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Submissions from 2023

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CEO personality traits and corporate value implication of acquisitions, Tom Aabo, Jan Hanousek, Christos Pantzalis, and Jung Chul Park

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Ethnicity in housing markets: Buyers, sellers and agents, Natalya Bikmetova, Geoffrey K. Turnbull, and Velma Zahirovic-Herbert

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Effects of Ordered Position on Stock Liquidity: New Nonlinear Evidence from Japanese REITs, William Cheung, Lewen Guo, Velma Zahirovic-Herbert, Yuichiro Kawaguchi, and Stephan Unger

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A Dilemma of Self-interest vs. Ethical Responsibilities in Political Insider Trading, Jan Hanousek, Hoje Jo, Christos Pantzalis, and Jung Chul Park

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Do stock exchanges specialize? Evidence from the New Jersey transaction tax proposal, Rasheek Irtisam and Konstantin Sokolov

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The Influence of TIF Overlay Zoning on Residential Real Estate Prices, Jeffrey G. Robert and Velma Zahirovic-Herbert

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Residential Marketing Duration: Film Studios as Neighborhood Sales Accelerators, Velma Zahirovic-Herbert and Karen M. Gibler

Submissions from 2022

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Are institutional investors informed? The case of dividend changes for REITS and Industrial Firms, Ebenezer Asem, Vishaal Baulkaran, Pawan Jain, and Mark Sunderman

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The impact of make-take fees on market efficiency, Jeffrey R. Black

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Urban blight remediation strategies subject to seasonal constraints, Fernando A.F. Ferreira, Ronald W. Spahr, Mark A. Sunderman, Kannan Govindan, and Ieva Meidutė-Kavaliauskienė

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Market fairness and efficiency: Evidence from the Tokyo Stock Exchange*, David M. Kemme, Thomas H. McInish, and Jiang Zhang

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Analyzing causes of urban blight using cognitive mapping and DEMATEL, Bruno M.B. Pinto, Fernando A.F. Ferreira, Ronald W. Spahr, Mark A. Sunderman, and Leandro F. Pereira

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The influence of privately initiated rezoning on housing prices, Jeffrey G. Robert and Velma Zahirovic-Herbert

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The effect of film production studios on housing prices in Atlanta, the Hollywood of the South, Velma Zahirovic-Herbert and Karen M. Gibler

Submissions from 2021

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Strengthening urban sustainability: Identification and analysis of proactive measures to combat blight, Madalena V.H.C. Barão, Fernando A.F. Ferreira, Ronald W. Spahr, Mark A. Sunderman, Kannan Govindan, and Ieva Meidutė-Kavaliauskienė

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Unfiltered market access and liquidity: Evidence from the SEC rule 15c3-5, Bidisha Chakrabarty, Pankaj K. Jain, Andriy Shkilko, and Konstantin Sokolov

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Stock pledging and firm risk: Evidence from India, Yogesh Chauhan, Ajay Kumar Mishra, and Ronald W. Spahr

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Intervention strategies for urban blight: A participatory approach, Joana B. Costa, Fernando A.F. Ferreira, Ronald W. Spahr, Mark A. Sunderman, and Leandro F. Pereira

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Mixed-signal stock splits, Ahmed M. Elnahas, Pankaj K. Jain, and Thomas H. McInish

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Methodology and Axiomatic Characterization of a Multidimensional and Fuzzy Measure of Deprivation, Dipesh Gangopadhyay, Robert B. Nielsen, and Velma Zahirovic-Herbert

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Brand Equity, Earnings Management, and Financial Reporting Irregularities, Ghada M. Ismail, Fariz Huseynov, Pankaj K. Jain, and Thomas H. Mcinish

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An examination of the NYSE's retail liquidity program, Pankaj K. Jain, Jared A. Linna, and Thomas H. McInish

Valuation and assessed valuation and social benefits of neighborhood redevelopment: Case study of Memphis, Tennessee, Jared Linna, Paul Bidanset, Wei Sun, and Mark A. Sunderman

