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Publications

by alumni of

University of Rochester → William E. Simon Graduate School of Business Administration

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 | Books | Chapters |

Working papers

2026

  1. Sudipta Basu & Xin Dai & Caroline Lee, 2026, "Establishment-Level Life Cycle and Analysts’ Forecasts," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 26-12, Feb.

2023

  1. Kwon, Sungjoung & Lowry, Michelle & Verardo, Michela, 2023, "Firms’ Transition to Green: Innovation versus Lobbying," CEPR Discussion Papers, Centre for Economic Policy Research, number 18327, Jul.
  2. Kristopher Gerardi & Michelle Lowry & Carola Schenone, 2023, "A Critical Review of the Common Ownership Literature," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2023-17, Nov, DOI: 10.29338/wp2023-17.

2021

  1. Thorburn, Karin S & Eckbo, B Espen & Su, Xunhua, 2021, "Bank Compensation for Penalty-Free Loan Prepayment: Theory and Tests," CEPR Discussion Papers, Centre for Economic Policy Research, number 16300, Jun.

2019

  1. Eckbo, B. Espen & Ødegaard, Bernt Arne, 2019, "Insider trading and gender," UiS Working Papers in Economics and Finance, University of Stavanger, number 2019/2, Oct, revised 01 Sep 2021.
  2. Michelle Lowry & Roni Michaely & Ekaterina Volkova, 2019, "Information Revelation Through Regulatory Process: Interactions Between the SEC and Companies Ahead of the IPO," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-47, Sep.

2017

  1. Thorburn, Karin S & Eckbo, B Espen & Makaew, Tanakorn, 2017, "Are stock- financed takeovers opportunistic?," CEPR Discussion Papers, Centre for Economic Policy Research, number 11974, Apr.

2016

  1. Thorburn, Karin S & Eckbo, B Espen & Nygaard, Knut, 2016, "Does gender-balancing the board reduce firm value?," CEPR Discussion Papers, Centre for Economic Policy Research, number 11176, Mar.

2015

  1. Eckbo, B Espen & Thorburn, Karin S & Wang, Wei, 2015, "How costly is corporate bankruptcy for the CEO?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10985, Dec.
  2. Eckbo, B Espen & Odegaard, Bernt Arne, 2015, "Metoder for evaluering av aktiv fondsforvaltning," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/8, Nov.

2014

  1. C, Loran & Eckbo, Espen & Lu, Ching-Chih, 2014, "Does Executive Compensation Reflect Default Risk?," UiS Working Papers in Economics and Finance, University of Stavanger, number 2014/11, Sep.

2011

  1. Betton, Sandra & Eckbo, B. Espen & Thompson, Rex & Thorburn, Karin S., 2011, "Merger negotiations with stock market feedback," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2011/8, May.

2006

  1. Michelle Lowry & Micah S. Officer & G. William Schwert, 2006, "The Variability of IPO Initial Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 12295, Jun.

2005

  1. Eckbo, B Espen & Norli, Øyvind, 2005, "Liquidity Risk, Leverage and Long-Run IPO Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 4832, Jan.
  2. Eckbo, B Espen & Norli, Øyvind, 2005, "The Choice of Seasoned-Equity Selling Mechanism: Theory and Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 4833, Jan.
  3. Eckbo, B Espen & Thorburn, Karin S, 2005, "Bidding in Mandatory Bankruptcy Auctions: Theory and Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 4873, Jan.
  4. Eckbo, B Espen & Thorburn, Karin S & ,, 2005, "The Toehold Puzzle," CEPR Discussion Papers, Centre for Economic Policy Research, number 5084, May.

2002

  1. Eckbo, B Espen & Thorburn, Karin S, 2002, "Overbidding versus Fire-Sales in Bankruptcy Auctions," CEPR Discussion Papers, Centre for Economic Policy Research, number 3240, Mar.
  2. Eckbo, B Espen & Thorburn, Karin S, 2002, "Control Benefits and CEO Discipline in Automatic Bankruptcy Auctions," CEPR Discussion Papers, Centre for Economic Policy Research, number 3481, Jul.

2001

  1. Michelle Lowry & G. William Schwert, 2001, "Biases in the IPO Pricing Process," NBER Working Papers, National Bureau of Economic Research, Inc, number 8586, Nov.

2000

  1. Michelle Lowry & G. William Schwert, 2000, "IPO Market Cycles: Bubbles or Sequential Learning?," NBER Working Papers, National Bureau of Economic Research, Inc, number 7935, Oct.

1995

  1. Basu, S., 1995, "Conservatism and the Asymmetric Timeliness of Earning," Papers, Rochester, Business - Ph.D.,, number 73.

1991

  1. Kenneth R. French & James M. Poterba, 1991, "Investor Diversification and International Equity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 3609, Jan.

1990

  1. French, K.R. & Poterba, J.M., 1990, "Are Japanese Stock Prices Too High?," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 547.

1986

  1. Fama, Eugene F. & French, Kenneth R., 1986, "Common Factors in the Serial Correlation of Stock Returns," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt2jf8r7n7, Sep.

1982

  1. French, Kenneth R. & McCormick, Robert E., 1982, "Sunk Costs and Competitive Bidding," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt2gq5173z, Dec.

