Chen, F. & Chen, L. (2009). Does concurrent management of mutual and hedge funds create conflicts of interest? Journal of Banking and Finance, 33 (8), 1423-1433.
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McShane, M. K. & Cox, L. A. (2009). Issuance Decisions and Long-Term Care Insurance. Journal of Risk and Insurance.
Zhang, T., Cox, L. A. , & Van Ness, R. (in press, 2008). Adverse Selection and the Opaqueness of Insurers. Journal of Risk and Insurance.
Cox, L. A. (2006). Blessed Are the Builders (ARIA Presidential Address). Risk Management and Insurance Review, 9 (1), 1-7.
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Cyree, K. B. & Wansley, J. W. (2009). Managerial Rationale for Entry and the Relation to Performance and Small Business Lending. Journal of Financial Services Research, 35 (2), 119-139.
Cyree, K. B., Delcoure, N., & Dickens, R. (2009). An Examination of the Performance and Prospects for the Future of Internet-Primary Banks. Journal of Economics and Finance, 33 (2), 128-147.
Adjei, F., Cyree, K. B. , & Walker, M. M. (2008). The Determinants and Survival of Reverse Mergers versus IPOs. Journal of Economics and Finance, 32 (2), 176-194.
Brown, C., Cyree, K. B. , Griffiths, M. D. , & Winters, D. B. (2008). Further Analysis of the Expectations Hypothesis using Very Short-Term Rates. Journal of Banking and Finance, 32 (4), 600-613.
Cyree, K., Winters, D. B. , & Lindley, J. T. (2007). The Effect of Substitute Assets on Yields in Finanacial Markets. Financial Management, 36, 27-47.
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Bouwman, C., Fuller, K., & Nain, A. (2009). The performance of stock-price driven acquisitions. Review of Financial Studies, 22 (2), 633-679.
Fuller, K. P., Van Ness, B., & Van Ness, R. (in press, 2008). Is Information Risk Priced for NASDAQ-listed Stocks. Review of Quantitative Finance and Accounting.
Fuller, K. P. & Blau, B. (in press, 2008). Counter Signaling, free cash flow, and dividends. Financial Review.
Blau, B. & Fuller, K. P. (2008). Dividends and flexibility. Journal of Corporate Finance, 14 (2), 133-152.
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Aiken, M., Hawley, D., & Vanjani, M. (in press, 2009). An Analysis of Student Evaluation of College Teachers. Southwestern Business Administration Journal.
Novicevic, M., Buckley, M., Hawley, D., & Garner, B. (in press, 2007). Universities Getting Virtual: How to Avoid the Optimizer's Curse. International Journal of Management Education.
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Blau, B. M., Hill, M. D. , & Wang, H. (in press, 2009). REIT Short Sales and Return Predictability. Journal of Real Estate Finance and Economics.
Hardin, W., Hill, M., & Hopper, J. (in press, 2008). Ownership Structure, Property Performance, Multifamily Properties, and REITs. Journal of Real Estate Research.
Hardin, W., Highfield, M., Hill, M., & Kelly, G. (in press, 2008). The Determinants of REIT Cash Holdings. Journal of Real Estate Finance and Economics.
Hardin, W., Liano, K., Hill, M., & Beauchamp, C. (in press, 2008). Research and Real Estate Editorial Board Membership. Journal of Real Estate Literature.
Hardin, W. & Hill, M. D. (in press, 2008). REIT Dividend Determinants: Excess Dividends and Capital Markets. Real Estate Economics, 9 (1), 1-18.
Hill, M. D., Kelly, G.W., & Highfield, M. J. (in press, 2008). Net Operating Working Capital Behavior: A Closer Look. Financial Management.
Hardin, W., Liano, K., Beauchamp, C., & Hill, M. D. (2006). Research and Real Estate Editorial Board Membership. Journal of Real Estate Practice and Education, 9 (1), 1-18.
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Kugele, L. P. & Wood, R. (2006). 'Tape Shredding: SRO Sponsored Payment-for-Order-Flow'. Journal of Trading.
Kugele, L. P. & Ascioglu, A. (2005). Using Trading Simulations to Teach Market Microstructure. Journal of Financial Education, 31, 61-68.
