Research Documents

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"Corporate Governance Ratings and Firm Performance"
(2007) (authors: Mine Ertugrul, Shantaram Hegde)

Status: Accepted
Publisher: Financial Management

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"Information Asymmetry and Investment-Cash Flow Sensitivity"
(2007) (authors: Asli Ascioglu, Shantaram Hegde, John McDermott)

Status: Accepted
Publisher: Journal of Banking and Finance

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"Hedge Fund Crisis and Financial Contagion: Evidence from Long-Term Capital Management"
(2005) (authors: John Halstead, Shantaram Hegde, Linda Klein)

Pages: 65-82
Status: Published
Publisher: Journal of Alternative Investments

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"Auditor Compensation, Disclosure quality, and Market Liquidity: Evidence from the Stock Market"
(2005) (authors: Asli Ascioglu, Shantaram Hegde, John McDermott)

Pages: 325-354
Status: Published
Publisher: Journal of Accounting and Public Policy

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"The Value of Embedded Real Options: Evidence from Consumer Automobile Lease Contracts"
(2005) (authors: Carmelo Giaccotto, Gerson Goldberg, Shantaram Hegde)

Status: Accepted
Publisher: Journal of Finance

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"The Market Liquidity of Diamonds, Q's and their Underlying Stocks"
(2004) (authors: Shantaram Hegde, John McDermott)

Volume: 28
Pages: 1043-1067
Status: Published
Publisher: Journal of Banking and Finance

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"Firm Characteristics as Cross-sectional Determinants of Adverse Selection"
(2004) (authors: Shantaram Hegde, John McDermott)

Status: Published
Publisher: Journal of Business Finance and Accounting

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"Orange County Bankruptcy: Financial Contagion in the Municipal Bond and Bank Equity Markets"
(2004) (authors: John Halstead, Shantaram Hegde, Linda Klein)

Pages: 293-315
Status: Published
Publisher: Financial Review

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"The Liquidity effects of Revisions to the S&P 500 Index: An Empirical Analysis"
(2003) (authors: Shantaram Hegde, John McDermott)

Status: Published
Publisher: Journal of Financial Markets

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"Institutional Ownership, Analyst Following and Market Liquidity"
(2001) (authors: Shantaram Hegde, Susan Mangiero)

Volume: 8
Status: Published
Publisher: Advances in Investment Analysis and Portfolio Management

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"Hedging Multiple Price and Quantity Exposures"
(2001) (authors: Carmelo Giaccotto, Shantaram Hegde, John McDermott)

Pages: 145-172
Status: Published
Publisher: Journal of Futures Markets