Facebook Skip to main content

Selected Publications

Edward Rice
Lawrence Schall
Andrew Siegel
Stephan Siegel
Yang Song
Mark Westerfield

Edward Rice

  1. Corporate Tax Cuts, Merger Activity, and Shareholder Wealth"

    Blouin, J., Fich, E., Rice, Edward, Tran, A., (2021). Journal of Accounting and Economics, Vol 71(1).
  2. Contractual Revisions in Compensation: Evidence from Merger Bonuses to Target CEOs"

    Fich, E., Rice, E., & Tran, A., (2016). Journal of Accounting and Economics, Vol 61(2-3), pp. 338-368.
  3. Organizational Form, Share Transferability, and Firm Performance: Evidence from the ANCSA Corporations"

    Karpoff, J. M., & Rice, E., (1989). Journal of Financial Economics, Vol 21(4), pp. 69-105.
  4. Experimental Support for the Economic Theory of Risk Averse Behavior"

    Allen, R., Harstad, R., & Rice, E., (1987). The Social Science Review, Vol VII(2).
  5. Going Private: Minority Freezeouts and Stockholder Wealth"

    DeAngelo, H., DeAngelo, L., & Rice, E., (1984). Journal of Law and Economics, Vol 27(2), pp. 67-401.
  6. Going Private: The Effects of a Change in Corporate Ownership Structure"

    DeAngelo, H., DeAngelo, L., & Rice, E., (1984). Midland Corporate Finance Journal.
  7. The Theory of Price-changing and Monopoly Power"

    Rice, E., & Simon, J., (1984). Journal of Post-Keynesian Economics, Vol 6(2), pp. 198-213.
  8. Antitakeover Charter Amendments and Stockholder Wealth"

    DeAngelo, H., & Rice, E., (1983). Journal of Financial Economics, Vol 11(1-4), pp. 329-359.
  9. Rent-seeking and Welfare Loss"

    Rice, E., & Ulen, T., (1981). Research in Law and Economics, pp. 806-862.
  10. Measuring Portfolio Performance and the Empirical Content of Asset Pricing Models"

    Mayers, D., & Rice, E., (1979). Journal of Financial Economics, Vol 7(1), pp. 3-28.
  11. Discussion—Finance and Industrial Organization"

    Rice, E., & Weston, J., (1976). Journal of Finance, Vol 31(2), pp. 743-747.

Lawrence Schall

  1. Debt Callability and Investment Incentives"

    Schall, L. & Siegel, A., (2016). Journal of Corporate Finance, pp. 315-330.

Andrew Siegel

  1. Debt Callability and Investment Incentives"

    Schall, L. & Siegel, A., (2016). Journal of Corporate Finance, pp. 315-330.
  2. Practical Business Statistics"

    Siegel, A., (2016).

    • Reprint, originally published 2012
  3. Price-Admissibility Conditions for Arbitrage-Free Linear Price Function Models for the Term Structure of Interest Rates"

    Siegel, A., (2016). Mathematical Finance, Vol 26(4), pp. 919-938.
  4. How Much Error is in the Tracking Error? The Impact of Estimation Risk on Fund Tracking Error"

    Siegel, A., & Woodgate, A., (2015). Journal of Portfolio Management, Vol 41(2), pp. 84-99.
  5. Performance of Portfolios Optimized with Estimation Error"

    Siegel, A., & Woodgate, A., (2009). Management Science, Vol 53(6), pp. 1005-1015.
  6. Testing Portfolio Efficiency with Conditioning Information"

    Ferson, W., & Siegel, A., (2009). The Review of Financial Studies, Vol 22(7), pp. 2735-2758.
  7. A Data Integration Methodology for Systems Biology"

    Atauri, P., Aitchison, Bolouri, H., J., Hood, L., Hwang, D., Leslie, D., Rust, A., Ramsey, S., Siegel, A., Smith, J., & Weston, A., (2005). Proceedings of the National Academy of Sciences of the United States of America, Vol 102(48), pp. 17296–17301.
  8. Stochastic Discount Factor Bounds with Conditioning Information"

    Ferson, W., & Siegel, A., (2003). The Review of Financial Studies, Vol 16(2), pp. 567-595.
  9. A Three-Stage Clinical Trial Design for Rare Disorders"

    Berger, V., Feldman, B., Honkanen, V., Siegel, A., Siegel, J., & Szalai, J., (2001). Statistics in Medicine, Vol 20(20), pp. 3009-3021.
  10. The Efficient Use of Conditioning Information in Portfolios"

    Ferson, W., & Siegel, A., (2001). The Journal of Finance, Vol 56(3), pp. 967-982.
  11. Diversification in the Presence of Taxes"

    Appeadu, C., Narasimhan, P., Siegel, A., & Stein, D., (2000). The Journal of Portfolio Management, Vol 27(1), pp. 61-71.

