers, Russ, 2015, "The freedom of information act and the race towards information acquisition," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 16-02.

2014

  1. Bryan Ball & Mark D. Flood & H.V. Jagadish & Joe Langsam & Louiqa Raschid & Peratham Wiriyathammabhum, 2014, "A Flexible and Extensible Contract Aggregation Framework for Financial Data Stream Analytics," Staff Discussion Papers, Office of Financial Research, US Department of the Treasury, number 14-03, Sep.
  2. Mark D. Flood & Victoria L. Lemieux & Margaret Varga & B.L. William Wong, 2014, "The Application of Visual Analytics to Financial Stability Monitoring," Working Papers, Office of Financial Research, US Department of the Treasury, number 14-02, May, revised 30 Jul 2015.
  3. Dalida Kadyrzhanova & Matthew Rhodes-Kropf, 2014, "Governing Misvalued Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 19799, Jan.
  4. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2014, "Does local financial development matter for firm lifecycle in India ?," Policy Research Working Paper Series, The World Bank, number 7008, Aug.
  5. Timmermann, Allan & Wermers, Russ, 2014, "Runs on Money Market Funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 9906, Mar.

2013

  1. Mark D. Flood & Jonathan Katz & Stephen J. Ong & Adam Smith, 2013, "Cryptography and the economics of supervisory information: balancing transparency and confidentiality," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1312, DOI: 10.26509/frbc-wp-201312.
  2. Mark D. Flood & George G. Korenko, 2013, "Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty," Working Papers, Office of Financial Research, US Department of the Treasury, number 13-02, Feb.
  3. Rick Bookstaber & Jill Cetina & Greg Feldberg & Mark Flood & Paul Glasserman, 2013, "Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future," Working Papers, Office of Financial Research, US Department of the Treasury, number 13-07, Jul.
  4. Antonio Falato & Dalida Kadyrzhanova & Jae W. Sim, 2013, "Rising intangible capital, shrinking debt capacity, and the US corporate savings glut," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-67.
  5. Makaew, Tanakorn & Maksimovic, Vojislav, 2013, "Industry Shocks, Operating Risk, and Corporate Financial Policies around the World," MPRA Paper, University Library of Munich, Germany, number 53366, Jun.
  6. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2013, "Size and age of establishments: evidence from developing countries," Policy Research Working Paper Series, The World Bank, number 6718, Dec.
  7. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ, 2013, "Seasonal asset allocation: Evidence from mutual fund flows," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-09.

2012

  1. Flood, Mark D. & Huisman, Ronald & Koedijk, Kees G. & Lyons, Richard K., 2012, "Search Costs: The Neglected Spread Component," Research Program in Finance, Working Paper Series, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley, number qt5q05g9pt, Jan.
  2. Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012, "A Survey of Systemic Risk Analytics," Working Papers, Office of Financial Research, US Department of the Treasury, number 12-01, Jan.
  3. Antonio Falato & Dalida Kadyrzhanova, 2012, "Optimal CEO incentives and industry dynamics," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-78.
  4. Antonio Falato & Dalida Kadyrzhanova, 2012, "CEO successions and firm performance in the US financial industry," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-79.
  5. Dalida Kadyrzhanova & Antonio Falato & Jae Sim, 2012, "Intangible Capital and Corporate Cash Holdings: Theory and Evidence," 2012 Meeting Papers, Society for Economic Dynamics, number 968.
  6. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2012, "Financing of firms in developing countries : lessons from research," Policy Research Working Paper Series, The World Bank, number 6036, Apr.
  7. Wermers, Russ, 2012, "A matter of style: The causes and consequences of style drift in institutional portfolios," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-04.
  8. Wermers, Russ, 2012, "Runs on money market mutual funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-05.
  9. Wu, Youchang & Wermers, Russ & Zechner, Josef, 2012, "Governance and shareholder value in delegated portfolio management: The case of closed-end funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-11.
  10. Wermers, Russ & Yao, Tong & Zhao, Jane, 2012, "Forecasting stock returns through an efficient aggregation of mutual fund holdings," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 06-09 [rev.].
  11. Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ, 2012, "The cross-section of conditional mutual fund performance in European stock markets," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-03 [rev.].

2011

  1. Vojislav Maksimovic & Gordon Phillips & Nagpurnanand Prabhala, 2011, "Post-Merger Restructuring and the Boundaries of the Firm," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 11-11, Apr.
  2. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2011, "Small vs. young firms across the world : contribution to employment, job creation, and growth," Policy Research Working Paper Series, The World Bank, number 5631, Apr.
  3. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2011, "Do Phoenix miracles exist ? firm-level evidence from financial crises," Policy Research Working Paper Series, The World Bank, number 5799, Sep.
  4. Banegas, Ayelen & Timmermann, Allan & Gillen, Ben & Wermers, Russ, 2011, "Mutual Fund Return Predictability in Partially Segmented Markets," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 11-14, Jan.

2010

  1. Cohen-Cole, Ethan & Morse, Jonathan, 2010, "Monetary policy and capital regulation in the US and Europe," Working Paper Series, European Central Bank, number 1222, Jul.
  2. Ethan Cohen-Cole & Andrei Kirilenko & Eleonora Patacchini, 2010, "Are Networks Priced? Network Topology and Order Trading Strategies in High Liquidity Markets," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1011, revised Apr 2010.
  3. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2010, "Are innovating firms victims or perpetrators ? tax evasion, bribe payments, and the role of external finance in developing countries," Policy Research Working Paper Series, The World Bank, number 5389, Jul.
  4. Wermers, Russ & Yao, Tong & Zhao, Jane, 2010, "The Investment Value of Mutual Fund Portfolio Disclosure," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 11-15, Dec.
  5. Chen, Hsiu-Lang & Wermers, Russ, 2010, "Style Migration and the Cross-Section of Stock Returns," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 11-13, Dec.
  6. Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2010, "Decentralized investment management: evidence from the pension fund industry," MPRA Paper, University Library of Munich, Germany, number 35767, Feb.