Undated

  1. Eugene F. Fama & Kenneth R. French, undated, "Taxes, Financing Decisions, and Firm Value," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 334.
  2. Eugene F. Fama & Kenneth R. French, undated, "Value versus Growth: The International Evidence," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 341.
  3. Eugene F. Fama & Kenneth R. French, undated, "The Corporate Cost of Capital and the Return on Corporate Investment," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 355.
  4. Eugene F. Fama & Kenneth R. French, undated, "Forecasting Profitability and Earnings," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 358.
  5. James L. Davis & Eugene F. Fama & Kenneth R. French, undated, "Characteristics, Covariances, and Average Returns: 1929 to 1997," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 359.
  6. Eugene F. Fama & Kenneth R. French, undated, "Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.”," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 506.
  7. Eugene F. Fama & Kenneth R. French, undated, "Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?."," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 509.
  8. Eugene Fama & F. & Kenneth R. French, undated, "The Equity Premium."," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 522.
    • Eugene F. Fama & Kenneth R. French, 2002, "The Equity Premium," Journal of Finance, American Finance Association, volume 57, issue 2, pages 637-659, April, DOI: 10.1111/1540-6261.00437.
  9. Eugene F. Fama & Kenneth R. French, undated, "Newly Listed Firms: Fundamentals, Survival Rates, and Returns," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 530.

Journal articles

2025

  1. Caroline Lee & Sudipta Basu, 2025, "How Do Investors Benefit From Firms’ Simultaneous Issuance of Multiyear Earnings Forecasts?," Journal of Business Finance & Accounting, Wiley Blackwell, volume 52, issue 4, pages 1985-2009, August, DOI: 10.1111/jbfa.12877.
  2. Eckbo, B. Espen & Lithell, Markus, 2025, "Merger-Driven Listing Dynamics," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 1, pages 209-257, February.
  3. de Bodt, Eric & Eckbo, B. Espen & Roll, Richard W., 2025, "Competition Shocks, Rival Reactions, and Stock Return Comovement," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 5, pages 2194-2228, August.
  4. Eckbo, B. Espen & Ødegaard, Bernt Arne, 2025, "Director informativeness following board gender balancing: Evidence from insider trading," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102851.
  5. B. Espen Eckbo & Xunhua Su & Karin S. Thorburn, 2025, "Bank Compensation for the Penalty-Free Loan Prepayment Option: Theory and Evidence," Management Science, INFORMS, volume 71, issue 12, pages 10414-10441, December, DOI: 10.1287/mnsc.2023.00159.
  6. Olivier Dessaint & B. Espen Eckbo & Andrey Golubov, 2025, "Bidder-Specific Synergies and the Evolution of Acquirer Returns," Management Science, INFORMS, volume 71, issue 2, pages 1391-1417, February, DOI: 10.1287/mnsc.2022.02208.
  7. Fama, Eugene F. & French, Kenneth R., 2025, "Michael C. Jensen’s empirical work," Journal of Financial Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jfineco.2025.104119.
  8. Eugene F Fama & Kenneth R French, 2025, "House Prices and Rents," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 2, pages 547-563.
  9. Joseph Kalmenovitz & Michelle Lowry & Ekaterina Volkova, 2025, "Regulatory Fragmentation," Journal of Finance, American Finance Association, volume 80, issue 2, pages 1081-1126, April, DOI: 10.1111/jofi.13423.

2024

  1. Byzalov, Dmitri & Basu, Sudipta, 2024, "The misuse of regression-based x-Scores as dependent variables," Journal of Accounting and Economics, Elsevier, volume 77, issue 2, DOI: 10.1016/j.jacceco.2023.101643.
  2. Michelle Lowry, 2024, "The questions being asked: Academic research, the media, and regulators," The Financial Review, Eastern Finance Association, volume 59, issue 3, pages 549-560, August, DOI: 10.1111/fire.12376.
  3. Feng Jiang & Michelle Lowry & Yiming Qian, 2024, "Local IPOs and household stock market participation," Review of Finance, European Finance Association, volume 28, issue 6, pages 1919-1952.

2023

  1. B. Espen Eckbo & Kai Li & Wei Wang, 2023, "Loans to Chapter 11 Firms: Contract Design, Repayment Risk, and Pricing," Journal of Law and Economics, University of Chicago Press, volume 66, issue 3, pages 465-509, DOI: 10.1086/724421.
  2. Yazhou Ellen & Bige Kahraman & Michelle Lowry, 2023, "ES Risks and Shareholder Voice," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 12, pages 4824-4863.

2022

  1. Sudipta Basu & Eunju (Ivy) Lee, 2022, "Antecedents of and outcomes after finance committee use," Journal of Business Finance & Accounting, Wiley Blackwell, volume 49, issue 3-4, pages 491-535, March, DOI: 10.1111/jbfa.12582.
  2. Waymire Gregory B. & Basu Sudipta, 2022, "The Social Value of FASB," Accounting, Economics, and Law: A Convivium, De Gruyter, volume 12, issue 2, pages 153-180, May, DOI: 10.1515/ael-2021-0001.
  3. Sudipta Basu & Justin Vitanza & Wei Wang & Xiaoyu Ross Zhu, 2022, "Walking the walk? Bank ESG disclosures and home mortgage lending," Review of Accounting Studies, Springer, volume 27, issue 3, pages 779-821, September, DOI: 10.1007/s11142-022-09691-3.
  4. Sudipta Basu & Martin F. Grace, 2022, "Insurance: in or out of the ‘too difficult’ box?," Accounting and Business Research, Taylor & Francis Journals, volume 52, issue 5, pages 510-535, July, DOI: 10.1080/00014788.2022.2080350.
  5. B. Espen Eckbo & Knut Nygaard & Karin S. Thorburn, 2022, "Valuation Effects of Norway’s Board Gender-Quota Law Revisited," Management Science, INFORMS, volume 68, issue 6, pages 4112-4134, June, DOI: 10.1287/mnsc.2021.4031.
  6. Lowry, Michelle, 2022, "Discussion of ‘Importing Activists: Determinants and Consequences of Increased Cross-border shareholder activism’," Journal of Accounting and Economics, Elsevier, volume 74, issue 2, DOI: 10.1016/j.jacceco.2022.101540.
  7. Field, Laura Casares & Lowry, Michelle, 2022, "Bucking the trend: Why do IPOs choose controversial governance structures and why do investors let them?," Journal of Financial Economics, Elsevier, volume 146, issue 1, pages 27-54, DOI: 10.1016/j.jfineco.2022.06.004.
  8. Renée Adams & Michelle Lowry, 2022, "What’s Good for Women Is Good for Science: Evidence from the American Finance Association," The Review of Corporate Finance Studies, Society for Financial Studies, volume 11, issue 3, pages 554-604.

