Thank you for your interest.
Center for Finance and Technology
A Hub for Finance Education and Industry Connection
With the goal of establishing Georgia Tech and the Scheller College of Business as the preeminent source of finance talent, the Center for Finance and Technology is poised to revolutionize finance education and industry engagement.
Finance Research
Georgia Tech faculty are at the forefront of groundbreaking finance research and education. By leveraging advanced analytical methods and real-world data, they address critical issues facing today’s financial landscape, from market behavior to sustainable investment practices. Explore our research and see how our work is shaping the future of finance, influencing industry practices, and creating value in an ever-evolving financial world.
| Year | Title | Journal | Author(s) | Type | |
|---|---|---|---|---|---|
| 2024 | Shocked by Bank Funding Shocks: Evidence from Consumer Credit Cards | Review of Financial Studies |
Chava, Sudheer
Ganduri, Rohan Paradkar, Nikhil Zeng, Linghang |
Published Papers | View |
| Sudheer Chava, Rohan Ganduri, Nikhil Paradkar, Linghang Zeng, Shocked by Bank Funding Shocks: Evidence from Consumer Credit Cards, The Review of Financial Studies, Volume 36, Issue 10, October 2023, Pages 3906–3952, https://doi.org/10.1093/rfs/hhad039 | |||||
| 2024 | Impact of Corporate Subsidies on Borrowing Costs of Local Governments: Evidence from Municipal Bonds | Review of Finance |
Sudheer Chava
Malakar, Baridhi Singh, Manpreet |
Published Papers | |
| Sudheer Chava, Baridhi Malakar, Manpreet Singh, Impact of Corporate Subsidies on Borrowing Costs of Local Governments: Evidence from Municipal Bonds, Review of Finance, Volume 28, Issue 1, January 2024, Pages 117–161, https://doi.org/10.1093/rof/rfad021 | |||||
| 2024 | Benchmarking Machine Learning Models to Predict Corporate Bankruptcy | Journal of Credit Risk |
Alanis, Emmanuel
Chava, Sudheer Shah, Agam |
Published Papers | View |
| Emmanuel Alanis, Sudheer Chava and Agam Shah, “Benchmarking Machine Learning Models to Predict Corporate Bankruptcy”, forthcoming in Journal of Credit Risk | |||||
| 2024 | Variance Decomposition and Cryptocurrency Return Prediction | Journal of Financial and Quantitative Analysis |
Lee, Suzanne S.
Wang, Minho |
Published Papers | View |
| 2023 | Does a One-Size-Fits-All Minimum Wage Cause Financial Stress for Small Businesses?. | Management Science |
Chava, Sudheer
Oettl, Alexander Singh, Manpreet |
Published Papers | |
| Sudheer Chava, Alexander Oettl, Manpreet Singh (2023) Does a One-Size-Fits-All Minimum Wage Cause Financial Stress for Small Businesses?. Management Science 69(11):7095-7117. https://doi.org/10.1287/mnsc.2022.4620 | |||||
| 2023 | Creative Destruction? Impact of E-Commerce on the Retail Sector | Management Science |
Chava, Sudheer
Oettl, Alexander Singh, Manpreet Zeng, Linghang |
Published Papers | |
| Sudheer Chava, Alexander Oettl, Manpreet Singh, Linghang Zeng (2023) Creative Destruction? Impact of E-Commerce on the Retail Sector. Management Science 70(4):2168-2187. https://doi.org/10.1287/mnsc.2023.4795 | |||||
| 2023 | Trillion Dollar Words: A New Financial Dataset, Task & Market Analysis | In Proceedings of the 61st Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers) |
Shah, Agam
Paturi, Suvan Chava, Sudheer |
Published Papers | |
| Agam Shah, Suvan Paturi, and Sudheer Chava. 2023. Trillion Dollar Words: A New Financial Dataset, Task & Market Analysis. In Proceedings of the 61st Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers), pages 6664–6679, Toronto, Canada. Association for Computational Linguistics. | |||||
| 2023 | Credit Default Swaps and Lender Incentives in Bank Debt Renegotiations | Journal of Financial and Quantitative Analysis |
Chakraborty, I.
