For their support, comments and valuable advice, I would like to thank Günter Bamberg, (2007)
Thomas Schuster, Brad M. Barber, Hans-bernd Brosius, Wolfgang Donsbach, Christian Fenner, Werner Früh, ...
The business media play an active role in influencing stock prices. Statistically significant excess returns at the time of the publication of stock recommendations have been documented many times....
The Effects of Announcements of Bank Lending Agreements on the Market Values of U.S. Banks
Banks, by their very nature, specialize in evaluating risky lending situations, and their decisions to grant loans are signals to other providers of capital about the borrowers' financial strength....
The tick/volatility ratio as a determinant of the compass rose pattern
Chun Lee, Ike Mathur, Kimberly Gleason
This study provides evidence that low frequency data masks certain returns phenomena in the foreign exchange (forex) market. It is shown that the compass rose pattern is entirely absent in daily...
Optimal Entrepreneurial Financial Contracting
This paper studies the optimal financing (capital structure) of entrepreneurial activity in the context of "risk-aversion" by incorporating the deadweight costs of bankruptcy and taxes. Unlike the...
Interdependencies among the Nordic and U.S. Stock Markets.
Mathur, Ike, Subrahmanyam, Vijaya
Using the concept of Granger causality, interdependencies among the stock market indices for four Nordic countries and the United States are examined. The vector autoregressive model results indicate...
Contagion Effects from the 1994 Mexican Peso Crisis: Evidence from Chilean Stocks
The contagion, or informational spillover, effects of the 1994 peso crisis from the Mexican market to the Chilean market, and to the Chilean American Depository Receipts (ADRs) trading in the U.S.,...
KANOKWAN CHANCHAROENCHAI, SEL DIBOOG¬LU, IKE MATHUR
This paper investigates the relationship between domestic macroeconomic variables and stock excess returns to evaluate the effects of macroeconomic variables on excess returns and assess market...
Kimberly C. Gleason, Ike Mathur, Roy A. Wiggins, III
While an extensive body of literature has examined merger, acquisition, and consolidation activity in commercial banks and other financial services firms, little attention has been paid to examining...
Manohar Singh, Ike Mathur, Kimberly C. Gleason
Recent research focuses on explaining the diversification discount. However, there is little direct evidence regarding the relation among ownership structure, corporate governance, and corporate...
The market effects of acquisition-related foreign direct investments in the U.S.
Mathur, Ike, Rangan, Nanda, Chhachhi, Indudeep, Sundaram, Sridhar
International portfolio diversification is advantageous to the investor from a risk reduction viewpoint. Investing in MNCs and direct investing in foreign firms are 2 methods of diversifying...
The Evidence on Product-Market Diversifying Acquisitions and Joint Ventures by U.S. Banks
Kimberly Gleason, Ike Mathur, Roy Wiggins
Banking trends, Acquisitions, Joint ventures, F21, G15, G21, G34,
Does corporate diversification exacerbate or mitigate earnings management?: An empirical analysis
Jiraporn, Pornsit, Kim, Young Sang, Mathur, Ike
The purpose of this study is to determine whether earning management is exacerbated or alleviated in diversified firms. An explicit distinction is made between industrial and geographic...
Multinational Diversification and Corporate Performance: Evidence from European Firms
Ike Mathur, Manohar Singh, Kimberly C. Gleason
"We investigate the empirical relationship between accounting based measures of performance and the degree of multinational diversification for a set of European chemical industry firms. We find that...
THE USE OF ACQUISITIONS AND JOINT VENTURES BY U.S. BANKS EXPANDING ABROAD
Kimberly C. Gleason, Ike Mathur, Roy A. Wiggins
We examine international bank expansions, which are classified as banking (scale related) or nonbanking (complementary) moves into developed or developing markets. The market responds favorably to...
The Conditional Relation between Beta and Returns
Pettengill, Glenn N., Sundaram, Sridhar, Mathur, Ike
Unlike previous studies, this paper finds a consistent and highly significant relationship between beta and cross-sectional portfolio returns. The key distinction between our tests and previous tests...