Organization profile

Organization profile

Research Interests

Fingerprint The fingerprint is based on mining the text of the scientific documents related to the associated persons. Based on that an index of weighted terms is created, which defines the key subjects of research unit

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

19922018
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

20072018

Research Output 1979 2019

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

Bernstein, A., Gustafson, M. T. L. & Lewis, R., Jan 1 2019, In : Journal of Financial Economics.

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 1 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

Bank culture

Song, F. & Thakor, A. V., Jan 1 2018, (Accepted/In press) In : Journal of Financial Intermediation.

Research output: Contribution to journalArticle

Safety
Bank capital
Incentive contracts
Safety net
Incentives
5 Citations (Scopus)

Credit ratings and the cost of municipal financing

Cornaggia, J., Cornaggia, K. J. & Israelsen, R. D., Jun 1 2018, In : Review of Financial Studies. 31, 6, p. 2038-2079 42 p.

Research output: Contribution to journalArticle

Financing
Costs
Credit rating
Rating
Investors
3 Citations (Scopus)

Distress Anomaly and Shareholder Risk: International Evidence

Eisdorfer, A., Goyal, A. & Zhdanov, A., Sep 1 2018, In : Financial Management. 47, 3, p. 553-581 29 p.

Research output: Contribution to journalArticle

Distress
Shareholders
Anomaly
Stock returns
Legislation

Do leveraged ETFs really amplify late-day returns and volatility?

Ivanov, I. T. & Lenkey, S. L., Jan 1 2018, (Accepted/In press) In : Journal of Financial Markets.

Research output: Contribution to journalArticle

Exchange traded funds
Rebalancing
Capital flows
Risk factors
Equity

Hedge funds and stock price formation

Cao, Q., Chen, Y., Goetzmann, W. N. & Liang, B., Jan 1 2018, In : Financial Analysts Journal. 74, 3, p. 54-68 15 p.

Research output: Contribution to journalArticle

Hedge funds
Stock prices
Price formation
Ownership
Mispricing
Bank loans
Market competition
Loans
Credit
Substitute
3 Citations (Scopus)

Learning from directors' foreign board experiences

Iliev, P. G. & Roth, L., Aug 1 2018, In : Journal of Corporate Finance. 51, p. 1-19 19 p.

Research output: Contribution to journalArticle

Governance
Foreign firms
Overlapping
Domestic firms
Market governance
1 Citation (Scopus)

Price Pressure and Overnight Seasoned Equity Offerings

Gustafson, M. T. L., Apr 1 2018, In : Journal of Financial and Quantitative Analysis. 53, 2, p. 837-866 30 p.

Research output: Contribution to journalArticle

Seasoned equity offerings
Price pressure
Issue selling
Avoidance
Reversal