Chava, Sudheer Ganduri, R. |
Published Papers | |
| Chakraborty I, Chava S, Ganduri R. Credit Default Swaps and Lender Incentives in Bank Debt Renegotiations. Journal of Financial and Quantitative Analysis. 2023;58(5):1911-1942. doi:10.1017/S0022109022000709 | |||||
| 2023 | The Role of Idiosyncratic Jumps in Stock Markets | Journal of Financial Markets | Lee, Suzanne S. | Published Papers | View |
| Lee, Suzanne, “The Role of Idiosyncratic Jumps in Stock Markets,” Journal of Financial Markets, Vol. 64, Article 100820, 2023 | |||||
| 2023 | The Real Response to Uncertainty Shocks: the Risk Premium Channel | Management Science |
Bretscher, Lorenzo
Hsu, Alex Tamoni, Andrea |
Published Papers | |
| Bretscher, Lorenzo, Alex Hsu, and Andrea Tamoni. “The Real Response to Uncertainty Shocks: the Risk Premium Channel.” Management Science, Volume 69, Issue 1, January 2023, Pages 119-140. | |||||
| 2023 | Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation | Management Science |
Hsu, Alex
Palomino, Francisco Qian, Charles |
Published Papers | |
| Hsu, Alex, Francisco Palomino, and Charles Qian. “Gone with the Vol: A Decline in Asset Return Predictability during the Great Moderation." Management Science, Volume 69, Issue 5, May 2023, Pages 2547-3155. | |||||
| 2023 | When It Rains It Pours: Cascading Uncertainty Shocks | Journal of Political Economy |
Diercks, Anthony
Hsu, Alex Tamoni, Andrea |
Published Papers | |
| Diercks, Anthony, Alex Hsu, and Andrea Tamoni. “When It Rains It Pours: Cascading Uncertainty Shocks.” Journal of Political Economy, Accepted. | |||||
| 2022 | When FLUE Meets FLANG: Benchmarks and Large Pretrained Language Model for Financial Domain. | Proceedings of the 2022 Conference on Empirical Methods in Natural Language Processing |
Shah, Raj
Chawla, Kunal Eidnani, Dheeraj Shah, Agam Du, Wendi Chava, Sudheer Raman, Natraj Smiley, Charese Chen, Jiaao Yang, Diyi |
Published Papers | |
| Raj Shah, Kunal Chawla, Dheeraj Eidnani, Agam Shah, Wendi Du, Sudheer Chava, Natraj Raman, Charese Smiley, Jiaao Chen, and Diyi Yang. 2022. When FLUE Meets FLANG: Benchmarks and Large Pretrained Language Model for Financial Domain. In Proceedings of the 2022 Conference on Empirical Methods in Natural Language Processing, pages 2322–2335, Abu Dhabi, United Arab Emirates. Association for Computational Linguistics. | |||||
| 2022 | Tweet Based Reach Aware Temporal Attention Network for NFT Valuation. | Findings of the Association for Computational Linguistics: EMNLP 2022 |
Sawhney, Ramit
Thakkar, Megh Soun, Ritesh Neerkaje, Atula Sharma, Vasu Guhathakurta, Dipanwita Chava, Sudheer |
Published Papers | |
| Ramit Sawhney, Megh Thakkar, Ritesh Soun, Atula Neerkaje, Vasu Sharma, Dipanwita Guhathakurta, and Sudheer Chava. 2022. Tweet Based Reach Aware Temporal Attention Network for NFT Valuation. In Findings of the Association for Computational Linguistics: EMNLP 2022, pages 6321–6332, Abu Dhabi, United Arab Emirates. Association for Computational Linguistics. | |||||
| 2022 | HYPHEN: Hyperbolic Hawkes Attention For Text Streams | 60th Annual Meeting of the Association for Computational Linguistics (Volume 2: Short Papers), |
Agarwal, Shivam
Sawhney, Ramit Ahuja, Sanchit Soun, Ritesh Chava, Sudheer |
Published Papers | |