2021

  1. B Espen Eckbo & Michael Kisser, 2021, "Tradeoff Theory and Leverage Dynamics of High-Frequency Debt Issuers
    [The leverage ratchet effect]    ," Review of Finance, European Finance Association, volume 25, issue 2, pages 275-324.
  2. B Espen Eckbo & Michael Kisser, 2021, "The Leverage–Profitability Puzzle Resurrected
    [Is cash negative debt? A hedging perspective on corporate financial policies]    ," Review of Finance, European Finance Association, volume 25, issue 4, pages 1089-1128.
  3. Eugene F Fama & Kenneth R French, 2021, "The Value Premium
    [Fundamentals and stock returns in Japan]    ," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 1, pages 105-121.
  4. Lewellen, Katharina & Lowry, Michelle, 2021, "Does common ownership really increase firm coordination?," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 322-344, DOI: 10.1016/j.jfineco.2021.03.008.
  5. Peter Iliev & Jonathan Kalodimos & Michelle Lowry, 2021, "Investors’ Attention to Corporate Governance
    [The “Wall Street Walk” and shareholder activism: Exit as a form of voice]    ," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 5581-5628.

2020

  1. Basu, Sudipta & Vitanza, Justin & Wang, Wei, 2020, "Asymmetric loan loss provision models," Journal of Accounting and Economics, Elsevier, volume 70, issue 2, DOI: 10.1016/j.jacceco.2020.101359.
  2. B. Espen Eckbo & Andrey Malenko & Karin S. Thorburn, 2020, "Strategic Decisions in Takeover Auctions: Recent Developments," Annual Review of Financial Economics, Annual Reviews, volume 12, issue 1, pages 237-276, December, DOI: 10.1146/annurev-financial-012720-01.
  3. Eugene F Fama & Kenneth R French, 2020, "Comparing Cross-Section and Time-Series Factor Models," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 5, pages 1891-1926.
  4. Peter Iliev & Michelle Lowry, 2020, "Venturing beyond the IPO: Financing of Newly Public Firms by Venture Capitalists," Journal of Finance, American Finance Association, volume 75, issue 3, pages 1527-1577, June, DOI: 10.1111/jofi.12879.
  5. Kwon, Sungjoung & Lowry, Michelle & Qian, Yiming, 2020, "Mutual fund investments in private firms," Journal of Financial Economics, Elsevier, volume 136, issue 2, pages 407-443, DOI: 10.1016/j.jfineco.2019.10.003.
  6. Michelle Lowry & Roni Michaely & Ekaterina Volkova & Francesca Cornelli, 2020, "Information Revealed through the Regulatory Process: Interactions between the SEC and Companies ahead of Their IPO," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 12, pages 5510-5554.

2019

  1. Sudipta Basu & Yi Liang, 2019, "Director–Liability–Reduction Laws and Conditional Conservatism," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 57, issue 4, pages 889-917, September, DOI: 10.1111/1475-679X.12267.
  2. Basu Sudipta & Waymire Gregory B., 2019, "Historical Cost and Conservatism Are Joint Adaptations That Help Identify Opportunity Cost," Accounting, Economics, and Law: A Convivium, De Gruyter, volume 9, issue 1, pages 1-13, March, DOI: 10.1515/ael-2016-0070.
  3. Byzalov, Dmitri & Basu, Sudipta, 2019, "Modeling the determinants of meet-or-just-beat behavior in distribution discontinuity tests," Journal of Accounting and Economics, Elsevier, volume 68, issue 2, DOI: 10.1016/j.jacceco.2019.101266.
  4. Yao-Min Chiang & Michelle Lowry & Yiming Qian, 2019, "The Information Advantage of Underwriters in IPOs," Management Science, INFORMS, volume 65, issue 12, pages 5721-5740, December, DOI: 10.1287/mnsc.2018.3126.
  5. Michelle Lowry & Marco Rossi & Zhongyan Zhu, 2019, "Informed Trading by Advisor Banks: Evidence from Options Holdings," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 2, pages 605-645.

2018

  1. Eckbo, B. Espen & Makaew, Tanakorn & Thorburn, Karin S., 2018, "Are stock-financed takeovers opportunistic?," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 443-465, DOI: 10.1016/j.jfineco.2018.03.006.
  2. Fama, Eugene F. & French, Kenneth R., 2018, "Choosing factors," Journal of Financial Economics, Elsevier, volume 128, issue 2, pages 234-252, DOI: 10.1016/j.jfineco.2018.02.012.
  3. Eugene F. Fama & Kenneth R. French, 2018, "Volatility Lessons," Financial Analysts Journal, Taylor & Francis Journals, volume 74, issue 3, pages 42-53, July, DOI: 10.2469/faj.v74.n3.6.
  4. Lee, Lian Fen & Lowry, Michelle & Shu, Susan, 2018, "Are all perks solely perks? Evidence from corporate jets," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 460-473, DOI: 10.1016/j.jcorpfin.2017.11.014.

