BGSU Faculty Research

2002-2006

Dr. Sung C. Bae

1.           Bae, Sung C. and Hoje Jo, “Corporate Governance and Firm Performance of Highly Leveraged Transactions,” forthcoming in Journal of Corporate Ownership and Control.

2.           Bae, Sung C. and Hoje Jo, “Underwriter Warrants in Seasoned Equity Offerings:  Is it Growth Signaling?” forthcoming in Journal of International Finance and Economics.

3.           Bae, Sung C., H. S. Aldrich, and Tai Yi, “Mergers of Equals in the U.S. Banking Industry:  A Performance Analysis,” forthcoming in Journal of Financial Economics and Practice.

4.           Bae, Sung C., Young-hoon Byun, and Insup Park, A Study of Individual Retirement Systems in Korea and Management of Retirement Funds, February 2005, Institute of Banking and Finance, Myung-Ji University Press, Seoul, Korea.  Korean version.

5.           Bae, Sung C., Bell J. C. Park, and Tracy Wagner, “Capital Asset Management Process:  The Case of Hose and Fittings Corporation,” International Journal of Managerial Finance, 1, (2005), No. 3, pp. 204-220.

6.           Bae, Sung C., Taek Ho Kwon, and Jay M. Chung, “Do Foreign Investors Price Foreign Exchange Risk Differently?”  Journal of Financial Research, 28 (Winter 2005), No. 4, pp. 555-573.

7.           Bae, Sung C., Robert Hendershott, and Hoje Jo, “Choosing an Organizational Form Between Leveraged Buyouts and Leveraged Recapitalizations,” forthcoming in Pacific-Basin Finance Journal.

8.           Bae, Sung C., Taek Ho Kwon, and Jongwon Park, “Futures Trading, Spot Price Volatility, and Market Efficiency:  The Case of the Korean Index Futures Markets,” Journal of Futures Markets, Vol. 24, No. 12, pp. 1195-1228.  The Chinese version is published in the Collection of Papers for Shanghai Futures Exchange, December 2004.

9.           Bae, Sung C. and Dongnyoung Kim, “The Effect of R&D Investment on Market Value of Firms:  Evidence from U.S., Germany, and Japan,” Multinational Business Review, Vol. 11 (Winter, 2003), No. 3, pp. 51-76.

10.         Bae, Sung C and Vinod Jain, “The Effects of R&D and International Expansion on the Performance of U.S. Industrial Firms,” Corporate Finance Review, Vol. 8 (July/August, 2003), No. 1, pp. 28-39.

11.         Bae, Sung C. and Hoje Jo, “Consolidating Corporate Control:  Divisional versus Whole-Company Leveraged Buyouts,” Journal of Financial Research, Vol. 25 (Summer, 2002), No. 2, pp. 247-262.

Dr. Lucy Chernykh

1.           Chernykh, L., “Ultimate Ownership and Control in Russia:  Empirical Investigation of Non-Transparent Ownership Structures,” revise and resubmit to Journal of Financial Economics.

Dr. Robert O. Edmister

1.           Edmister, R. O. and Manoj Athavale, “The Pricing of Sequential Bank Loans,” Financial Review, Vol. 39 (2004), pp. 231-253.

2.           Edmister, R. O. and Manoj Athavale, “Fixed and Variable Rate Contracts in the Commercial Bank Business Loan Market,” Journal of Applied Business Research, 2003.

Dr. Daniel P. Klein

1.           Laatsch, Francis E. and Daniel P. Klein, “The Taxation of TIPS Bonds:  The TIPS Swap Alternative,” Journal of Taxation of Financial Products, Volume 6, Issue 1 (2006), pp. 11-18.

2.           Laatsch, Francis E. and Daniel P. Klein, “ The Nominal Duration of TIPS Bonds,” Review of Financial Economics, Vol. 14 (2005), pp. 47-60.

3.           Laatsch, Francis E. and Daniel P. Klein, “The Relationship Between Embedded Inflation in TIPS Bonds and the GSCI,” The Journal of Accounting and Finance Research, Vol. 12 (Spring, 2004), No. 1, pp. 72-78.

4.           Ueltschy, Linda and Daniel P. Klein, “The Chinese Insurance Market (Potential):  Another Sleeping Giant?” Business Horizons, Vol. 47 (May-June, 2004), No. 3, pp. 23-32.

5.           Laatsch, Francis E. and Daniel P. Klein, “Nominal Rates, Real Rates, and Expected Inflation:  Results from a Study of U.S. Treasury Inflation-Protected Securities,” The Quarterly Review of Economics and Finance, Vol. 43 (2003), pp. 405-417.

