Finance

R. Brooks and Mishra, C., “A Statistical Assessment of Accounting-Based Performance Plansâ€, World at Work Journal, vol. 9, no. 2, pp. 68-73, 2000.
R. Brooks and Patel, A., “Information Conveyed by Seasoned Security Offerings: Evidence from Components of the Bid-Ask Spreadâ€, Review of Financial Economics, vol. 9, no. 2, pp. 83-99, 2000.
R. Brooks, Park, J., and Su, T., “Large Price Movements and Short-Lived Changes in Spreads, Volume, and Selling Pressureâ€, Quarterly Review of Economics and Finance, vol. 39, no. 2, pp. 303-316, 1999.
R. Brooks and Su, T., “A Simple Cost Reduction Strategy for Liquidity Traders: Trade at the Openingâ€, Journal of Financial and Quantitative Analysis, vol. 32, no. 4, pp. 525-540, 1997.
R. Brooks and Johnson, M. F., “CEO Presentations to Financial Analysts: Much Ado About Nothing?â€, Financial Practice and Education, vol. 7, no. 2, pp. 19-28, 1997.
R. Brooks and Kim, H., “The Individual Investor and the Weekend Effect: A Reexamination with Intraday Dataâ€, Quarterly Review of Economics and Finance, vol. 37, no. 3, pp. 725-737, 1997.
R. Brooks, “Changes in Asymmetric Information at Earnings and Dividend Announcementsâ€, Journal of Business Finance and Accounting, vol. 23, no. 3, pp. 359-378, 1996.
R. Brooks and Masson, J., “Performance of Stoll's Spread Component Estimator: Evidence from Simultaions, Time-Series, and Cross-Sectional Dataâ€, Journal of Financial Research, vol. 29, no. 4, pp. 459-476, 1996.
R. Brooks and Chiou, S. - N., “A Bias in Closing Prices: The Case of the When Issued Anomalyâ€, Journal of Financial and Quantitative Analysis, vol. 30, no. 3, pp. 441-454, 1995.
R. Brooks, “Bid-Ask Spread Components Around Anticipated Announcementsâ€, Journal of Financial Research, vol. 27, no. 3, pp. 375-386, 1994.
R. Brooks, “Dividen Predicting Using Put-Call Parityâ€, International Review of Economics and Finance, vol. 3, no. 4, pp. 373-392, 1994.
J. Chen, Shao, R., and Fan, S., “Destabilization and Consolidation: Conceptualizing, Measuring, and Validating the Dual Characteristics of Technologyâ€, Research Policy, vol. 50, no. 1, pp. 104-115, 2021.
J. Deng and Yang, J., “Corporate Reputation and Hedging Activitiesâ€, Accounting and Finance, vol. 63, no. S1, pp. 1223-1247, 2023.
J. Elston, Zhang, Y., Chen, K. - H., and Chen, P. - H., “Are Family Firms More Efficient? Revisiting the U-Shaped Curve of Firm Scale and Efficiencyâ€, Small Business Economics, 2023.
J. Elston and Weidinger, A. Konrad, “An Empirical Examination of Firm Growth in the MENA Region: Through the Lens of Gibrat's Lawâ€, Small Business Economics, vol. 60, no. 1, pp. 121-131, 2022.
J. Elston, “Corporate Governance: What We Know And Don't Knowâ€, Journal of Industrial and Business Economics, 2019.
J. Elston and Weidinger, A., “Internationalization and Regional Entrepreneurship in Chinaâ€, Small Business Economics, 2019.
J. Elston and Alon, I., “Business Cultural Intelligence Quotient: A Five-Country Studyâ€, Thunderbird International Business Review, 2016.
J. Elston, “Evidence on the Dynamic Nature of Executive Compensation and Corporate Governance in Chinaâ€, International Journal of Corporate Governance, vol. 7, no. 3, 2016.
J. Elston, Chen, S., and Weidinger, A., “The role of informal capital on new venture formation and growth in Chinaâ€, Small Business Economics, vol. 46, no. 1, pp. 79-91, 2016.
J. Elston, Rondi, L., and Bhattacharyya, N., “Executive Compensation and Agency Issues in Italyâ€, International Journal of Corporate Governance, vol. 5, no. 3/4, 2014.
J. Elston and Chen, S., “Entrepreneurial motives and characteristics: An analysis of small restaurant ownersâ€, International Journal of Hospitality Management, vol. 35, pp. 294-305, 2013.
