Recent Research Publications
by Current Faculty Members




 

 Dr. Travis Box

Box, T. & Griffith, T. (in press, 2016). Price Clustering Asymmetries in Limit Order Flows. Financial Management.

[Profile]


 

 Dr. Ken Cyree


Cyree, K. (2016).  The Effects of Regulatory Compliance for Small Banks around Crisis-Based Regulation.   Journal of Financial Research, 39 (3), 215-245.

Cyree, K. B., Griffiths, M. D., & Winters, D. B. (in press, 2016).  Implications of a TAF Program Stigma for Lenders: The Case of Publicly Traded Banks versus Privately Held Banks.   Review of Quantitative Finance and Accounting.

Cyree, K. B., Griffiths, M. D., & Winters, D. B. (in press, 2016).  U.S. Bank Lending Activity in the Post-Crisis World.   Journal of Financial Research.

Balasubramnian, B. & Cyree, K. B. (2014). Has market discipline on banks improved after the Dodd-Frank Act? Journal of Banking and Finance, 41, 155-166.

Cyree, K. B., Griffiths, M. D., & Winters, D. B. (2013). Federal Reserve Financial Crisis Lending Programs and Bank Stock Returns. Journal of Banking and Finance, 37 (10), 3819-3829.

Cyree, K. & Spurlin, W. P. (2012). The effects of big-bank presence on the profit efficiency of small banks in rural markets. Journal of Banking and Finance.

[Profile]


 

 Mr. Jonathan Daigle

Cole, B., Daigle, J., & Van Ness, B. (2015). Do tweets matter for shareholders: An empirical analysis. Journal of Accounting and Finance, 15 (3), 39-52.

[Profile]


 

 Dr. Stephen Fier

Cole, C. R., Fier, S. G., & Carson, J. M. (2016).  What's in a Name.   Best's Review Property and Casualty, 18-21.

Carson, J. M., Cole, C. R., & Fier, S. G. (2016). Name Changes and Future Growth: Evidence from the Life Insurance Industry. Journal of Insurance Issues, 39 (1), 1-37.

Fier, S. G. & Carson, J. M. (2015). Catastrophes and the Demand for Life Insurance. Journal of Insurance Issues, 38 (2), 125-156.

Fier, S. G., McCullough, K. A., Gabel, J. T., & Mansfield, N. R. (2015). Probability Updating and the Market for Directors' and Officers' Insurance. Risk Management and Insurance Review, 18 (1), 55-75.

Cole, C. R., Fier, S. G., Carson, J. M., & Andrews, D. (2015). The Impact of Insurer Name Changes on the Demand for Insurance. Journal of Risk and Insurance, 82 (1), 173-204.

Fier, S. G., Gatzlaff, K. M., & Pooser, D. M. (2014). The State of the National Flood Insurance Program: Treading Water or Sinking Fast? Journal of Insurance Regulation, 33, 115-144.

Fier, S. G. & Liebenberg, A. P. (2014). The Directors' and Officers' Insurance Market. Risk Management and Insurance Review, 17 (2), 215-239.

Fier, S. G. & Liebenberg, A. P. (2013). Life Insurance Lapse Behavior. North American Actuarial Journal, 17 (2), 153-167.

Russell, D. T., Fier, S. G., Carson, J. M., & Dumm, R. E. (2013). An Empirical Analysis of Life Insurance Policy Surrender Activity. Journal of Insurance Issues, 36 (1), 35-57.

Fier, S. G. & Liebenberg, A. P. (2013). Market Reaction to Potential Federal Regulation in the Insurance Industry. Journal of Insurance Issues, 36 (1), 1-34.

Colquitt, L. L., Fier, S. G., Hoyt, R. E., & Liebenberg, A. P. (2012). Adverse Selection and the Demand for Credit Life Insurance. Journal of Insurance Regulation, 31 (1), 157-180.

Mansfield, N. R., Gabel, J. T., McCullough, K. A., & Fier, S. G. (2012). The Shocking Impact of Corporate Scandal on Directors' and Officers' Liability. University of Miami Business Law Review, 20 (2), 211-243.

[Profile]


 

 Dr. Kathleen Fuller

Blau, B., Fuller, K., & Wade, C. (2015). Short Selling and Price Pressure Around Merger Announcements. Journal of Financial Services Research.

Hill, M., Kelly, W., Fuller, K., & Washam, J. (2014). Corporate Cash Holdings and Political Connections. Review of Quantitative Finance and Accounting.

Alexandridis, G., Fuller, K. P., Terhaar, L., & Travlos, N. G. (2013). Deal Size, Acquisition Premia and Shareholder Gains. Journal of Corporate Finance.

[Profile]


 

 Dr. Lynn Kugele

Kugele, L. P., Robinson, R. K., Van Ness, R. A., Nichols, R. A., & Markham, F. (in press, 2016).  Title VII: Historical Perspective on the First Fifty Years.   Southern Law Journal.

