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Research & Publications

2020-2024

  • Cross‐Asset Tandem Trading and Extraordinary Volatility. Garrison, Robert, Pankaj K. Jain, and Mark Paddrik, Journal of Futures Markets, 2024, 44, no. 9: 1508-1542. doi/full/10.1002/fut.22532

  • The Inefficient Effects of Non-Clinical Factors on Health Care Costs. Shawn McFarland & Jonathan Miller, Health Economics, Policy and Law, 2024.

  • Short Selling Bans and Price Responses in a Multimarket Setting. Yu Hu, Pankaj K. Jain, Suchismita Mishra & Robinson Reyes-Peña, European Financial Management, 2024. doi/10.1111/eufm.12505

  • Does Bankruptcy Identify a Type Of Real Estate Agent or a Stress-Induced Change in Performance? Natalya Bikmetova, Geoffrey K. Turnbull & Velma Zahirovic-Herbert, Journal of Real Estate Finance and Economics, 2024. DOI: 10.1007/s11146-024-09984-1 

  • Causes and Effects of Worldwide Demutualization of Financial Exchanges. Chinmay Jain, Pankaj K. Jain and David Taylor, International Review of Economics and Finance, (91), 864-882, 2024. https://doi.org/10.1016/j.iref.2024.01.022 

  • Tax-loss selling and the January effect revisited: Evidence from municipal bond closed-end funds and exchange-traded funds. Allen Carrion and Jiang Zhang, Journal of Financial Research, 2024. https://doi.org/10.1111/jfir.12384 

  • Informed trading by hedge funds. Qiping Huang and Pankaj K. Jain, Journal of Financial Research, 2024. doi.org/10.1111/jfir.12386  

  • Determinants of Commodity Market Liquidity. Pankaj K. Jain, Ayla Kayhan & Esen Onur, The Financial Review, 59, 9-30, 2024. DOI: 10.1111/fire.12366  

  • Director Networks and Firm Value. Tor-Erik Bakke, Jeffrey R. Black , Hamed Mahmudi, and Scott Linn, Journal of Corporate Finance, Forthcoming 2024.

  • Crowdsourced Publication: Reproducibility in Management Science. Fišar, M., Greiner, B., Huber, C., Katok, E., Ozkes, A., and the Management Science Reproducibility Collaboration, Management Science, Forthcoming 2024. (Note: Jeffrey R. Black , Konstantin Sokolov, Pankaj K. Jain, Lewen Guo, and Eduard Yelagin contributed alongside 300+ coauthors). https://doi.org/10.1287/mnsc.2023.03556 

  • Crowdsourced Publication: Non-Standard Errors. A.J. Menkveld, et al., Journal of Finance, Forthcoming 2024. (Note: Jeffrey R. Black , Konstantin Sokolov and Allen Carrion contributed alongside 300+ coauthors). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3961574 

  • Walkability: Ethnicity, Neighborhood Walkability, and House Price. Debanjana Dey, Noel Ritchey, Geoffrey K. Turnbull & Velma Zahirovic-Herbert, Journal of Real Estate Finance and Economics, 2023. DOI: 10.1007/s11146-023-09963-y

  • Impacts on REIT Stock Structures, Equity Costs and Market Liquidities of being included in ETF Managed Portfolios. Long Ma, Ronald W. Spahr & Mark Sunderman, Journal of Real Estate Research, Forthcoming 2023.

