Do not quote without
explicit, written permission from the authors. Unless otherwise noted,
the authors retain the copyright to their papers. [Adobe Acrobat must be
utilized in order to access the working papers. You may click here
to download the Adobe Acrobat Reader if necessary.]
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|
Finance Faculty Working Papers
| Al Auxier |
"Growing
Annuities," by Albert L. Auxier and John M. Wachowicz, Jr. |
| Cary Collins |
"Empirical
Modeling of Institutional Ownership as a Determinant of Corporate Policy
Choices Using the Informational Complexity Approach,"
Amitabh S. Dutta, Ham Bozdogan, M. Cary Collins, and James W. Wansley, 2002
|
| Phillip Daves |
"Reported Trading Volume on the NYSE and the
Nasdaq,"
Phillips Daves, James Wansley, and Rongrong Zhang, May 2003.
"What
Determines Reported Volume: A Comparison of NYSE/AMEX and Nasdaq,"
James W. Wansley, Phillip R. Daves,David B. Stewart, May,
2002
"The Impact of
Electronic Communication Networks on the Components of the Bid-Ask
Spread," T. Shawn Strother, James W. Wansley, and Phillip Daves,
August 2002.
"What
Determines Reported Volume: A Comparison of NYSE/AMEX and Nasdaq,"
James W. Wansley, Phillip R. Daves, and David B. Stewart, May 2002.
"Capital
Budgeting: The Valuation of Unusual, Irregular, or Extraordinary Cash
Flows," by Michael C. Ehrhardt and Phillip R.
Daves, February 1999.
"The
Adjusted Present Value: The Combined Impact of Growth and the Tax Shield of
Debt on the Cost of Capital and Systematic Risk," by Michael C.
Ehrhardt and Phillip R. Daves, June 1999.
"Increases
in the Systematic Risk of Large Firms," by Phillip R.
Daves,
Michael C. Ehrhardt, Gregory A. Kuhlemeyer, and Robert Kunkel, August 1999.
|
| Ramon DeGennaro |
Click
here |
| Mike Ehrhardt |
Corporate
Valuation: Incorporating the Impact of Competition into the Adjusted
Present Value Technique,
January 2003.
Employee
Incentive Stock Options: To Be Expensed or Not to Be, that Is Not the
Question, April 2003.
Convertible
Securities, Employee Stock Options, and the Cost of Equity (with
Phillip Daves), June 2004
|
| Ron Shrieves |
“Convergence in the
Activities of European Banks,” Ronald Shrieves with Drew
Dahl and Michael Spivey, revised June, 2006.
“Understanding
the Penalties Associated with Corporate Misconduct: An Empirical
Examination of Earnings and Risk,”
Ronald Shrieves with Deborah Murphy and Samuel L. Tibbs, revised May
2006.
“Capital
Market Regimes and Bank Competition: The Recent European Experience,”
Ronald
Shrieves with Drew Dahl and Michael Spivey, revised June 2006.
“Investor
Response to Chronic Bias in Earnings Forecasts,” Ronald Shrieves
with Seung-Woog (Austin) Kwag, revised August
2006.
"International
Loans as Non-Tradable Assets: Implications for Bank Loan Portfolio
Choice," Ronald Shrieves with Andy Logan and Drew Dahl.
|
| John Wachowicz |
"Growing
Annuities," by Albert L. Auxier and John M. Wachowicz, Jr.
"Free Cash
Flow, Economic Value Added, Net Present Value: A Reconciliation of
Variations of Discounted-Cash-Flow Valuation," by Ronald E.
Shrieves and John M. Wachowicz, June 2000. [Update: Published in The
Engineering Economist, 2001, Vol. 46, No. 1 and winner of the 2002
Eugene L. Grant Award for best paper published in 2001 in The Engineering
Economist.] |
| Jim Wansley |
"The
Impact of Security Concentration on Adverse Selection Costs and Liquidity:
An Examination of Exchange Traded Funds," Ken Small and James W.
Wansley
"Managerial Rationale for Entry and Characteristics
of De novo Banking Markets," Ken Cyree and James W. Wansley
"Alternative
Trading Systems and Informed Trading," Shawn Strother and James W.
Wansley
"Reported Trading Volume on the NYSE and the
Nasdaq,"
Phillips Daves, James Wansley, and Rongrong Zhang, May 2003.
|
| Tracie Woidtke |
"Commitment
or Entrenchment?:
Controlling Shareholders and Board Composition" by Yin-Hua
Yeh and Tracie Woidtke
"Another
Piece of the Puzzle: Investor Protection and Real Investment by U.S.
Multinationals" by Eric Kelley and Tracie Woidtke, June 2003
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