Ascioglu, A., Aydogdu, M., & Kugele, L. P. (2013). The Impact of Option Listing on the Trading Activity of Turkcell's American Depository Receipt (ADR). Bogazici Journal, Review of Social, Economic and Administrative Studies (ISSN:1300-9583), 27 (1).

[Profile]


 

 Dr. Andre Liebenberg

Che, X. & Liebenberg, A. P. (in press, 2016).  Underwriting Performance of Leading Insurers in Mississippi - 2015.   Mississippi Agent.

Hoyt, R. E. & Liebenberg, A. P. (2015). Evidence of the Value of Enterprise Risk Management. Journal of Applied Corporate Finance, 27 (1), 41-47.

Fier, S. G. & Liebenberg, A. P. (2014). The Market for Directors' and Officers' Insurance. Risk Management and Insurance Review, 17 (2), 215-239.

Wade, C., Liebenberg, A. P., & Blau, B. M. (in press, 2014). Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes? Journal of Risk and Insurance.

Fier, S. G. & Liebenberg, A. P. (2013). Life Insurance Lapse Behavior. North American Actuarial Journal, 17 (2), 153-167.

Fier, S. G. & Liebenberg, A. P. (2013). Market Reaction to Potential Federal Regulation in the Insurance Industry. Journal of Insurance Issues, 36 (1), 1-34.

Berry-Stoelzle, T. R., Liebenberg, A. P., Ruhland, J. S., & Sommer, D. W. (2012). Determinants of Corporate Diversification: Evidence from the Property-Liability Insurance Industry. Journal of Risk and Insurance, 79 (2), 381-413.

Colquitt, L. L., Fier, S. G., Hoyt, R. E., & Liebenberg, A. P. (2012). Adverse Selection in the Credit Life Insurance Market. Journal of Insurance Regulation, 31 (1), 157-180.

Liebenberg, A. P., Carson, J. M., & Dumm, R. E. (2012). A Dynamic Analysis of the Demand for Life Insurance. Journal of Risk and Insurance.

[Profile]


 

 Dr. Andrew Lynch

Bick, P., Crook, M. D., Lynch, A., & Walkup, B. R. (in press, 2016).  Does Distance Matter in Mergers and Acquisitions?   Journal of Financial Research.

Lynch, A., Haggard, K. S., & Howe, J. S. (2015). Do Baths Muddy the Waters or Clear the Air? Journal of Accounting and Economics, 59, 105-117.

Lynch, A., Puckett, A., & Yan, S. (2014). Institutions and the Turn-of-the-Year Effect: Evidence from Actual Institutional Trades. Journal of Banking and Finance, 49, 56-68.

[Profile]


 

 Dr. Bonnie Van Ness


Che, X., Van Ness, B. F., & Van Ness, R. A. (2016). The market for small-cap stocks (NYSE MKT). Journal of Trading, 11 (1), 81-95.

Egginton, J., Van Ness, B. F., & Van Ness, R. A. (2016). Dealers and changing obligations: The case of stub quoting. Review of Quantitative Finance and Accounting.

Egginton, J., Van Ness, B., & Van Ness, R. (2016). Quote stuffing. Financial Management.

Van Ness, B. F., Van Ness, R. A., & Watson, E. (2015). Cancelling liquidity. Journal of Financial Research, 38 (1), 3-33.

Cole, B., Daigle, J., & Van Ness, B. (2015). Do tweets matter for shareholders: An empirical analysis. Journal of Accounting and Finance, 15 (3), 39-52.

Davis, R. L., Van Ness, B. F., & Van Ness, R. A. (2014). Clustering of high frequency and non-high frequency trades. The Financial Review, 49 (2), 421-433.

Moser, S. S., Van Ness, B. F., & Van Ness, R. A. (2013). Securities lending around proxies: Is the increase in lending due to proxy abuse, or a result of dividends? Journal of Financial Research, 36 (1), 1-17.

Egginton, J., Van Ness, B., & Van Ness, R. (2013). An analysis of the FMA annual meetings: Presentation activity of institutions and individuals, 1996 - 2012. Journal of Applied Finance, 23 (2), 132-145.

Spurlin, P. P., Van Ness, B. F., & Van Ness, R. A. (2012). Short sales in the NYSE batch open and Nasdaq opening cross. International Journal of Managerial Finance, 8 (3), 159-182.

Blau, B., Van Ness, B., & Van Ness, R. (2012). Do short sellers trade in anticipation of short interest announcements? Journal of Trading, 7 (4), 35-46.

Shkilko, A., Van Ness, B. F., & Van Ness, R. A. (2012). Short selling and intraday price pressures. Financial Management, 41 (2), 345-370.

Blau, B., Van Ness, B. F., & Van Ness, R. A. (2012). Trade size and price clustering: The case of short sales and the suspension of price tests. Journal of Financial Research, 35 (2), 159-182. [Quality: B*]

Funck, M., Van Ness, B. F., & Van Ness, R. A. (2012). Fly the friendly Skynet: Reaction to a false-news event for United Airlines. Journal of Applied Finance, 22 (2), 101-112.

