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C
K. H. Chung and Yang, S., “Reverse Stock Splits, Institutional Holdings, and Share Value”, Financial Management, vol. 44, no. Spring 2015, pp. 177-216, 2015.
K. Chung, Kim, O., Lim, S., and Yang, S., “An analytical measure of market underreactions to earnings surprises”, International Review of Economics and Finance, vol. 64, pp. 612-624, 2019.
R. Chou, Wang, Y. - C., and Yang, J., “Share Pledging, Payout Policy, and the Value of Cash Holdings”, Journal of Empirical Finance, vol. 61, no. March, pp. 18-33, 2021.
R. S. Chirinko and Elston, J., “Finance, Control and Profitability: An Evaluation of German Bank Influence”, Journal of Economic Behavior and Organization, vol. 59, no. 1, pp. 69-88, 2006.
I. Chira, Chiang, E., and Houmes, R., “Can Undergraduate Students Make Optimal Decisions about Student Loans?”, Journal of Economics and Finance Education, vol. 11, no. 1, pp. 1-14, 2011.
I. Chira, “Risk Change during Crises: How do Purely Local Companies Differ from Cross-listed Firms? Evidence from the European Crisis of 2010-2012”, Journal of Economics and Business, 2014.
I. Chira, “The Impact of Governance Characteristics on the Stock Price of Cross Listed Companies”, Journal of Economics and Finance, 2013.
I. Chira, “Bad News and Bank Performance during the 2008 Financial Crisis”, Applied Financial Economics, vol. 24, no. 18, pp. 1-12, 2014.
I. Chira and Madura, J., “Impact of the Galleon Case on Informed Trading Before Merger Announcements”, Journal of Financial Research, vol. 36, no. 3, pp. 325-347, 2013.
I. Chira, Madura, I., and Viale, A., “Bank Exposure to Market Fear”, Journal of Financial Stability, vol. 9, no. 4, pp. 451-459, 2013.
I. Chira, “Special Dividend Distributions, Firm Characteristics, and Economic Conditions”, Journal of Applied Finance: theory, practice, education, 2014.
Y. - L. Chen and Yang, J., “Trader Positions in VIX Futures”, Journal of Empirical Finance, vol. 61, no. March, pp. 1-17, 2021.
K. - S. Chen and Yang, J., “Housing Price Dynamics, Mortgage Credit and Reverse Mortgage Demand: Theory and Empirical Evidence”, Real Estate Economics, vol. 48, no. 2, pp. 599-632, 2020.
J. Chen, Shao, R., and Fan, S., “Destabilization and Consolidation: Conceptualizing, Measuring, and Validating the Dual Characteristics of Technology”, Research Policy, vol. 50, no. 1, pp. 104-115, 2021.
J. Chen, Shao, R., and Fan, S., “Development of Context-based Indices for Measuring Dynamic and Dualistic Nature of Innovation”, Academy of Management Annual Conference. Chicago, IL, 2018.
J. Chen, Shao, R., Fan, S., and Li, J., “Impact of Team Size on Technological Contributions: Unpacking Disruption and Development”, AOM Annual Meeting. Vancouver CA, 2020.
Y. - K. Chang, Chou, R. K., and Yang, J., “A rare move: the effects of switching from a closing call auction to a continuous trading”, The Journal of Futures Markets, vol. 40, no. 3, pp. 308-328, 2020.
B
R. Brooks and Yang, J., “Emerging from bankruptcy with when-issued trading”, Financial Review, vol. 47, pp. 445-467, 2012.
R. Brooks and Su, T., “A Simple Cost Reduction Strategy for Liquidity Traders: Trade at the Opening”, Journal of Financial and Quantitative Analysis, vol. 32, no. 4, pp. 525-540, 1997.
R. Brooks and Moulton, J., “The Interaction between Opening Call Auctions and Ongoing Trade: Evidence from the NYSE and AMEX”, Annual Meeting of the Financial Management Association. Orlando, FL, 1999.
R. Brooks, Patel, A., and Su, T., “How the Equity Market Responds to Unanticipated Events”, Journal of Business, vol. 76, no. 1, pp. 109-133, 2003.
R. Brooks, “Changes in Asymmetric Information at Earnings and Dividend Announcements”, Journal of Business Finance and Accounting, vol. 23, no. 3, pp. 359-378, 1996.
R. Brooks, Mathew, P., and Yang, J., “When-issued trading in the Indian IPO market”, Journal of Financial Markets, vol. 19, pp. 170-196, 2014.
R. Brooks, Park, J., and Su, T., “Large Price Movements and Short-Lived Changes in Spreads, Volume, and Selling Pressure”, Quarterly Review of Economics and Finance, vol. 39, no. 2, pp. 303-316, 1999.
R. Brooks, Angel, J. J., and Mathew, P., “When-Issued Shares, Small Traders and the Variance of Returns around Stock Splits”, Annual Meeting of American Finance Association. New York, NY, 1999.