| Shivam Agarwal, Ramit Sawhney, Sanchit Ahuja, Ritesh Soun, and Sudheer Chava. 2022. HYPHEN: Hyperbolic Hawkes Attention For Text Streams. In Proceedings of the 60th Annual Meeting of the Association for Computational Linguistics (Volume 2: Short Papers), pages 620–627, Dublin, Ireland. Association for Computational Linguistics. | |||||
| 2022 | A Clash of Cultures- The Effect of Governance and Valuation Effects of Corporate Cultural Distance | Journal of Business Finance and Accounting |
Jayarama, Narayanan
Ferris, Steve Zhang, Teng |
Published Papers | View |
| A Clash of Cultures: The Effect of Governance and Valuation Effects of Corporate Cultural Distance, co-authored with Steve Ferris and Teng Zhang, 2022, Forthcoming in Journal of Business Finance and Accounting. | |||||
| 2022 | The Influence of Learning and Bargaining on CEO-Chair Duality-Evidence from Firms that Pass the Baton | Financial Management |
Jayaraman, Narayanan
Nanda, Vikram Ryan, Chip |
Published Papers | View |
| The Influence of Learning and Bargaining on CEO-Chair Duality: Evidence from Firms that Pass the Baton, co-authored with Vikram Nanda and Chip Ryan, Financial Management, 2022, 51, 297-350. | |||||
| 2021 | Impact of marketplace lending on consumers’ future borrowing capacities and borrowing outcomes, | Journal of Financial Economics |
Chava, Sudheer
Ganduri, Rohan Paradkar, Nikhil Zhang, Yafei |
Published Papers | View |
| Sudheer Chava, Rohan Ganduri, Nikhil Paradkar, Yafei Zhang, Impact of marketplace lending on consumers’ future borrowing capacities and borrowing outcomes, Journal of Financial Economics, Volume 142, Issue 3, 2021, Pages 1186-1208, ISSN 0304-405X, | |||||
| 2021 | The Effect of Investor Attention on the Corporate Litigation Process | Journal of Financial Research |
Jayaraman, Narayanan
Abdulmanova, Anna Kothari, Pratik Ferris, Steve |
Published Papers | View |
| The Effect of Investor Attention on the Corporate Litigation Process, co-authored with Anna Abdulmanova, Pratik Kothari, and Steve Ferris, Journal of Financial Research, 2021, 44, 513-552. | |||||
| 2020 | The economic impact of right-to-work laws: Evidence from collective bargaining agreements and corporate policies, | Journal of Financial Economics |
Chava, Sudheer
András Danis Alex Hsu |
Published Papers | |
| Sudheer Chava, András Danis, Alex Hsu, The economic impact of right-to-work laws: Evidence from collective bargaining agreements and corporate policies, Journal of Financial Economics, Volume 137, Issue 2, 2020, Pages 451-469, ISSN 0304-405X, https://doi.org/10.1016/j.jfineco.2020.02.005. | |||||
| 2020 | COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission | Review of Asset Pricing Studies |
Lorenzo Bretscher
Alex Hsu Peter Simasek Andrea Tamoni |
Published Papers | |
| Bretscher, Lorenzo, Alex Hsu, Peter Simasek and Andrea Tamoni. "COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission." Review of Asset Pricing Studies, Volume 10, Issue 4, December 2020, Pages 705–741. | |||||
| 2020 | Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns | Review of Financial Studies |
Chava, Sudheer
Hsu, Alex |
Published Papers | |
| Chava, Sudheer and Alex Hsu. “Financial Constraints, Monetary Policy Shocks and the Cross-Section of Equity Returns." Review of Financial Studies, Volume 33, Issue 9, September 2020, Pages 4367–4402. | |||||
| 2020 | Shareholder Activism with Strategic Investors | Finance Research Letters | Danis, A. | Published Papers | |
| Shareholder Monitoring with Strategic Investors. Accepted at Finance Research Letters. | |||||