2017

  1. Fama, Eugene F. & French, Kenneth R., 2017, "International tests of a five-factor asset pricing model," Journal of Financial Economics, Elsevier, volume 123, issue 3, pages 441-463, DOI: 10.1016/j.jfineco.2016.11.004.

2016

  1. Banker, Rajiv D. & Basu, Sudipta & Byzalov, Dmitri & Chen, Janice Y.S., 2016, "The confounding effect of cost stickiness on conservatism estimates," Journal of Accounting and Economics, Elsevier, volume 61, issue 1, pages 203-220, DOI: 10.1016/j.jacceco.2015.07.001.
  2. Dmitri Byzalov & Sudipta Basu, 2016, "Conditional conservatism and disaggregated bad news indicators in accrual models," Review of Accounting Studies, Springer, volume 21, issue 3, pages 859-897, September, DOI: 10.1007/s11142-016-9361-3.
  3. Eckbo, B. Espen & Thorburn, Karin S. & Wang, Wei, 2016, "How costly is corporate bankruptcy for the CEO?," Journal of Financial Economics, Elsevier, volume 121, issue 1, pages 210-229, DOI: 10.1016/j.jfineco.2016.03.005.
  4. Eugene F. Fama & Kenneth R. French, 2016, "Dissecting Anomalies with a Five-Factor Model," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 1, pages 69-103.

2015

  1. Fama, Eugene F. & French, Kenneth R., 2015, "A five-factor asset pricing model," Journal of Financial Economics, Elsevier, volume 116, issue 1, pages 1-22, DOI: 10.1016/j.jfineco.2014.10.010.
  2. Fama, Eugene F. & French, Kenneth R., 2015, "Incremental variables and the investment opportunity set," Journal of Financial Economics, Elsevier, volume 117, issue 3, pages 470-488, DOI: 10.1016/j.jfineco.2015.05.001.
  3. Peter Iliev & Michelle Lowry, 2015, "Are Mutual Funds Active Voters?," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 2, pages 446-485.

2014

  1. B. Espen Eckbo, 2014, "Corporate Takeovers and Economic Efficiency," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 51-74, December.
  2. Sandra Betton & B. Espen Eckbo & Rex Thompson & Karin S. Thorburn, 2014, "Merger Negotiations with Stock Market Feedback," Journal of Finance, American Finance Association, volume 69, issue 4, pages 1705-1745, August.

2013

  1. Sudipta Basu & Truong Xuan Duong & Stanimir Markov & Eng-Joo Tan, 2013, "How Important are Earnings Announcements as an Information Source?," European Accounting Review, Taylor & Francis Journals, volume 22, issue 2, pages 221-256, June, DOI: 10.1080/09638180.2013.782820.
  2. Eckbo, B. Espen & Thorburn, Karin S., 2013, "Corporate Restructuring," Foundations and Trends(R) in Finance, now publishers, volume 7, issue 3, pages 159-288, July, DOI: 10.1561/0500000028.
  3. Martin N. Baily & John Y. Campbell & John H. Cochrane & Douglas W. Diamond & Darrell Duffie & Kenneth R. French & Anil K. Kashyap & Frederic S. Mishkin & Raghuram Rajan & David S. Scharfstein & Robert, 2013, "Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group," Journal of Applied Corporate Finance, Morgan Stanley, volume 25, issue 4, pages 37-40, December.
  4. Field, Laura & Lowry, Michelle & Mkrtchyan, Anahit, 2013, "Are busy boards detrimental?," Journal of Financial Economics, Elsevier, volume 109, issue 1, pages 63-82, DOI: 10.1016/j.jfineco.2013.02.004.

2012

  1. Fama, Eugene F. & French, Kenneth R., 2012, "Size, value, and momentum in international stock returns," Journal of Financial Economics, Elsevier, volume 105, issue 3, pages 457-472, DOI: 10.1016/j.jfineco.2012.05.011.
  2. Fama, Eugene F. & French, Kenneth R., 2012, "Capital Structure Choices," Critical Finance Review, now publishers, volume 1, issue 1, pages 59-101, January, DOI: 10.1561/104.00000002.

2011

  1. Gregory Waymire & Sudipta Basu, 2011, "Economic crisis and accounting evolution," Accounting and Business Research, Taylor & Francis Journals, volume 41, issue 3, pages 207-232, August, DOI: 10.1080/00014788.2011.574266.
  2. David Haushalter & Michelle Lowry, 2011, "When Do Banks Listen to Their Analysts? Evidence from Mergers and Acquisitions," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 2, pages 321-357.

