Recent Publications
UH Bauer faculty are among the most highly productive faculty of any business school in the world, publishing numerous articles in leading academic journals and books as well as holding editorial board positions. Following is a listing of recent publications by our faculty. View '08-'09 List
- Kumar, Praveen and Warga, Arthur. “Managerial Agency and Bond Covenants.” Review of Financial Studies. [forthcoming]
- Pirrong, Craig. “Lattice Approaches to Pricing Derivatives.” Companion to Financial Derivatives. [forthcoming]
- Pirrong, Craig. “Structural Models of Commodity Price Dynamics.” Financial Risk Management in Commodity Markets. [forthcoming]
- Boulatov, Alex, Brian Hatch, Shane Johnson and Adam Lei. “Dealer Attention, the Speed of Quote Adjustment to Information, and Net Dealer Revenue.” Journal of Banking and Finance [2009]
- Kumar, Praveen and Nisan Langberg. “Corporate Fraud and Investment Distortions in Efficient Capital Markets.” Rand Journal of Economics [2009]
- Berkowitz, Jeremy, P. Christofferson and D. Pelletier. “Evaluating Value-at-Risk Models with Desk-Level Data.” Management Science [2008]
- Bharath, Sreedhar, Paolo Pasquariello and Wu Guojun. “Does Asymmetric Information Drive Capital Structure Decisions?” Review of Financial Studies [2008]
- Crouhy, M., R. Jarrow and Stuart M. Turnbull. “Insights and Analysis of Current Events: The Subprime Credit Crisis 0f 2007.” Journal of Derivatives [2008]
- Kumar, Praveen and K. Sivaramakrishnan. “Who Monitors the Monitor? The Effect of Board Independence on Executive Compensation and Firm Value.” Review of Financial Studies. [2008]
- Kumar, Praveen and Latha Ramchand. “Takeovers, Market Monitoring, and International Corporate Governance.” Rand Journal of Economics. [2008]
- Kumar, Praveen, Sorin Sorescu, Rodney Boehme and Bartley Danielsen. “Estimation Risk, Information, and the Conditional CAPM: Theory and Evidence.” Review of Financial Studies. [2008]
- Kumar, Praveen and Stuart Turnbull. “Optimal Patenting and Licensing of Financial Innovations.” Management Science. [2008]
- Langberg, Nisan. “Optimal Financing for Growth Firms.” Journal of Financial Intermediation. [2008]
- Langberg, Nisan and K. Sivaramakrishnan. “Voluntary Disclosures and Information Production by Analysts.” Journal of Accounting and Economics. [2008]
- Pirrong, Craig and Martin Jermakyan. “The Price of Power: The Valuation of Power and Weather Derivatives.” Journal of Banking and Finance [2008]
- Stefanescu, C. R. Tunaru and Stuart M. Turnbull. “The Credit Rating Process and Estimation of Transition Probabilities: A Bayesnian Approach.” Journal of Empirical Finance C. [2008]
- Susmel, Rauli. “Arbitrage and Convergence: Evidence from Mexican ADRs.” Journal of Applied Economics [2008]
- George, Thomas, and Chuan-Yang Hwang. “Long Term Return Reversals: Overreaction or Taxes?” Journal of Finance. [December 2007]
- Sivaramakrishnan, K. “Voluntary Disclosures and Information Production by Analysts.” Journal of Accounting and Economics. [November 2007]
- Warga, Arthur D., Kelly Cai and Jean Helwege. “Underpricing in the Corporate Bond Market” Review of Financial Studies. [November 2007]
- Pirrong, Craig. “Just Say No To Gazprom.” World Energy. [July 2007]
- Wu, Guojun, Hongtao Guo and Zhijie Xiao. “An Analysis of Risk for Defaultable Bond Portfolios.” Journal of Risk Finance . [2007]
- Wu, Guojun and Mark Seasholes. “Predictable Behavior, Profits, and Attention.” Journal of Empirical Finance. [2007]
PRESENTATIONS
- Professor Hadiye Aslan and Professor Praveen Kumar will present their paper, “Controlling Shareholders and the Agency Cost of Debt: Evidence from Syndicated Loans,” at the Financial Intermediation Research Society Conference on Banking, Corporate Finance and Intermediation in Prague (CZK) in May.
- Professor Praveen Kumar and Professor Nisan Langberg will present their paper, “Innovations and Investment Bubbles” at the Annual Meetings of the Western Finance Association in San Diego in June and the Summer Meetings of the Econometric Society in Boston in June.
BOOKS
- Arbogast, Stephen. Resisting Corporate Corruption. M&M Scrivener Press. [December 2007]
- Arbogast, Stephen. Corporate Corruption and Resistance, Ethical Case Studies from the Enron File. M.M. Scrivener. [Summer 2007]
- Pirrong, Craig and Detlef Hallerman. Managing Energy Risk, vol. 1. GARP [2007]