Submissions from 2023
CEO personality traits and corporate value implication of acquisitions, Tom Aabo, Jan Hanousek, Christos Pantzalis, and Jung Chul Park
Ethnicity in housing markets: Buyers, sellers and agents, Natalya Bikmetova, Geoffrey K. Turnbull, and Velma Zahirovic-Herbert
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
A Dilemma of Self-interest vs. Ethical Responsibilities in Political Insider Trading, Jan Hanousek, Hoje Jo, Christos Pantzalis, and Jung Chul Park
Do stock exchanges specialize? Evidence from the New Jersey transaction tax proposal, Rasheek Irtisam and Konstantin Sokolov
The Influence of TIF Overlay Zoning on Residential Real Estate Prices, Jeffrey G. Robert and Velma Zahirovic-Herbert
Residential Marketing Duration: Film Studios as Neighborhood Sales Accelerators, Velma Zahirovic-Herbert and Karen M. Gibler
Submissions from 2022
Are institutional investors informed? The case of dividend changes for REITS and Industrial Firms, Ebenezer Asem, Vishaal Baulkaran, Pawan Jain, and Mark Sunderman
The impact of make-take fees on market efficiency, Jeffrey R. Black
Urban blight remediation strategies subject to seasonal constraints, Fernando A.F. Ferreira, Ronald W. Spahr, Mark A. Sunderman, Kannan Govindan, and Ieva Meidutė-Kavaliauskienė
Market fairness and efficiency: Evidence from the Tokyo Stock Exchange*, David M. Kemme, Thomas H. McInish, and Jiang Zhang
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
The influence of privately initiated rezoning on housing prices, Jeffrey G. Robert and Velma Zahirovic-Herbert
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
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
Unfiltered market access and liquidity: Evidence from the SEC rule 15c3-5, Bidisha Chakrabarty, Pankaj K. Jain, Andriy Shkilko, and Konstantin Sokolov
Stock pledging and firm risk: Evidence from India, Yogesh Chauhan, Ajay Kumar Mishra, and Ronald W. Spahr
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
Mixed-signal stock splits, Ahmed M. Elnahas, Pankaj K. Jain, and Thomas H. McInish
Methodology and Axiomatic Characterization of a Multidimensional and Fuzzy Measure of Deprivation, Dipesh Gangopadhyay, Robert B. Nielsen, and Velma Zahirovic-Herbert
Brand Equity, Earnings Management, and Financial Reporting Irregularities, Ghada M. Ismail, Fariz Huseynov, Pankaj K. Jain, and Thomas H. Mcinish
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
Employment mobility and pay for sector performance, Yun Liu, Vikram Nanda, Bunyamin Onal, and Sabatino Silveri
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
Supply and demand shifts of shorts before Fed announcements during QE1–QE3, Thomas McInish, Christopher J. Neely, and Jade Planchon
Contemporaneous linkages: Funding liquidity and stock market spirals, Ajay Kumar Mishra, Bhavik Parikh, and Ronald W. Spahr
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
Ransomware activity and blockchain congestion, Konstantin Sokolov
Order based versus level book trade reporting: An empirical analysis, James Upson, Thomas McInish, and B. Hardy Johnson IV
Do home sellers know their market? Evidence from neighbourhood sober-living houses, Velma Zahirovic-Herbert, Geoffrey K. Turnbull, and Bennie D. Waller
Price impacts of signalling in Chinese residential land auctions, Xiaorong Zhou, Velma Zahirovic-Herbert, and Karen M. Gibler
Submissions from 2020
Homeownership and high-cost alternative borrowing, Sophia T. Anong and Velma Zahirovic-Herbert
Trade signing in fast markets, Allen Carrion and Madhuparna Kolay
You’re Fired! Gender Disparities in CEO Dismissal, Vishal K. Gupta, Sandra C. Mortal, Sabatino Silveri, Minxing Sun, and Daniel B. Turban
Known versus anonymous ownership: Exploring links between ownership transparency and firms' decisions, Jan Hanousek and Jan Hanousek
The Impact of Default and Foreclosure on Housing Values: Rings Vs. Neighborhoods Approach, Ying Huang, Ronald W. Spahr, and Mark A. Sunderman
Commonality in liquidity and multilateral trading facilities, Pankaj K. Jain, Mohamed Mekhaimer, and Sandra Mortal
Inter-Firm Connections, Alliance Formation and the Value Created by Alliances, Yun Liu, Tomas Mantecon, Sabatino Dino Silveri, and Wei Sun
Fast and slow cancellations and trader behavior, Thomas H. McInish, Olena Nikolsko-Rzhevska, Alex Nikolsko-Rzhevskyy, and Irina Panovska
Stock market liquidity, funding liquidity, financial crises and quantitative easing, Ajay Kumar Mishra, Bhavik Parikh, and Ronald W. Spahr
The life of U's: Order revisions on NASDAQ, Olena Nikolsko-Rzhevska, Alex Nikolsko-Rzhevskyy, and Jeffrey R. Black
Nasdaq ex-day behavior: An out-of-sample test, Shishir Paudel, Sabatino Silveri, and Mark Wu
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
Private government, property rights and uncertain neighbourhood externalities: Evidence from gated communities, Geoffrey K. Turnbull and Velma Zahirovic-Herbert
Neighbouring house transaction response to assisted living facilities and nursing homes, Velma Zahirovic-Herbert and Karen M. Gibler
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
Housing “Beta”: Common Risk Factor in Returns of Stocks, Vishaal Baulkaran, Pawan Jain, and Mark Sunderman
