Organization profile

Organization profile

Research Interests

Fingerprint Dive into the research topics where Finance is active. These topic labels come from the works of this organization's members. Together they form a unique fingerprint.

Investors Business & Economics
Costs Business & Economics
Equity Business & Economics
Hedging Business & Economics
Liquidity Business & Economics
Debt Business & Economics
Managers Business & Economics
Assets Business & Economics

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Profiles

No photo of Mehmet Canayaz

Mehmet Canayaz

Person: Academic

No photo of Quanwei Cao

Quanwei Cao

Person: Academic

19922020
No photo of Jess Cornaggia

Jess Cornaggia

Person: Academic

20112018
No photo of Kimberly J. Cornaggia

Kimberly J. Cornaggia

Person: Academic

20072018
No photo of Fariborz Ghadar

Fariborz Ghadar

  • Finance - William A. Schreyer Professor of Global Management, Policies and Planning

Person: Academic

19832014
No photo of Gary Joseph Gray

Gary Joseph Gray

Person: Academic

No photo of Matthew Todd Lange Gustafson

Matthew Todd Lange Gustafson

Person: Academic

20152019
No photo of George David Haushalter

George David Haushalter

  • Finance - Associate Professor and Calderwood Faculty Fellow

Person: Academic

19962012
No photo of Jingzhi Huang

Jingzhi Huang

  • Finance - Professor and David H. McKinley Professor of Business Administration

Person: Academic

19902018
No photo of Peter G. Iliev

Peter G. Iliev

Person: Academic

20072019

Research Output 1979 2020

Liquidity and volatility in the U.S. Treasury market

Nguyen, G., Engle, R., Fleming, M. & Ghysels, E., Jan 1 2020, (Accepted/In press) In : Journal of Econometrics.

Research output: Contribution to journalArticle

Liquidity
Financial crisis
Market dynamics
Announcement
Economics

Predicting the equity premium with the implied volatility spread

Cao, C., Simin, T. & Xiao, H., Jan 1 2020, (Accepted/In press) In : Journal of Financial Markets. 100531.

Research output: Contribution to journalArticle

Implied volatility
Equity premium
Predictive ability
Cash flow
Predictors

Show me the money: The monetary policy risk premium

Ozdagli, A. & Velikov, M., Feb 2020, In : Journal of Financial Economics. 135, 2, p. 320-339 20 p.

Research output: Contribution to journalArticle

Monetary policy
Risk premium
Economic shocks
Hedge
Firm characteristics
2 Citations (Scopus)

Bank culture

Song, F. & Thakor, A. V., Jul 1 2019, In : Journal of Financial Intermediation. 39, p. 59-79 21 p.

Research output: Contribution to journalArticle

Safety
Bank capital
Incentive contracts
Safety net
Incentives

Comparing Cost-Mitigation Techniques

Novy-Marx, R. & Velikov, M., Feb 1 2019, In : Financial Analysts Journal. 75, 1, p. 85-102 18 p.

Research output: Contribution to journalArticle

Costs
Mitigation
Rebalancing
Transaction costs
Efficacy
3 Citations (Scopus)

Disaster on the horizon: The price effect of sea level rise

Bernstein, A., Gustafson, M. T. & Lewis, R., Nov 2019, In : Journal of Financial Economics. 134, 2, p. 253-272 20 p.

Research output: Contribution to journalArticle

Price effects
Disaster
Discount
Climate change policy
Global warming

Equity Misvaluation and Default Options

Eisdorfer, A., Goyal, A. & Zhdanov, A., Apr 2019, In : Journal of Finance. 74, 2, p. 845-898 54 p.

Research output: Contribution to journalArticle

Equity
Factors
Investment strategy
Valuation model
Cross section
1 Citation (Scopus)

Index membership and small firm financing

Cao, C., Gustafson, M. & Velthuis, R., Jan 1 2019, In : Management Science. 65, 9, p. 4156-4178 23 p.

Research output: Contribution to journalArticle

Financing
Small firms
Analyst coverage
Bank loans
Bank financing

Product Market Competition and Option Prices

Morellec, E. & Zhdanov, A., Nov 1 2019, In : Review of Financial Studies. 32, 11, p. 4343-4386 44 p.

Research output: Contribution to journalArticle

Product market competition
Option prices
Equity options
Equity
Degree of competition

Revisiting advance disclosure of insider trading

Cui, Z., Deng, J. & Lenkey, S. L., Sep 2019, In : Economics Letters. 182, p. 78-81 4 p.

Research output: Contribution to journalArticle

Disclosure
Insider trading
Multiple equilibria