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Liebenberg, A. P., Carson, J. S. , & Hoyt, R. E. (in press, 2009). The Demand for Life Insurance Policy Loans. Journal of Risk and Insurance.
Liebenberg, A. P., Liebenberg, I. A. , & Ruhland, J. S. (2008). Market Pricing of Political Risk: Evidence from the Property-Liability Insurance Industry. Journal of Insurance Issues, 31 (2), 98-119.
Liebenberg, A. P. & Sommer, D. W. (2008). Effects of Corporate Diversification: Evidence from the Property-Liability Insurance Industry. Journal of Risk and Insurance, 75 (4), 893-919.
Liebenberg, A. P. & Kamerschen, D. R. (2008). Structure, Conduct, and Performance Analysis of the South African Auto Insurance Market: 1980-2000. South African Journal of Economics, 76 (2), 228-38.
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Brockman, P., Liebenberg, I., & Schutte, M. (in press, 2009). Comovement, Information Production, and the Business Cycle. Journal of Financial Economics.
Liebenberg, A. P., Liebenberg, I. A. , & Ruhland, J. S. (2008). Market Pricing of Political Risk: Evidence from the Property-Liability Insurance Industry. Journal of Insurance Issues, 31 (2), 98-119.
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Goldstein, M., Shkilko, A., Van Ness, B. F. , & Van Ness, R. A. (2008). Competition in the market for NASDAQ securities. Journal of Financial Markets, 11 (2), 245-257.
Shkilko, A., Van Ness, B. F. , & Van Ness, R. A. (2008). Locked and crossed markets on NASDAQ and the NYSE. Journal of Financial Markets, 11 (3), 308-337.
Spurlin, W. P., Van Ness, B. F. , & Van Ness, R. A. (2008). Open volume and time to open on option expiration days. the International Journal of Economics and Finance, 17 (2), 245-257.
Blau, B., Van Ness, B. F. , & Van Ness, R. A. (in press, 2008). Intraday stealth trading: Which trades move prices during high volulme? Journal of Financial Research.
Blau, B., Van Ness, B. F. , & Van Ness, R. A. (in press, 2008). Short selling and the weekend effect for NYSE securities. Financial Management.
Nguyen, V. T., Van Ness, B. F. , & Van Ness, R. A. (2007). Inter-market competition for exchange traded funds. Journal of Economics and Finance, 31 (2), 251-267.
Nguyen, V. T., Van Ness, B. F. , & Van Ness, R. A. (2007). Short- and long-term effects of multimarket trading. Financial Review, 42 (3), 349-372.
Danielsen, B., Van Ness, B. F. , & Warr, R. S. (2007). Reassessing the impact of options introductions on market quality: A less restrictive test for event-date effects. Journal of Financial and Quantitative Analysis, 42 (4), 1041-1062.
Blau, B. M., Van Ness, B. F. , & Van Ness, R. A. (2006). An analysis of short selling in NYSE-listed securities. Journal of Trading, 1 (4), 14-21.
Elliot, W., Van Ness, B. F. , Walker, M., & Warr, R. S. (2006). What drives the S&P 500 inclusion effect: An analytic survey. Financial Management, 35 (4), 31-48.
Goldstein, M., Van Ness, B. F. , & Van Ness, R. A. (2006). The intraday probability of informed trading on the NYSE. Advances in Quantitative Analysis of Finance and Accounting, 3, 139-158.
Pirim, B., Van Ness, B. F. , & Van Ness, R. A. (2006). Can security characteristics and market structure explain the differences in trading costs between NYSE and NASDAQ securities. International Research Journal of Finance and Economics (2), 6-25.
Chakravarty, S., Van Ness, B., & Van Ness, R. (2005). The effect of decimalization on trade size and adverse selection costs . Journal of Business Finance & Accounting, 32 (5 & 6), 1063-1081.
Danielsen, B., Van Ness, B. F. , & Warr, R. S. (2005). Reassessing the impact of options introductions on market quality: a less restrictive test for even-date effects. Journal of Financial and Quantitative Analysis.
