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Asset Pricing and Capital Markets Research
Executives' Blaming External Factors and Market Reactions: Evidence from Earnings Conference Calls (Noh, Zhou 2022)
On Buybacks, Dilutions, Dividends, and the Pricing of Stock-Based Claims (Ritchken 2022)
Illiquidity and Stock Returns II: Cross-section and Time-series Effects (Amihud, Noh 2021)
Mispricing, short-sale constraints, and the cross-section of option returns
(Ramachandran, Tayal 2021)
The Pricing of the Illiquidity Factor's Conditional Risk with Time-varying Premium (Amihud, Noh 2021)
Pre-Trade Hedging: Evidence from the issuance of retail structured products (Henderson, Pearson, Wang 2020)
Sell-Side Benchmarks
(Madureira, Kadan, Zach, Wang 2020)
The Causal Effects of Proximity on Investment: Evidence from Flight Introductions
(Madureira, Ellis, Underwood 2020)
Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-variables Bias in Risk Premium Estimation (Jegadeesh, Noh, Pukthuanthong, Roll, Wang 2019)
How do lead banks use their Private Information in the Syndicated Loan Market? (Balasubramanyan, Berger, Koepke 2017)
Lending Relationships and Analysts' Forecasts
(Madureira, Ergungor, Singh, Nayar 2015)
New Evidence on the Financialization of Commodity Markets (Henderson, Pearson, Wang 2015)
Weather-Induced Mood, Institutional Investors, and Stock Returns
(Kim, Goetzmann, Kumar, Wang 2015)
Does idiosyncratic volatility proxy for risk exposure? (Petkova, Chen 2012)
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps (Haubrich, Pennacchi, Ritchken 2012)
Geography and Price Discovery: Evidence from Nasdaq
(Madureira, Anand, Gatchev, Pirinsky, Underwood 2011)
Dynamic Graphical Representation of Financial Statements: A Design Inquiry and Empirical Results (Zhao, Grant, Collopy, Boland, Jr. 2010)
On Correlation and Default Clustering in Credit Markets (Ritchken, Berndt, Sun, 2010)
Correlation risk (Petkova, Krishnan, Ritchken 2009)
Information, Sell-Side Research, and Market Making
(Madureira, Underwood 2008)
Ex Ante Real Rate and Inflation Premium Under Habit Consumption Model
(Madureira 2007)
SEC Regulation Fair Disclosure, Information and the Cost of Capital
(Madureira, Gomes, Gorton 2007)
The expected value premium (Petkova, Chen, Zhang 2007)
Do the Fama–French factors proxy for innovations in predictive variables? (Petkova 2006)
Is value riskier than growth? (Petkova, Zhang 2005)
The Evolution of Auditing in the United States: Professional Self-Regulation and Credible Government Threats (Grant, Bricker, Bailey, Turner 1993)
Absolute strength: Exploring momentum in stock returns (Revising) (Petkova, Gulen)
Causal Impact of Risk Oversight Functions on Bank Risk: Evidence from a Natural Experiment (Balasubramanyan, Haubrich, Naveen, Daniels, )
Retail Derivatives and Sentiment: A Sentiment Measure Constructed from Issuances of Retail Structured Equity Products (Wang, Pearson, Henderson)
The Value Premium, Aggregate Stock Valuation and Extrapolative Expectations (Submitted) (Petkova, Chen, Gulen)
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