2010

  1. Sudipta Basu & Stanimir Markov & Lakshmanan Shivakumar, 2010, "Inflation, earnings forecasts, and post-earnings announcement drift," Review of Accounting Studies, Springer, volume 15, issue 2, pages 403-440, June, DOI: 10.1007/s11142-009-9112-9.
  2. B. Espen Eckbo, 2010, "Banking System Bailout‐Scandinavian Style," Journal of Applied Corporate Finance, Morgan Stanley, volume 22, issue 3, pages 85-93, June, DOI: 10.1111/j.1745-6622.2010.00293.x.
  3. Kenneth French & Martin Baily & John Campbell & John Cochrane & Douglas Diamond & Darrell Duffie & Anil Kashyap & Frederic Mishkin & Raghuram Rajan & David Scharfstein & Robert Shiller & Hyun Song Shi, 2010, "The Squam Lake Report: Fixing the Financial System," Journal of Applied Corporate Finance, Morgan Stanley, volume 22, issue 3, pages 8-21, June, DOI: 10.1111/j.1745-6622.2010.00284.x.
    • Kenneth R. French & Martin N. Baily & John Y. Campbell & John H. Cochrane & Douglas W. Diamond & Darrell Duffie & Anil K Kashyap & Frederic S. Mishkin & Raghuram G. Rajan & David S. Scharfstein & Robe, 2010, "The Squam Lake Report: Fixing the Financial System," Economics Books, Princeton University Press, number 9261, edition 1, December.
  4. Eugene F. Fama & Kenneth R. French, 2010, "Luck versus Skill in the Cross‐Section of Mutual Fund Returns," Journal of Finance, American Finance Association, volume 65, issue 5, pages 1915-1947, October, DOI: 10.1111/j.1540-6261.2010.01598.x.
  5. Michelle Lowry & Micah S. Officer & G. William Schwert, 2010, "The Variability of IPO Initial Returns," Journal of Finance, American Finance Association, volume 65, issue 2, pages 425-465, April, DOI: 10.1111/j.1540-6261.2009.01540.x.

2009

  1. Basu, Sudipta & Kirk, Marcus & Waymire, Greg, 2009, "Memory, transaction records, and The Wealth of Nations," Accounting, Organizations and Society, Elsevier, volume 34, issue 8, pages 895-917, November.
  2. B. Espen Eckbo & Karin S. Thorburn, 2009, "Bankruptcy as an Auction Process: Lessons from Sweden," Journal of Applied Corporate Finance, Morgan Stanley, volume 21, issue 3, pages 38-52, June, DOI: 10.1111/j.1745-6622.2009.00238.x.
  3. Eckbo, B. Espen & Thorburn, Karin S., 2009, "Creditor financing and overbidding in bankruptcy auctions: Theory and tests," Journal of Corporate Finance, Elsevier, volume 15, issue 1, pages 10-29, February.
  4. Eckbo, B. Espen, 2009, "Bidding strategies and takeover premiums: A review," Journal of Corporate Finance, Elsevier, volume 15, issue 1, pages 149-178, February.
  5. Betton, Sandra & Eckbo, B. Espen & Thorburn, Karin S., 2009, "Merger negotiations and the toehold puzzle," Journal of Financial Economics, Elsevier, volume 91, issue 2, pages 158-178, February.
  6. Field, Laura Casares & Lowry, Michelle, 2009, "Institutional versus Individual Investment in IPOs: The Importance of Firm Fundamentals," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 44, issue 3, pages 489-516, June.
  7. Lowry, Michelle, 2009, "Discussion of [`]shareholder litigation and changes in disclosure behavior'," Journal of Accounting and Economics, Elsevier, volume 47, issue 1-2, pages 157-159, March.

2008

  1. Waymire, Gregory B. & Basu, Sudipta, 2008, "Accounting is an Evolved Economic Institution," Foundations and Trends(R) in Accounting, now publishers, volume 2, issue 1–2, pages 1-174, September, DOI: 10.1561/1400000011.
  2. Sudipta Basu & Gregory Waymire, 2008, "Has the importance of intangibles really grown? And if so, why?," Accounting and Business Research, Taylor & Francis Journals, volume 38, issue 3, pages 171-190, DOI: 10.1080/00014788.2008.9663331.
  3. B. Espen Eckbo, 2008, "Equity Issues and the Disappearing Rights Offer Phenomenon," Journal of Applied Corporate Finance, Morgan Stanley, volume 20, issue 4, pages 72-85, September, DOI: 10.1111/j.1745-6622.2008.00205.x.
  4. Espen Eckbo, B. & Thorburn, S. Karin, 2008, "Automatic bankruptcy auctions and fire-sales," Journal of Financial Economics, Elsevier, volume 89, issue 3, pages 404-422, September.
  5. Kenneth R. French, 2008, "Presidential Address: The Cost of Active Investing," Journal of Finance, American Finance Association, volume 63, issue 4, pages 1537-1573, August, DOI: 10.1111/j.1540-6261.2008.01368.x.
  6. Eugene F. Fama & Kenneth R. French, 2008, "Dissecting Anomalies," Journal of Finance, American Finance Association, volume 63, issue 4, pages 1653-1678, August, DOI: 10.1111/j.1540-6261.2008.01371.x.
  7. Eugene F. Fama & Kenneth R. French, 2008, "Average Returns, B/M, and Share Issues," Journal of Finance, American Finance Association, volume 63, issue 6, pages 2971-2995, December, DOI: 10.1111/j.1540-6261.2008.01418.x.

2007

  1. Basu, Sudipta & Hwang, Lee-Seok & Mitsudome, Toshiaki & Weintrop, Joseph, 2007, "Corporate governance, top executive compensation and firm performance in Japan," Pacific-Basin Finance Journal, Elsevier, volume 15, issue 1, pages 56-79, January.
  2. Fama, Eugene F. & French, Kenneth R., 2007, "Disagreement, tastes, and asset prices," Journal of Financial Economics, Elsevier, volume 83, issue 3, pages 667-689, March.
  3. Eugene F. Fama & Kenneth R. French, 2007, "Migration," Financial Analysts Journal, Taylor & Francis Journals, volume 63, issue 3, pages 48-58, May, DOI: 10.2469/faj.v63.n3.4690.
  4. Eugene F. Fama & Kenneth R. French, 2007, "The Anatomy of Value and Growth Stock Returns," Financial Analysts Journal, Taylor & Francis Journals, volume 63, issue 6, pages 44-54, November, DOI: 10.2469/faj.v63.n6.4926.
  5. Lowry, Michelle & Murphy, Kevin J., 2007, "Executive stock options and IPO underpricing," Journal of Financial Economics, Elsevier, volume 85, issue 1, pages 39-65, July.