Li, Y., Van Ness, B., & Van Ness, R. (2005). Daily and intraday patterns in spread and depth for limit orders and specialists. Quarterly Journal of Business and Economics, 44 (3 & 4), 3-14.
Malone, P., Van Ness, B., & Van Ness, R. (2005). Online and in-class student evaluations. Journal of Financial Education, 31, 15-22.
Nguyen, V. T., Van Ness, B. F. , & Van Ness, R. A. (2005). Intraday trading of Island (as reported to the Cincinnati Stock Exchange) and NASDAQ. Advances in Quantitative Analysis of Finance and Accounting, 2, 89-104.
Nguyen, V., Van Ness, B., & Van Ness, R. (2005). Archipelago's move towards exchange status: An analysis of Archipelago trading in NYSE and NASDAQ stocks. Journal of Economics and Business, 57 (6), 541-554..
Shkilko, A., Van Ness, B. F. , & Van Ness, R. A. (2005). Locked and crossed markets on NASDAQ and the NYSE. Journal of Financial Markets.
Van Ness, B. F., Van Ness, R. A. , & Warr, R. S. (2005). The impact of the introduction of index securities on the underlying stocks: The case of the Diamonds and the Dow 30. Advances in Quantitative Analysis of Finance and Accounting, 2, 105-128.
Van Ness, B., Van Ness, R., & Warr, R. (2005). NASDAQ Trading and trading costs: 1993-2002. The Financial Review, 40 (3), 381-304.
Van Ness, B. , Van Ness, R. , & Warr, R. (2005). The impact of market-maker concentration on adverse selection costs for NASDAQ stocks . Journal of Financial Research, 28 (3), 461-485.
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Blau, B. M., Van Ness, B. F. , & Van Ness, R. A. (2009). Intraday Stealth Trading: Which Trades Move Prices During High Volume? Journal of Financial Research, 32 (1), 1-21.
Blau, B., Van Ness, R. A. , & Wade, C. (2008). Capitalizing on Catastrophe: Short Selling Insurance Stocks around Katrina and Rita. Journal of Risk and Insurance, 75 (4), 967-996.
Goldstein, M., Shkilko, A., Van Ness, B., & Van Ness, R. (2008). Competition in the Market for NASDAQ Securities. Journal of Financial Markets, 11 (2), 113-143.
Spurlin, W. P., Van Ness, B. F. , & Van Ness, R. A. (2008). Open Volume and Time to Open on Option Expiration Days. the International Journal of Economics and Finance, 17 (2), 245-257.
Blau, B. M., Van Ness, B. F. , & Van Ness, R. A. (in press, 2008). Short Selling and the Weekend Effect for NYSE Securities. Financial Management.
Danielsen, B., Harrison, D., Van Ness, R. A. , & Warr, R. (in press, 2008). REIT Auditor Fees and Financial Market Transparency. Real Estate Economics.
Zhang, T., Cox, L., & Van Ness, R. A. (in press, 2008). Insurer Opaqueness and Adverse Selection. Journal of Risk and Insurance.
Shkilko, A. V., Van Ness, B. F. , & Van Ness, R. A. (2008). Locked and Crossed Markets on NASDAQ and the NYSE. Journal of Financial Markets, 11 (3), 308-337.
Broom, K. D., Van Ness, R. A. , & Warr, R. S. (2007). Cubes to Quads: the move of the QQQ ETF from AMEX to NASDAQ. Journal of Economics and Business, 59 (6), 520-535.
Chakrabarty, B., Li, B., Nguyen, V. T. , & Van Ness, R. A. (2007). Trade Classification Algorithms for Electronic Communication Network Trades. Journal of Banking and Finance, 31 (12), 3806-3821.
Nguyen, V., Van Ness, B. F. , & Van Ness, R. A. (2007). Inter-Market Competition for Exchange Traded Funds. Journal of Economics and Finance, 31 (2), 251-267.
Nguyen, V. T., Van Ness, B. F. , & Van Ness, R. A. (2007). Short- and Long-Term Effects of Multimarket Trading. Financial Review, 42 (3), 349-372.
Danielsen, B. R., Van Ness, R. A. , & Warr, R. S. (2007). Audit fees, Consulting fees, and Informational Transparency. Journal of Business Finance & Accounting, 34 (1), 202-221.