| 2020 | Fiscal Policy Driven Bond Risk Premia | Journal of Financial Economics |
Bretscher, Lorenzo
Hsu, Alex Tamoni, Andrea |
Published Papers | |
| Bretscher, Lorenzo, Alex Hsu, and Andrea Tamoni. “Fiscal Policy Driven Bond Risk Premia.” Journal of Financial Economics, Volume 138, Issue 1, October 2020, Pages 53-73. | |||||
| 2020 | Implementing Stochastic Volatility in DSGE Models: A Comment | Macroeconomic Dynamics |
Bretscher, Lorenzo
Hsu, Alex Tamoni, Andrea |
Published Papers | |
| Bretscher, Lorenzo, Alex Hsu, and Andrea Tamoni. “Implementing Stochastic Volatility in DSGE Models: A Comment.” Macroeconomic Dynamics, Volume 24, Issue 4, June 2020, Pages 935-950. | |||||
| 2020 | Does History Repeat Itself? Business Cycle and Industry Returns | Journal of Monetary Economics |
Chava, Sudheer
Hsu, Alex Zeng, Linghang |
Published Papers | |
| Chava, Sudheer, Alex Hsu, and Linghang Zeng. “Does History Repeat Itself? Business Cycle and Industry Returns." Journal of Monetary Economics, Volume 116, December 2020, Pages 201-218. | |||||
| 2020 | The Economic Impact of Right-to-Work Laws: Evidence from Collective Bargaining Agreements and Corporate Policies | Journal of Financial Economics |
Chava, Sudheer
Danis, A. Hsu, Alex |
Published Papers | |
| Chava, Sudheer, Andras Danis, and Alex Hsu. “The Economic Impact of Right-to-Work Laws: Evidence from Collective Bargaining Agreements and Corporate Policies.” Journal of Financial Economics, Volume 137, Issue 2, August 2020, Pages 451-469. | |||||
| 2020 | Real and Nominal Equilibrium Yield Curves | Management Science |
Hsu, Alex
Li, Erica X.N. Palomino, Francisco |
Published Papers | |
| Hsu, Alex, Erica X.N. Li, and Francisco Palomino. “Real and Nominal Equilibrium Yield Curves." Management Science, Volume 67, Issue 2, May 2020, Pages 1138-1158. | |||||
| 2020 | Default Risk and the Pricing of U.S. Sovereign Bonds | Journal of Finance |
Dittmar, Robert
Hsu, Alex Roussellet, Guillaume Simasek, Peter |
Working Papers | |
| Dittmar, Robert, Alex Hsu, Guillaume Roussellet, and Peter Simasek. “Default Risk and the Pricing of U.S. Sovereign Bonds." Revise and Resubmit, Journal of Finance. | |||||
| 2020 | Better Directors or Distracted Directors- An International Analysis of Busy Boards | Global Finance Journal |
Jayaraman, Narayanan
Ferris, Steve Liao, Min-Yu |
Published Papers | View |
| Better Directors or Distracted Directors? An International Analysis of Busy Boards, co-authored with Steve Ferris and Min-Yu Liao, Global Finance Journal, 2020, 44, 100437. | |||||
| 2020 | Tales of Tails-Jumps in Currency Markets | Journal of Financial Markets |
Lee, Suzanne
Wang, M. |
Published Papers | View |
| Lee, S.S. and M. Wang, Tales of Tails: Jumps in Currency Markets, Journal of Financial Markets, forthcoming | |||||
| 2019 | Covenants, Creditors’ Simultaneous Equity Holdings, and Firm Investment Policies | Journal of Financial and Quantitative Analysis |
Chava, Sudheer
Wang, R. Zou, H. |
Published Papers | |
| Chava S, Wang R, Zou H. Covenants, Creditors’ Simultaneous Equity Holdings, and Firm Investment Policies. Journal of Financial and Quantitative Analysis. 2019;54(2):481-512. doi:10.1017/S002210901800090X | |||||
| 2019 | The Economic Impact of Right-to-Work Laws: Evidence from Collective Bargaining Agreements and Corporate Policies | Journal of Financial Economics |
Danis, A.