2006

  1. Eugene F. Fama & Kenneth R. French, 2006, "The Value Premium and the CAPM," Journal of Finance, American Finance Association, volume 61, issue 5, pages 2163-2185, October, DOI: 10.1111/j.1540-6261.2006.01054.x.
  2. Fama, Eugene F. & French, Kenneth R., 2006, "Profitability, investment and average returns," Journal of Financial Economics, Elsevier, volume 82, issue 3, pages 491-518, December.

2005

  1. Sudipta Basu, 2005, "Discussion of “Conditional and UnconditionalConservatism: Concepts and Modeling”," Review of Accounting Studies, Springer, volume 10, issue 2, pages 311-321, September, DOI: 10.1007/s11142-005-1533-5.
  2. Eckbo, B. Espen & Norli, Oyvind, 2005, "Liquidity risk, leverage and long-run IPO returns," Journal of Corporate Finance, Elsevier, volume 11, issue 1-2, pages 1-35, March.
  3. Fama, Eugene F. & French, Kenneth R., 2005, "Financing decisions: who issues stock?," Journal of Financial Economics, Elsevier, volume 76, issue 3, pages 549-582, June.
  4. Field, Laura & Lowry, Michelle & Shu, Susan, 2005, "Does disclosure deter or trigger litigation?," Journal of Accounting and Economics, Elsevier, volume 39, issue 3, pages 487-507, September.

2004

  1. Basu, Sudipta & Markov, Stanimir, 2004, "Loss function assumptions in rational expectations tests on financial analysts' earnings forecasts," Journal of Accounting and Economics, Elsevier, volume 38, issue 1, pages 171-203, December.
  2. Basu, Sudipta, 2004, "What do we learn from two new accounting-based stock market anomalies?," Journal of Accounting and Economics, Elsevier, volume 38, issue 1, pages 333-348, December.
  3. Eugene F. Fama & Kenneth R. French, 2004, "The Capital Asset Pricing Model: Theory and Evidence," Journal of Economic Perspectives, American Economic Association, volume 18, issue 3, pages 25-46, Summer, DOI: 10.1257/0895330042162430.
  4. Fama, Eugene F. & French, Kenneth R., 2004, "New lists: Fundamentals and survival rates," Journal of Financial Economics, Elsevier, volume 73, issue 2, pages 229-269, August.
  5. Lowry, Michelle & Schwert, G. William, 2004, "Is the IPO pricing process efficient?," Journal of Financial Economics, Elsevier, volume 71, issue 1, pages 3-26, January.

2003

  1. Sudipta Basu, 2003, "Discussion of Enforceable Accounting Rules and Income Measurement by Early 20th‐Century Railroads," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 41, issue 2, pages 433-444, May, DOI: 10.1111/1475-679X.00111.
  2. Espen Eckbo, B. & Thorburn, Karin S., 2003, "Control benefits and CEO discipline in automatic bankruptcy auctions," Journal of Financial Economics, Elsevier, volume 69, issue 1, pages 227-258, July.
  3. Lowry, Michelle, 2003, "Why does IPO volume fluctuate so much?," Journal of Financial Economics, Elsevier, volume 67, issue 1, pages 3-40, January.

2002

  1. Eugene F. Fama & Kenneth R. French, 2002, "The Equity Premium," Journal of Finance, American Finance Association, volume 57, issue 2, pages 637-659, April, DOI: 10.1111/1540-6261.00437.
  2. Michelle Lowry & G. William Schwert, 2002, "IPO Market Cycles: Bubbles or Sequential Learning?," Journal of Finance, American Finance Association, volume 57, issue 3, pages 1171-1200, June, DOI: 10.1111/1540-6261.00458.
  3. Lowry, Michelle & Shu, Susan, 2002, "Litigation risk and IPO underpricing," Journal of Financial Economics, Elsevier, volume 65, issue 3, pages 309-335, September.

2001

  1. Sudipta Basu, 2001, "Discussion of On the Asymmetric Recognition of Good and Bad News in France, Germany and the United Kingdom," Journal of Business Finance & Accounting, Wiley Blackwell, volume 28, issue 9‐10, pages 1333-1349, November, DOI: 10.1111/1468-5957.00417.
  2. Eugene F. Fama & Kenneth R. French, 2001, "Disappearing Dividends: Changing Firm Characteristics Or Lower Propensity To Pay?," Journal of Applied Corporate Finance, Morgan Stanley, volume 14, issue 1, pages 67-79, March, DOI: 10.1111/j.1745-6622.2001.tb00321.x.

2000

  1. Eckbo, B. Espen & Thorburn, Karin S., 2000, "Gains to Bidder Firms Revisited: Domestic and Foreign Acquisitions in Canada," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 35, issue 1, pages 1-25, March.
  2. Eckbo, B. Espen & Masulis, Ronald W. & Norli, Oyvind, 2000, "Seasoned public offerings: resolution of the 'new issues puzzle'," Journal of Financial Economics, Elsevier, volume 56, issue 2, pages 251-291, May.
  3. Betton, Sandra & Eckbo, B Espen, 2000, "Toeholds, Bid Jumps, and Expected Payoffs in Takeovers," The Review of Financial Studies, Society for Financial Studies, volume 13, issue 4, pages 841-882.
  4. James L. Davis & Eugene F. Fama & Kenneth R. French, 2000, "Characteristics, Covariances, and Average Returns: 1929 to 1997," Journal of Finance, American Finance Association, volume 55, issue 1, pages 389-406, February, DOI: 10.1111/0022-1082.00209.
  5. Fama, Eugene F & French, Kenneth R, 2000, "Forecasting Profitability and Earnings," The Journal of Business, University of Chicago Press, volume 73, issue 2, pages 161-175, April, DOI: 10.1086/209638.