  • The Role of Fleeting Orders on Option Expiration Days. Figueiredo, Antonio, Pankaj K. Jain & Suchismita Mishra, Quantitative Finance, 1-19, 2023. https://doi.org/10.1080/14697688.2023.2229375

  • What Drives Diversity Hiring in the Mutual Fund Industry?.DeWald, F.P., Fan, Z., & Yu, L Finance Research Letters, Volume 57, 2023, 104259, ISSN 1544-6123, 2023. https://doi.org/10.1016/j.frl.2023.104259

  • Residential Marketing Duration: Film Studios as Neighborhood Sales Accelerators. Zahirovic-Herbert, V., & K. M. Gibler Journal of Real Estate Research, 2023. DOI: 10.1080/08965803.2023.2214469

  • The Influence of TIF Overlay Zoning on Residential Real Estate Prices. Robert, J. G. & Zahirovic-Herbert, V., Journal of Housing Research, 2023. DOI: 10.1080/10527001.2023.2216874

  • Do Stock Exchanges Specialize? Evidence from the New Jersey Transaction Tax Proposal. Konstantin Sokolov & Rasheek Irtisam, Journal of Banking and Finance, 2023. https://doi.org/10.1016/j.jbankfin.2023.106942

  • Trade-Time Clustering. Jeffrey R. Black, Pankaj K. Jain & Wei Sun, Review of Quantitative Finance and Accounting, 2023. https://doi.org/10.1007/s11156-023-01125-8

  • Executive Compensation Limits and Executive Turnover. Nanda, V., Silveri, S., Wang K. & Zhao, Le., Management Science, 2023. https://doi.org/10.1287/mnsc.2023.4812

  • Equity Closed-End Fund Discounts and Taxes. Paudel, S., Silveri, S., & Wu, M., Review of Financial Economics, 2023. https://doi.org/10.1002/rfe.1175

  • Ethnicity in housing markets: Buyers, sellers and agents. Bikmetova, N., Turnbull, G. K., & Zahirovic-Herbert, V., Real Estate Economics, 51, 196– 232, 2023. https://doi.org/10.1111/1540-6229.12410  

  • Firm-Level Climate Change Risk and CEO Equity Incentives, Ashrafee Hossain, Abdullah-Al Masum, Samir Saadi, Ramzi Benkraiem and Nirmol Das, British Journal of Management, 2023. https://doi.org/10.1111/1467-8551.12652

  • How Different Are Minority Managers From White Managers in the Mutual Fund Industry? DeWald, F.P., & Fan, Z. Economics Letters , 221, p.110910, 2022. https://doi.org/10.1016/j.econlet.2022.110910

  • Investor Sentiment and Asset Prices: Evidence from Ex-Day Behavior. Shishir Paudel, Sabatino Silveri, & Mark Wu., Journal of Banking and Finance 139, 2022.
  • Financial services digital badging: Applying self-determination theory to student motivation. DeWald, F.P., & Vander Schee, B. A. Journal of Financial Education, Volume 48, 2022.
  • Institutional trading around repurchase announcements: An uphill battle. Vinh Huy Nguyen, Suchismita Mishra, and Pankaj K. Jain, Financial Review 57(3) 485-507, 2022. https://doi.org/10.1111/fire.12302

  • Effects of Ordered Position on Stock Liquidity: New Nonlinear Evidence from Japanese REITs. Cheung, W., Guo, Lewen, Zahirovic-Herbert, V., Kawaguchi, Y., & Unger, S., Journal of Real Estate Research, 1-25, 2022.
  • The effect of film production studios on housing prices in Atlanta, the Hollywood of the South. Zahirovic-Herbert, V., & Gibler, K. M., Urban Studies, 59(4), 771–788, 2022. https://doi.org/10.1177/00420980211024156 

  • The influence of privately initiated rezoning on housing prices. Robert, J.G. and Zahirovic-Herbert, V., International Journal of Housing Markets and Analysis, Vol. 15 No. 3, pp. 592-612, 2022. https://doi.org/10.1108/IJHMA-02-2021-0016 

  • Unconventional Monetary Policy and the Behavior of Shorts, Thomas H. McInish, Christopher J. Neely and Jade Planchon, Journal of Money, Credit and Banking, Forthcoming 2022.