Blau, B. M., Van Ness, B. F. , & Van Ness, R. A. (2006). An Analysis of Short Selling in NYSE-listed Securities. Journal of Trading, 1 (4), 14-21.
Cook, D., Kieschnick, R., & Van Ness, R. A. (2006). On the Marketing of IPOs. Journal of Financial Economics, 82 (1), 35-61.
Goldstein, M. A., Van Ness, B. F. , & Van Ness, R. A. (2006). The Intraday Probability of Informed Trading on the NYSE. Advances in Quantitative Analysis of Finance and Accounting, 3, 139-158.
Higgins, E., Ott, R., & Van Ness, R. (2006). An Analysis of the Impact of Funds from Operations (FFO) Changes on the Valuation of Real Estate Investment Trusts (REITs). Journal of Real Estate Research, 28 (3), 241-255.
Pirim, B. T., Van Ness, B. F. , & Van Ness, R. A. (2006). Can Security Characteristics and Market Structure Explain the Differences in Trading Costs between NYSE and Nasdaq Securities. International Research Journal of Finance and Economics, 2 (3), 6-25.
Chakravarty, S., Van Ness, B., & Van Ness, R. (2005). The Effect of Decimalization on Trade Size and Adverse Selection Costs. Journal of Business Finance & Accounting, 32 (5 & 6), 1063 - 1081.
Li, Y., Van Ness, B., & Van Ness, R. (2005). Daily and Intraday Patterns in Spread and Depth for Limit Orders and Specialists. Quarterly Journal of Business and Economics, 44 (3 & 4), 3-14.
Malone, P. , Van Ness, B., & Van Ness, R. (2005). Online and In-Class Student Evaluations. Journal of Financial Education, 31 (2), 15-22.
Nguyen, V. T., Van Ness, B. F. , & Van Ness, R. A. (2005). Intraday Trading of Island (as reported to the Cincinnati Stock Exchange) and Nasdaq. Advances in Quantitative Analysis of Finance and Accounting, 2, 89-104.
Nguyen, V., Van Ness, B., & Van Ness, R. (2005). Archipelago's Move Towards Exchange Status: An Analysis of Archipelago Trading in NYSE and Nasdaq Stocks. Journal of Economics and Business, 6 (57), 541-554.
Van Ness, B. F., Van Ness, R. A. , & Warr, R. S. (2005). The Impact of the Introduction of Index Securities on the Underlying Stocks: The Case of the Diamonds and the Dow 30. Advances in Quantitative Analysis of Finance and Accounting, 2, 105-128.
Van Ness, B., Van Ness, R., & Warr, R. (2005). NASDAQ Trading and Trading Costs: 1993-2002. The Financial Review, 40 (3), 281-304.
Van Ness, B., Van Ness, R., & Warr, R. (2005). The Impact of Market-Maker Concentration on Adverse Selection Costs for NASDAQ Stocks. Journal of Financial Research, 28 (3), 461-485.
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Walker, M. M. (2009). The Comparable Transaction Method, Fair Market Value, and Financial Theory. Valuation Strategies, 12 (4), 4-11.
Adjei, F., Cyree, K. B. , & Walker, M. M. (2008). The Determinants and Survival of Reverse Mergers Vs. IPO's. Journal of Economics and Finance, 32 (2), 176-194.
Walker, M. M. (2008). Are the Public and Private Capital Markets Worlds Apart? Business Appraisal Practice, 8-20.
Walker, M. M. & Hsu, C. (2007). Strategic Objectives, Industry Structure, and the Long-Term Stock Price Performance of Acquiring and Rival Firms. Applied Financial Economics, 17 (15), 1233-1244.
Walker, M. M. (2006). Studying Value / Valuing Study: Key Lessons from the Business Valuation Literature. Business Appraisal Practice, 31-39.
Walker, M. M. & Claassen, B. A. (2006). What Drives Sell-Side Recommendation Announcement Returns? Financial Services Review, 15 (4), 315-333.
Walker, M. M. (2005). Using Acquisition Premiums to Estimate the Value of Control: What is the Importance of Synergy and Relative Firm Size? Business Appraisal Practice, 5-14.
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