J. Elston and Bhattacharyya, N., “Dividends, Executive Compensation, and Agency Costs: Empirical Evidence From Germanyâ€, Journal of Accounting and Finance, vol. 11, no. 1, pp. 11-20, 2011.
J. Elston and Audretsch, D. B., “Financing the Entrepreneurial Decision: An Empirical Approach Using Experimental Data on US High Technology Entrepreneursâ€, Small Business Economics, vol. 36, no. 2, pp. 209-222, 2011.
J. Elston, “Risk Attitudes, Wealth and Sources of Entrepreneurial Start-up Capitalâ€, Journal of Economic Behavior and Organization, vol. 76, no. 1, pp. 82-89, 2010.
J. Elston and Yang, J., “Venture Capital, Ownership Structure, Accounting Standards and IPO Underpricing: Evidence from Germanyâ€, Journal of Economics and Business, vol. 62, no. Special Issue, pp. 517-536, 2010.
J. Elston and Rondi, L., “Corporate Governance and Capital Accumulation: Firm Level Evidence from Italyâ€, Scottish Journal of Political Economy, vol. 56, no. 6, pp. 634-661, 2009.
J. Elston and Rondi, L., “Shareholder Protection and the Cost of Capital: Evidence from German and Italian Firmsâ€, Statistica Applicata (Italian Journal of Applied Statistics), vol. 18, no. 2, pp. 153-172, 2007.
D. B. Audretsch and Elston, J., “Can Institutional Change Impact High-Technology Firm Growth: Evidence from Germany's Neuer Marktâ€, Journal of Productivity Analysis, vol. 25, no. 1, pp. 9-23, 2006.
R. S. Chirinko and Elston, J., “Finance, Control and Profitability: An Evaluation of German Bank Influenceâ€, Journal of Economic Behavior and Organization, vol. 59, no. 1, pp. 69-88, 2006.
J. Elston, “Bank Influence, Firm Performance and Survivalâ€, Corporate Ownership and Control, vol. 1, no. 2, pp. 65-71, 2004.
J. Elston and Goldberg, L., “Executive Compensation and Agency Costs in Germanyâ€, Journal of Banking & Finance, vol. 27, no. 7, pp. 1391-1410, 2003.
S. Bond, Elston, J., Mairesse, J., and Mulkay, B., “Financial Factors and Investment in Belgium, France, Germany, and the United Kingdom: A Comparison Using Company Panel Dataâ€, Review of Economics and Statistics, vol. 85, no. 1, pp. 153-165, 2003.
R. Agarwal and Elston, J., “Bank-firm relationships, financing and firm performance in Germanyâ€, Economic Letters, vol. 72, no. 2, pp. 225-232, 2001.
D. B. Audretsch and Elston, J., “Does firm size matter? Evidence on the impact of liquidity constraints on firm investment behavior in Germanyâ€, International Journal of Industrial Organization, vol. 20, no. 1, pp. 1-17, 2001.
J. Elston, “Market Linkages Between the US and Japan: An Application to the Fisheries Industryâ€, Japan and the World Economy, vol. 11, no. 4, pp. 517-530, 1999.
D. Audretsch and Elston, J., “Financing the German Mittelstandâ€, Small Business Economics, vol. 9, no. 2, pp. 97-110, 1997.
J. Elston, “Dividend policy and investment: Theory and evidence from US panel dataâ€, Managerial and Decision Economics, vol. 17, no. 3, pp. 267-275, 1996.
D. Audretsch and Elston, J., “Le Financement de la Mittelstand Allemandeâ€, Revue Internationale : Petite et Moyenne Enterprise (PME), vol. 8, no. 3-4, pp. 121-147, 1996.
J. Elston, “Banks, Finance and Investment in German: A Review Articleâ€, Small Business Economics, vol. 7, no. 6, pp. 475-479, 1995.
J. Elston and Albach, H., “Bank Affiliations and Firm Capital Investment in Germanyâ€, IFO Studien: Zeitschrift fur Empirische Wirtschaftsforschung, vol. 1, pp. 1-15, 1994.
J. Chen, Shao, R., and Fan, S., “Destabilization and Consolidation: Conceptualizing, Measuring, and Validating the Dual Characteristics of Technologyâ€, Research Policy, vol. 50, no. 1, pp. 104-115, 2021.
