Publications


[1] “The Regulation of Mortgage Servicing: Lessons from the Financial Crisis” (with James E. McNulty and Luis Garcia-Feijoo), Contemporary Economic Policy, Forthcoming.

[2] “Target Valuation Complexity and Takeover Premiums” (with Luis Garcia-Feijoo, Margarita Kaprielyan and Jeff Madura), International Journal of Banking, Accounting and Finance, Vol. 6, No. 2 (Fall 2015), pp. 151-176.

[3] “On the Structure of Financial Contagion: Econometric Tests and Mercosur Evidence” (with David Bessler and James Kolari), Journal of Applied Economics, Vol. XVII, No. 2 (November 2014), pp. 373-400.

[A3] “On the Structure of Financial Contagion: Econometric Tests and Mercosur EvidenceOnline Appendix.

[4] “Safety First, Learning Under Ambiguity, and the Cross-section of Stock Returns (with Luis Garcia-Feijoo and Antoine Giannetti), Review of Asset Pricing Studies, Vol. 4, No. 1 (June 2014), pp. 118-159.

[5] “An Information-based Model of Target Stock Price Runup in the Market for Corporate Control” (with Matthew Brigida and Jeff Madura), Quantitative Finance, Vol. 14, No. 6 (June 2014), pp. 1019-1030.

[6] “Learning Banks’ Exposure to Systematic Risk: Evidence from the Financial Crisis of 2008” (with Jeff Madura), Journal of Financial Research, Vol. 37, No. 1 (Spring 2014), pp. 75-98.

[7] “Bank Exposure to Market Fear (with Inga Chira and Jeff Madura), Journal of Financial Stability, Vol. 9, No.4 (December 2013), pp. 451-459.

[8] “Why Do Merger Premiums Vary Across Industries and Over Time?” (With Jeff Madura and Thanh Ngo), Quarterly Review of Economics and Finance, Vol. 52, No. 1 (February 2012), pp. 49-62.

[9] “Convergent Synergies in the Global Market for Corporate Control” (with Jeff Madura and Thanh Ngo), Journal of Banking and Finance, Vol. 35, No. 9 (September 2011), pp. 2468-2478.

[10] “A Dynamic Analysis of Stock Price Ratios” (with Antoine Giannetti),  Applied Financial Economics, Vol. 21, No. 6 (March 2011), pp. 353-368.

[11] “Common Risk Factors in Banks Stock Returns” (with James Kolari and Donald Fraser), Journal of Banking and Finance, Vol. 33, No. 3 (March 2009), pp. 464-472.

[12] “Computing and Testing a Stable Common Currency for Mercosur Countries” (with James Kolari, Nikolai Hovanov, and Mikhail Sokolov), Journal of Applied Economics, Vol. XI, No. 1 (May 2008), pp. 193-220.