Submissions from 2025
Factor Model Comparisons with Conditioning Information, Wayne E. Ferson, Andrew F. Siegel, and Junbo L. Wang
Kernel-Based Machine Learning for Option Pricing, Yingying Guo and Don Chance
The paradox of slave collateral, Rajesh P. Narayanan and Jonathan Pritchett
Modeling Spatial, Temporal, and Multivariate Autoregressive Dependence in Real Estate Prices, R. Kelley Pace, Darren K. Hayunga, and James P. LeSage
Submissions from 2024
Impacts of extreme weather events on mortgage risks and their evolution under climate change: A case study on Florida, Raffaella Calabrese, Timothy Dombrowski, Antoine Mandel, R. Kelley Pace, and Luca Zanin
From Man vs. Machine to Man + Machine: The art and AI of stock analyses, Sean Cao, Wei Jiang, Junbo Wang, and Baozhong Yang
The Risk Management of COVID-19: Lessons from Financial Economics and Financial Risk Management, Don M. Chance
Media coverage and debt financing choice, C. S.Agnes Cheng, Liangliang Jiang, and Wei Ling Song
Imputing Borrower Heterogeneity and Dynamics in Mortgage Default Models, Timothy Dombrowski, R. Kelley Pace, and Junbo Wang
Differential Measurement Error in House Price Indices, Darren Hayunga, R. Kelley Pace, Shuang Zhu, and Raffaella Calabrese
TECH GIANTS AND NEW ENTRY THREATS, Yang Pan and Wei Ling Song
Submissions from 2023
A new look at the left-handed advantage in baseball, Don M. Chance and Philip Z. Maymin
The Rank-Size Rule and Challenges in Diversifying Commercial Real Estate Portfolios, Timothy P. Dombrowski, Rajesh P. Narayanan, and R. Kelley Pace
Valuation when disaster risks increase at an increasing rate, Ravi Joshi, Rajesh P. Narayanan, and R. Kelley Pace
Information flow and credit rating announcements, Mehdi Khorram, Haitao Mo, and Gary C. Sanger
Submissions from 2022
Dividends on Unearned Shares and Corporate Payout Policy: An Analysis of Dividend Equivalent Rights, Z. Tingting Jia and Don M. Chance
Multidimensional nature of dominant behavior: Insights from behavioral neuroscience, Kateryna Murlanova, Michael Kirby, Lev Libergod, Mikhail Pletnikov, and Albert Pinhasov
Ignoring Spatial and Spatiotemporal Dependence in the Disturbances Can Make Black Swans Appear Grey, R. Kelley Pace and Raffaella Calabrese
Linking stress and inflammation – is there a missing piece in the puzzle?, Albert Pinhasov and Michael Kirby
Do Sunk Costs Affect Prices in the Housing Market?, Dimuthu Ratnadiwakara and Vijay Yerramilli
Submissions from 2021
A Panel Regression Approach to Holdings-Based Fund Performance Measures, Wayne Ferson and Junbo L. Wang
Bragging rights: Does corporate boasting imply value creation?, Pratik Kothari, Don M. Chance, and Stephen P. Ferris
Interpreting Spatial Econometric Models, James P. LeSage and R. Kelley Pace
Anti-Cancer Effects of Cyclic Peptide ALOS4 in a Human Melanoma Mouse Model, Bar Levi, Shiri Yacobovich, Michael Kirby, Maria Becker, Oryan Agranyoni, Boris Redko, Gary Gellerman, Albert Pinhasov, Igor Koman, and Elimelech Nesher
Does Reciprocity Affect Analysts’ Incentives to Release Timely Information? Evidence from Syndication Relationships in Securities Underwriting, Connie X. Mao and Wei-Ling Song
Maximum Likelihood Estimation, R. Kelley Pace
A simple closed-form relation between spatial weight matrices with different scalings, R. Kelley Pace and James P. LeSage
Collateral Value and Strategic Default: Evidence from Auto Loans, Dimuthu Ratnadiwakara
Flooded Social Connections, Dimuthu Ratnadiwakara
Tech Giants and New Entry Threats, Wei Ling Song and Yang Pan
Statutory right of redemption and its influence on defaulted mortgage outcomes, Shuang Zhu and R. Kelley Pace
Submissions from 2020
MORTGAGE PORTFOLIO DIVERSIFICATION IN THE PRESENCE OF CROSS-SECTIONAL AND SPATIAL DEPENDENCE, Timothy Dombrowski, R. Kelley Pace, and Rajeshp Narayanan
Deductible Choice in Flood Insurance: Who Chooses the Maximum?, Timothy Dombrowski; R. Kelley Pace; Dimuthu Ratnadiwakara; and V. Carlos Slawson,
