Publications
by alumni of
Department of Finance
School of Business
University of Connecticut
Storrs, Connecticut (United States)
These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |
Working papers
2021
- Erasmo Giambona & Anil Kumar & Gordon M. Phillips, 2021. "Hedging and Competition," NBER Working Papers 29207, National Bureau of Economic Research, Inc.
2020
- Erasmo Giambona & Rafael Matta & José-Luis Peydró & Ye Wang, 2020.
"Quantitative Easing, Investment, and Safe Assets: The Corporate-Bond Lending Channel,"
Working Papers
1179, Barcelona School of Economics.
- Erasmo Giambona & Rafael Matta & José-Luis Peydró & Ye Wang, 2020. "Quantitative easing, investment, and safe assets: the corporate-bond lending channel," Economics Working Papers 1722, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2020.
- Giambona, Erasmo & Matta, Rafael & Peydró, José-Luis & Wang, Ye, 2020. "Quantitative Easing, Investment, and Safe Assets: The Corporate-Bond Lending Channel," EconStor Preprints 217049, ZBW - Leibniz Information Centre for Economics, revised 2020.
2012
- Murillo Campello & Erasmo Giambona, 2012.
"Real Assets and Capital Structure,"
NBER Working Papers
18147, National Bureau of Economic Research, Inc.
- Campello, Murillo & Giambona, Erasmo, 2013. "Real Assets and Capital Structure," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(5), pages 1333-1370, October.
2011
- Murillo Campello & Erasmo Giambona, 2011. "Capital Structure and the Redeployability of Tangible Assets," Tinbergen Institute Discussion Papers 11-091/2/DSF24, Tinbergen Institute.
2010
- Murillo Campello & Erasmo Giambona & John R. Graham & Campbell R. Harvey, 2010.
"Liquidity Management and Corporate Investment During a Financial Crisis,"
NBER Working Papers
16309, National Bureau of Economic Research, Inc.
- Murillo Campello & Erasmo Giambona & John R. Graham & Campbell R. Harvey, 2011. "Liquidity Management and Corporate Investment During a Financial Crisis," The Review of Financial Studies, Society for Financial Studies, vol. 24(6), pages 1944-1979.
2007
- Erasmo Giambona, 2007. "Property Segment Equilibrium Forces and REIT Capital Structure," ERES eres2007_367, European Real Estate Society (ERES).
2006
- Erasmo Giambona & John Harding & CF Sirmans, 2006.
"Explaining The Variation In Reit Capital Structure: The Role Of Asset Liquidation Value,"
ERES
eres2006_203, European Real Estate Society (ERES).
- Erasmo Giambona & John P. Harding & C.F. Sirmans, 2008. "Explaining the Variation in REIT Capital Structure: The Role of Asset Liquidation Value," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 36(1), pages 111-137, March.
Journal articles
2024
- Mishra, Dev R, 2024. "Risk-taking incentives and risk-talking outcomes," Journal of Banking & Finance, Elsevier, vol. 160(C).
2023
- Karca D. Aral & Erasmo Giambona & Luk N. Van Wassenhove, 2023. "Managerial flexibility, capacity investment, and inventory levels," Production and Operations Management, Production and Operations Management Society, vol. 32(12), pages 3890-3907, December.
- Erasmo Giambona & Rafael P. Ribas, 2023. "The external cost of prostitution: Evidence from shutting down red light districts in the Netherlands," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(3), pages 630-654, May.
- Erasmo Giambona & Rafael P. Ribas, 2023. "Unveiling the Price of Obscenity: Evidence From Closing Prostitution Windows in Amsterdam," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 42(3), pages 677-705, June.
- Dev R. Mishra, 2023. "Firm‐level political risk and implied cost of equity capital," International Review of Finance, International Review of Finance Ltd., vol. 23(3), pages 615-644, September.
- Boubakri, Narjess & Cosset, Jean-Claude & Mishra, Dev & Somé, Hyacinthe Y., 2023. "The value of risk-taking in mergers: Role of ownership and country legal institutions," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 427-444.
- Hegde, Shantaram P. & Mishra, Dev R., 2023. "Patented knowledge capital and implied equity risk premium," Journal of Banking & Finance, Elsevier, vol. 148(C).
2022
- Giambona, Erasmo & Lopez-de-Silanes, Florencio & Matta, Rafael, 2022. "Stiffing the creditor: Asset verifiability and bankruptcy," Journal of Financial Intermediation, Elsevier, vol. 52(C).