2009

  1. Ethan Cohen-Cole, 2009, "The option value of consumer bankruptcy," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU09-1.
  2. Ethan Cohen-Cole & Burcu Duygan-Bump & Judit Montoriol-Garriga, 2009, "Forgive and forget: who gets credit after bankruptcy and why?," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU09-2.
  3. Ethan Cohen-Cole & Jonathan Morse, 2009, "Your house or your credit card, which would you choose?: personal delinquency tradeoffs and precautionary liquidity motives," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU09-5.
  4. Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ, 2009, "The performance of European equity mutual funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-03.
  5. Hunter, David & Kandel, Eugene & Kandel, Shmuel & Wermers, Russ, 2009, "Endogenous benchmarks," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-02.

2008

  1. Ethan Cohen-Cole & Jason M. Fletcher, 2008, "Is obesity contagious?: social networks vs. environmental factors in the obesity epidemic," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU08-2.
  2. Ethan Cohen-Cole & Giulio Zanella, 2008, "Welfare Stigma or Information Sharing? Decomposing Social Interactions Effects in Social Benefit Use," Department of Economics University of Siena, Department of Economics, University of Siena, number 531, Mar.
  3. Ethan Cohen-Cole, 2008, "Credit card redlining," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU08-1.
  4. Ethan Cohen-Cole & Enrique Martínez García, 2008, "The balance sheet channel," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU08-7.
  5. Ethan Cohen-Cole & Burcu Duygan-Bump & José Fillat & Judit Montoriol-Garriga, 2008, "Looking behind the aggregates: a reply to “Facts and Myths about the Financial Crisis of 2008”," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU08-5.
  6. Ethan Cohen-Cole & Burcu Duygan-Bump, 2008, "Household bankruptcy decision: the role of social stigma vs. information sharing," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU08-6.
  7. Beck, T.H.L. & Demirgüc-Kunt, A. & Maksimovic, V., 2008, "Financing patterns around the world : Are small firms different?," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7078f1cc-51a6-4556-b193-d.
  8. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2008, "Formal versus informal finance : evidence from China," Policy Research Working Paper Series, The World Bank, number 4465, Jan.

2007

  1. Ethan Cohen-Cole & Steven N. Durlauf & Jeffrey Fagan & Daniel Nagin, 2007, "Model uncertainty and the deterrent effect of capital punishment," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU07-3.
  2. Ethan Cohen-Cole & Giulio Zanella, 2007, "Unpacking social interactions," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU07-4.
  3. Ethan Cohen-Cole, 2007, "Asset liquidity, debt valuation and credit risk," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU07-5.
  4. Ethan Cohen-Cole & Todd Prono, 2007, "Loss distribution estimation, external data and model averaging," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU07-8.
  5. Ritesh Banerjee & Ethan Cohen-Cole & Giulio Zanella, 2007, "Demonstration effects in preventive care," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU07-7.
  6. University of Maryland & Federal Reserve Board & Dalida Kadyrzhanova & Antonio Falato, 2007, "The Dynamics of Managerial Ownership: Equilibrium Determinants," 2007 Meeting Papers, Society for Economic Dynamics, number 990.
  7. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2007, "Firm innovation in emerging markets : the roles of governance and finance," Policy Research Working Paper Series, The World Bank, number 4157, Mar.
  8. Brown, Nerissa C. & Wei, Kelsey D. & Wermers, Russ, 2007, "Analyst recommendations, mutual fund herding, and overreaction in stock prices," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 07-08.

2006

  1. Ethan Cohen-Cole & Bogdan Cosmaciuc, 2006, "In noise we trust? Optimal monetary policy with random targets," Working Papers, Federal Reserve Bank of Boston, number 06-14.
  2. Beck, T.H.L. & Demirgüc-Kunt, A. & Laeven, L. & Maksimovic, V., 2006, "The determinants of financing obstacles," Other publications TiSEM, Tilburg University, School of Economics and Management, number 3fd6bd22-71e9-4084-87a3-1.
  3. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2006, "How important are financing constraints ? The role of finance in the business environment," Policy Research Working Paper Series, The World Bank, number 3820, Jan.
  4. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2006, "What determines protection of property rights ? An analysis of direct and indirect effects," Policy Research Working Paper Series, The World Bank, number 3940, Jun.
  5. Wermers, Russ & Wu, Youchang & Zechner, Josef, 2006, "Portfolio performance, discount dynamics, and the turnover of closed-end fund managers," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 06-12.

2005

  1. Ethan Cohen-Cole, 2005, "Resolving the Identification Problem in Linear Social Interactions Models: Modeling with Between-Group Spillovers," Others, University Library of Munich, Germany, number 0501001, Jan.
  2. Cohen-Cole,E.B. & Durlauf,S.N. & Rondina,G., 2005, "Nonlinearities in growth : from evidence to policy," Working papers, Wisconsin Madison - Social Systems, number 9.
  3. Dalida Kadyrzhanova, 2005, "Predatory Governance," Computing in Economics and Finance 2005, Society for Computational Economics, number 421, Nov.
  4. Vojislav Maksimovic & Gordon Phillips, 2005, "The Industry Life Cycle and Acquisitions and Investment: Does Firm Organization Matter?," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 05-29, Oct.
  5. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2005, "How well do institutional theories explain firms'perceptions of property rights?," Policy Research Working Paper Series, The World Bank, number 3709, Sep.
  6. Wenying Jiangli & Haluk Unal & Chiwon Yom, 2005, "Relationship lending and credit availability during the Asian financial crisis," Proceedings, Federal Reserve Bank of Chicago, number 999.
  7. Avramov, Doron & Wermers, Russ, 2005, "Investing in mutual funds when returns are predictable," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 05-13.
  8. Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2005, "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp163, Nov.
  9. Kosowski, Robert & Timmermann, Allan & Wermers, Russ & White, Hal, 2005, "Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 05-14.

2004

  1. Durlauf,S.N. & Cohen-Cole,E., 2004, "Social interaction models," Working papers, Wisconsin Madison - Social Systems, number 8.
  2. Demirguc-Kunt, Asli & Love, Inessa & Maksimovic, Vojislav, 2004, "Business Environment and the Incorporation Decision," Policy Research Working Paper Series, The World Bank, number 3317, May.