The FIMA NFIP's redacted policies and redacted claims datasets, Timothy Dombrowski, Dimuthu Ratnadiwakara, and V. Carlos Slawson
First Person: The Pandemic'S Silver Lining: Real Talk For Future Teachers, J Hipp
Is smart beta still smart under the lens of the diversification return?, Wenguang Lin and Gary C. Sanger
Demographic, jurisdictional, and spatial effects on social distancing in the United States during the COVID-19 pandemic, Rajesh P. Narayanan, James Nordlund, r. Kelley Pace, and Dimuthu Ratnadiwakara
Examining the Information Content of Residuals from Hedonic and Spatial Models Using Trees and Forests, R. Kelley Pace and Darren Hayunga
Do Institutional Investors Know Banks Better? Evidence From Institutional Trading Surrounding the 2008 Financial Crisis, Wei Ling Song and Hui Wang
Biological Sex and IgE Sensitization Influence Severity of Depression and Cortisol Levels in Atopic Dermatitis, Tatyana Vinnik, Anatoly Kreinin, Gulshara Abildinova, Gulnar Batpenova, Michael Kirby, and Albert Pinhasov
TESTING FOR COMPLETE PASS-THROUGH OF EX ASS-THROUGH OF EXCHANGE RA ANGE RATE WITHOUT TRADE BARRIERS, Tengfei Zhang, Tianxiang Li, and Tomas BALEŽENTIS
Submissions from 2019
The "superior performance" of covered calls on the sandp 500: Rethinking an anomaly, Robert Brooks, Don Chance, and Michael Hemler
Mortgage default decisions in the presence of non-normal, spatially dependent disturbances, Raffaella Calabrese, Meagan McCollum, and R. Kelley Pace
An option pricing approach to corporate dividends and the capital investment financing decision, Don M. Chance
Financial Risk Management: An End User Perspective, Don M. Chance
The relationship insurance role of financial conglomerates: Evidence from earnings announcements, Jiun Lin Chen, Gary C. Sanger, and Wei Ling Song
Introduction to Special Issue on Spatial Issues Affecting Housing Markets, Dean H. Gatzlaff, Keith Ihlanfeldt, Kelly Pace, and G. Stacy Sirmans
The Impact of TOM on Prices in the US Housing Market, Darren K. Hayunga and R. Kelley Pace
Borrower Risk and Housing Price Appreciation, Darren K. Hayunga, R. Kelley Pace, and Shuang Zhu
Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation, Narasimhan Jegadeesh, Joonki Noh, Kuntara Pukthuanthong, Richard Roll, and Junbo Wang
An alternative fundamental weighting scheme based on enterprise value multiple, Wenguang Lin and Gary C. Sanger
Using the spatial configuration of the data to improve estimation, R. Kelley Pace and Otis W. Gilley
The influence of house, seller, and locational factors on the probability of sale, R. Kelley Pace and Shuang Zhu
Does CEO compensation reflect managerial ability or managerial power? Evidence from the compensation of powerful CEOs, Wei Ling Song and Kam Ming Wan
Submissions from 2018
An empirical analysis of corporate currency risk management policies and practices, Sungjae F. Kim and Don M. Chance
Spatial econometric Monte Carlo studies: raising the bar, James P. LeSage and R. Kelley Pace
Credit Default Swaps and Firm Value, Rajesh Narayanan and Cihan Uzmanoglu
Credit Insurance, Distress Resolution Costs, and Bond Spreads, Rajesh Narayanan and Cihan Uzmanoglu
How do firms respond to empty creditor holdout in distressed exchanges?, Rajesh Narayanan and Cihan Uzmanoglu
Social rank-associated stress vulnerability predisposes individuals to cocaine attraction, Chen Yanovich, Michael L. Kirby, Izhak Michaelevski, Gal Yadid, and Albert Pinhasov
Submissions from 2017
A bias in the volatility smile, Don M. Chance, Thomas A. Hanson, Weiping Li, and Jayaram Muthuswamy
List Prices in the US Housing Market, Darren K. Hayunga and R. Kelley Pace
Spatial Econometric Models, Prediction, R. Kelley Pace and James P. LeSage
Implicit Hedonic Pricing Using Mortgage Payment Information, R. Kelley Pace and Shuang Zhu