R. Brooks and Moulton, J., “The Interaction between Opening Call Auctions and Ongoing Trade: Evidence from the NYSE”, Review of Financial Economics, vol. 13, no. 4, pp. 341-356, 2004.
R. Brooks and Masson, J., “Performance of Stoll's Spread Component Estimator: Evidence from Simultaions, Time-Series, and Cross-Sectional Data”, Journal of Financial Research, vol. 29, no. 4, pp. 459-476, 1996.
R. Brooks and Mishra, C., “A Statistical Assessment of Accounting-Based Performance Plans”, World at Work Journal, vol. 9, no. 2, pp. 68-73, 2000.
R. Brooks, “Bid-Ask Spread Components Around Anticipated Announcements”, Journal of Financial Research, vol. 27, no. 3, pp. 375-386, 1994.
R. Brooks and Moulton, J., “The Interaction between Opening Call Auctions and Ongoing Trade: Evidence from the NYSE and AMEX”, Annual Meeting of the Eastern Finance Association. Myrtle Beach, 2000.
R. Brooks and Kim, H., “The Individual Investor and the Weekend Effect: A Reexamination with Intraday Data”, Quarterly Review of Economics and Finance, vol. 37, no. 3, pp. 725-737, 1997.
R. Brooks, Kim, Y. H., and Yang, J., “What makes when-issued trading attractive to financial markets?”, Financial Markets, Institutions and Instruments, vol. 23, no. 5, pp. 245-271, 2014.
R. Brooks, May, D. O., and Mishra, C., “The Performance of Firms Before and After They Adopt Accounting-Based Performance Plans”, Quarterly Review of Economics and Finance, vol. 41, no. 2, pp. 205-222, 2001.
R. Brooks, “Dividen Predicting Using Put-Call Parity”, International Review of Economics and Finance, vol. 3, no. 4, pp. 373-392, 1994.
R. Brooks, “Teaching an Old Dog New Tricks: Using the Dividend Growth Model in Financial Planning Problems”, Annual Meeting of the Midwest Finance Association. St. Louis, 2003.
R. Brooks and Yang, J., “Teaching an Old Dog New Tricks: Using the Dividend Growth Model in Financial Planning”, Journal of Economics and Finance Education, vol. 6, no. 2, pp. 65-73, 2007.
R. Brooks and Johnson, M. F., “CEO Presentations to Financial Analysts: Much Ado About Nothing?”, Financial Practice and Education, vol. 7, no. 2, pp. 19-28, 1997.
R. Brooks and Patel, A., “Information Conveyed by Seasoned Security Offerings: Evidence from Components of the Bid-Ask Spread”, Review of Financial Economics, vol. 9, no. 2, pp. 83-99, 2000.
R. Brooks and Chiou, S. - N., “A Bias in Closing Prices: The Case of the When Issued Anomaly”, Journal of Financial and Quantitative Analysis, vol. 30, no. 3, pp. 441-454, 1995.
R. Brooks and Yang, J., “Emerging from Bankruptcy with When-Issued Trading”, Financial Management Association annual meeting. Dallas, 2008.
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 Data”, Review of Economics and Statistics, vol. 85, no. 1, pp. 153-165, 2003.
J. Blouin, Gibbons, B., Wang, C., and Wellman, L., “"Through Thick and Thin: Political Risk and the Interdependencies between MNCs and Host Countries"”, Financial Accounting and Reporting Section Midyear Conference. 2018.
J. Blouin, Gibbons, B., Wang, C., and Wellman, L., “"Through Thick and Thin: Political Risk and the Interdependencies between MNCs and Host Countries"”, University of Chicago, Global Issues in Accounting Conference. 2017.
J. Blouin, Gibbons, B., Wang, C., and Wellman, L., “"Through Thick and Thin: Political Risk and the Interdependencies between MNCs and Host Countries"”, Oxford University, Corporate Political Engagement in Europe and the US. 2018.
T. Bhandari, Iliev, P., and Kalodimos, J., “Governance Changes through Shareholder Initiatives: The Case of Proxy Access”, Journal of Financial and Quantitative Analysis, 2020.
D. Berger, Pukthuanthong, K., and Yang, J., “International diversification with frontier markets”, NTU Seminar. Taipei, 2010.
D. Berger and Pukthuanthong, K., “Fragility, stress, and market returns”, Journal of Banking & Finance, 2016.
D. Berger, “Investor perceptions and volatility within the risk-return tradeoff”, Applied Financial Economics, vol. 20, no. 13, 2010.
D. Berger and Pukthuanthong, K., “Market fragility and international market crashes”, Journal of Financial Economics, vol. 105, no. 3, pp. 565-580, 2012.
D. Berger, “Time variability in market risk aversion”, Financial Management Association Doctoral Consortium. 2007.

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