2003

  1. Beck, Thorsten & Demirguc-Kant, Asl' & Maksimovic, Vojislav, 2003, "Bank competition, financing obstacles, and access to credit," Policy Research Working Paper Series, The World Bank, number 2996, Mar.
  2. Beck, Thorsten & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2003, "Financial and legal institutions and firm size," Policy Research Working Paper Series, The World Bank, number 2997, Mar.

2002

  1. Flood, M.D. & Koedijk, C.G. & van Dijk, M.A. & van Leeuwen, I.W., 2002, "Dividing the Pie," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2002-101-F&A, Oct.
  2. Beck, Thorsten & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2002, "Financial and legal constraints to firm growth - Does size matter?," Policy Research Working Paper Series, The World Bank, number 2784, Feb.
  3. Beck, Thorsten & Asl Demirguc-Kunt & Maksimovic, Vojislav, 2002, "Financing patterns around the world : the role of institutions," Policy Research Working Paper Series, The World Bank, number 2905, Oct.

2001

  1. Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2001, "Firms as financial intermediaries - evidence from trade credit data," Policy Research Working Paper Series, The World Bank, number 2696, Oct.
  2. Haluk Unal & Dilip Madan & Levent Guntay, 2001, "A Simple Approach to Estimate Recovery Rates with APR Violation from Debt Spreads," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-07, Feb.
  3. Haluk Unal & Dilip Madan & Levent Güntay, 2001, "Pricing the Risk of Recovery in Default with APR Violation," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-21, Aug.

2000

  1. Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross & Maksimovic, Vojislav, 2000, "Financial structure and economic development - firm, industry, and country evidence," Policy Research Working Paper Series, The World Bank, number 2423, Aug.
  2. Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2000, "Funding growth in bank-based and market-based financial systems : evidence from firm level data," Policy Research Working Paper Series, The World Bank, number 2432, Aug.

1999

  1. Gordon M Phillips & Vojislav Maksimovic, 1999, "Do Conglomerate Firms Allocate Resources Inefficiently?," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 99-11, Feb.
  2. Gordon M Phillips & Vojislav Maksimovic, 1999, "The Market for Corporate Assets: Who Engages in Mergers and Asset Sales and are there Efficiency Gains?," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 99-12, Sep.
  3. Booth, L. & Asli Demirgu-Kunt, V.A. & Maksimovic, V., 1999, "Capital Structure in Developing Countries," Rotman School of Management - Finance, Rotman School of Management, University of Toronto, number 00-001.
  4. Haluk Unal & Miguel Navarro, 1999, "The Technical Process of Bank Privatization in Mexico," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 97-42, May.
  5. Dilip Madan & Haluk Unal, 1999, "A Two-Factor Hazard-Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 99-32, Jun.

1998

  1. Gordon M Phillips & Vojislav Maksimovic, 1998, "Optimal Firm Size and the Growth of Conglomerate and Single-Industry Firms," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 98-14, Oct.
  2. Dilip B. Madan & Haluk Unal, 1998, "Risky debt prices and term-structure of credit spreads," Proceedings, Federal Reserve Bank of Chicago, number 593.

1996

  1. Gordon M Phillips & Vojislav Maksimovic, 1996, "Efficiency of Bankrupt Firms and Industry Conditions: Theory and Evidence," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 96-12, Oct.
  2. Demirguc-Kunt, Asli & Maksimovic, Vojislav, 1996, "Financial constraints, uses of funds, and firm growth : an international comparison," Policy Research Working Paper Series, The World Bank, number 1671, Oct.
  3. Demirguc-Kunt, Asl1 & Maksimovic, Vojislav, 1996, "Institutions, financial markets, and firms'choice of debt maturity," Policy Research Working Paper Series, The World Bank, number 1686, Nov.
  4. Dilip Madan & Haluk Unal, 1996, "Pricing the Risks of Default," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 94-16, Oct.

1995

  1. Demirguc-Kunt, Asli & Maksimovic, Vojislav, 1995, "Stock market development and firm financing choices," Policy Research Working Paper Series, The World Bank, number 1461, May.
  2. Haluk Unal, 1995, "Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 95-15, Apr.
  3. Catherine M. Schrand & Haluk Unal, 1995, "Hedging and Coordinated Risk Management: Evidence from Thrift Conversions," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 96-05, Dec.

1994

  1. Demirguc - Kunt, Asli & Maksimovic, Vojislav & DEC, 1994, "Capital structures in developing countries : evidence from ten countries," Policy Research Working Paper Series, The World Bank, number 1320, Jul.

1993

  1. Mark D. Flood, 1993, "Market structure and inefficiency in the foreign exchange market," Working Papers, Federal Reserve Bank of St. Louis, number 1991-001, DOI: 10.20955/wp.1991.001.

1992

  1. Unal, Haluk & Demirguc-Kunt, Asli & Kwok-Wai Leung, 1992, "The Brady Plan, the 1989 Mexican debt reduction agreement, and bank stock returns in the United States and Japan," Policy Research Working Paper Series, The World Bank, number 1012, Nov.

1990

  1. Asli Demirgüč-Kunt & Edward J. Kane & Haluk Unal, 1990, "Capital positions of Japanese banks," Proceedings, Federal Reserve Bank of Chicago, number 293.

1989

  1. Maksimovic, Vojislav & Titman, Sheridan, 1989, "Financial Policy and a Firm's Reputation for Product Quality," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt6x63b7nx, May.

1988

  1. Campbell, J.Y. & Kyle, A.S., 1988, "Smart Money, Noise Trading And Stock Price Behavior," Papers, Princeton, Department of Economics - Financial Research Center, number 95.
  2. Edward J. Kane & Haluk Unal, 1988, "Parameter variability, event studies, and the two-index model," Proceedings, Federal Reserve Bank of Chicago, number 197.
  3. Edward J. Kane & Haluk Unal, 1988, "Change in Market Assessments of Deposit-Institution Riskiness," NBER Working Papers, National Bureau of Economic Research, Inc, number 2530, Mar.
  4. Edward J. Kane & Haluk Unal, 1988, "Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 2693, Aug.

