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Banking & Finance Research

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CNV Krishnan  (Chair)

  • Krishnan, C., Davidoff, S., Thomas, R. (2020). How do Legal Standards Matter? An Empirical Study of Special Litigation Committees. (February 2020). Journal of Corporate Finance.
  • Krishnan, C., Davidoff, S., Thomas, R. (2017). The impact on shareholder value of top defense counsel in mergers and acquisitions litigation (vol. 45, pp. 480–495). Journal of Corporate Finance.
  • Krishnan, C., Thomas, R., Partnoy, F. (2016). The Second Wave of Hedge Fund Activism: The Importance of Reputation, Clout, and Expertise.” (vol. 40, pp. 294-314). Journal of Corporate Finance.
  • Krishnan, C. (2016). Venture Capital Reputation (vol. June 2016, pp. 890-893). SAGE Encyclopedia of Corporate Reputation, Oxford University Centre for Corporate Reputation.
  • Krishnan, C., Davidoff, S., Thomas, R. (2016). Who are the Top Law Firms? Assessing the Value of Plaintiffs’ Law Firms in Merger Litigation. (vol. 18(1), pp. 122-154). American Law and Economics Review.
  • Krishnan, C., Masulis, R., Thomas, R., Thompson, R. (2014). Jurisdictional Effects in M&A Litigation (vol. 11(1), pp. 132-158). Journal of Empirical Legal Studies.
  • Krishnan, C., Masulis, R. (2013). Law Firm Expertise and Merger and Acquisition Outcomes (vol. 56, pp. 189-226). Journal of Law and Economics.
  • Krishnan, C., Masulis, R., Thomas, R., Thompson, R. (2012). Shareholder Litigation in Mergers and Acquisitions (vol. 18, pp. 1248–1268). Journal of Corporate Finance.
  • Krishnan, C., Masulis, R. (2012). In Douglas Cumming (Ed.), Venture Capital Reputation Oxford University Press.
  • Krishnan, C., Masulis, R., Singh, A., Ivanov, V. (2011). Venture Capital Reputation, Post-IPO Performance and Corporate Governance (vol. 46, pp. 1295 - 1333). Journal of Financial and Quantitative Analysis.
  • Krishnan, C., Ritchken, P. H., Thomson , J. (2010). Predicting Credit Spreads (vol. 19, pp. 529-563). Journal of Financial Intermediation .
  • Krishnan, C., Ergungor, O., Laux, P., Singh, A., Zebedee, A. (2010). Examining Bank SEOs: Are Offers Made by Undercapitalized Banks Different? (vol. 19, pp. 207-234). Journal of Financial Intermediation.
  • Krishnan, C., Petkova, R., Ritchken, P. H. (2009). Correlation Risk (vol. 16, pp. 353-367). Journal of Empirical Finance.
  • Krishnan, C., Ritchken, P. H., Thomson, J. (2006). On Credit Spread Slopes and Predicting Bank Risk (vol. 38, pp. 1545-1574). Journal of Money, Credit and Banking.
  • Krishnan, C., Singh, A., Zebedee, A. (2006). An examination of large sell orders in cold IPO aftermarkets (vol. 9, pp. 119-143). Journal of Financial Markets.
  • Krishnan, C., Laux, P. (2005). Misreaction (vol. 40, pp. 403-434). Journal of Financial and Quantitative Analysis.
  • Krishnan, C., Ritchken, P. H., Thomson, J. (2005). Monitoring and Controlling Bank Risk: Does Risky Debt Help? (1 ed., vol. 60, pp. 343-378). Journal of Finance.
  • Krishnan, C. (2004). Can Inefficient Traders Create Value? (4 ed., vol. 27, pp. 461-479). Journal of Financial Research.

Anurag Gupta

  • Deuskar, P., Gupta, A., Subrahmanyam, M. G. (2011). Liquidity Effect in OTC Option Markets: Premium or Discount? (vol. 14, pp. 127-160). Journal of Financial Markets.
  • Berndt, A., Gupta, A. (2010). In Robert Kolb (Ed.), The Pitfalls of Originate-to-Distribute in Bank Lending John Wiley & Sons.
  • Berndt, A., Gupta, A. (2009). Moral Hazard and Adverse Selection in the Originate-to-Distribute Model of Bank Credit (vol. 56, pp. 725-743). Journal of Monetary Economics.
  • Deuskar, P., Gupta, A., Subrahmanyam, M. G. (2008). The Economic Determinants of Interest Rate Option Smiles (vol. 32, pp. 714-728). Journal of Banking and Finance.
  • Gupta, A., Singh, A., Zebedee, A. (2008). Liquidity in the Pricing of Syndicated Loans (vol. 11, 2008, pp. 339-376). Journal of Financial Markets.