Chava, Sudheer Hsu, Alex |
Published Papers | |
| The Economic Impact of Right-to-Work Laws: Evidence from Collective Bargaining Agreements and Corporate Policies. Accepted at Journal of Financial Economics. Co-authored with Sudheer Chava and Alex Hsu. | |||||
| 2019 | Labor Market Consequences for Busy Directors-Evidence from International Mergers and Acquisitions | Journal of Financial Research |
Jayaraman, Narayanan
Ferris, Steve Liao, Min-Yu |
Published Papers | View |
| Labor Market Consequences for Busy Directors: Evidence from International Mergers and Acquisitions, co-authored with Steve Ferris and Min-Yu Liao, Journal of Financial Research, 2019, 42 (3), 449-489. (Lead Article). | |||||
| 2019 | The Impact of Jumps on Carry Trade Returns | Journal of Financial Economics |
Lee, Suzanne
Wang, M. |
Published Papers | View |
| Lee, S.S. and M. Wang, The Impact of Jumps on Carry Trade Returns, Journal of Financial Economics, Vol. 131, pp. 433-455, 2019 | |||||
| 2018 | The Real Effects of Credit Default Swaps | Journal of Financial Economics |
Danis, A.
Gamba, Andrea |
Published Papers | |
| The Real Effects of Credit Default Swaps, Journal of Financial Economics, 2018, Volume 117, Issue 1. Co-authored with Andrea Gamba. | |||||
| 2018 | Banking Structure and Monetary Policy Potency- Evidence from Firm-Level Investment | TBD | Hsu, Alex | Working Papers | |
| Hsu, Alex. “Banking Structure and Monetary Policy Potency: Evidence from Firm-Level Investment.” Working Paper, 2018. | |||||
| 2017 | Do Empty Creditors Matter? Evidence from Distressed Exchange Offers | Management Science | Danis, A. | Published Papers | |
| Do Empty Creditors Matter? Evidence from Distressed Exchange Offers, Management Science, 2017, Volume 63, Number 5. | |||||
| 2017 | Asset Pricing with Hand-to-Mouth Households: Joint Resolution of the Equity and Bond Risk Premium Puzzles | TBD | Hsu, Alex | Working Papers | |
| Hsu, Alex. “Asset Pricing with Hand-to-Mouth Households: Joint Resolution of the Equity and Bond Risk Premium Puzzles.” Working Paper, 2017. | |||||
| 2015 | elated Securities and Equity Market Quality: The Case of CDS. | Journal of Financial and Quantitative Analysis. |
Boehmer, E
Chava, Sudheer Tookes, HE |
Published Papers | |
| Boehmer E, Chava S, Tookes HE. Related Securities and Equity Market Quality: The Case of CDS. Journal of Financial and Quantitative Analysis. 2015;50(3):509-541. doi:10.1017/S0022109015000241 | |||||
| 2015 | A Simple Nonnegative Process for Equilibrium Models | Economics Letters |
Hsu, Alex
Palomino, Francisco |
Published Papers | |
| Hsu, Alex and Francisco Palomino. “A Simple Nonnegative Process for Equilibrium Models.” Economics Letters, Volume 132, July 2015, p. 39 – 44. | |||||
| 2014 | Refinancing, Profitability, and Capital Structure | Journal of Financial Economics |
Danis, A.
Rettl, Daniel Whited, Toni |
Published Papers | |
| Refinancing, Profitability, and Capital Structure, Journal of Financial Economics, December 2014, Volume 114, Issue 3. Co-authored with Daniel Rettl and Toni Whited. | |||||
| 2014 | Are Analysts’ Recommendations Informative- Intraday Evidence on the Impact of Time-stamp Delays | Journal of Finance |
Bradley, D.