1987

  1. Edward J. Kane & Haluk Unal, 1987, "Off-balance-sheet items and the changing market and interest-rate sensitivity of deposit-institution equity returns," Proceedings, Federal Reserve Bank of Chicago, number 171.

Undated

  1. Levent Güntay & N. R. Prabhala & Haluk Unal, undated, "Callable Bonds and Hedging," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-13.

Journal articles

2026

  1. Peppe, Matthew & Unal, Haluk, 2026, "Do municipalities pay more to issue unrated bonds?," Journal of Financial Stability, Elsevier, volume 82, issue C, DOI: 10.1016/j.jfs.2025.101482.

2025

  1. Jacewitz, Stefan & Pogach, Jonathan & Unal, Haluk & Wu, Chengjun, 2025, "The regulatory dialectic in bank-sponsored money market funds," Journal of Financial Stability, Elsevier, volume 80, issue C, DOI: 10.1016/j.jfs.2025.101454.

2024

  1. Stefano Giglio & Bryan Kelly & Serhiy Kozak, 2024, "Equity Term Structures without Dividend Strips Data," Journal of Finance, American Finance Association, volume 79, issue 6, pages 4143-4196, December, DOI: 10.1111/jofi.13394.
  2. Meghana Ayyagari & Asli Demirgüç-Kunt & Vojislav Maksimovic, 2024, "The Rise of Star Firms: Intangible Capital and Competition," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 3, pages 882-949.

2023

  1. Vojislav Maksimovic & Gordon Phillips & Liu Yang, 2023, "Do IPO Firms Become Myopic?," Review of Finance, European Finance Association, volume 27, issue 3, pages 765-807.

2022

  1. Kozak, Serhiy, 2022, "Dynamics of bond and stock returns," Journal of Monetary Economics, Elsevier, volume 126, issue C, pages 188-209, DOI: 10.1016/j.jmoneco.2021.12.004.
  2. Gerard Hoberg & Vojislav Maksimovic, 2022, "Product Life Cycles in Corporate Finance," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 9, pages 4249-4299.
  3. Stefan Jacewitz & Haluk Unal & Chengjun Wu, 2022, "Shadow Insurance? Money Market Fund Investors and Bank Sponsorship
    [Do global banks spread global imbalances? Asset-backed commercial paper during the financial crisis of 2007–09]    ," The Review of Corporate Finance Studies, Society for Financial Studies, volume 11, issue 2, pages 414-456.

2021

  1. Ayyagari, Meghana & Demirgüç-Kunt, Asli & Maksimovic, Vojislav, 2021, "How common are credit-less recoveries? Firm-level evidence on the role of financial markets in crisis recovery," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.102016.
  2. Meghana Ayyagari & Asli Demirguc-Kunt & Vojislav Maksimovic, 2021, "Are large firms born or made? Evidence from developing countries," Small Business Economics, Springer, volume 57, issue 1, pages 191-219, June, DOI: 10.1007/s11187-019-00303-0.
  3. Grønborg, Niels S. & Lunde, Asger & Timmermann, Allan & Wermers, Russ, 2021, "Picking funds with confidence," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 1-28, DOI: 10.1016/j.jfineco.2020.07.003.

2020

  1. Flood, Mark D. & Kenett, Dror Y. & Lumsdaine, Robin L. & Simon, Jonathan K., 2020, "The Complexity of Bank Holding Companies: A Topological Approach," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105789.
  2. Kozak, Serhiy & Nagel, Stefan & Santosh, Shrihari, 2020, "Shrinking the cross-section," Journal of Financial Economics, Elsevier, volume 135, issue 2, pages 271-292, DOI: 10.1016/j.jfineco.2019.06.008.
  3. Kozak, Serhiy & Santosh, Shrihari, 2020, "Why do discount rates vary?," Journal of Financial Economics, Elsevier, volume 137, issue 3, pages 740-751, DOI: 10.1016/j.jfineco.2020.04.004.
  4. Valentin Haddad & Serhiy Kozak & Shrihari Santosh & Stijn Van Nieuwerburgh, 2020, "Factor Timing," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 5, pages 1980-2018.
  5. Makaew, Tanakorn & Maksimovic, Vojislav, 2020, "Competition and Operating Volatilities around the World," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 2, pages 517-547, March.
  6. Alan Guoming Huang & Hongping Tan & Russ Wermers & Wei Jiang, 2020, "Institutional Trading around Corporate News: Evidence from Textual Analysis," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 10, pages 4627-4675.
  7. Shashwat Alok & Nitin Kumar & Russ Wermers & Harrison Hong, 2020, "Do Fund Managers Misestimate Climatic Disaster Risk," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 3, pages 1146-1183.

2018

  1. Serhiy Kozak & Stefan Nagel & Shrihari Santosh, 2018, "Interpreting Factor Models," Journal of Finance, American Finance Association, volume 73, issue 3, pages 1183-1223, June, DOI: 10.1111/jofi.12612.
  2. Rossi, Alberto G. & Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2018, "Network centrality and delegated investment performance," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 183-206, DOI: 10.1016/j.jfineco.2018.02.003.

2017

  1. Jingnan Chen & Mark D. Flood & Richard B. Sowers, 2017, "Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 10, pages 1491-1507, October, DOI: 10.1080/14697688.2017.1296176.
  2. Meghana Ayyagari & Asli Demirguc-Kunt & Vojislav Maksimovic, 2017, "What Determines Entrepreneurial Outcomes in Emerging Markets? The Role of Initial Conditions," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 7, pages 2478-2522.
  3. Antonio Gargano & Alberto G. Rossi & Russ Wermers, 2017, "The Freedom of Information Act and the Race Toward Information Acquisition," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 6, pages 2179-2228.
  4. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ, 2017, "Seasonal Asset Allocation: Evidence from Mutual Fund Flows," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 1, pages 71-109, February.