1999

  1. Basu, S, 1999, "Discussion of international differences in the timeliness, conservatism, and classification of earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue , pages 89-99, DOI: http://hdl.handle.net/10.2307/24913.
  2. Eugene F. Fama & Kenneth R. French, 1999, "The Corporate Cost of Capital and the Return on Corporate Investment," Journal of Finance, American Finance Association, volume 54, issue 6, pages 1939-1967, December, DOI: 10.1111/0022-1082.00178.

1998

  1. Sudipta Basu & LeeSeok Hwang & Ching‐Lih Jan, 1998, "International Variation in Accounting Measurement Rules and Analysts’ Earnings Forecast Errors," Journal of Business Finance & Accounting, Wiley Blackwell, volume 25, issue 9‐10, pages 1207-1247, November, DOI: 10.1111/1468-5957.00234.

1997

  1. Basu, Sudipta, 1997, "The conservatism principle and the asymmetric timeliness of earnings," Journal of Accounting and Economics, Elsevier, volume 24, issue 1, pages 3-37, December.
  2. B[oslash]hren, [Oslash]yvind & Eckbo, B. Espen & Michalsen, Dag, 1997, "Why underwrite rights offerings? Some new evidence," Journal of Financial Economics, Elsevier, volume 46, issue 2, pages 223-261, November.
  3. B. Espen Eckbo, 1997, "Comment on ‘Determinants of Intercorporate Shareholdings’," Review of Finance, European Finance Association, volume 1, issue 2, pages 289-293.
  4. Fama, Eugene F. & French, Kenneth R., 1997, "Industry costs of equity," Journal of Financial Economics, Elsevier, volume 43, issue 2, pages 153-193, February.

1996

  1. Fama, Eugene F & French, Kenneth R, 1996, "Multifactor Explanations of Asset Pricing Anomalies," Journal of Finance, American Finance Association, volume 51, issue 1, pages 55-84, March.
  2. Fama, Eugene F & French, Kenneth R, 1996, "The CAPM Is Wanted, Dead or Alive," Journal of Finance, American Finance Association, volume 51, issue 5, pages 1947-1958, December.

1995

  1. Fama, Eugene F & French, Kenneth R, 1995, "Size and Book-to-Market Factors in Earnings and Returns," Journal of Finance, American Finance Association, volume 50, issue 1, pages 131-155, March.

1994

  1. Espen Eckbo, B. & Verma, Savita, 1994, "Managerial shareownership, voting power, and cash dividend policy," Journal of Corporate Finance, Elsevier, volume 1, issue 1, pages 33-62, March.

1993

  1. Eckbo, B. Espen & Liu, Jian, 1993, "Temporary Components of Stock Prices: New Univariate Results," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 28, issue 2, pages 161-176, June.
  2. Fama, Eugene F. & French, Kenneth R., 1993, "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, volume 33, issue 1, pages 3-56, February.

1992

  1. Eckbo, B Espen, 1992, "Mergers and the Value of Antitrust Deterrence," Journal of Finance, American Finance Association, volume 47, issue 3, pages 1005-1029, July.
  2. Eckbo, B. Espen & Masulis, Ronald W., 1992, "Adverse selection and the rights offer paradox," Journal of Financial Economics, Elsevier, volume 32, issue 3, pages 293-332, December.
  3. Fama, Eugene F & French, Kenneth R, 1992, "The Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, volume 47, issue 2, pages 427-465, June.

1991

  1. French, Kenneth R & Poterba, James M, 1991, "Investor Diversification and International Equity Markets," American Economic Review, American Economic Association, volume 81, issue 2, pages 222-226, May.
  2. French, Kenneth R., 1991, "Trading mechanisms and value-discovery: Cross-national evidence and policy implications : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 34, issue 1, pages 131-134, January.
  3. French, Kenneth R. & Poterba, James M., 1991, "Were Japanese stock prices too high?," Journal of Financial Economics, Elsevier, volume 29, issue 2, pages 337-363, October.

1990

  1. Eckbo, B. Espen, 1990, "Valuation Effects of Greenmail Prohibitions," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 25, issue 4, pages 491-505, December.
  2. 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.
  3. Eckbo, B Espen & Giammarino, Ronald M & Heinkel, Robert L, 1990, "Asymmetric Information and the Medium of Exchange in Takeovers: Theory and Tests," The Review of Financial Studies, Society for Financial Studies, volume 3, issue 4, pages 651-675.
  4. French, Kenneth R. & Poterba, James M., 1990, "Japanese and U.S. cross-border common stock investments," Journal of the Japanese and International Economies, Elsevier, volume 4, issue 4, pages 476-493, December.

1989

  1. Eckbo, B. Espen & Langohr, Herwig, 1989, "Information disclosure, method of payment, and takeover premiums : Public and private tender offers in France," Journal of Financial Economics, Elsevier, volume 24, issue 2, pages 363-403.
  2. Kenneth R. French, 1989, "Pricing Financial Futures Contracts: An Introduction," Journal of Applied Corporate Finance, Morgan Stanley, volume 1, issue 4, pages 59-66, January, DOI: 10.1111/j.1745-6622.1989.tb00174.x.
  3. Fama, Eugene F. & French, Kenneth R., 1989, "Business conditions and expected returns on stocks and bonds," Journal of Financial Economics, Elsevier, volume 25, issue 1, pages 23-49, November.

