Recent research has addressed several important issues including financial market regulation and economic growth, systematic risk in the financial sector and economic downturns, the changing structure of financial markets, and corporate disclosure and earnings quality.
Reena Aggarwal
Professor of Business Administration and Finance
James Angel
Associate Professor
Jennie Bai
Associate Professor of Finance
Publications
- Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence
- Safe Asset Shortages: Evidence from the European Government Bond Lending Market
- Is the Credit Spread Puzzle a Myth?
- Common Risk Factors in the Cross-Section of Corporate Bond Returns
- The Leverage Effect and the Basket-Index Put Spread
Working Papers
- Is Human-Interaction-based Information Substitutable? Evidence from Lockdown
- Is Hard and Soft Information Substitutable? Evidence from the Lockdowns
- Securities Lending and Corporate Financing: Evidence from Bond Issuance
- Going Global: Markups and Product Quality in the Chinese Art Market
- Cross-Asset Information Synergy in Mutual Fund Families
Turan Bali
Robert S. Parker Chair Professor of Business Administration
Working Papers
- Machine Forecast Disagreement and Equity Returns
- Labor Market Networks and Asset Returns
- Option Return Predictability with Machine Learning and Big Data
- Firm Growth Potential and Option Returns
- Different Strokes: Return Predictability Across Stocks and Bonds with Machine Learning and Big Data
- Do the Rich Gamble in the Stock Market? Low Risk Anomalies and Wealthy Households
- In Search of a Factor Model for Optionable Stocks
- Private Subsidiaries’ Information Disclosure and the Cross-Sectional Equity Returns of Public Parent Firms
- Attention, Social Interaction, and Investor Attraction to Lottery Stocks
- Value Uncertainty
Chris Brummer
Agnes N. Williams Research Professor of Law
Sandeep Dahiya
Associate Professor
Gilles Hilary
Houston Professor of Accounting
Publications
- Trust and Contracting: Evidence from Church Sex Scandals
- Distributed Ledgers And Operations
- Artificial Intelligence and Fraud Detection
- Blockchain and Other Distributed Ledger Technologies, An Advanced Primer
- Tutorial on Blockchain Applications in Supply Chain
- Blockchain and Other Distributed Ledger Technologies in Finance
- Blockchain and Other Distributed Ledger Technologies in Operations
Allison P. Koester
Saleh Romeih Associate Professor of Accounting
Claire Liang
Associate Teaching Professor
Publications
- Return Synchronicity And Insider Trading Profitability*
- Post-earnings Announcement Drift And Parameter Uncertainty: Evidence From Industry And Market News
- Assessing The Growth Effect of Financial Liberalization In The Presence of Financial Crises: A Case Study of Tiger Cub Economies
- Uncertainty, Momentum, And Profitability
David McLean
William G. Droms Professor
Vladimir Mukharlyamov
Assistant Professor
Alberto Rossi
Associate Professor of Finance
Working Papers
- Political Partisanship and the Transmission of Fiscal Policy
- How Costly are Cultural Biases?
- The Needs and Wants in Financial Advice: Human versus Robo-advising
- An Inside Look into Cryptocurrency Exchanges
- Selecting Mutual Funds from the Stocks They Hold: A Machine Learning Approach
- Rise of the “Quants” in Financial Services: Regulation and Crowding Out of Routine Jobs
- There’s an App for That: Goal-Setting and Saving in the FinTech Era
- Who Benefits from Robo-advising? Evidence from Machine Learning
- Crowdsourcing Peer Information to Change Spending Behavior
Hillary Sale
Agnes Williams Sesquicentennial Professor of Law
Jason D. Schloetzer
William and Karen Sonneborn Term Associate Professorship
Publications
- Learning lean: Rhythm of production and the pace of lean implementation
- Management Tenure And The Quality Of Corporate Bond Ratings
- Blame Attribution (new window)And Disclosure Propensity (new window)
- How Controlling Failure Perceptions Affects Performance: Evidence From A Field Experiment
- Do Corporate Governance Mandates Impact Long-term Firm Value And Governance Culture?
David A. Walker
John A. Largay Professor Emeritus
Quan Wen
Assistant Professor
Publications
- Long-term Reversals In The Corporate Bond Market
- Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence
- Why Do Mutual Funds Hold Lottery Stocks?
- The Macroeconomic Uncertainty Premium In The Corporate Bond Market
- Why Do Mutual Funds Hold Lottery Stocks?
- Crowdsourced Employer Reviews And Stock Returns
- Asset Growth And Stock Market Returns: A Time-series Analysis*
- Common Risk Factors In The Cross-section Of Corporate Bond Returns