2016

  1. Flood, M. D. & Jagadish, H. V. & Raschid, L., 2016, "Big data challenges and opportunities in financial stability monitoring," Financial Stability Review, Banque de France, issue 20, pages 129-142, April.
  2. Flood, Mark D. & Lemieux, Victoria L. & Varga, Margaret & William Wong, B.L., 2016, "The application of visual analytics to financial stability monitoring," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 180-197, DOI: 10.1016/j.jfs.2016.01.006.
  3. Youchang Wu & Russ Wermers & Josef Zechner, 2016, "Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 12, pages 3428-3470.
  4. Lawrence Schmidt & Allan Timmermann & Russ Wermers, 2016, "Runs on Money Market Mutual Funds," American Economic Review, American Economic Association, volume 106, issue 9, pages 2625-2657, September.

2015

  1. Mark D. Flood & George G. Korenko, 2015, "Systematic scenario selection: stress testing and the nature of uncertainty," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 1, pages 43-59, January, DOI: 10.1080/14697688.2014.926018.
  2. Gerard Hoberg & Vojislav Maksimovic, 2015, "Redefining Financial Constraints: A Text-Based Analysis," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 5, pages 1312-1352.
  3. Bennett, Rosalind L. & Güntay, Levent & Unal, Haluk, 2015, "Inside debt, bank default risk, and performance during the crisis," Journal of Financial Intermediation, Elsevier, volume 24, issue 4, pages 487-513, DOI: 10.1016/j.jfi.2014.11.006.
  4. Rosalind L. Bennett & Haluk Unal, 2015, "Understanding the Components of Bank Failure Resolution Costs," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 24, issue 5, pages 349-389, December, DOI: 10.1111/fmii.12031.
  5. Kelsey D. Wei & Russ Wermers & Tong Yao, 2015, "Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds," Management Science, INFORMS, volume 61, issue 10, pages 2394-2414, October, DOI: 10.1287/mnsc.2014.1982.

2014

  1. Falato, Antonio & Kadyrzhanova, Dalida & Lel, Ugur, 2014, "Distracted directors: Does board busyness hurt shareholder value?," Journal of Financial Economics, Elsevier, volume 113, issue 3, pages 404-426, DOI: 10.1016/j.jfineco.2014.05.005.
  2. Ayyagari, Meghana & Demirgüç-Kunt, Asli & Maksimovic, Vojislav, 2014, "Bribe Payments and Innovation in Developing Countries: Are Innovating Firms Disproportionately Affected?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 1, pages 51-75, February.
  3. Meghana Ayyagari & Asli Demirguc-Kunt & Vojislav Maksimovic, 2014, "Who creates jobs in developing countries?," Small Business Economics, Springer, volume 43, issue 1, pages 75-99, June, DOI: 10.1007/s11187-014-9549-5.
  4. Bennett, Rosalind L. & Unal, Haluk, 2014, "The effects of resolution methods and industry stress on the loss on assets from bank failures," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 18-31, DOI: 10.1016/j.jfs.2014.06.007.
  5. Haluk Unal, 2014, "Editorial," Journal of Financial Services Research, Springer;Western Finance Association, volume 45, issue 1, pages 1-3, February, DOI: 10.1007/s10693-014-0191-9.
  6. Hunter, David & Kandel, Eugene & Kandel, Shmuel & Wermers, Russ, 2014, "Mutual fund performance evaluation with active peer benchmarks," Journal of Financial Economics, Elsevier, volume 112, issue 1, pages 1-29, DOI: 10.1016/j.jfineco.2013.12.006.
  7. Susan E.K. Christoffersen & David K. Musto & Russ Wermers, 2014, "Investor Flows to Asset Managers: Causes and Consequences," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 289-310, December.
  8. Nerissa C. Brown & Kelsey D. Wei & Russ Wermers, 2014, "Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices," Management Science, INFORMS, volume 60, issue 1, pages 1-20, January, DOI: 10.1287/mnsc.2013.1751.

2013

  1. Bookstaber, Rick & Cetina, Jill & Feldberg, Greg & Flood, Mark & Glasserman, Paul, 2013, "Stress tests to promote financial stability: Assessing progress and looking to the future," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 7, issue 1, pages 16-25, December.
  2. Vojislav Maksimovic & Gordon M. Phillips, 2013, "Conglomerate Firms, Internal Capital Markets, and the Theory of the Firm," Annual Review of Financial Economics, Annual Reviews, volume 5, issue 1, pages 225-244, November.
  3. Vojislav Maksimovic & Gordon Phillips & Liu Yang, 2013, "Private and Public Merger Waves," Journal of Finance, American Finance Association, volume 68, issue 5, pages 2177-2217, October.
  4. Meghana Ayyagari & Asli Demirgüç-Kunt & Vojislav Maksimovic, 2013, "What Determines Protection of Property Rights? An Analysis of Direct and Indirect Effects," Journal of Financial Econometrics, Oxford University Press, volume 11, issue 4, pages 610-649, September.
  5. David Blake & Alberto G. Rossi & Allan Timmermann & Ian Tonks & Russ Wermers, 2013, "Decentralized Investment Management: Evidence from the Pension Fund Industry," Journal of Finance, American Finance Association, volume 68, issue 3, pages 1133-1178, June.
  6. Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ, 2013, "The cross section of conditional mutual fund performance in European stock markets," Journal of Financial Economics, Elsevier, volume 108, issue 3, pages 699-726, DOI: 10.1016/j.jfineco.2013.01.008.

2012

  1. Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012, "A Survey of Systemic Risk Analytics," Annual Review of Financial Economics, Annual Reviews, volume 4, issue 1, pages 255-296, October.
  2. Paul Kupiec & Haluk Unal, 2012, "Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference," Journal of Financial Services Research, Springer;Western Finance Association, volume 42, issue 1, pages 1-3, October, DOI: 10.1007/s10693-012-0143-1.
  3. Russ Wermers & Tong Yao & Jane Zhao, 2012, "Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 12, pages 3490-3529.