B. Gibbons, “Public Information and Venture Capital Investmentâ€, Journal of Financial and Quantitative Analysis, 2021.
B. Gibbons, Iliev, P., and Kalodimos, J., “Analyst Information Acquisition via EDGARâ€, Management Science, 2020.
S. He, Chemmanur, T., He, J., and Nandy, D., “Product Market Characteristics and the Choice between IPOs and Acquisitionsâ€, Journal of Financial and Quantitative Analysis, 2018.
S. He and Lei, C. W., “Human Capital, Management Quality, and the Exit Decisions of Entrepreneurial Firmsâ€, Journal of Financial and Quantitative Analysis, vol. 51, 2016.
S. He and Chemmanur, T. J., “Institutional Trading, Information Production, and Corporate Spin-offsâ€, Journal of Corporate Finance, vol. 38, 2016.
P. - H. Hsieh and Yang, J., “A censored stochastic volatility approach to the estimation of price limit movesâ€, Journal of Empirical Finance, vol. 16, no. 2, pp. 337-351, 2009.
P. - H. Hsieh, Kim, Y. H., and Yang, J., “The magnet effect of price limits: a logit approachâ€, Journal of Empirical Finance, vol. 16, no. 5, pp. 830-837, 2009.
B. Gibbons, Iliev, P., and Kalodimos, J., “Analyst Information Acquisition via EDGARâ€, Management Science, 2020.
J. Kalodimos and Leavitt, K., “Experimental Shareholder Activism: A Novel Approach to Organizational Researchâ€, Journal of Vocational Behavior, vol. 120, 2020.
T. Bhandari, Iliev, P., and Kalodimos, J., “Governance Changes through Shareholder Initiatives: The Case of Proxy Accessâ€, Journal of Financial and Quantitative Analysis, 2020.
R. Silberzahn, Uhlmann, E., Martin, D., Anselmi, P., Aust, F., Awtrey, E., Bahník, S., Bai, F., Bannard, C., Bonnier, E., Carlsson, R., Cheung, F., Christensen, G., Clay, R., Craig, M., Rosa, A., Dam, L., Evans, M., Cervantes, I., Fong, N., Gamez-Djokic, M., Glenz, A., Gordon-McKeon, S., Heaton, T., Eriksson, K., Heene, M., Mohr, A., Högden, F., Hui, K., Johannesson, M., Kalodimos, J., Kaszubowski, E., Kennedy, D., Lei, R., Lindsay, T., Liverani, S., Madan, C., Molden, D., Molleman, E., Morey, R., Mulder, L., Nijstad, B., Pope, B., Pope, N., Prenoveau, J., Rink, F., Robusto, E., Roderique, H., Sandberg, A., Schlueter, E., Schönbrodt, F., Sherman, M., Sommer, S., Sotak, K., Spain, S., Spörlein, C., Stafford, T., Stefanutti, L., Täuber, S., Ullrich, J., Vianello, M., Wagenmakers, E., Witkowiak, M., Yoon, S., and Nosek, B., “Many analysts, one dataset: Making transparent how variations in analytical choices affect resultsâ€, Advances in Methods and Practices in Psychological Science, 2018.
J. Kalodimos, “Internal Governance and Performance: Evidence From When External Discipline is Weakâ€, Journal of Corporate Finance, vol. 43, pp. 193-216, 2017.
J. Kalodimos and Lundberg, C., “Shareholder Rights in Mergers and Acquisitions: Are Appraisal Rights Being Abused?â€, Finance Research Letters, 2017.
J. Kalodimos, Gilbert, T., Hrdlicka, C., and Siegel, S., “Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betasâ€, Review of Asset Pricing Studies, 2014.
J. Kalodimos and Leavitt, K., “Experimental Shareholder Activism: A Novel Approach to Organizational Researchâ€, Journal of Vocational Behavior, vol. 120, 2020.
P. Mathew, Takahashi, H., and Yamakawa, Y., “Board members' influence on resource investments to start-ups and IPO outcomes: Does prior affiliation matter?â€, Pacific-Basin Finance Journal, vol. 49, no. June 2018, pp. 30-42, 2018.
P. Mathew and H. Yildirim, S., “Does Director Affiliation Lead to Analyst Bias?â€, Applied Economics, vol. 47, no. 3, pp. 272-287, 2015.