  • Analyzing Causes of Urban Blight Using Cognitive Mapping and Dematel, Fernando Ferreira, Bruno Pinto, Ronald Spahr, Mark Sunderman and Leandro Pereira, Annals of Operations Research, Forthcoming 2022.

  • Public Auction Versus Private Negotiation in Residential Property Sales, J. Reid Cummings, Ying Huang, Ronald Spahr and Mark Sunderman, Journal of Housing Research, Forthcoming 2022.
  • Are institutional investors informed? The case of dividend changes for REITS and Industrial Firms, Ebenezer Asem, Vishaal Baulkaran, Pawan Jain and Mark Sunderman, Review of Quantitative Finance and Accounting, 58, 1685-1707, 2022.

  • Employment Mobility and Pay for Sector Performance, Yun Liu, Vikram Nanda, Bunyamin Onal and Sabatino Silveri, Journal of Corporate Finance, 2021.

  • The Effect of Film Production Studios on Housing Prices in Atlanta, the Hollywood of the South, Velma Zahirovic-Herbert, and K.M. Gibler, Urban Studies, 2021, 00420980211024156.

  • Mixed-Signal Stock Splits, Ahmed Elnahas, Pankaj K. Jain and Thomas H. McInish, Journal of Business, Finance and Accounting, 2021. 

  • High Frequency Trading and Market Fairness and Efficiency: Evidence from the Tokyo Stock Exchange, David M. Kemme, Thomas H. McInish and Jiang (Will) Zhang, Journal of Banking and Finance, 134, 106309, 2021.

  • The Impact of Make-Take Fees on Market Efficiency, Jeffrey R. Black, Review of Quantitative Finance and Accounting, 58, 1015 - 1035, 2021.

  • Analyzing blight impacts on urban areas: A multi-criteria approach, Ana Margarida Pinto, Fernando Ferreira, Ronald Spahr, Mark Sunderman, Kannan Govindan, and Ieva Meidutė-Kavaliauskienė, Land Use Policy, 108(August), 1-14, 2021. https://doi.org/10.1016/j.%20landusepol.2021.1

  • Urban Blight Remediation Strategies Subject to Seasonal Constraints, Joana Costa, Fernando Ferreira, Ronald Spahr, Mark Sunderman and Leandro Pereira, European Journal of Operational Research, 296(1), 277 - 288, 2021.

  • Strengthening Urban Sustainability: Identification and Analysis of Proactive Measures to Combat Blight, Madalena Baräo, Fernando Ferreira, Ronald Spahr, Mark Sunderman, Kannan Govindan and Ieva Meidutė-Kavaliauskienė, Journal of Cleaner Production, 29(January), 1–15, 2021. https://doi.org/10.1016/j.jclepro.2021.126026

  • Intervention Strategies for Urban Blight: A Participatory Approach, Joana Costa, Fernando Ferreira, Ronald Spahr, Mark Sunderman and Leandro Pereira, Sustainable Cities and Society, 70(July), 70(April), 1-14, 2021. https://doi.org/10.1016/j.scs.2021.102901

  • A Sociotechnical Approach to Causes of Urban Blight using Fuzzy Cognitive Mapping and System Dynamics, Ana Lousada, Fernando Ferreira, Leva Meidute-Kavaliauskiene, Ronald W. Spahr, Mark Sunderman and Leandro Pereira, Cities - The International Journal of Urban Policy and Planning, 108(January), 2021. https://www.sciencedirect.com/science/article/pii/S0264275120313111

  • Assessed Valuation and Social Benefits of Neighborhood Redevelopment: Case Study of Memphis Tennessee, Jared Linna, Paul Bidanset, Wei Sun and Mark Sunderman, Journal of Property Tax Assessment & Administration, 18(1), 31-62, 2021.

  • Brand Equity, Earnings Management and Financial Reporting Irregularities, Huseynov, Fariz, Ghada M. Ismail, Pankaj K. Jain, and Thomas H. McInish, Review of Corporate Finance Studies, 10(2), 402-435, 2021.

  • Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5., Bidisha Chakrabarty, Pankaj K. Jain, Andriy Shkilko, Konstantin Sokolov, Management Science, 67 (2), 1183-1198, 2021. https://pubsonline.informs.org/doi/abs/10.1287/mnsc.2019.3466

  • Ransomware Activity and Blockchain Congestion, Konstantin Sokolov, Journal of Financial Economics, 2021. https://doi.org/10.1016/j.jfineco.2021.04.015

  • An Examination of the NYSE’s Retail Liquidity Program, Pankaj K. Jain, Jared Linna, Thomas H McInish, The Quarterly Review of Economics and Finance, 80, 367-373, 2021.

  • Order Based Versus Level Book Trade Reporting: An Empirical Analysis, James Upson, Thomas McInish, and B. Hardy Johnson IV, Journal of Banking and Finance, February 2021.

  • Supply and Demand Shifts of Shorts Before Fed Announcements during QE1–QE3, Thomas H. McInish, Christopher J. Neely, and Jade Planchon, Economic Letters, 200, 109718, 2021.

  • Inter-Firm Connections, Alliance Formation and the Value Created by Alliances, Yun Liu, Tomas Mantecon, Sabatino Silveri and Wei Sun, Quarterly Journal of Finance, 2020.

  • Stock Market Liquidity, Funding Liquidity, Financial Crises and Quantitative Easing, Mishra, Ajay Kumar, Bhavik Parikh and Ronald W. Spahr, International Review of Economics and Finance, 2020.

  • Nasdaq Ex-Day Behavior: An Out-of-Sample Test, Shishir Paudel, Sabatino Silveri and Mark Wu, Review of Financial Economics, 2020.

  • Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs, Andriy Shkilko and Konstantin Sokolov, Journal of Finance, 2020. https://onlinelibrary.wiley.com/doi/abs/10.1111/jofi.12969

  • You’re Fired: Gender Disparities in CEO Dismissal, Vishal Gupta, Sandra Mortal, Sabatino Silveri, Minxing Sun and Daniel Turban, Journal of Management, 2020.

  • Stock Pledging and Firm-risk: Evidence from India, Chauhan, Yogesh, Ajay Kumar Mishra and Ronald W. Spahr, Financial Management, forthcoming, 2020.

  • Contemporaneous Linkages: Funding Liquidity and Stock Market Illiquidity Spirals, Mishra, Ajay Kumar, Bhavik Parikh and Ronald W. Spahr, International Journal of Finance and Economics, forthcoming, 2020.

  • Commonality in Liquidity and Multilateral Trading Facilities, Pankaj K. Jain, M. Mekhaimer, Sandra Mortal, Financial Review, 55(3), 1–22, 2020. https://doi.org/10.1111/fire.12225

  • An Hedonic Approach to Determining the Sources of Inequity, Wei Sun, Mark Sunderman and Paul Bidanset, Journal of Property Tax Assessment & Administration, 17(1), 2-22, 2020.

  • Impact of Single Family Home Foreclosures on Apartment Rents, Ying Huang, Ronald W. Spahr and Mark Sunderman, Journal of Housing Research, 29(2), 107-132, 2020.

  • The Impact of Default and Foreclosure on Housing Values: Rings vs. Neighborhoods Approach. Ying Huang, Ronald W. Spahr and Mark Sunderman. Journal of Real Estate Finance and Economics, 60, 338-374, 2020.

  • The Life of U's: Order Revisions on NASDAQ. Nikolsko-Rzhevska, O., Nikolsko-Rzhevskyy, A., & Black, Jeffrey R. Journal of Banking & Finance, 111, 105724, 2020. 

  • Trade Signing in Fast Markets. Allen Carrion and Madhuparna Kolay. Financial Review, forthcoming, 2019.

 

Faculty publications published between 2004-2019 are listed on the publication archive page.