Clarke, J. Lee, Suzanne Ornthanalai, C. |
Published Papers | View |
| Bradley, D., J. Clarke, S.S. Lee, and C. Ornthanalai, Are Analysts’ Recommendations Informative? Intraday Evidence on the Impact of Time-stamp Delays, Journal of Finance, Vol. 69, Issue 2, pp. 645–673, 2014 | |||||
| 2013 | CEO Overconfidence and International Mergers and Acquistion Activity | Journal of Financial and Quantitative Analysis |
Jayaraman, Narayanan
Ferris, Steve Sabherwal, Sanjiv |
Published Papers | View |
| CEO Overconfidence and International Mergers and Acquistion Activity, co-authored with Steve Ferris and Sanjiv Sabherwal, Journal of Financial and Quantitative Analysis 2013, 48(1), 137-154. | |||||
| 2012 | Do Pension-Related Business Ties Influence Mutual Fund Proxy Voting- Evidence from Shareholder Proposals on Executive Compensation | Journal of Financial and Quantitative Analysis |
Jayaraman, Narayanan
Ashraf, Rasha Ryan, Harley |
Published Papers | View |
| Do Pension-Related Business Ties Influence Mutual Fund Proxy Voting? Evidence from Shareholder Proposals on Executive Compensation, co-authored with Rasha Ashraf and Harley Ryan, Journal of Financial and Quantitative Analysis, 2012, 47(3), 567-588. | |||||
| 2012 | Jumps in Equilibrium Prices and Market Microstructure Noise | Journal of Econometrics |
Lee Suzanne
Mykland, P.A. |
Published Papers | View |
| Lee, S.S. and P.A. Mykland, Jumps in Equilibrium Prices and Market Microstructure Noise, Journal of Econometrics, Vol. 168, pp. 396-406, 2012 | |||||
| 2012 | Jumps and Information Flow in Financial Markets | Review of Financial Studies | Lee, Suzanne | Published Papers | View |
| Lee, S.S., Jumps and Information Flow in Financial Markets, Review of Financial Studies, Vol. 25, Issue 2, pp. 439-479, 2012 | |||||
| 2010 | Detecting Jumps from Levy Jump Diffusion Processes | Journal of Financial Economics |
Lee, Suzanne
Hannig, J. |
Published Papers | View |
| Lee, S.S. and J. Hannig, Detecting Jumps from Levy Jump Diffusion Processes, Journal of Financial Economics, Vol. 96, Issue 2, pp. 271-290, 2010 | |||||
| 2009 | Mars-Venus Marriages– Culture and Cross-Border M&A | Journal of International Business Studies |
Jayaraman, Narayanan
Chakrabarti, Rajesh Gupta-Mukherjee, Swasti |
Published Papers | View |
| Mars-Venus Marriages – Culture and Cross-Border M&A, co-authored with Rajesh Chakrabarti and Swasti Gupta-Mukherjee, Journal of International Business Studies, 2009, 40, 216-236. | |||||
| 2009 | Catering effects in corporate dividend policy-The international evidence | Journal of Banking and Finance |
Jayaraman, Narayanan
Ferris, Steve Sabherwal, Sanjiv |
Published Papers | View |
| Catering effects in corporate dividend policy: The international evidence, co-authored with Steve Ferris and Sanjiv Sabherwal, 2009 (Forthcoming Journal of Banking and Finance) | |||||
| 2009 | The Effects of Regulation on Industry Structure and Trade Generation in the U. S. Securities Industry | Journal of Banking and Finance |
Jayaraman, Narayanan
Choi, Hyung-Suk Clarke, Jonathan Ferris, Steve |
Published Papers | View |
| The Effects of Regulation on Industry Structure and Trade Generation in the U. S. Securities Industry, co-authored with Hyung-Suk Choi, Jonathan Clarke, and Steve Ferris, 2009 (Forthcoming Journal of Banking and Finance) | |||||
| 2009 | Is Reversal of Large Stock-Price Declines Caused by Overreaction or Information Asymmetry- Evidence from Stock and Option Markets | Journal of Futures Markets |