Egginton, J., Van Ness, B., & Van Ness, R. (2012). Exchange entrances, mergers and the evolution of order flow on NASDAQ 1993-2010. Journal of Accounting and Finance, 12 (4), 66-85.

[Profile]


 

 Dr. Robert Van Ness


Egginton, J. F., Van Ness, B. F., & Van Ness, R. A. (2016).  Dealers and Changing Obligations: The Case of Stub Quoting.   Review of Quantitative Finance and Accounting, 47 (4), 919-941.

Egginton, J. F., Van Ness, B. F., & Van Ness, R. A. (2016).  Quote Stuffing.   Financial Management, 45 (3), 583-608.

Upson, J. & Van Ness, R. A. (in press, 2016).  Algorithmic Trading, and Market Liquidity.   Journal of Financial Markets.

Yildiz, S., Van Ness, B. F., & Van Ness, R. A. (in press, 2016).  Analysis, Determinants or Order Flow Toxicity, HFTs' Order Flow Toxicity and HFTs' Impact on Stock Price Variance.   Journal of Economics and Finance.

David, R., Roseman, B., Van Ness, B. F., & Van Ness, R. A. (in press, 2016).  Canary in a Cole Mine? One Share Orders and Trades.   Journal of Banking and Finance.

Battalio, R., Shkilko, A., & Van Ness, R. A. (in press, 2016).  To Pay or be Paid? The Impact of Taker Fees and Order Flow Inducements on Trading Costs in U.S. Options Markets.   Journal of Financial and Quantitative Analysis.

Van Ness, B. F., Van Ness, R. A., & Watson, E. (2015). Cancelling Liquidity. Journal of Financial Research, 38 (1), 3-33.

Che, X., Van Ness, B. F., & Van Ness, R. A. (2015). The Market for Small-Cap Stocks (NYSE MKT). Journal of Trading, 11 (1), 81-95.

Davis, R. L., Van Ness, B. F., & Van Ness, R. A. (2014). Clustering of High Frequency and Non-High Frequency Trades. The Financial Review, 49 (2), 421-433.

Danielson, B., Harrison, D., Van Ness, R. A., & Warr, R. S. (2014). Liquidity, Accounting Transparency, and the Cost of Capital: Evidence from Real Estate Investment Trusts. Journal of Real Estate Research, 36 (2), 221-251.

Hill, M., Kelly, W., Lockhart, B., & Van Ness, R. A. (2013). Determinants and Effects of Corporate Lobbying. Financial Management, 42 (4), 931-957.

Egginton, J. F., Van Ness, B. F., & Van Ness, R. A. (2013). An Analysis of the FMA Meetings: Presentation Activity of Institutions and Individuals, 1996 - 2012. Journal of Applied Finance, 23 (2), 132-145.

Moser, S., Van Ness, B. F., & Van Ness, R. A. (2013). Securities Lending around Proxies: Is the Increase in Lending Due to Proxy Abuse, or a result of Dividends? Journal of Financial Research, 36 (1), 1-17.

Shkilko, A., Van Ness, B. F., & Van Ness, R. A. (2012). Short Selling and Intraday Price Pressures. Financial Management, 41 (2), 345-370.

Blau, B. M., Van Ness, R. A., & Warr, R. S. (2012). Short Selling of ADRs and Foreign Market Short-Sale Constraints. Journal of Banking and Finance, 36 (3), 886-897.

Blau, B. M., Van Ness, B. F., & Van Ness, R. A. (2012). Trade Size and Price Clustering: The Case of Short Sales and the Suspension of Price Tests. Journal of Financial Research, 35 (2), 159-182.

Funck, M. C., Van Ness, B. F., & Van Ness, R. A. (2012). Fly the Friendly Skynet: Reaction to a False-News Event for United Airlines. Journal of Applied Finance, 22 (2), 101-112.

[Profile]


 

 Dr. Chip Wade

Cole, C., Karl, B., & Wade, C. (in press, 2016). A Review of States' Decisions Regarding Health Insurance Exchanges. Journal of Insurance Regulation.

Blau, B., Gorry, D., & Wade, C. (in press, 2016). Guns, Laws, and Public Shootings in the United States. Applied Economics.

Wade, C., Blau, B. M., & Fuller, K. P. (in press, 2015). Does short selling cause price pressure around merger announcements? Journal of Financial Services Research.

Wade, C. & Liebenberg, A. P. (in press, 2015). Information and insurer financial strength ratings: Do short sellers anticipate ratings changes? Journal of Risk and Insurance.

Wade, C. & Blau, B. M. (2013). Comparing the information in short sales and put options. Review of Quantitative Finance and Accounting, 41 (3), 567-583.

Wade, C. & Blau, B. M. (2012). Informed or speculative: Short selling analyst recommendations. Journal of Banking and Finance, 36, 14-25.

[Profile]


 

 Dr. Mark Walker

Walker, M. M. (2014).  The Process Does Work.   Business Appraisal Practice, 3.

Walker, M. M. (2013). Theory and Application of the Private Cost of Capital Model. the Value Examiner, 12-17.

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[Profile]