Liquidity, Accounting Transparency, and the Cost of Capital: Evidence from Real Estate Investment Trusts
Bartley Danielsen, David Harrison, Robert Van Ness and Richard S. Warr
Journal of Real Estate Research (Forthcoming)
Equity
Mispricing and Leverage Adjustment Costs
Richard S. Warr, William B. Elliott, Johanna Koëter-Kant, and Ozde
Oztekin
Journal of Financial and Quantitative Analysis, 2012, Vol 47, 589-616.
“Short selling of ADRs and
Foreign Market Short-Sale Constraints”
Benjamin Blau, Robert Van Ness and Richard S. Warr
Journal of Banking and Finance, 2012, Vol 36, 886-897.
The Characteristics of Firms That
Hire Chief Risk Officers
Don Pagach and Richard S. Warr
Journal of Risk and Insurance, 2011, Vol 78, No 1, 185-211.
REIT Auditor Fees and
Financial Market Transparency
Bartley R. Danielsen, David M. Harrison, and Robert A. Van
Ness
Real Estate Economics, 2009, Vol 37, No 3, 515-557.
Single Stock Futures as a
Substitute for Short Sales: Evidence from Microstructure Data
with Bartley Danielsen, Robert Van Ness
Journal of Business Finance and Accounting, 2009, Vol 36, 1273-1293.
The Information Conveyed
in Hiring Announcements of Senior Executives Overseeing Enterprise-Wide
Risk Management Processes
Mark Beasley, Don Pagach, Richard Warr
Journal of Accounting, Auditing and Finance, 2008, Vol. 23 Issue 3,
p311-332. (Lead Article).
Market Timing and the
Debt-Equity Choice
with William B. Elliott and Anjo Koeter
Journal of Financial Intermediation, 2008, Vol 17, 175-197.
Cubes to Quads, the change
from QQQ on the AMEX to QQQQ on the NASDAQ
with Kevin Broom and Robert Van Ness
Journal of Economics and Business, 2007, Vol 59, 520–535
Reassessing the Impact of
Option Introductions on Market Quality: A Less Restrictive Test for
Event-Date Effects
with Bartley R. Danielsen and Bonnie F. Van Ness
Journal of Financial and Quantitative Analysis, 2007, Vol 42, 1041-1062
Audit Fees, Market
Microstructure and Informational Transparency
with Bartley Danielsen and Robert A. Van Ness
Journal of Business Finance and Accounting, 2007, Vol 34, 202-221
A Valuation-Based Test of
Market-Timing
with William B. Elliott and Anjo Koeter
Journal of Corporate Finance, 2007, Vol. 13, 112-128
What Drives the
S&P500 Inclusion Effect? An Analytical Survey
with Bill Elliott, Bonnie Van Ness and Mark Walker
Financial Management 2006, Vol 35, No 4, pp. 31-48
NASDAQ Trading and Trading
Costs: 1993-2002
with Bonnie Van Ness and Robert Van Ness
The Financial Review, 2005, Vol. 40, pp. 281-304.
The Impact of Market-Maker
Concentration on Adverse Selection Costs for NASDAQ Stocks.
with Bonnie F. Van Ness and Robert A. Van Ness
Journal of Financial Research, 2005, Vol. 28, No. 3, pp. 461-485.
The Impact of the
Introduction of Index Securities on the Underlying Stocks: The Case of
the Diamonds and the Dow 30
with Bonnie Van Ness and Robert Van Ness
Advances in Quantitative Analysis of Finance and Accounting, 2005, Vol.
2 .
An Empirical Study of
Inflation Distortions to EVA
Journal of Economics and Business, 2005, Vol. 57, No. 2, pp. 119-137.
Price Pressure on the NYSE
and Nasdaq: Evidence from S&P 500 Index Changes
with William Elliott
Financial Management Autumn, 2003, Vol.30, No. 3, pp. 85-99.
Is the Adverse Selection
Component Really Higher on the NYSE/Amex than on the Nasdaq?
with Bonnie Van Ness and Robert Van Ness
Journal of Business, Finance & Accounting, 2002, Vol. 29, No. 5
& 6, pp. 807-824.
The Decline of Inflation
and the Bull Market of 1982 to 1999
with Jay R. Ritter
Journal of Financial and Quantitative Analysis, 2002, Vol. 37, No. 1,
pp. 29-61.
How Well Do Adverse
Selection Models Measure Adverse Selection?
with Bonnie Van Ness and Robert Van Ness
Financial Management, 2001, Vol. 30, No. 3, pp. 77-98.
Monographs
and Book Chapters
Corporate
Reputational Risk and Enterprise Risk Management: An Analysis from the
Perspectives of Various Stakeholders
with Donald Pagach
Society
of Actuaries Monograph, 2009.
A Comparison of NYSE and
Regional Trading (1993-2002)
with Bonnie Van Ness, Robert Van Ness
Focus on Financial Institutions and Services
Nova Science Publishers, Inc., Hauppauge, NY.