1988

  1. Fama, Eugene F. & French, Kenneth R., 1988, "Dividend yields and expected stock returns," Journal of Financial Economics, Elsevier, volume 22, issue 1, pages 3-25, October.
  2. Fama, Eugene F & French, Kenneth R, 1988, "Permanent and Temporary Components of Stock Prices," Journal of Political Economy, University of Chicago Press, volume 96, issue 2, pages 246-273, April, DOI: 10.1086/261535.

1987

  1. French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F., 1987, "Expected stock returns and volatility," Journal of Financial Economics, Elsevier, volume 19, issue 1, pages 3-29, September.
  2. Fama, Eugene F & French, Kenneth R, 1987, "Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage," The Journal of Business, University of Chicago Press, volume 60, issue 1, pages 55-73, January, DOI: 10.1086/296385.

1986

  1. B. Espen Eckbo, 1986, "Mergers and the Market for Corporate Control: The Canadian Evidence," Canadian Journal of Economics, Canadian Economics Association, volume 19, issue 2, pages 236-260, May.
  2. Eckbo, B. Espen, 1986, "Valuation effects of corporate debt offerings," Journal of Financial Economics, Elsevier, volume 15, issue 1-2, pages 119-151.
  3. French, Kenneth R. & Roll, Richard, 1986, "Stock return variances : The arrival of information and the reaction of traders," Journal of Financial Economics, Elsevier, volume 17, issue 1, pages 5-26, September.
  4. French, Kenneth R, 1986, "Detecting Spot Price Forecasts in Futures Prices," The Journal of Business, University of Chicago Press, volume 59, issue 2, pages 39-54, April.

1985

  1. Eckbo, B Espen & Wier, Peggy, 1985, "Antimerger Policy under the Hart-Scott-Rodino Act: A Reexamination of the Market Power Hypothesis," Journal of Law and Economics, University of Chicago Press, volume 28, issue 1, pages 119-149, April, DOI: 10.1086/467077.
  2. Eckbo, B Espen, 1985, "Mergers and the Market Concentration Doctrine: Evidence from the Capital Market," The Journal of Business, University of Chicago Press, volume 58, issue 3, pages 325-349, July, DOI: 10.1086/296300.

1984

  1. French, Kenneth R, 1984, "Anomalies in Security Returns and the Specification of the Market Model: Discussion," Journal of Finance, American Finance Association, volume 39, issue 3, pages 815-817, July.
  2. French, Kenneth R & McCormick, Robert E, 1984, "Sealed Bids, Sunk Costs, and the Process of Competition," The Journal of Business, University of Chicago Press, volume 57, issue 4, pages 417-441, October, DOI: 10.1086/296273.

1983

  1. Eckbo, B. Espen, 1983, "Horizontal mergers, collusion, and stockholder wealth," Journal of Financial Economics, Elsevier, volume 11, issue 1-4, pages 241-273, April.
  2. Cornell, Bradford & French, Kenneth R, 1983, "Taxes and the Pricing of Stock Index Futures," Journal of Finance, American Finance Association, volume 38, issue 3, pages 675-694, June.
  3. French, Kenneth R., 1983, "A comparison of futures and forward prices," Journal of Financial Economics, Elsevier, volume 12, issue 3, pages 311-342, November.
  4. French, Kenneth R & Ruback, Richard S & Schwert, G William, 1983, "Effects of Nominal Contracting on Stock Returns," Journal of Political Economy, University of Chicago Press, volume 91, issue 1, pages 70-96, February, DOI: 10.1086/261129.
  5. Bradford Cornell & Kenneth R. French, 1983, "The pricing of stock index futures," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 3, issue 1, pages 1-14, March.

1980

  1. French, Kenneth R., 1980, "Stock returns and the weekend effect," Journal of Financial Economics, Elsevier, volume 8, issue 1, pages 55-69, March.

Books

2010

  1. Kenneth R. French & Martin N. Baily & John Y. Campbell & John H. Cochrane & Douglas W. Diamond & Darrell Duffie & Anil K Kashyap & Frederic S. Mishkin & Raghuram G. Rajan & David S. Scharfstein & Robe, 2010, "The Squam Lake Report: Fixing the Financial System," Economics Books, Princeton University Press, number 9261, edition 1, December.

2008

  1. Eckbo, B. Espen (ed.), 2008, "Handbook of Empirical Corporate Finance SET," Elsevier Monographs, Elsevier, number 9780444532657, edition 1, ISBN: ARRAY(0x7b98ff78).

Chapters

2024

  1. Michelle Lowry, 2024, "The blurring lines between private and public ownership," Chapters, Edward Elgar Publishing, chapter 13, in: David J. Denis, "Handbook of Corporate Finance".

2015

  1. Eugene F. Fama & Kenneth R. French, 2015, "Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".

2010

  1. Kenneth R. French & Martin N. Baily & John Y. Campbell & John H. Cochrane & Douglas W. Diamond & Darrell Duffie & Anil K Kashyap & Frederic S. Mishkin & Raghuram G. Rajan & David S. Scharfstein & Robe, 2010, "Introduction," Introductory Chapters, Princeton University Press, "The Squam Lake Report: Fixing the Financial System".

1988

  1. Kenneth R. French, 1988, "Crash-Testing the Efficient Market Hypothesis," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 1988, Volume 3".

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