Year |
Title |
2017
|
CEO Overconfidence and the Valuation Effects of Corporate Diversification & Refocusing Decisions
|
2017
|
CEO Personal Investment Decisions and Firm Risk.
European Financial Management.
920-950.
|
2016
|
CEO overconfidence and corporate diversification value
|
2016
|
Envy-Motivated Merger Waves.
European Financial Management.
56.
|
2016
|
Investor Sentiment, Beta, and the Cost of Equity Capital.
Management Science.
347-367.
|
2016
|
Why firms favour the AIM when they can list on main market?.
Journal of International Money and Finance.
378-404.
|
2015
|
CEO risk preferences and dividend policy decisions.
Journal of Corporate Finance.
18-42.
|
2015
|
Do equity mispricing and management compensation incentives drive bank mergers?.
Review of Behavioral Finance.
2-41.
|
2015
|
Do individual currency traders make money?.
Journal of International Money and Finance.
158-177.
|
2015
|
European Financial Management Association (EFMA) Annual Meetings: a Retrospective Evaluation.
European Financial Management.
790-810.
|
2014
|
Do Currency Individual Traders Make Money?.
Journal of International Money and Finance.
|
2014
|
Does CEO Turnover Improve Investment Performance?
|
2014
|
Does the Bonding Effect Matter in a More Integrated Capital Market World?.
Journal of International Money and Finance.
162-184.
|
2014
|
Investor Sentiment, Beta, and the Cost of Equity Capital.
Management Science.
|
2013
|
Cognitive Dissonance, Sentiment, and Momentum.
Journal of Financial and Quantitative Analysis.
245-275.
|
2013
|
Information asymmetry, price discovery, and the Chinese B-share discount puzzle.
Pacific-Basin Finance Journal.
1116-1135.
|
2013
|
Managerial gambling attitudes: evidence from bank acquisitions.
Review of Behavioral Finance.
4-34.
|
2013
|
Private Acquisition Gains: A Contingent Claims Explanation.
EUROPEAN JOURNAL OF FINANCE.
|
2013
|
The Performance of NDF Carry Trades.
Journal of International Money and Finance.
172-190.
|
2012
|
CEO Risk Aversion, Firm Risk and Performance: Evidence from Deferred Compensation Returns around the 2008 Financial Crisis
|
2012
|
Is Technical Analysis Profitable for Individual Currency Traders?.
JOURNAL OF PORTFOLIO MANAGEMENT.
142-150.
|
2011
|
"Hot" Debt Markets and Capital Structure.
European Financial Management.
46-99.
|
2011
|
Family Firms and Financing Decisions.
European Financial Management.
17.
|
2011
|
Family control and financing decisions.
European Financial Management.
860-897.
|
2010
|
Arbitrage risk and stock mispricing.
Journal of Financial and Quantitative Analysis.
907-934.
|
2010
|
Share Repurchases as a Manipulation Tool: Evidence from Insider Trading.
Citeseer.
|
2009
|
Asset Mispricing as a Function of Arbitrage Risk.
The Citibank Academic Research Digest.
|
2009
|
Asymmetic Asset Price Reaction to News and Arbitrage Risk.
Review of Behavioral Finance.
23-43.
|
2009
|
Daily short interest, idiosyncratic risk, and stock returns.
Journal of Financial Markets.
290-316.
|
2008
|
Corporate Diversification: The Impact of Foreign Competition, Industry Globalization and Product Diversification.
Strategic Management Journal.
|
2008
|
Do Analysts Influence Corporate Financing and Investment?.
Financial Management.
303-339.
|
2008
|
Investment decisions and internal capital markets: Evidence from acquisitions.
Journal of Banking & Finance.
1484-1498.
|
2007
|
Acquisitions, Overconfident Managers and Self-attribution Bias.
European Financial Management.
531-577.
|
2006
|
Can we learn from China?.
European Financial Management.
301-302.
|
2006
|
Divergence of Opinion and Equity Returns.
Journal of Financial and Quantitative Analysis.
573-606.
|
2006
|
Divergence of Opinion and Equity Returns under Different States of Earnings Expectations.
JOURNAL OF FINANCIAL MARKETS.
310-331.
|
2006
|
Does global diversification destroy firm value?.
Journal of International Business Studies.
352-371.
|
2005
|
European momentum strategies, information diffusion, and investor conservatism.
European Financial Management.