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Employment mobility and pay for sector performance, Yun Liu, Vikram Nanda, Bunyamin Onal, and Sabatino Silveri

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A sociotechnical approach to causes of urban blight using fuzzy cognitive mapping and system dynamics, Ana L.D. Lousada, Fernando A.F. Ferreira, Ieva Meidutė-Kavaliauskienė, Ronald W. Spahr, Mark A. Sunderman, and Leandro F. Pereira

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Supply and demand shifts of shorts before Fed announcements during QE1–QE3, Thomas McInish, Christopher J. Neely, and Jade Planchon

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Contemporaneous linkages: Funding liquidity and stock market spirals, Ajay Kumar Mishra, Bhavik Parikh, and Ronald W. Spahr

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Analyzing blight impacts on urban areas: A multi-criteria approach, Ana M.F. Pinto, Fernando A.F. Ferreira, Ronald W. Spahr, Mark A. Sunderman, Kannan Govindan, and Ieva Meidutė-Kavaliauskienė

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Ransomware activity and blockchain congestion, Konstantin Sokolov

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Order based versus level book trade reporting: An empirical analysis, James Upson, Thomas McInish, and B. Hardy Johnson IV

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Do home sellers know their market? Evidence from neighbourhood sober-living houses, Velma Zahirovic-Herbert, Geoffrey K. Turnbull, and Bennie D. Waller

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Price impacts of signalling in Chinese residential land auctions, Xiaorong Zhou, Velma Zahirovic-Herbert, and Karen M. Gibler

Submissions from 2020

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Homeownership and high-cost alternative borrowing, Sophia T. Anong and Velma Zahirovic-Herbert

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Trade signing in fast markets, Allen Carrion and Madhuparna Kolay

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You’re Fired! Gender Disparities in CEO Dismissal, Vishal K. Gupta, Sandra C. Mortal, Sabatino Silveri, Minxing Sun, and Daniel B. Turban

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Known versus anonymous ownership: Exploring links between ownership transparency and firms' decisions, Jan Hanousek and Jan Hanousek

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The Impact of Default and Foreclosure on Housing Values: Rings Vs. Neighborhoods Approach, Ying Huang, Ronald W. Spahr, and Mark A. Sunderman

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Commonality in liquidity and multilateral trading facilities, Pankaj K. Jain, Mohamed Mekhaimer, and Sandra Mortal

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Inter-Firm Connections, Alliance Formation and the Value Created by Alliances, Yun Liu, Tomas Mantecon, Sabatino Dino Silveri, and Wei Sun

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Fast and slow cancellations and trader behavior, Thomas H. McInish, Olena Nikolsko-Rzhevska, Alex Nikolsko-Rzhevskyy, and Irina Panovska

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Stock market liquidity, funding liquidity, financial crises and quantitative easing, Ajay Kumar Mishra, Bhavik Parikh, and Ronald W. Spahr

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The life of U's: Order revisions on NASDAQ, Olena Nikolsko-Rzhevska, Alex Nikolsko-Rzhevskyy, and Jeffrey R. Black

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Nasdaq ex-day behavior: An out-of-sample test, Shishir Paudel, Sabatino Silveri, and Mark Wu

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Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs, Andriy Shkilko and Konstantin Sokolov

A hedonic approach to determining the sources of inequity, Wei Sun, Mark Sunderman, and Paul Bidanset

Nationwide mass appraisal modeling in China: Feasibility analysis for scalability given ad valorem property tax reform, Wei Sun, Mark Sunderman, and Paul Bidanset

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Private government, property rights and uncertain neighbourhood externalities: Evidence from gated communities, Geoffrey K. Turnbull and Velma Zahirovic-Herbert

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Neighbouring house transaction response to assisted living facilities and nursing homes, Velma Zahirovic-Herbert and Karen M. Gibler

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Properties that Sell at or above Listing Price: Strategic Pricing, Better Broker or Just Dumb Luck?, Velma Zahirovic-Herbert, Bennie D. Waller, and Geoffrey K. Turnbull

Submissions from 2019

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Housing “Beta”: Common Risk Factor in Returns of Stocks, Vishaal Baulkaran, Pawan Jain, and Mark Sunderman