2011

  1. Dalida Kadyrzhanova & Matthew Rhodes‐Kropf, 2011, "Concentrating on Governance," Journal of Finance, American Finance Association, volume 66, issue 5, pages 1649-1685, October, DOI: j.1540-6261.2011.01684.x.
  2. Ayyagari, Meghana & Demirgüç-Kunt, Asli & Maksimovic, Vojislav, 2011, "Firm Innovation in Emerging Markets: The Role of Finance, Governance, and Competition," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 6, pages 1545-1580, December.
  3. Maksimovic, Vojislav & Phillips, Gordon & Prabhala, N.R., 2011, "Post-merger restructuring and the boundaries of the firm," Journal of Financial Economics, Elsevier, volume 102, issue 2, pages 317-343, DOI: 10.1016/j.jfineco.2011.05.013.
  4. Kristina Minnick & Haluk Unal & Liu Yang, 2011, "Pay for Performance? CEO Compensation and Acquirer Returns in BHCs," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 2, pages 439-472.
  5. Russ Wermers, 2011, "Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 537-574, December.
  6. Russ Wermers, 2011, "Investments and Portfolio Performance, by Edwin J. Elton and Martin J. Gruber," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 9, pages 1297-1298, September, DOI: 10.1080/14697688.2011.613212.

2010

  1. Michael Faulkender & Dalida Kadyrzhanova & N. Prabhala & Lemma Senbet, 2010, "Executive Compensation: An Overview of Research on Corporate Practices and Proposed Reforms," Journal of Applied Corporate Finance, Morgan Stanley, volume 22, issue 1, pages 107-118, January, DOI: 10.1111/j.1745-6622.2010.00266.x.
  2. Meghana Ayyagari & Asli Demirgüç-Kunt & Vojislav Maksimovic, 2010, "Formal versus Informal Finance: Evidence from China," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 8, pages 3048-3097, August.
  3. Laurent Barras & Olivier Scaillet & Russ Wermers, 2010, "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Journal of Finance, American Finance Association, volume 65, issue 1, pages 179-216, February, DOI: 10.1111/j.1540-6261.2009.01527.x.

2009

  1. Mark Flood, 2009, "Embracing change: financial informatics and risk analytics," Quantitative Finance, Taylor & Francis Journals, volume 9, issue 3, pages 243-256, DOI: 10.1080/14697680802366037.

2008

  1. Ethan Cohen‐Cole & Giulio Zanella, 2008, "Unpacking Social Interactions," Economic Inquiry, Western Economic Association International, volume 46, issue 1, pages 19-24, January, DOI: 10.1111/j.1465-7295.2007.00075.x.
  2. Cohen-Cole, Ethan & Fletcher, Jason M., 2008, "Is obesity contagious? Social networks vs. environmental factors in the obesity epidemic," Journal of Health Economics, Elsevier, volume 27, issue 5, pages 1382-1387, September.
  3. Albert S. Kyle & S. Viswanathan, 2008, "How to Define Illegal Price Manipulation," American Economic Review, American Economic Association, volume 98, issue 2, pages 274-279, May, DOI: 10.1257/aer.98.2.274.
  4. Vojislav Maksimovic & Gordon Phillips, 2008, "The Industry Life Cycle, Acquisitions and Investment: Does Firm Organization Matter?," Journal of Finance, American Finance Association, volume 63, issue 2, pages 673-708, April, DOI: 10.1111/j.1540-6261.2008.01328.x.
  5. Beck, Thorsten & Demirgüç-Kunt, Asli & Maksimovic, Vojislav, 2008, "Financing patterns around the world: Are small firms different?," Journal of Financial Economics, Elsevier, volume 89, issue 3, pages 467-487, September.
  6. Meghana Ayyagari & Asli Demirgüc-Kunt & Vojislav Maksimovic, 2008, "How Well Do Institutional Theories Explain Firms' Perceptions of Property Rights?," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 4, pages 1833-1871, July.
  7. Meghana Ayyagari & Asli Demirgüç-Kunt & Vojislav Maksimovic, 2008, "How Important Are Financing Constraints? The Role of Finance in the Business Environment," The World Bank Economic Review, World Bank, volume 22, issue 3, pages 483-516, November.
  8. Haluk Ünal, 2008, "Editorial," Journal of Financial Services Research, Springer;Western Finance Association, volume 33, issue 1, pages 1-3, February, DOI: 10.1007/s10693-007-0024-1.
  9. Douglas Evanoff & Haluk Unal, 2008, "Introduction to the Special Issue: The Bank Structure Conference through the years," Journal of Financial Services Research, Springer;Western Finance Association, volume 34, issue 2, pages 93-97, December, DOI: 10.1007/s10693-008-0045-4.
  10. Wenying Jiangli & Haluk Unal & Chiwon Yom, 2008, "Relationship Lending, Accounting Disclosure, and Credit Availability during the Asian Financial Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 1, pages 25-55, February.
  11. Dilip B. Madan & Haluk Ünal, 2008, "Pricing Reinsurance Contracts on FDIC Losses," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 17, issue 3, pages 225-247, August, DOI: 10.1111/j.1468-0416.2008.00140.x.

2006

  1. Cohen-Cole, Ethan, 2006, "Multiple groups identification in the linear-in-means model," Economics Letters, Elsevier, volume 92, issue 2, pages 157-162, August.
  2. Ethan Cohen-Cole, 2006, "Housing quality, neurotoxins and human capital acquisition," Applied Economics Letters, Taylor & Francis Journals, volume 13, issue 12, pages 753-758, DOI: 10.1080/13504850500407566.
  3. Kyle, Albert S. & Ou-Yang, Hui & Xiong, Wei, 2006, "Prospect theory and liquidation decisions," Journal of Economic Theory, Elsevier, volume 129, issue 1, pages 273-288, July.
  4. Demirguc-Kunt, Asli & Love, Inessa & Maksimovic, Vojislav, 2006, "Business environment and the incorporation decision," Journal of Banking & Finance, Elsevier, volume 30, issue 11, pages 2967-2993, November.
  5. Beck, Thorsten & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2006, "The influence of financial and legal institutions on firm size," Journal of Banking & Finance, Elsevier, volume 30, issue 11, pages 2995-3015, November.
  6. Beck, Thorsten & Demirguc-Kunt, Asli & Laeven, Luc & Maksimovic, Vojislav, 2006, "The determinants of financing obstacles," Journal of International Money and Finance, Elsevier, volume 25, issue 6, pages 932-952, October.
  7. Vojislav Maksimovic & Pegaret Pichler, 2006, "Structuring the Initial Offering: Who to Sell To and How to Do It," Review of Finance, European Finance Association, volume 10, issue 3, pages 353-387, September, DOI: 10.1007/s10679-006-9000-0.
  8. Wermers, Russ, 2006, "Performance evaluation with portfolio holdings information," The North American Journal of Economics and Finance, Elsevier, volume 17, issue 2, pages 207-230, August.
  9. Avramov, Doron & Wermers, Russ, 2006, "Investing in mutual funds when returns are predictable," Journal of Financial Economics, Elsevier, volume 81, issue 2, pages 339-377, August.
  10. Robert Kosowski & Allan Timmermann & Russ Wermers & Hal White, 2006, "Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis," Journal of Finance, American Finance Association, volume 61, issue 6, pages 2551-2595, December, DOI: 10.1111/j.1540-6261.2006.01015.x.