313-338.
|
2005
|
Long-term performance of new equity issuers, venture capital and reputation of investment bankers.
Economic Notes.
1-34.
|
2005
|
Security analysis, agency costs, and UK firm characteristics.
International Review of Financial Analysis.
493-507.
|
2005
|
The two faces of analyst coverage.
Financial Management.
99-125.
|
2004
|
Divergent Opinions and the Performance of Value Stocks.
Financial Analysts Journal.
55-64.
|
2004
|
Excess Cash Flows and Diversification Discount.
Financial Management.
71-88.
|
2004
|
Investor Sentiment and the Closed-end Fund Puzzle: Out-of-sample Evidence.
European Financial Management.
235-266.
|
2003
|
Exchange Rate Exposure at the Firm and Industry Level.
Financial Markets, Institutions & Instruments.
291-346.
|
2003
|
Foreign Direct Investment, Diversification and Firm Performance.
INTERNATIONAL BUSINESS STUDIES.
|
2003
|
Geographic diversification and agency costs of debt of multinational firms.
Journal of Corporate Finance.
59-92.
|
2002
|
A Test of the Errors-in-Expectations Explanation of the Value/Glamour Stock Returns Performance: Evidence from Analysts’ Forecasts.
The Journal of Finance.
2143-2165.
|
2002
|
Diversification, ownership and control of Swedish corporations.
European Financial Management.
281-314.
|
2002
|
Rationality of capital markets.
European Financial Management.
229-247.
|
2002
|
The Operational Hedging Properties of Intangible Assets: the Case of Non–voluntary Foreign Asset Selloffs.
Journal of International Financial Management & Accounting.
183-213.
|
2001
|
Corporate Diversification and Performance: Evidence from Swedish Conglomerate and Non-Conglomerate Acquisitions.
Department of Finance, Stern School of Business, New York University.
|
2001
|
Corporate diversification and firm performance: Evidence from Swedish acquisitions
|
2001
|
European Financial Management Association: Round Table Discussion–Rationality of Capital Markets.
European Financial Management.
229-247.
|
2001
|
The Value/Glamour Anomaly: Evidence from Analysts’ Forecasts
|
2000
|
Long-Term Performance of Initial Public Offerings: Venture Capitalists and Reputation of Investment Bankers
|
2000
|
Security Analysis, Agency Costs, and Company Characteristics, 56 Fin.
Financial Analysts Journal.
61.
|
1999
|
Intangible Assets and the Network Structure of MNCs.
Journal of International Financial Management & Accounting.
1-23.
|
1999
|
The Pricing of Currency Risk in Japan.
Journal of Banking and Finance.
|
1998
|
Financial and Investment issues in Emerging markets.
Greenwood Publishing Group, Inc.
|
1998
|
Multifactor Asset Pricing Analysis of International Value Investment Strategies.
JOURNAL OF PORTFOLIO MANAGEMENT.
|
1998
|
The Dimensions of International Equity Style.
Journal of Investing.
15-30.
|
1997
|
Common Volatility in the Industrial Structure of Global Capital Markets.
Journal of International Money and Finance.
189-209.
|
1997
|
Main Issues in Financial Sector Reform amd Privatization in Transition Economies.
Elsevier Science B.V.Publishers.
|
1997
|
The Linkages of S&P Stock Index and S&P 500 Stock Index Futures Prices During October 1987.
Journal of Economics and Business.
253-266.
|
1996
|
Exchange-Rate Exposure, Stock Returns and the Pricing of Currency Risk in Japan
|
1996
|
Explaining Premiums and Discounts on Closed-End Equity Country Funds.
JOURNAL OF APPLIED CORPORATE FINANCE.
|
1995
|
Overinvestment, Torbins Q and Gains from Foreign Acquisitions.
Journal of Banking & Finance.
1285-1303.
|
1995
|
Pre and Post-October 1987 Stock Market Linkages Between U.S. and Asian Markets.
Pacific-Basin Finance Journal.
57-73.
|
1995
|
The Intertemporal Volatility Structure of Euro CD Rates.
European Financial Management.
317-329.
|
1994
|
Common Stochastic Trends in a System of Eurocurrency Rates.
Journal of Banking & Finance.
1047-1061.
|
1994
|
Common Volatility in S&P 500 Stock Index and S&P 500 Index Futures Prices During October 1987.
Journal of Futures Markets.
915-925.
|
1994
|
European Foreign Exchange Movements and Financial Institutions.