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
Price Clustering of Chinese IPOs: The Impact of Regulation, Cultural Factors, and Negotiation, Bill Hu, Christine Jiang, Thomas McInish, and Yixi Ning
Intraday price behavior of cryptocurrencies, Bill Hu, Thomas McInish, Jonathan Miller, and Li Zeng
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
Neighborhood blight indices, impactson property values and blight resolution alternatives, Wei Sun, Ying Huang, Ronald W. Spahr, Mark A. Sunderman, and Minxing Sun
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
Housing Market Microstructure: What is a Competing House?, Geoffrey K. Turnbull and Velma Zahirovic-Herbert
Submissions from 2018
How a credit enhancement affects bond liquidity and default risk of the firm, Jeffrey R. Black, Seth A. Hoelscher, and Duane Stock
High frequency trading and extreme price movements, Jonathan Brogaard, Allen Carrion, Thibaut Moyaert, Ryan Riordan, Andriy Shkilko, and Konstantin Sokolov
Big data framework for finding patterns in multi-market trading data, Daya Ram Budhathoki, Dipankar Dasgupta, and Pankaj Jain
Exploring the manipulation toolkit: the failure of Doral Financial Corporation, Ahmed M. Elnahas, Pankaj K. Jain, and Thomas H. McInish
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
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
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
Uncertain School Quality and House Prices: Theory and Empirical Evidence, Geoffrey K. Turnbull, Velma Zahirovic-Herbert, and Minrong Zheng
Time-on-market in chinese condominium presales, Xiaorong Zhou, Velma Zahirovic-Herbert, and Karen M. Gibler
Submissions from 2017
Permanent price impact asymmetry of trades with institutional constraints, Chiraphol Chiyachantana, Pankaj K. Jain, Christine Jiang, and Vivek Sharma
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
Reprint of Director discretion and insider trading profitability, Sean Foley, Amy Kwan, Thomas H. McInish, and Richard Philip
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
Price clustering on the Shanghai Stock Exchange, Bill Hu, Christine Jiang, Thomas McInish, and Haigang Zhou
Corruption's impact on foreign portfolio investment, Pankaj K. Jain, Emre Kuvvet, and Michael S. Pagano
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
The Impact of Market Structure on Ex-Dividend Day Stock Price Behavior, Sandra Mortal, Shishir Paudel, and Sabatino Dino Silveri
Submissions from 2016
Liquidity, resiliency and market quality around predictable trades: Theory and evidence, Hendrik Bessembinder, Allen Carrion, Laura Tuttle, and Kumar Venkataraman
The pricing of different dimensions of liquidity: Evidence from government guaranteed bonds, Jeffrey R. Black, Duane Stock, and Pradeep K. Yadav
Using multiple criteria decision analysis (MCDA) to assist in estimating residential housing values, Fernando A.F. Ferreira, Ronald W. Spahr, and Mark A. Sunderman
Director discretion and insider trading profitability, Sean Foley, Amy Kwan, Thomas H. McInish, and Richard Philip
CEO Power and Firm Performance under Pressure, Seonghee Han, Vikram K. Nanda, and Sabatino Dino Silveri
Executive overconfidence and compensation structure, Mark Humphery-Jenner, Ling Lei Lisic, Vikram Nanda, and Sabatino Dino Silveri
Value-relevance of corporate social responsibility: Evidence from short selling, Archana Jain, Pankaj K. Jain, and Zabihollah Rezaee
Does high-frequency trading increase systemic risk?, Pankaj K. Jain, Pawan Jain, and Thomas H. McInish
The Effect of Relisting on House Selling Price, Patrick S. Smith, Karen M. Gibler, and Velma Zahirovic-Herbert
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
An examination of the potential relationship between green status of multifamily properties and sale price, Colin Couch, Andrew T. Carswell, and Velma Zahirovic-Herbert
Trading rules, competition for order flow and market fragmentation, Amy Kwan, Ronald Masulis, and Thomas H. McInish
Accounting fraud, auditing, and the role of government sanctions in China, Ling Lei Lisic, Sabatino Dino Silveri, Yanheng Song, and Kun Wang
Price movement and trade size on the National Stock Exchange of India, Ajay Kumar Mishra, Thomas H. McInish, and Trilochan Tripathy
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
The effect of ground leases on house prices in Helsinki, Tanja Tyvimaa, Karen M. Gibler, and Velma Zahirovic-Herbert
Asymmetric buyer information influence on price in a homogeneous housing market, Xiaorong Zhou, Karen Gibler, and Velma Zahirovic-Herbert
Submissions from 2014
A road to assimilation: immigrants and financial markets, Swarnankur Chatterjee and Velma Zahirovic-Herbert
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
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
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
Stock price movement around the merger announcements: insider trading or market anticipation?, Pawan Jain and Mark A. Sunderman
The flash crash: Trading aggressiveness, liquidity supply, and the impact of intermarket sweep orders, Tom Mcinish, James Upson, and Robert A. Wood