2005

  1. Thorsten Beck & Asli Demirgüç‐Kunt & Vojislav Maksimovic, 2005, "Financial and Legal Constraints to Growth: Does Firm Size Matter?," Journal of Finance, American Finance Association, volume 60, issue 1, pages 137-177, February, DOI: 10.1111/j.1540-6261.2005.00727.x.

2004

  1. Thorsten Beck & Asli Demirgüč-Kunt & Vojislav Maksimovic, 2004, "Bank competition and access to finance: international evidence," Proceedings, Federal Reserve Bank of Cleveland, pages 627-654.
  2. Penas, Maria Fabiana & Unal, Haluk, 2004, "Gains in bank mergers: Evidence from the bond markets," Journal of Financial Economics, Elsevier, volume 74, issue 1, pages 149-179, October.

2003

  1. Unal, Haluk & Madan, Dilip & Guntay, Levent, 2003, "Pricing the risk of recovery in default with absolute priority rule violation," Journal of Banking & Finance, Elsevier, volume 27, issue 6, pages 1001-1025, June.

2002

  1. Vojislav Maksimovic & Gordon Phillips, 2002, "Do Conglomerate Firms Allocate Resources Inefficiently Across Industries? Theory and Evidence," Journal of Finance, American Finance Association, volume 57, issue 2, pages 721-767, April, DOI: 10.1111/1540-6261.00440.
  2. Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2002, "Funding growth in bank-based and market-based financial systems: evidence from firm-level data," Journal of Financial Economics, Elsevier, volume 65, issue 3, pages 337-363, September.

2001

  1. Laurence Booth & Varouj Aivazian & Asli Demirguc‐Kunt & Vojislav Maksimovic, 2001, "Capital Structures in Developing Countries," Journal of Finance, American Finance Association, volume 56, issue 1, pages 87-130, February, DOI: 10.1111/0022-1082.00320.
  2. Vojislav Maksimovic & Gordon Phillips, 2001, "The Market for Corporate Assets: Who Engages in Mergers and Asset Sales and Are There Efficiency Gains?," Journal of Finance, American Finance Association, volume 56, issue 6, pages 2019-2065, December, DOI: 10.1111/0022-1082.00398.
  3. Maksimovic, Vojislav & Pichler, Pegaret, 2001, "Technological Innovation and Initial Public Offerings," The Review of Financial Studies, Society for Financial Studies, volume 14, issue 2, pages 459-494.

2000

  1. Madan, Dilip & Unal, Haluk, 2000, "A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 35, issue 1, pages 43-65, March.
  2. Chen, Hsiu-Lang & Jegadeesh, Narasimhan & Wermers, Russ, 2000, "The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 35, issue 3, pages 343-368, September.
  3. Russ Wermers, 2000, "Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses," Journal of Finance, American Finance Association, volume 55, issue 4, pages 1655-1695, August, DOI: 10.1111/0022-1082.00263.

1999

  1. Flood, Mark D, et al, 1999, "Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets," The Review of Financial Studies, Society for Financial Studies, volume 12, issue 1, pages 37-59.
  2. Demirguc-Kunt, Asli & Maksimovic, Vojislav, 1999, "Institutions, financial markets, and firm debt maturity," Journal of Financial Economics, Elsevier, volume 54, issue 3, pages 295-336, December.
  3. Vojislav Maksimovic & Alex Stomper & Josef Zechner, 1999, "Capital Structure, Information Acquisition and Investment Decisions in an Industry Framework," Review of Finance, European Finance Association, volume 2, issue 3, pages 251-271.
  4. Haluk Unal & Miguel Navarro, 1999, "POLICY PAPER: The Technical Process of Bank Privatization in Mexico," Journal of Financial Services Research, Springer;Western Finance Association, volume 16, issue 1, pages 61-83, September, DOI: 10.1023/A:1008162832710.
  5. Russ Wermers, 1999, "Mutual Fund Herding and the Impact on Stock Prices," Journal of Finance, American Finance Association, volume 54, issue 2, pages 581-622, April, DOI: 10.1111/0022-1082.00118.

1998

  1. El-Mekkaoui, Mazen & Flood, Mark D., 1998, "Put-call parity revisited: intradaily tests in the foreign currency options market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 8, issue 3-4, pages 357-376, December.
  2. Cadsby, Charles Bram & Frank, Murray & Maksimovic, Vojislav, 1998, "Equilibrium Dominance in Experimental Financial Markets," The Review of Financial Studies, Society for Financial Studies, volume 11, issue 1, pages 189-232.

1997

  1. Kyle, Albert S & Wang, F Albert, 1997, "Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test?," Journal of Finance, American Finance Association, volume 52, issue 5, pages 2073-2090, December.
  2. Haluk Unal, 1997, "Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process," Journal of Financial Services Research, Springer;Western Finance Association, volume 11, issue 3, pages 239-254, June, DOI: 10.1023/A:1007942725098.

1996

  1. Demirguc-Kunt, Ash & Maksimovic, Vojislav, 1996, "Stock Market Development and Financing Choices of Firms," The World Bank Economic Review, World Bank, volume 10, issue 2, pages 341-369, May.