Jayaraman, Narayanan
Choi, Hyung-Suk |
Published Papers | View |
| Is Reversal of Large Stock-Price Declines Caused by Overreaction or Information Asymmetry: Evidence from Stock and Option Markets, co-authored with Hyung-Suk Choi, Journal of Futures Markets, 2009, 29, 348-376. | |||||
| 2009 | Takeover Immunity, Takeovers and the Market for Non-Executive Directors | Financial Management |
Jayaraman, Narayanan
Ashraf, Rasha Chakrabarti, Rajesh Fu, Richard |
Published Papers | View |
| Takeover Immunity, Takeovers and the Market for Non-Executive Directors, co-authored with Rasha Ashraf, Rajesh Chakrabarti and Richard Fu, 2009 (Forthcoming Financial Management) | |||||
| 2008 | The Path-to-Profitability of Internet IPO Firms | Journal of Business Venturing |
Jayaraman, Narayanan
Jain, Bharat Kini, Omesh |
Published Papers | View |
| The Path-to-Profitability of Internet IPO Firms, co-authored with Bharat Jain and Omesh Kini, Journal of Business Venturing, 2008, 23, 165-194. | |||||
| 2008 | Jumps in Financial Markets- A New Nonparametric Test and Jump Dynamics | Review of Financial Studies |
Lee, Suzanne
Mykland, P.A. |
Published Papers | View |
| Lee, S.S. and P.A. Mykland, Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics, Review of Financial Studies, Vol. 21, Issue 6, pp. 2535-2563, 2008 | |||||
| 2006 | Are Analyst Recommendations Biased- Evidence from Corporate Bankruptcies | Journal of Financial and Quantitative Analysis |
Jayaraman, Narayanan
Clarke, Jonathan Ferris, Steve Lee, Jinsoo |
Published Papers | |
| Are Analyst Recommendations Biased? Evidence from Corporate Bankruptcies, co-authored with Jonathan Clarke, Steve Ferris, and Jinsoo Lee, Journal of Financial and Quantitative Analysis, 2006, Vol. 41, 169-196. | |||||
| 2005 | Price and Volume Effects of Changes in MSCI Indices – Nature and Causes | Journal of Banking and Finance |
Jayaraman, Narayanan
Chakrabarti, Rajesh Huang, Wei Lee, Jinsoo |
Published Papers | View |
| Price and Volume Effects of Changes in MSCI Indices – Nature and Causes, co-authored with Rajesh Chakrabarti, Wei Huang, and Jinsoo Lee, Journal of Banking and Finance, 2005, Vol. 29, 1237-1264. | |||||
| 2002 | The Determinants of Mutual Fund Mergers and their Impact on Fund Shareholders | Journal of Finance |
Jayaraman, Narayanan
Khorana, Ajay Telling, Ed |
Published Papers | View |
| The Determinants of Mutual Fund Mergers and their Impact on Fund Shareholders. co-authored with Ajay Khorana and Ed Nelling, Journal of Finance, 2002, Vol. LVII, 1521-1551. | |||||
| 2001 | An Experimental Study of Circuit Breakers- The Effect of Mandated Market Closures and Temporary Halts on Market Behavior | Journal of Financial Markets |
Narayanan Jayaraman
Ackert, Lucy Church, Bryan |
Published Papers | View |
| An Experimental Study of Circuit Breakers: The Effect of Mandated Market Closures and Temporary Halts on Market Behavior, co-authored with Lucy Ackert and Bryan Church, Journal of Financial Markets, 2001, Vol. 4, 185-208. | |||||
| 2000 | CEO Founder Status and Firm Financial Performance | Strategic Management Journal |
Jayaraman, Narayanan
Khorana, Ajay Nelling, Ed Covin, Jeff |
Published Papers | |
| CEO Founder Status and Firm Financial Performance, co-authored with Ajay Khorana, Ed Nelling, and Jeff Covin, Strategic Management Journal, 2000, 21, 1215-1224. | |||||
Showing of 60
Finance News
Swipe for More
People
Michael Messner
Professor of the Practice; Co-CEO & Portfolio Manager, Seminole Management Company, Inc. (Retired)