- Karca D. Aral & Erasmo Giambona & Ye Wang, 2022. "Buyer’s Bankruptcy Risk, Sourcing Strategy, and Firm Value: Evidence from the Supplier Protection Act," Management Science, INFORMS, vol. 68(11), pages 7940-7957, November.
2021
- Giambona, Erasmo & Golec, Joseph & Lopez-de-Silanes, Florencio, 2021. "Do Firms Purposefully Change Capital Structure? Evidence from an Investment-Opportunity Shock to Drug Firms," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 56(3), pages 915-944, May.
- Carmelo Giaccotto & Erasmo Giambona & Yanhui Zhao, 2021. "Short-Term and Long-Term Discount Rates For Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 63(3), pages 493-524, October.
- Dev R. Mishra, 2021. "Charitable inclination and the chief executive officer's pay package," The Financial Review, Eastern Finance Association, vol. 56(1), pages 85-108, February.
- Mamun, Abdullah & Mishra, Dev & Zhan, Lei, 2021. "The value of intangible capital transfer in mergers," Journal of Economics and Business, Elsevier, vol. 117(C).
2020
- Erasmo Giambona & Ye Wang & Philip Strahan, 2020. "Derivatives Supply and Corporate Hedging: Evidence from the Safe Harbor Reform of 2005," The Review of Financial Studies, Society for Financial Studies, vol. 33(11), pages 5015-5050.
2019
- Gordon M. Bodnar & Erasmo Giambona & John R. Graham & Campbell R. Harvey, 2019. "A View Inside Corporate Risk Management," Management Science, INFORMS, vol. 65(11), pages 5001-5026, November.
- Hegde, Shantaram P. & Mishra, Dev R., 2019. "Married CEOs and corporate social responsibility," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 226-246.
- Mishra, Dev R. & O’Brien, Thomas J., 2019. "Fama-French, CAPM, and implied cost of equity," Journal of Economics and Business, Elsevier, vol. 101(C), pages 73-85.
2018
- Erasmo Giambona & John R. Graham & Campbell R. Harvey & Gordon M. Bodnar, 2018. "The Theory and Practice of Corporate Risk Management: Evidence from the Field," Financial Management, Financial Management Association International, vol. 47(4), pages 783-832, December.
- Erasmo Giambona & Antonio S. Mello & Timothy J. Riddiough, 2018. "Real Assets, Collateral and the Limits of Debt Capacity," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 46(4), pages 836-886, December.
- Raj Aggarwal & Dev Mishra & Craig Wilson, 2018. "Analyst recommendations and the implied cost of equity," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 717-743, April.
2017
- Erasmo Giambona & John R Graham & Campbell R Harvey, 2017. "The management of political risk," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 48(4), pages 523-533, May.
- Hegde, Shantaram P. & Mishra, Dev R., 2017. "Strategic risk-taking and value creation: Evidence from the market for corporate control," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 212-234.
- Dev R. Mishra, 2017. "Post-innovation CSR Performance and Firm Value," Journal of Business Ethics, Springer, vol. 140(2), pages 285-306, January.
2014
- Erasmo Giambona & Joseph Golec & Armin Schwienbacher, 2014. "Debt Capacity of Real Estate Collateral," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(3), pages 578-605, September.
- Mishra, Dev R., 2014. "The dark side of CEO ability: CEO general managerial skills and cost of equity capital," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 390-409.
2013
- Campello, Murillo & Giambona, Erasmo, 2013.
"Real Assets and Capital Structure,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(5), pages 1333-1370, October.
- Murillo Campello & Erasmo Giambona, 2012. "Real Assets and Capital Structure," NBER Working Papers 18147, National Bureau of Economic Research, Inc.
- James Brau & J. Carpenter & Mauricio Rodriguez & C. Sirmans, 2013. "REIT Going Private Decisions," The Journal of Real Estate Finance and Economics, Springer, vol. 46(1), pages 24-43, January.
2012
- Asli Ascioglu & Shantaram Hegde & Gopal Krishnan & John McDermott, 2012. "Earnings management and market liquidity," Review of Quantitative Finance and Accounting, Springer, vol. 38(2), pages 257-274, February.
- Abdullah Mamun & Dev Mishra, 2012. "Industry Merger Intensity and Cost of Capital," International Review of Finance, International Review of Finance Ltd., vol. 12(4), pages 469-490, December.
- Boubakri, Narjess & Guedhami, Omrane & Mishra, Dev & Saffar, Walid, 2012. "Political connections and the cost of equity capital," Journal of Corporate Finance, Elsevier, vol. 18(3), pages 541-559.