1995

  1. Grinblatt, Mark & Titman, Sheridan & Wermers, Russ, 1995, "Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior," American Economic Review, American Economic Association, volume 85, issue 5, pages 1088-1105, December.

1994

  1. Flood, Mark D., 1994, "Market structure and inefficiency in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 13, issue 2, pages 131-158, April.

1993

  1. Maksimovic, Vojislav & Unal, Haluk, 1993, "Issue Size Choice and "Underpricing" in Thrift Mutual-to-Stock Conversions," Journal of Finance, American Finance Association, volume 48, issue 5, pages 1659-1692, December.
  2. Unal, Haluk & Demirguc-Kunt, Asli & Leung, Kwok-Wai, 1993, "The Brady Plan, 1989 Mexican Debt-Reduction Agreement, and Bank Stock Returns in United States and Japan," Journal of Money, Credit and Banking, Blackwell Publishing, volume 25, issue 3, pages 410-429, August.

1992

  1. Mark D. Flood, 1992, "The great deposit insurance debate," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 51-77.
  2. Mark D. Flood, 1992, "Two faces of financial innovation," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 3-17.

1991

  1. Mark D. Flood, 1991, "An introduction to complete markets," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 32-57.
  2. Mark D. Flood, 1991, "Microstructure theory and the foreign exchange market," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 52-70.
  3. Albert S. Kyle & Jean-Luc Vila, 1991, "Noise Trading and Takeovers," RAND Journal of Economics, The RAND Corporation, volume 22, issue 1, pages 54-71, Spring.
  4. Maksimovic, Vojislav & Zechner, Josef, 1991, "Debt, Agency Costs, and Industry Equilibrium," Journal of Finance, American Finance Association, volume 46, issue 5, pages 1619-1643, December.
  5. Maksimovic, Vojislav & Titman, Sheridan, 1991, "Financial Policy and Reputation for Product Quality," The Review of Financial Studies, Society for Financial Studies, volume 4, issue 1, pages 175-200.

1990

  1. Mark D. Flood, 1990, "On the use of option pricing models to analyze deposit insurance," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 19-35.
  2. Kim, Moshe & Maksimovic, Vojislav, 1990, "Debt and Input Misallocation," Journal of Finance, American Finance Association, volume 45, issue 3, pages 795-816, July.
  3. Maksimovic, Vojislav, 1990, "Product Market Imperfections and Loan Commitments," Journal of Finance, American Finance Association, volume 45, issue 5, pages 1641-1653, December.
  4. Kim, Moshe & Maksimovic, Vojislav, 1990, "Technology, debt and the exploitation of growth options," Journal of Banking & Finance, Elsevier, volume 14, issue 6, pages 1113-1131, December.
  5. Cadsby, Charles B & Frank, Murray & Maksimovic, Vojislav, 1990, "Pooling, Separating, and Semiseparating Equilibria in Financial Markets: Some Experimental Evidence," The Review of Financial Studies, Society for Financial Studies, volume 3, issue 3, pages 315-342.
  6. Eckbo, B Espen & Maksimovic, Vojislav & Williams, Joseph, 1990, "Consistent Estimation of Cross-Sectional Models in Event Studies," The Review of Financial Studies, Society for Financial Studies, volume 3, issue 3, pages 343-365.
  7. Kane, Edward J & Unal, Haluk, 1990, "Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms," Journal of Finance, American Finance Association, volume 45, issue 1, pages 113-136, March.

1989

  1. Hartley, Peter R & Kyle, Albert S, 1989, "Equilibrium Investment in an Industry with Moderate Investment Economies of Scale," Economic Journal, Royal Economic Society, volume 99, issue 396, pages 392-407, June.
  2. Unal, Haluk, 1989, "Impact of Deposit-Rate Ceiling Changes on Bank Stock Returns," Journal of Money, Credit and Banking, Blackwell Publishing, volume 21, issue 2, pages 206-220, May.

1988

  1. Vojislav Maksimovic, 1988, "Capital Structure in Repeated Oligopolies," RAND Journal of Economics, The RAND Corporation, volume 19, issue 3, pages 389-407, Autumn.
  2. Sanders, Anthony B. & Unal, Haluk, 1988, "On the Intertemporal Behavior of the Short-Term Rate of Interest," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 23, issue 4, pages 417-423, December.

1985

  1. Dixit, Avinash K & Kyle, Albert S, 1985, "The Use of Protection and Subsidies for Entry Promotion and Deterrence," American Economic Review, American Economic Association, volume 75, issue 1, pages 139-152, March.
  2. Kyle, Albert S, 1985, "The Pricing of Oil and Gas: Some Further Results: Discussion," Journal of Finance, American Finance Association, volume 40, issue 3, pages 1018-1020, July.
  3. Kyle, Albert S, 1985, "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, volume 53, issue 6, pages 1315-1335, November.

1973

  1. Poole, William & Kornblith, Elinda B F, 1973, "The Friedman-Meiselman CMC Paper: New Evidence on an Old Controversy," American Economic Review, American Economic Association, volume 63, issue 5, pages 908-917, December.

Books

2014

  1. Brose,Margarita S. & Flood,Mark D. & Krishna,Dilip & Nichols,Bill (ed.), 2014, "Handbook of Financial Data and Risk Information I," Cambridge Books, Cambridge University Press, number 9781107012011.
  2. Brose,Margarita S. & Flood,Mark D. & Krishna,Dilip & Nichols,Bill (ed.), 2014, "Handbook of Financial Data and Risk Information II," Cambridge Books, Cambridge University Press, number 9781107012028.

2012

  1. Fischer, Bernd R. & Wermers, Russ, 2012, "Performance Evaluation and Attribution of Security Portfolios," Elsevier Monographs, Elsevier, number 9780127444833, edition 1, ISBN: ARRAY(0x7d31d4c8).

Chapters

2013

  1. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2013, "Financing in Developing Countries," Handbook of the Economics of Finance, Elsevier, chapter 0, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance", DOI: 10.1016/B978-0-44-453594-8.00010-0.

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