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The department is a leading contributor to the best journals in the field. Our goal in research is produce work that makes important contributions and appears in the best journals in the field. Here is a recent sample of publications in the very best finance and real estate journals. The UC faculty member at the time of publication or acceptance is in highlighted bold .
Journal of Finance
- "Delegated Portfolio Management and Prolonged Mispricing", in the Journal of Finance , Feb. 2003. Eitan Goldman and Steve L. Slezak.
- "Equilibrium Anomalies", forthcoming, in the Journal of Finance , Michael Ferguson and Richard Schockley.
- “Toward a National Market System for U.S. Exchange-Listed Equity Options,” forthcoming in the Journal of Finance, Robert Battalio , Brian Hatch, and Robert Jennings.
- "Are Judgement Errors Reflected in Market Prices and Allocations? Experimental Evidence Based on the Monty Hall Problem" forthcoming in the Journal of Finance, Brian Kluger and Steve B. Wyatt.
Journal of Financial Economics
- "The Value and Incentive Effects of Non-traditional executive stock option plans" Journal of Financial Economics 57:3-34, 2000, Shane Johnson and Yisong Tian .
- Indexed executive stock option " Journal of Financial Economics 57:35-64, 2000, Shane Johnson and Yisong Tian .
- “The Impact of Specialist Firm Acquisitions on Market Quality,” Journal of Financial Economics 66:139-67, 2002, Brian Hatch and Shane Johnson.
Review of Financial Studies
- “Does the Limit Order Routing Decision Matter?,” Review of Financial Studies, 15:159-194, 2002, with Robert Battalio, Jason Greene, Brian Hatch and Robert Jennings.
Journal of Financial and Quantitative Analysis
- "Preferencing, Internalization Of Order Flow And Tacit Collusion: Evidence From Experiments" Journal of Financial and Quantitative Analysis, September 2002. Brian Kluger and Steve B. Wyatt.
- "On The Impossibility Of Weak-Form Efficient Markets" Journal of Financial and Quantitative Analysis, forthcoming. Steve Slezak
Journal of Business
- “Execution Costs and Their Intraday Variation in Futures Markets,” Mike Ferguson and Steven C. Mann, Journal of Business , 74 (2001), 125-160.
Journal of Real Estate Finance and Economics
- “Is Lending Discrimination Always Costly?,” Mike Ferguson and Stephen R. Peters , Journal of Real Estate Finance and Economics , 21 (2000), 23-44
- Geltner,D . & W.Goetzmann, “Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index”, Journal of Real Estate Finance & Economics , 2000
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