R. Brooks, Mathew, P., and Yang, J., “When-issued trading in the Indian IPO marketâ€, Journal of Financial Markets, vol. 19, pp. 170-196, 2014.
C. Hughen and Mathew, P., “The efficiency of international information flow: Evidence from the ETF and CEF Pricesâ€, International Review of Financial Analysis, vol. 18, no. 1-2, pp. 40-49, 2009.
P. Neeliah-Chinniah, Mathew, P., and Yildirim, S., “The Value of Stability Ratings to the Canadian Income Trust Marketâ€, Applied Financial Economics, vol. 18, no. 18, pp. 1465-1474, 2008.
P. Mathew, Michayluk, D., and Kofman, P., “Are Foreign Issuers Complying with Regulation Fair Disclosure?â€, Journal of International Financial Markets, Institutions and Money, vol. 17, no. 3, pp. 246-260, 2007.
S. Findlay and Mathew, P., “An Examination of the Differential Impact of Regulation FD on Analysts' Forecast Accuracyâ€, Financial Review, vol. 41, no. 1, pp. 9-31, 2006.
J. C. Hughen, Mathew, P., and Ragan, K., “A NAV a Day Keeps the Inefficiency Away? Fund Trading Strategies using Daily Valuesâ€, Financial Services Review, vol. 14, pp. 213-230, 2005.
C. J. Hughen, Mathew, P., and Ragan, K. P., “The Effects of Market Inefficiencies on Trading Strategies for Country Fundsâ€, International Journal of Finance, vol. 16, no. 2, pp. 2964-84, 2005.
P. Mathew, Hughen, C., and Ragan, K., “A Re-examination of Information Flow in Financial Markets: The Impact of Reg FD and Decimalizationâ€, Quarterly Journal of Finance and Accounting, vol. 43, no. 1-2, pp. 123-147, 2004.
N. Hibara and Mathew, P., “Grandstanding and Venture Capital Firms in Newly Established IPO Marketsâ€, Journal of Entrepreneurial Finance, 2004.
J. Angel, Brooks, R., and Mathew, P., “When-Issued Shares, Small Trades and the Variance of Returns around Stock Splitsâ€, Journal of Financial Research, vol. 27, no. 3, pp. 415-433, 2004.
P. Mathew, “Long-Horizon Seasoned Equity Performance in the Pacific Rim Financial Marketsâ€, Review of Financial Economics, vol. 11, no. 4, pp. 317-333, 2002.
J. Deng and Yang, J., “Corporate Reputation and Hedging Activitiesâ€, Accounting and Finance, vol. 63, no. S1, pp. 1223-1247, 2023.
H. - G. Huang, Tsai, W. - C., Weng, P. - S., and Yang, J., “Intraday Momentum in the VIX Futures Marketâ€, Journal of Banking & Finance, vol. 148, p. 106746, 2023.
W. Hung, Lin, C. - T., and Yang, J., “Aggregate 52-week high, limited attention, and time-varying momentum profitsâ€, Journal of Banking & Finance, vol. 141, p. 106531, 2022.
Y. Fang, Yuan, J., Yang, J., and Ying, S., “Crash-Based Quantitative Trading Strategies: Perspective of Behavioral Financeâ€, Finance Research Letters, vol. 45, p. 102185, 2022.
J. - C. Hung, Liu, H. - C., and Yang, J., “Does the tail risk index matter in forecasting downside risk?â€, International Journal of Finance and Economics, pp. 1-16, 2022.
C. - C. Teng, Li, S., and Yang, J., “Family control, external governance mechanisms, and dividend payoutsâ€, Quarterly Review of Economics and Finance, vol. 79, pp. 198-209, 2021.
C. - C. Teng and Yang, J., “Media exposure on corporate social irresponsibility and firm performanceâ€, Pacific-Basin Finance Journal, vol. 68, 2021.
R. Chou, Wang, Y. - C., and Yang, J., “Share Pledging, Payout Policy, and the Value of Cash Holdingsâ€, Journal of Empirical Finance, vol. 61, no. March, pp. 18-33, 2021.
H. - I. Ting, Wang, M. - C., Yang, J., and Tuan, K. - W., “Technical expert CEOs and corporate innovationâ€, Pacific-Basin Finance Journal, vol. 68, 2021.
Y. - L. Chen and Yang, J., “Trader Positions in VIX Futuresâ€, Journal of Empirical Finance, vol. 61, no. March, pp. 1-17, 2021.