Joon Woo Bae

Leonardo Madureira

  • Madureira, L., J. Ellis and S. Underwood. (2020) The Causal Effects of Proximity on Investment: Evidence from Flight Introductions, Forthcoming, Journal of Financial and Quantitative Analysis.
  • Madureira, L., O. Kadan, R. Wang and T. Zach. (2020). Sell Side Analysts' Benchmarks, Forthcoming, The Accounting Review.
  • Madureira, L., Cooney, Jr, J., Singh, A., Yang, K. (2015). Social Ties and IPO Outcomes (vol. 33). Journal of Corporate Finance.
  • Madureira, L., Ergungor, E., Singh, A., Nayar, N. (2015). Lending Relationships and Analysts' Forecasts (vol. 24). Journal of Financial Intermediation.
  • Madureira, L., Kadan, O., Zach, T., Wang, R. (2012). Analyst's Industry Expertise (vol. 54, pp. 95-120). Journal of Accounting & Economics.
  • Madureira, L., Anand, A., Gatchev, V., Pirinsky, C., Underwood, S. (2011). Geography and Price Discovery: Evidence from Nasdaq (vol. 14, pp. 193-226). Journal of Financial Markets.
  • Madureira, L., Kadan, O., Zach, T., Wang, R. (2009). Conflicts of Interest and Stock Recommendations: Evidence from the Global Settlement and Related Regulations (vol. 22, pp. 4189-4217). Review of Financial Studies.
  • Madureira, L., Underwood, S. (2008). Information, Sell-Side Research, and Market Making (2 ed., vol. 90, pp. 105-126). Journal of Financial Economics.
  • Madureira, L., Gomes, A., Gorton, G. (2007). SEC Regulation Fair Disclosure, Information and the Cost of Capital (vol. 13, pp. 300-334). Journal of Corporate Finance.
  • Madureira, L. (2007). Ex Ante Real Rate and Inflation Premium Under Habit Consumption Model (vol. 14, pp. 355-288). Journal of Empirical Finance.

Joonki Noh

  • Jegadeesh, N., Noh, J., Pukthuanthong, K., Roll, R., Wang, J. 2019. Empirical Tests of Asset Pricing Models with Individual Stocks: Resolving the Errors-in-variables Bias in Risk Premium Estimation Journal of Financial Economics.
  • Amihud, Y., Noh, J. 2019. Illiquidity and Stock Returns - II: Cross-section and Time-series Effects

Ralitsa Petkova

  • Petkova, R. G., Gulen, H. Absolute strength: Exploring momentum in stock returns
  • Petkova, R. G., Chen, Z. (2012). Does idiosyncratic volatility proxy for risk exposure? (vol. 25, pp. 2745-2787). Review of Financial Studies.
  • Petkova, R. G., Krishnan, C., Ritchken, P. H. (2009). Correlation risk (vol. 16, pp. 353-367). Journal of Empirical Finance.
  • Petkova, R. G., Chen, L., Zhang, L. (2007). The expected value premium (vol. 87, pp. 269-280). Journal of Financial Economics.
  • Petkova, R. G. (2006). Do the Fama–French factors proxy for innovations in predictive variables? (vol. 61, pp. 581-612). Journal of Finance.
  • Petkova, R. G., Zhang, L. (2005). Is value riskier than growth? (vol. 78, pp. 187-202). Journal of Financial Economics.

