"Common Divisors, Payout Persistence, and return Predictability", International Review of Finance, Forthcoming (with Jogn G. Powell, Tom Smith and Robert E. Whaley).
"IPO Underpricing: Theories and Evidence", Contemporary Finance and Economics, June 2009.
"Does the law of one price hold better under flexible exchange rate systems?", Journal of Multinational Finanancial management, 2009, Vol. 19, pp. 306-322 (with Sung C. Bae and Mingsheng Li)
“Political regimes, business cycles, seasonalities, and returns”, Journal of Banking and Finance, 2009, Vol. 33, Issue 6, pp. 1112-1128 (with John G. Powell, Tom Smith and Robert E. Whaley).
“Valuation Uncertainty Risk Compensation and IPO Propsectus Earnings Forecasts”, Applied Economics Letters, 2008, Vol. 15, No. 4-6, pp.331-335 (with Chris Bilson and John G. Powell).
3. “Do secondary shares in the IPO process have a negative effect on aftermarket performance?” Journal of Banking and Finance. 2007, Vol. 31, No. 9, pp. 2612-2631 (With James C. Brau and Mingsheng Li).
“Chinese Stock Market Cyclical Regimes: 1991-2006”, Economics Letters, 2007, Vol. 97, No. 3, pp. 235-239 (with Wu Yan, John G. Powell, and Wei Xu).
“The Persistent Presidential Dummy”, Journal of Portfolio Management, 2007, Vol. 33, No. 2, pp. 133-143 (with John G. Powell, Tom Smith and Robert E. Whaley).
“A test for long term cyclical clustering of stock market regimes", Australian Journal of Management, 2007, Vol. 32, No. 2, pp. 205-221 (with John G. Powell, R.Roa, and V. Xayavong).
“The decision to voluntarily disclose an IPO prospectus earnings forecast”, Applied Financial Economics Letters, 2007, Vol. 3, No. 1-3, pp. 99-102 (with Chris Bilson, Richard Heaney and John G. Powell). |
