| Shaun A. Bond - Associate Professor of Real Estate |
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- Bond S.A. and Scott, P. “Capital Structure Theories and Real Estate Financing Decisions”.
- Bond, S.A. and Mitchell, P. “Alpha and Persistence in Real Estate Portfolio Management”
- Bond, S.A., Gardiner, B. And Tyler, P. “The Impact of Tax Incentives on Local Real Estate Markets: The Question of Incidence”.
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| John L. Glascock, PhD - Director of UC Real Estate Center |
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- Analysis of the Hong Kong Housing Market: Before, During and After the HK Crash (a hedonic analysis), with Helen Bao. Presented at the Mid-year AREUEA, 2006. Updated draft in progress.
- Volatilities and Momentum Returns in REITs, with Szu-Yin (Kathy) Hung, forthcoming, Journal of Real Estate Finance and Economics.
- Property Investment Trusts in the UK, with Abraham Park, pages 467-474. Reading in Handbook of Real Estate Capital Markets, edited by Nico Rottke, 2008, Muller:Cologne.
- Momentum Profitability and Market Trend: Evidence from REITs, with Szu-Yin Hung. Forthcoming: Journal of Real Estate Finance and Economics. Vol. 37, Issue 1, August 2008. (Presented at Asian Real Estate Society meeting, 2003. Also presented at the European Real Estate Society meeting Dublin, 18th
- Does it pay for acquirers to be friendly? With Sema Dube and Rafael Romero. Journal of Corporate Ownership and Control, January 2008, Vol. 5.
- The Relative Effect of Property Type and Country Factors in Reduction of Risk of Internationally Diversified Real Estate Portfolios, with Lynne Kelly. Journal of Real Estate Finance and Economics, Vol. 34, No. 3, May 2007, pp. 369-384. Presented at the Asian Singapore-Hong Kong conference 2005.
- Is Hostility in Merger and Acquisition Markets Wasteful? with Sema Dube and Mark Klock, 2007, Journal of Business and Securities Law (published by Michigan State University Law School and Mid-West Securities Law Institute), Vol. 7, Issues 1&2, April 2007, pp. 9-49..
- Effects of the Method of Payment and the Mode of Acquisition on Performance and Risk Metrics, 2006, with Sema Dube. International Journal of Managerial Finance, Vol. 2, No. 3, pp. 176-195 (lead article). Later awarded the best paper designation from Emerald Publishing for that year.
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| Hui Guo, PhD - Assistant Professor |
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- Does Aggregate Relative Risk Aversion Change Countercyclically over Time? Evidence from the Stock Market, with Zijun Wang and Jian Yang, 2006
- The Relation between Time-Series and Cross-Sectional Effects of Idiosyncratic Variance on Stock Returns in G7 Countries, with Robert Savickas, 2006
- Understanding Stock Return Predictability, with Robert Savickas, 2006
- Equity Market Volatility and Expected Risk Premium, with Long Chen and Lu Zhang, 2006
- On the Cross Section of Conditionally Expected Stock Returns, with Robert Savickas, 2003
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| Yong H. Kim, PhD - Professor of Finance and Department Head |
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- "Boundary and Efficiency of Internal Capital Markets and Organizational Structure in Spin-offs: Control vs. Focus", with Y. Choi.
- "Corporate Governance and Diversification", with K. Gleason and Y. S. Kim. Under review.
- "The Asymmetric Adjustment of IPO Prices to Positive vs. Negative Information and the Role of R&D in IPO Pricing", with M. Choi. Earlier versions have been presented at the 2004 AFAK/KAFA, 2005 FMA and 2005 FMA-E.
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| Brian Kluger, PhD - Professor of Finance |
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- “Overconfidence, Hindsight Bias and Trading Activity in an Experimental Asset Market.” (with Patricia Chelley-Steeley and Jim Steeley)
- "Intraday Trading Patterns in an Intelligent Autonomous Agent-Based Stock Market." (with Mark McBride)
- "Trading Patterns and Market Integration in Overlapping Experimental Asset Markets." (with Paul Adams)
- "Irrationality in Laboratory Asset Market Bubbles: Is It Me or Is It You?" (with Lucy Ackert and Li Qi)
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| Steve L. Slezak, PhD - Associate Professor of Finance |
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- “The Strategic Interaction between Committing and Detecting Fraudulent Misreporting,” with Buhui Qiu
- “Is Idiosyncratic Risk a Source of Momentum?” with Doina Chichernea
- “The Theoretical Implications of Asymmetric Information on Dynamic and Cross-Sectional Characteristics of Asset Returns,” with Charles M. Jones.
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| Weihong Song, PhD - Assistant Professor of Finance |
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- Does Overvaluation Lead To Bad Mergers? (AFA 2007 Chicago Meetings Paper)
- The Value of 'Boutique' Financial Advisors in Mergers and Acquisitions
- Holdups, Renegotiation, and Deal Protection in Mergers, with E. Hotchkiss and J. Qian (AFA 2005 Philadelphia Meetings Paper, WFA 2005 meetings paper)
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| Michael C. Walker, PhD - Virgil M. Schwarm Professor of Finance and Investments, Emeritus |
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- “Balance Sheet Structure, Firm Size and the and the Interest-Rate Risk of Bank Holding Companies” (with S. Jones)
- “Use of Preferred Stock In Lieu of Debt ”
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