 Peter Ritchken

  • Ritchken, P. H. Jump Starting GARCH: Pricing and Hedging Options with Jumps in Returns and Volatilities Journal of Econometrics.
  • Ritchken, P. H., Krishnan, C., Thomson, J. On Forecasting Credit Spreads Journal of Financial Intermediation .
  • Ritchken, P. H., Petkova, R., Krishnan, C. Pricing of Correlation Risk
  • Babich, V., Li, H., Ritchken, P. H., Wang, Y. (2012). Contracting with Asymmetric Demand Information in Supply Chains (vol. 217, pp. 333-341). European Journal of Operational Research.
  • Haubrich, J., Pennacchi, G., Ritchken, P. H. (2012). Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps Review of Financial Studies.
  • Krishnan, C., Ritchken, P. H., Thomson , J. (2010). Predicting Credit Spreads (vol. 19, pp. 529-63). Journal of Financial Intermediation.
  • Ritchken, P. H., Berndt, A., Sun, Z., (2010). On Correlation and Default Clustering in Credit Markets Review of Financial Studies.
  • Ritchken, P. H. (2010). On Correlation Effects and Systemic Risk in Credit Markets (1 ed., vol. 23, pp. 2680-2729). Review of Financial Studies.
  • Ritchken, P. H. (2009). Contracts in Supply Chains with Asymmetric Information (1 ed., vol. 197, pp. 134-148). European Journal of Operational research.
  • Krishnan, C., Petkova, R., Ritchken, P. H. (2009). Correlation Risk (vol. 16, pp. 353-367). Journal of Empirical Finance.
  • Krishnan, C., Ritchken, P. H., Thomson, J. (2006). On Credit Spread Slopes and Predicting Bank Risk (vol. 38, pp. 1545-1574). Journal of Money, Credit and Banking.
  • Ritchken, P. H., Duan, J., Sun, Z. (2006). Approximating GARCH-Jump models, Jump Diffusion Processes and Option Pricing (pp. 21-52). Mathematical Finance.
  • Krishnan, C., Ritchken, P. H., Thomson, J. (2005). Monitoring and Controlling Bank Risk: Does Risky Debt Help? (vol. 60, pp. 343-378). Journal of Finance.

JB Silvers

  • “To Prescribe or Not To Prescribe?  Surrogate Decision Making For Life-Enhancing Products,” Detelina Marinova, PhD, Irina Kozlenkova, Leona Cuttler, MD; J. B. Silvers, PhD., Journal of Consumer Research,, Feb 2017.
  • “The Affordable Care Act: Objectives and Likely Results in an Imperfect World,” Ann Fam Med 2013:402-405.
  • “A National Study of Physician Recommendations to Initiate and Discontinue Growth Hormone for Short Stature,” J. B. Silvers, PhD,; Detelina Marinova, Leona Cuttler,  Pediatrics, Vol. 126 Issue 3, p468-476, Sept 2010.
  • “Growth Hormone and Health Policy,” Leona Cuttler & J. B. Silvers, J Clin Endocrinol Metab 95: 3149 – 3153, Jul 2010.
  • “Patient, Physician, and Consumer Drivers: Referrals for Short Stature and Access to Specialty Drugs,” Leona Cuttler, MD; Detelina Marinova, PhD., Mary Beth Mercer, Alfred Connors, MD: Rebecca Meehan, PhD; J.B. Silvers, PhD, Medical Care 47(8): 858- 865, August 2009.
  • “Physician Decisions to Discontinue Long-Term Medications Using a Two Stage Framework: The Case of Growth Hormone Therapy,” Leona Cuttler, M.D.; J.B. Silvers, Ph.D.; Jagdip Singh, Ph.D.; Alexander Tsai, Ph.D.; Deborah Radcliffe, Ph.D., Medical Care 43(12): 1185-1193 December 2005.
  • “Accessing Capital: Learning to Live in the Real World,” J. B. Silvers, Frontiers of Health Services Management 21(2):  December 2004.
  • “Growth Hormone (GH) Therapy and Quality of Life In Adults and Children,” Radcliffe, Deborah J., Joseph S. Pliskin, JB Silvers, & Leona Cuttler, PharmacoEconomics 22(8) 499-524, February 2004.
  • “Growth hormone treatment for idiopathic short stature: implications for practice and policy,” Cuttler L and Silvers JB, Archives of Pediatric and Adolescent Medicine 158(2): 108-110, February 2004.
  • “Toward Understanding Consumers’ Role in Medical Decisions for Emerging Treatments: Issues, Framework, and Hypotheses,” Jagdip Singh, Leona Cuttler, J.B. Silvers, Journal of Business Research 57(9): 1054-1065, September 2004.

Li Wang

  • Henderson, B., Pearson, N., Wang, L. Pre-Trade Hedging: Evidence from the issuance of retail structured products. Journal of Financial Economics.
  • Henderson, B. J., Pearson, N. D., Wang, L. (2015). New Evidence on the Financialization of Commodity Markets (vol. 28, pp. 1285-1311, 2015). Review of Financial Studies.