Publications Archive

Lists a selection of publications involving DeGroote students and faculty.

Tags: finance-markets, finance-3 (clear tags)

Journal of Financial and Quantitative Analysis (JFQA) Vol. 52, No. 2, April 2017, pp. 811-836.

Annual Report Readability, Tone Ambiguity, and the Cost of Borrowing

Jiaping Qiu, Mine Ertugrul, Jin Lei, and Chi Wan

Management Science, Vol. 60, No. 2, 2014, pp. 508-520
Review of Financial Studies 25, 144-186

Managerial Attributes and Executive Compensation

Graham, John, Si Li and Jiaping Qiu

Journal of Economic Theory, 147, 310-335

Conservative Traders, Natural Selection and Market Efficiency

Luo, Guo Ying

?,” Journal of Financial Intermediation 21, 123-150

Information asymmetry and bank regulation: Can the spread of debt contracts be explained by recovery rates?

Miu, W., Peter Miu, Y. Chang and B. Ozdemir

Journal of Financial Economics 103, 611-631

Endogenous Liquidity in the Credit Derivatives

Qiu, Jiaping, and Fan Yu

Journal of Banking and Finance 35, 966-977 (Summarized in the CFA Digest 41, 77-78 ).

The pricing and performance of leveraged exchange-traded funds

Charupat, Narat and Peter Miu

Journal of International Financial Markets, Institutions & Money 20, 451-474.

Diversification Benefits of Commodity Futures

Cheung, C. Sherman, and Peter Miu

Journal of Corporate Finance 16, 159-169

What Motivates Exchangeable Debt Offerings?

Danielova, Anna, Scott Smart and John Boquist

Journal of Econometrics 157, 306-316 (Winner of the 2012 Arnold Zellner Award)

Bayesian Semiparametric Stochastic Volatility Modeling

Jensen M. J., and John M. Maheu

Journal of Financial and Quantitative Analysis 44 : 719-44

Probability judgment error and speculation in laboratory asset market bubbles

Ackert, Lucy, Narat Charupat, Richard Deaves and Brian Kluger

Financial Management, 37, 125-139.

Tracking Stock or Spin-off? Determinants of Choice

Danielova, Anna