6.           Laatsch, Francis E., J. Christopher Hughen, and Daniel P. Klein, “Withdrawal Patterns and Costs of Rebalancing on Taxable Portfolios,” Financial Services Review, Vol. 11 (Winter, 2002), No. 4, pp. 341-366.

Dr. Francis E. Laatsch

1.           Laatsch, Francis E. and Daniel P. Klein, “The Taxation of TIPS Bonds:  The TIPS Swap Alternative,” Journal of Taxation of Financial Products, Volume 6, Issue 1 (2006), pp. 11-18.

2.           Laatsch, Francis E. and Daniel P. Klein, “The Nominal Duration of TIPS Bonds,” Review of Financial Economics, Vol. 14 (2005), pp. 47-60.

3.           Laatsch, Francis E. and Daniel P. Klein, “The Relationship Between Embedded Inflation in TIPS Bonds and the GSCI,” The Journal of Accounting and Finance Research, Vol. 12 (Spring, 2004), No. 1, pp. 72-78.

4.           Laatsch, Francis E., Kent P. Ragan, and J. Christopher Hughen, “An Intraday Analysis of the Mexican Stock Exchange,” The Journal of Accounting and Finance Research, Vol. 11, (Fall, 2003), No. 5.

5.           Laatsch, Francis E. and Daniel P. Klein, “Nominal Rates, Real Rates, and Expected Inflation:  Results from a Study of U.S. Treasury Inflation-Protected Securities,” The Quarterly Review of Economics and Finance, Vol. 43 (2003), pp. 405-417.

6.           Laatsch, Francis E.  “Social Security and Equity Swaps,” The Journal of Financial Planning (Online), April, 2003, http://www.fpanet.org/journal/BetweentheIssues/Essays/040203.cfm.

7.           Laatsch, Francis E., J. Christopher Hughen, and Daniel P. Klein, “Withdrawal Patterns and Costs of Rebalancing on Taxable Portfolios,” Financial Services Review, Vol. 11 (Winter, 2002), No. 4, pp. 341-366.

8.           Laatsch, Francis E. and J. Christopher Hughen, “Withdrawal Rates, Buffer Portfolios, and Asset Allocation:  Simulation Results,” The Journal of Accounting and Finance Research, Vol. 10 (Summer, 2002), No. 3, pp. 67-75.

Dr. Mingsheng Li

1.           Brau, James, Mingsheng Li, and Jing Shi, 2006, “Do secondary shares in the IPO process have a negative effect on aftermarket performance? Journal of Banking and Finance, forthcoming.

2.           Li, Mingsheng, 2006, "A Better Understanding of Initial Public Offering Process: Evidence from Google," The Financier, forthcoming.

3.           Chung, Kee H., Mingsheng Li, and Linda Yu, 2005, “Assets in Place, Growth Opportunities, and IPO Returns,” Financial Management 34 (Issue 3), 65-88.

4.           Chung, Kee H., Mingsheng Li, and Thomas H. McInish, 2005,  “Probability of Information based trades, Price Impact, and Trade Autocorrelation,” Journal of Banking and Finance 29 (Issue 7), 1611-1901

5.           Li, Mingsheng, Thomas H. McInish, and U. Wongchoti, 2005 (May), “Asymmetric information in IPO Aftermarket,” Financial Review 40 (Issue 2), 131-153 (lead article in the issue).

6.           Li, Mingsheng, Tim McCormick, and Xin Zhao, 2005, “Order imbalance and liquidity supply: evidence from the bubble burst of NASDAQ stocks,” Journal of Empirical Finance 12 (Issue 4), 533-555.

7.           Li, Mingsheng and Robert Eisenstadt, 2005, “Price supports and spreads in IPO aftermarket: an empirical microstructure study,” Quarterly Review of Economics and Finance 45 (issues 4-5), 748-766.

8.           Li, Mingsheng, Melissa Melancon, and Steven X. Zheng, 2005, “Underpricing, share-retention, and IPO aftermarket liquidity,” International Journal of Managerial Finance 1 (Issue 2), 76-94 (lead article in the issue).

9.           Li, Mingsheng and Mike Parker, 2005, “Adverse selection cost and information asymmetry after decimalization,” Journal of Business and Economic Perspectives 30 (Issue 2), 68-87.

10.         Kee H. Chung, Mingsheng Li, 2003, “Adverse Selection Costs and Asymmetric Information,” Financial Review, May, Volume 38, Number 2 issue, 257-272.