J. - C. Hung, Liu, H. - C., and Yang, J., “Trading activity and price discovery in Bitcoin futures marketsâ€, Journal of Empirical Finance, vol. 62, no. June, pp. 107-120, 2021.
Y. - K. Chang, Chou, R. K., and Yang, J., “A rare move: the effects of switching from a closing call auction to a continuous tradingâ€, The Journal of Futures Markets, vol. 40, no. 3, pp. 308-328, 2020.
K. - S. Chen and Yang, J., “Housing Price Dynamics, Mortgage Credit and Reverse Mortgage Demand: Theory and Empirical Evidenceâ€, Real Estate Economics, vol. 48, no. 2, pp. 599-632, 2020.
J. - C. Hung, Liu, H. - C., and Yang, J., “Improving the realized GARCH's volatility forecast for Bitcoin with jump-robust estimatorsâ€, North American Journal of Economics and Finance, vol. 52, pp. 101-165, 2020.
C. - C. Teng and Yang, J., “Chinese Lunar New Year Effect, Investor Sentiment, and Market Deregulationâ€, Finance Research Letters, vol. 27, pp. 175-184, 2018.
W. Hung and Yang, J., “The MAX Effect: Lottery Stocks with Price Limits and Limits to Arbitrageâ€, Journal of Financial Markets, vol. 41, pp. 77-91, 2018.
R. Brooks, Kim, Y. H., and Yang, J., “What makes when-issued trading attractive to financial markets?â€, Financial Markets, Institutions and Instruments, vol. 23, no. 5, pp. 245-271, 2014.
R. Brooks, Mathew, P., and Yang, J., “When-issued trading in the Indian IPO marketâ€, Journal of Financial Markets, vol. 19, pp. 170-196, 2014.
D. Berger, Pukthuanthong, K., and Yang, J., “Is the diversification benefit of frontier markets realizable by mean-variance investors? The evidence of investable fundsâ€, Journal of Portfolio Management, vol. 39, pp. 36-48, 2013.
K. Kim, Liu, H., and Yang, J., “Reconsidering Price Limit Effectivenessâ€, Journal of Financial Research, vol. 36, no. 4, pp. 493-518, 2013.
L. Dang and Yang, J., “The choice between rights and underwritten equity offerings: Evidence from Chinese Stock Marketsâ€, Journal of Multinational Financial Management, vol. 23, no. 3, pp. 235-253, 2013.
R. Brooks and Yang, J., “Emerging from bankruptcy with when-issued tradingâ€, Financial Review, vol. 47, pp. 445-467, 2012.
D. Berger, Pukthuanthong, K., and Yang, J., “International diversification with frontier marketsâ€, Journal of Financial Economics, vol. 101, no. 1, pp. 227-242, 2011.
Y. Liu and Yang, J., “Private Debt, Unused Credit Lines, and Seasoned Equity Offeringsâ€, Quarterly Review of Economics and Finance, vol. 51, no. 4, pp. 376-388, 2011.
J. Elston and Yang, J., “Venture Capital, Ownership Structure, Accounting Standards and IPO Underpricing: Evidence from Germanyâ€, Journal of Economics and Business, vol. 62, no. Special Issue, pp. 517-536, 2010.
P. - H. Hsieh and Yang, J., “A censored stochastic volatility approach to the estimation of price limit movesâ€, Journal of Empirical Finance, vol. 16, no. 2, pp. 337-351, 2009.
Y. H. Kim and Yang, J., “Effect of price limits: initial public offerings versus seasoned equitiesâ€, International Review of Finance, vol. 9, no. 3, pp. 295-318, 2009.
P. - H. Hsieh, Kim, Y. H., and Yang, J., “The magnet effect of price limits: a logit approachâ€, Journal of Empirical Finance, vol. 16, no. 5, pp. 830-837, 2009.
Y. H. Kim, Yague, J., and Yang, J., “Relative Performance of Trading Halts and Price Limits: Evidence from the Spanish Stock Exchangeâ€, International Review of Economics and Finance, vol. 17, no. 2, pp. 197-215, 2008.
Y. H. Kim and Yang, J., “The Effect of Price Limits on Intraday Volatility and Information Asymmetryâ€, Pacific-Basin Finance Journal, vol. 16, no. 5, pp. 522-538, 2008.

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