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An exploratory approach for enhancing vertical and horizontal equity tests for ad valorem property tax valuations using geographically weighted regression, Paul Bidanset, Michael McCord, Peadar Davis, and Mark Sunderman

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Price Clustering of Chinese IPOs: The Impact of Regulation, Cultural Factors, and Negotiation, Bill Hu, Christine Jiang, Thomas McInish, and Yixi Ning

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Intraday price behavior of cryptocurrencies, Bill Hu, Thomas McInish, Jonathan Miller, and Li Zeng

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Insights from bitcoin trading, Pankaj K. Jain, Thomas H. McInish, and Jonathan L. Miller

Building social capital at the expense of principals: Evidence from residential real estate agent trading networks, Parick S. Smith, Velma Zahirovic-Herbert, and Karen M. Gibler

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Neighborhood blight indices, impactson property values and blight resolution alternatives, Wei Sun, Ying Huang, Ronald W. Spahr, Mark A. Sunderman, and Minxing Sun

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This old house: Historical restoration as a neighborhood amenity, Geoffrey K. Turnbull, Bennie D. Waller, Scott A. Wentland, Walter R.T. Witschey, and Velma Zahirovic-Herbert

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Housing Market Microstructure: What is a Competing House?, Geoffrey K. Turnbull and Velma Zahirovic-Herbert

Submissions from 2018

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How a credit enhancement affects bond liquidity and default risk of the firm, Jeffrey R. Black, Seth A. Hoelscher, and Duane Stock

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High frequency trading and extreme price movements, Jonathan Brogaard, Allen Carrion, Thibaut Moyaert, Ryan Riordan, Andriy Shkilko, and Konstantin Sokolov

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Big data framework for finding patterns in multi-market trading data, Daya Ram Budhathoki, Dipankar Dasgupta, and Pankaj Jain

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Exploring the manipulation toolkit: the failure of Doral Financial Corporation, Ahmed M. Elnahas, Pankaj K. Jain, and Thomas H. McInish

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A prioritisation index for blight intervention strategies in residential real estate, Fernando A.F. Ferreira, Ronald W. Spahr, Mark A. Sunderman, and Marjan S. Jalali

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Residents’ evaluation of advantages and disadvantages of golf community living in Alicante, Spain, Karen M. Gibler, Paloma Taltavull de La Paz, and Velma Zahirovic-Herbert

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When Crisis Knocks, Call a Powerful CEO (or Not): Investigating the Contingent Link Between CEO Power and Firm Performance During Industry Turmoil, Vishal K. Gupta, Seonghee Han, Vikram Nanda, and Sabatino (Dino) Silveri

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Uncertain School Quality and House Prices: Theory and Empirical Evidence, Geoffrey K. Turnbull, Velma Zahirovic-Herbert, and Minrong Zheng

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Time-on-market in chinese condominium presales, Xiaorong Zhou, Velma Zahirovic-Herbert, and Karen M. Gibler

Submissions from 2017

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Permanent price impact asymmetry of trades with institutional constraints, Chiraphol Chiyachantana, Pankaj K. Jain, Christine Jiang, and Vivek Sharma

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A learning-oriented decision-making process for real estate brokerage service evaluation, Fernando A.F. Ferreira, Ronald W. Spahr, Mark A. Sunderman, Audrius Banaitis, and João J.M. Ferreira

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Reprint of Director discretion and insider trading profitability, Sean Foley, Amy Kwan, Thomas H. McInish, and Richard Philip

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Do women CEOs face greater threat of shareholder activism compared to male CEOs? A role congruity perspective, Vishal K. Gupta, Seonghee Han, Sandra C. Mortal, Sabatino Silveri, and Daniel B. Turban

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Price clustering on the Shanghai Stock Exchange, Bill Hu, Christine Jiang, Thomas McInish, and Haigang Zhou

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Corruption's impact on foreign portfolio investment, Pankaj K. Jain, Emre Kuvvet, and Michael S. Pagano

