Selected Finance PhD Publications
Doina C. Chichernea, Anthony D. Holder, and Alex Petkevich. "Does return dispersion explain the accrual and investment anomalies?" Journal of Accounting and Economics.
Doina C. Chichernea, Michael F. Ferguson, and Haimanot Kassa, "Idiosyncratic Risk, Investor Base and Returns," Financial Management.
Hui Guo and Buhui Qiu, "A Better Measure of Institutional Informed Trading," Contemporary Accounting Research.
Kee H. Chung and Sean Yang. "Reverse Stock Splits, Institutional Holdings, and Share Value", Financial Management.
Kee H. Chung and Chairat Chuwonganant. "Uncertainty, Market Structure, and Liquidity". Journal of Financial Economics 113 (September 2014), 476-499.
Guo, Hui, Michael F. Ferguson, and Haimanot (Haim) Kassa, "On the Relation between EGARCH Idiosyncratic Volatility and Expected Stock Returns," Journal of Financial and Quantitative Analysis 49(1) (2014), 271-296.
Guo, Hui, and Buhui Qiu. "Options-implied variance and future stock returns." Journal of Banking & Finance 44 (2014): 93-113.
Glascock, John, and Ran Lu-Andrews. "An examination of macroeconomic effects on the liquidity of REITs." The Journal of Real Estate Finance and Economics 49.1 (2014): 23-46.
Qiu, Buhui, Svetoslav Trapkov, and Fadi Yakoub. "Do target CEOs trade premiums for personal benefits?" Journal of Banking & Finance 42 (2014): 23-41.
Kee H. Chung and Hao Zhang. "A Simple Approximation of Intraday Spreads with Daily Data." Journal of Financial Markets 17 (January 2014), 94-120.