2011
- Chinmoy Ghosh & Erasmo Giambona & John Harding & C. Sirmans, 2011. "How Entrenchment, Incentives and Governance Influence REIT Capital Structure," The Journal of Real Estate Finance and Economics, Springer, vol. 43(1), pages 39-72, July.
- Mine Ertugrul & Erasmo Giambona, 2011. "Property Segment and REIT Capital Structure," The Journal of Real Estate Finance and Economics, Springer, vol. 43(4), pages 505-526, November.
- Murillo Campello & Erasmo Giambona & John R. Graham & Campbell R. Harvey, 2011. "Access to Liquidity and Corporate Investment in Europe during the Financial Crisis," Review of Finance, European Finance Association, vol. 16(2), pages 323-346.
- Murillo Campello & Erasmo Giambona & John R. Graham & Campbell R. Harvey, 2011.
"Liquidity Management and Corporate Investment During a Financial Crisis,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(6), pages 1944-1979.
- Murillo Campello & Erasmo Giambona & John R. Graham & Campbell R. Harvey, 2010. "Liquidity Management and Corporate Investment During a Financial Crisis," NBER Working Papers 16309, National Bureau of Economic Research, Inc.
- El Ghoul, Sadok & Guedhami, Omrane & Kwok, Chuck C.Y. & Mishra, Dev R., 2011. "Does corporate social responsibility affect the cost of capital?," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2388-2406, September.
- Srdan Komlenovic & Abdullah Mamun & Dev Mishra, 2011. "Business cycle and aggregate industry mergers," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(3), pages 239-259, July.
2010
- Chinmoy Ghosh & Erasmo Giambona & John P. Harding & Özcan Sezer & C.F. Sirmans, 2010. "The Role of Managerial Stock Option Programs in Governance: Evidence from REIT Stock Repurchases," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 38(1), pages 31-55, March.
- Giambona, Erasmo & Golec, Joseph, 2010. "Strategic trading in the wrong direction by a large institutional insider," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 1-22, January.
- Mishra, Dev & Tannous, George, 2010. "Securities laws in the host countries and the capital structure of US multinationals," International Review of Economics & Finance, Elsevier, vol. 19(3), pages 483-500, June.
- Narjess Boubakri & Omrane Guedhami & Dev Mishra, 2010. "Family control and the implied cost of equity: Evidence before and after the Asian financial crisis," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 41(3), pages 451-474, April.
2009
- Giambona, Erasmo & Golec, Joseph, 2009. "Mutual fund volatility timing and management fees," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 589-599, April.
- Robert Campbell & Erasmo Giambona & C. Sirmans, 2009. "The Long-Horizon Performance of REIT Mergers," The Journal of Real Estate Finance and Economics, Springer, vol. 38(2), pages 105-114, February.
- Richard Buttimer & Erasmo Giambona & Kanak Patel, 2009. "Amsterdam-Cambridge-UNC Charlotte Symposium 2008 Real Estate Portfolio & Risk Management," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 225-228, October.
- Omrane Guedhami & Dev Mishra, 2009. "Excess Control, Corporate Governance and Implied Cost of Equity: International Evidence," The Financial Review, Eastern Finance Association, vol. 44(4), pages 489-524, November.
- Barry, Christopher B. & Mann, Steven C. & Mihov, Vassil & Rodríguez, Mauricio, 2009. "Interest rate changes and the timing of debt issues," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 600-608, April.
2008
- Erasmo Giambona & John P. Harding & C.F. Sirmans, 2008.
"Explaining the Variation in REIT Capital Structure: The Role of Asset Liquidation Value,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 36(1), pages 111-137, March.
- Erasmo Giambona & John Harding & CF Sirmans, 2006. "Explaining The Variation In Reit Capital Structure: The Role Of Asset Liquidation Value," ERES eres2006_203, European Real Estate Society (ERES).
- Ascioglu, Asli & Hegde, Shantaram P. & McDermott, John B., 2008. "Information asymmetry and investment-cash flow sensitivity," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1036-1048, June.
- Attig, Najah & Guedhami, Omrane & Mishra, Dev, 2008. "Multiple large shareholders, control contests, and implied cost of equity," Journal of Corporate Finance, Elsevier, vol. 14(5), pages 721-737, December.
- Christopher B. Barry & Steven C. Mann & Vassil T. Mihov & Mauricio Rodríguez, 2008. "Corporate Debt Issuance and the Historical Level of Interest Rates," Financial Management, Financial Management Association International, vol. 37(3), pages 413-430, September.
2006
- Erasmo Giambona & Joseph Golec & Carmelo Giaccotto, 2006. "The Conditional Performance of REIT Stock Repurchases," The Journal of Real Estate Finance and Economics, Springer, vol. 32(2), pages 129-149, March.