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Hospitality REITs and financial crisis: a comprehensive assessment of market quality, Pawan Jain, Spenser J. Robinson, Arjun J. Singh, and Mark Sunderman

REITs and market microstructure: A comprehensive analysis of market quality, Pawan Jain, Mark Sunderman, and K. Janean Westby-Gibson

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The Impact of Market Structure on Ex-Dividend Day Stock Price Behavior, Sandra Mortal, Shishir Paudel, and Sabatino Dino Silveri

Submissions from 2016

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Liquidity, resiliency and market quality around predictable trades: Theory and evidence, Hendrik Bessembinder, Allen Carrion, Laura Tuttle, and Kumar Venkataraman

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The pricing of different dimensions of liquidity: Evidence from government guaranteed bonds, Jeffrey R. Black, Duane Stock, and Pradeep K. Yadav

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Using multiple criteria decision analysis (MCDA) to assist in estimating residential housing values, Fernando A.F. Ferreira, Ronald W. Spahr, and Mark A. Sunderman

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Director discretion and insider trading profitability, Sean Foley, Amy Kwan, Thomas H. McInish, and Richard Philip

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CEO Power and Firm Performance under Pressure, Seonghee Han, Vikram K. Nanda, and Sabatino Dino Silveri

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Executive overconfidence and compensation structure, Mark Humphery-Jenner, Ling Lei Lisic, Vikram Nanda, and Sabatino Dino Silveri

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Value-relevance of corporate social responsibility: Evidence from short selling, Archana Jain, Pankaj K. Jain, and Zabihollah Rezaee

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Does high-frequency trading increase systemic risk?, Pankaj K. Jain, Pawan Jain, and Thomas H. McInish

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The Effect of Relisting on House Selling Price, Patrick S. Smith, Karen M. Gibler, and Velma Zahirovic-Herbert

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Financial literacy, risky mortgages, and delinquency in the US during the financial crisis, Velma Zahirovic-Herbert, Karen M. Gibler, and Swarn Chatterjee

Submissions from 2015

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An examination of the potential relationship between green status of multifamily properties and sale price, Colin Couch, Andrew T. Carswell, and Velma Zahirovic-Herbert

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Trading rules, competition for order flow and market fragmentation, Amy Kwan, Ronald Masulis, and Thomas H. McInish

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Accounting fraud, auditing, and the role of government sanctions in China, Ling Lei Lisic, Sabatino Dino Silveri, Yanheng Song, and Kun Wang

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Price movement and trade size on the National Stock Exchange of India, Ajay Kumar Mishra, Thomas H. McInish, and Trilochan Tripathy

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Factor models for binary financial data, M. Fabricio Perez, Andriy Shkilko, and Konstantin Sokolov

Gated community premiums and amenity differentials in residential subdivisions, Evgeny Radetskiy, Ronald W. Spahr, and Mark A. Sunderman

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The effect of ground leases on house prices in Helsinki, Tanja Tyvimaa, Karen M. Gibler, and Velma Zahirovic-Herbert

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Asymmetric buyer information influence on price in a homogeneous housing market, Xiaorong Zhou, Karen Gibler, and Velma Zahirovic-Herbert

Submissions from 2014

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A road to assimilation: immigrants and financial markets, Swarnankur Chatterjee and Velma Zahirovic-Herbert

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Naked Short Selling and the Market Impact of Fails-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts, Erik Devos, Thomas McInish, Michael McKenzie, and James Upson

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Evaluating retail banking service quality and convenience with MCDA techniques: A case study at the bank branch level, Fernando A.F. Ferreira, Sérgio P. Santos, Paulo M.M. Rodrigues, and Ronald W. Spahr

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How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example, Fernando A.F. Ferreira, Sérgio P. Santos, Paulo M.M. Rodrigues, and Ronald W. Spahr

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Stock price movement around the merger announcements: insider trading or market anticipation?, Pawan Jain and Mark A. Sunderman

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The flash crash: Trading aggressiveness, liquidity supply, and the impact of intermarket sweep orders, Tom Mcinish, James Upson, and Robert A. Wood