Stephan Siegel

  1. The Origins of Savings Behavior"

    Cronqvist, H., & Siegel, S., (2015). Journal of Political Economy, Vol 123(1), pp. 123-169.
  2. Genetics, Homeownership, and Home Location Choice"

    Cronqvist, H., Muenkel, F., & Siegel, S., (2014). Journal of Real Estate Finance and Economics, Vol 48(1), pp. 79-111.
  3. The Genetics of Investment Biases"

    Cronqvist, H., & Siegel, S., (2014). Journal of Financial Economics, Vol 113(2), pp. 215-234.
  4. Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas"

    Gilbert, T., Hrdlicka, C., Kalodimos, J., & Siegel, S., (2014). Review of Asset Pricing Studies, Vol 4(1), pp. 78-117.
  5. Political Risk Spreads"

    Bekaert, G., Harvey, C., Lundblad, C., & Siegel, S., (2014). Journal of International Business Studies, Vol 45(4), pp. 471-493.
  6. The European Union, the Euro, and Equity Market Integration"

    Bekaert, G., Harvey, C., Lundblad, C., & Siegel, S., (2013). Journal of Financial Economics, Vol 109(3), pp. 583-603.
  7. Trust and Credit: The Role of Appearance in Peer-to-Peer Lending"

    Duarte, J., Siegel, S., & Young, L., (2012). The Review of Financial Studies, Vol 25(8), pp. 2455-2484.
  8. What Segments Equity Markets?"

    Bekaert, G., Harvey, C., Lundblad, C., & Siegel, S., (2011). The Review of Financial Studies, Vol 24(12), pp. 3841-3890.

Yang Song

  1. The Smart Beta Mirage"

    Huang, S., Song, Yang and Hong, X., (forthcoming). Journal of Financial and Quantitative Analysis.
  2. Index Providers: Whales Behind the Scenes of ETFs"

    An, Y., Benetton, M., and Song, Yang, (forthcoming). Journal of Financial Economics.
  3. A Frog in Every Pan: Information Discreteness and the Lead-lag Returns Puzzle"

    Lee, C.M.C., Huang, S., Song, Yang, and Xiang, H., (forthcoming). Journal of Financial Economics.
  4. Ratings-Driven Demand and Systematic Price Fluctuations"

    Ben-David, I., Li, J., Rossi, A., and Song, Yang, (forthcoming). Review of Financial Studies.
  5. What do Mutual Fund Investors Really Care About?"

    Ben-David, I., Li, J., Rossi, A., and Song, Yang, (forthcoming). Review of Financial Studies.
  6. Obfuscation in Mutual Funds"

    de Haan, E., Song, Y., Xie, C., and Zhu, C., (forthcoming). Journal of Accounting and Economics.
  7. The Mismatch Between Mutual Fund Scale and Skill"

    Song, Y., (2020). Journal of Finance, Vol 75(5), pp. 2555-2589.
  8. Funding Value Adjustments"

    Andersen, L., Duffie, D., and Song, Yang, (2019). Journal of Finance, Vol 74(1), pp. 145-192.

Mark Westerfield

  1. Dynamic Resource Allocation with Hidden Volatility"

    Feng F. & Westerfield M., (2021). Journal of Financial Economics, pp. 560-582.
  2. Market Selection"

    Kogan, L., Ross, S., Wang, J. & Westerfield, M., (2017). Journal of Economic Theory, pp. 209-236.
  3. Looking for Someone to Blame: Delegation, Cognitive Dissonance, and the Disposition Effect"

    Chang, T., Solomon, D., & Westerfield, W., (2016). Journal of Finance, Vol 71(1), pp. 267-302.
  4. Optimal Dynamic Contracts with Moral Hazard and Costly Monitoring"

    Piskorski, T. & Westerfield, M., (2016). Journal of Economic Theory, pp. 242-281.
  5. Resource Accumulation Through Economic Ties: Evidence from Venture Capital"

    Hochberg, Y., Lindsey, L., & Westerfield, M., (2015). Journal of Financial Economics, Vol 118(2), pp. 245-267.
  6. Portfolio Choice with Illiquid Assets"

    Ang, A., Papanikolaou, D., & Westerfield, M., (2014). Management Science, Vol 60(11), pp. 2737-2761.
  7. Disagreement and Learning in a Dynamic Contracting Model"

    Adrian, T. & Westerfield, M., (2009). The Review of Financial Studies, Vol 22(10), pp. 3873-3906.
  8. High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice"

    Panageas, S., & Westerfield, M., (2009). Journal of Finance, Vol 64(1), pp. 1-36.
  9. The Price Impact and Survival of Irrational Traders"

    Kogan, L., Ross, S., Wang, J., & Westerfield, M., (2006). Journal of Finance, Vol 61(1), pp. 195-229.