2005
- Ascioglu, Asli & Hegde, Shantaram P. & McDermott, John B., 2005. "Auditor compensation, disclosure quality, and market liquidity: Evidence from the stock market," Journal of Accounting and Public Policy, Elsevier, vol. 24(4), pages 325-354.
- Mishra, Dev R. & O'Brien, Thomas J., 2005. "Risk and ex ante cost of equity estimates of emerging market firms," Emerging Markets Review, Elsevier, vol. 6(2), pages 107-120, June.
2004
- Hegde, Shantaram P. & McDermott, John B., 2004. "The market liquidity of DIAMONDS, Q's, and their underlying stocks," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 1043-1067, May.
- Barry, Christopher B. & Rodriguez, Mauricio, 2004. "Risk and return characteristics of property indices in emerging markets," Emerging Markets Review, Elsevier, vol. 5(2), pages 131-159, June.
- Bradford Case & John Clapp & Robin Dubin & Mauricio Rodriguez, 2004. "Modeling Spatial and Temporal House Price Patterns: A Comparison of Four Models," The Journal of Real Estate Finance and Economics, Springer, vol. 29(2), pages 167-191, September.
2003
- Robert S. Harris & Felicia C. Marston & Dev R. Mishra & Thomas J. O’Brien, 2003. "Ex Ante Cost of Equity Estimates of S&P 500 Firms: The Choice Between Global and Domestic CAPM," Financial Management, Financial Management Association, vol. 32(3), Fall.
2002
- Barry, Christopher B. & Goldreyer, Elizabeth & Lockwood, Larry & Rodriguez, Mauricio, 2002. "Robustness of size and value effects in emerging equity markets, 1985-2000," Emerging Markets Review, Elsevier, vol. 3(1), pages 1-30, March.
2001
- Mishra, Dev R & O'Brien, Thomas J, 2001. "A Comparison of Cost of Equity Estimates of Local and Global CAPMs," The Financial Review, Eastern Finance Association, vol. 36(4), pages 27-47, November.
- Clapp, John M & Rodriguez, Mauricio & Pace, R Kelley, 2001. "Residential Land Values and the Decentralization of Jobs," The Journal of Real Estate Finance and Economics, Springer, vol. 22(1), pages 43-61, January.
2000
- Dombrow, Jonathan & Rodriguez, Mauricio & Sirmans, C F, 2000. "A Complete Nonparametric Event Study Approach," Review of Quantitative Finance and Accounting, Springer, vol. 14(4), pages 361-380, June.
1999
- Chris Manning & Mauricio Rodriguez & Chinmoy Ghosh, 1999. "Devising a Corporate Facility Location Strategy to Maximize Shareholder Wealth," Journal of Real Estate Research, American Real Estate Society, vol. 17(3), pages 321-340.
- Clapp, John M & Rodriguez, Mauricio, 1999. "Erratum: Spatiotemporal Autoregressive Models of Neighborhood Effects," The Journal of Real Estate Finance and Economics, Springer, vol. 19(1), pages 1-85, July.
1998
- John Clapp & Mauricio Rodriguez, 1998. "Using a GIS for Real Estate Market Analysis: The Problem of Spatially Aggregated Data," Journal of Real Estate Research, American Real Estate Society, vol. 16(1), pages 35-56.
1997
- Clapp, John M. & Rodriguez, Mauricio & Thrall, Grant, 1997. "How GIS Can Put Urban Economic Analysis on the Map," Journal of Housing Economics, Elsevier, vol. 6(4), pages 368-386, December.
- Christopher A. Manning & Mauricio Rodriguez & Stephen E. Roulac, 1997. "Which Corporate Real Estate Management Functions Should be Outsourced?," Journal of Real Estate Research, American Real Estate Society, vol. 14(3), pages 259-274.
1995
- Mauricio Rodriguez & C.F. Sirmans & Allen P. Marks, 1995. "Using Geographic Information Systems to Improve Real Estate Analysis," Journal of Real Estate Research, American Real Estate Society, vol. 10(2), pages 163-174.
- Ghosh Chinmoy & Rodriguez Mauricio & Sirmans C. F., 1995. "Gains from Corporate Headquarters Relocations: Evidence from the Stock Market," Journal of Urban Economics, Elsevier, vol. 38(3), pages 291-311, November.
Chapters
2017
- Narjess Boubakri & Jean-Claude Cosset & Dev Mishra, 2017. "Large Shareholders and Target Returns: International Evidence†," Advances in Financial Economics, in: Global Corporate Governance, volume 19, pages 103-145, Emerald Group Publishing Limited.