The Haworth Press Inc.
|
1994
|
Exchange Rates and the Role of the Trade Balance Account.
MANAGERIAL FINANCE.
66-78.
|
1993
|
Asian Equity Markets and the Role of Japan.
JOURNAL OF INTERNATIONAL SECURITIES MARKETS.
165-172.
|
1993
|
Benefits of International Diversification: The Case of ADRs.
International Review of Economics and Business.
865-880.
|
1993
|
European Equity Markets and Corporate Financial Decisions.
The Haworth Press Inc.
|
1993
|
Integration of Euro-Money Markets.
Journal of Multinational Financial Management.
107-126.
|
1993
|
International Stock Market Linkages: Evidence from the Pre and Post-October 1987 Period.
Journal of Banking & Finance.
193-208.
|
1993
|
Investor's Information and IPO Underpricing: The Case of ADRs.
Journal of International Securities.
341-348.
|
1992
|
ADRs, Investors' Information and Initial Public Equity Offerings (IPO) Underpricing.
JOURNAL OF INTERNATIONAL SECURITIES MARKETS.
341-348.
|
1992
|
Interest Rate Risk Management With Futures for Financial Intermediaries.
APPLIED FINANCIAL ECONOMICS.
179-185.
|
1992
|
Investor's Information and IPO Underpricing: The Case of ADRs.
Journal of International Securities.
341-348.
|
1992
|
The stock market’s valuation of R&D spending and market concentration.
Journal of Economics and Business.
95-114.
|
1991
|
Decision Rules for Corporate Management of Foreign Exchange Risk.
Journal of Multinational Financial Management.
39-48.
|
1991
|
Economies of Scale and Scope in Canadian Branch Banking.
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY.
61-84.
|
1991
|
R&D Announcements and the Market Value of the Firm.
Financial Management.
|
1990
|
On Unit Roots, and the Persistent Dependence of Futures Prices.
Jai Press Inc..
|
1989
|
Syndicated Euro-Credit Sovereign Risk Assessments, Market Efficiency and Contagion Effects.
Journal of International Business Studies.
225-267.
|
1988
|
Contagion Effect on Sovereign Interest Rate Spreads.
Economics Letters.
237-241.
|
1988
|
The Effect of Corporate Multinationalism on Shareholders' Wealth: Evidence from International Acquisitions.
Journal of Finance.
1161-1175.
|
1987
|
Canadian Banks: Risk Reduction by International Diversification.
Applied Economics.
1561-1569.
|
1987
|
Currency Substitution Under Different Exchange Rate Systems.
American Economics and Finance Association.
|
1987
|
LDC Stabilization Policies, Price and Output Adjustment: Theory and Evidence, 1974-1983.
Applied Economics.
447-458.
|
1987
|
Perceived Risk of Default and Banks' International Lending Decisions.
JOURNAL OF ECONOMICS AND INTERNATIONAL RELATIONS.
323-333.
|
1987
|
The Performance of Eurocurrency Report Hedging Recommendations.
Applied Economics.
845-852.
|
1987
|
Unit Root Tests: Evidence from the Foreign Exchange Futures Markets.
Journal of Financial and Quantitative Analysis.
101-108.
|
1986
|
Bankers Versus Bankruptcy Prediction Models: An Empirical Investigation.
Applied Economics.
479-493.
|
1986
|
Foreign Currency Futures and Monetary Policy Announcements: An Intervention Analysis.
Journal of Futures Markets.
343-373.
|
1986
|
Sovereign Risk and International Lending: Theoretical and Empirical Analysis.
JOURNAL OF BANKING AND FINANCE SPECIAL STUDIES ON THE INTERNATIONAL DEBT PROBLEM.
131-145.
|
1986
|
Stable Distributions, Futures Prices, and the Measurement of Trading Performance: A Comment.
Journal of Futures Markets.
505-506.
|
1986
|
The Reaction of Spot and Forward Rates to New Information.
European Economic Review.
305-324.
|
1985
|
Determinants of Foreign Portfolio Investment: Another Approach.
CANADIAN JOURNAL OF ADMINISTRATIVE SCIENCES.
264-277.
|
1985
|
Overshooting in the Foreign Exchange Market: Evidence from the 1970s.
Economics Letters.
267-270.
|
1985
|
The Rationality of Money Supply Expectations and Canadian-U.S. Exchange Rate Response to Money Supply Announcements.
THE FINANCIAL REVIEW.
180-194.
|