Explicit employment contracts and CEO compensation, Wei Ling Song and Kam Ming Wan
Submissions from 2016
Efficiency and Market Power Gains in Bank Megamergers: Evidence from Value Line Forecasts, Erik Devos, Srinivasan Krishnamurthy, and Rajesh Narayanan
Has the Effect of Asset Securitization on Bank Risk Taking Behavior Changed?, Huong Thi Thu Le, Rajesh P. Narayanan, and Lai Van Vo
Fast simulated maximum likelihood estimation of the spatial probit model capable of handling large samples, R. Kelley Pace and James P. LeSage
Inferring Price Information from Mortgage Payment Behavior: a Latent Index Approach, R. Kelley Pace and Shuang Zhu
TARP announcement, bank health, and borrowers’ credit risk, Wei-Ling Song and Cihan Uzmanoglu
Submissions from 2015
Poor performance and the value of corporate honesty, Don Chance, James Cicon, and Stephen P. Ferris
Deleveraging and mortgage curtailment, Meagan N. McCollum, Hong Lee, and R. Kelley Pace
Factors underlying short sales, Shuang Zhu and R. Kelley Pace
The Influence of Foreclosure Delays on Borrowers' Default Behavior, Shuang Zhu and R. Kelley Pace
Submissions from 2014
Interpreting spatial econometric models, James P. LeSage and R. Kelley Pace
The biggest myth in spatial econometrics, James P. Lesage and R. Kelley Pace
Maximum likelihood estimation, R. Kelley Pace
The price-taker effect on the valuation of executive stock options, Tung Hsiao Yang and Don M. Chance
Modeling Spatially Interdependent Mortgage Decisions, Shuang Zhu and R. Kelley Pace
Using Housing Futures in Mortgage Research, Shuang Zhu, R. Kelley Pace, and Walter A. Morales
Submissions from 2013
Asset sales in the mutual fund industry: Who gains?, Fan Chen, Gary C. Sanger, and Myron B. Slovin
Interpretation and Computation of Estimates from Regression Models using Spatial Filtering, R. Kelley Pace, James P. Lesage, and Shuang Zhu
Submissions from 2012
Private Information and the Exercise of Executive Stock Options, Robert Brooks, Don M. Chance, and Brandon Cline
Asymmetric Information in the Subprime Mortgage Market, James B. Kau, Donald C. Keenan, Constantine Lyubimov, and V. Carlos Slawson
Predictors of Business Return in New Orleans after Hurricane Katrina, Nina S.N. Lam, Helbert Arenas, Kelley Pace, James LeSage, and Richard Campanella
Separable spatial modeling of spillovers and disturbances, R. Kelley Pace and Shuang Zhu
Distressed Properties: Valuation Bias and Accuracy, Shuang Zhu and R. Kelley Pace
Submissions from 2011
Peer-group dependence in salary benchmarking: A statistical model, Eric Blankmeyer, James P. LeSage, J. R. Stutzman, Kris Joseph Knox, and R. Kelley Pace
Safety-net losses from abandoning glass-steagall restrictions, Kenneth A. Carow, Edward J. Kane, and Rajesh P. Narayanan
Essays in Derivatives: Risk-Transfer Tools and Topics Made Easy, Second Edition, Don M. Chance
Patterns in asset management returns: Evidence of fraud in the stanford group scandal?, Don M. Chance and Ashley R. Schexnaildre
The Tradeoff between Compensation and Incentives in Executive Stock Options, Don M. Chance and Tung Hsiao Yang
Fairness Opinions in M&As, Steven M. Davidoff, Anil K. Makhija, and Rajesh P. Narayanan
Subprime mortgage default, James B. Kau, Donald C. Keenan, Constantine Lyubimov, and V. Carlos Slawson
Do what the neighbours do: Reopening businesses after Hurricane Katrina, James Lesage, R. Kelley Pace, Richard Campanella, Nina Lam, and Xingjian Liu
New Orleans business recovery in the aftermath of Hurricane Katrina, James P. LeSage, R. Kelley Pace, Nina Lam, Richard Campanella, and Xingjian Liu
Space-time modeling of natural disaster impacts, James P. Lesage, R. Kelley Pace, Nina Lam, and Richard Campanella
Pitfalls in higher order model extensions of basic spatial regression methodology, James P. LeSage and Robert Kelley Pace
Breaking down the barriers: Competition, syndicate structure, and underwriting incentives, Anil Shivdasani and Wei Ling Song