Dr. JOHN DOUKAS - SELECTED PUBLICATIONS
"Sentiment and Momentum", JOURNAL OF FINANCIAL QUANTITATIVE ANALYSIS , forthcoming (Constantinos Antoniou and Avanidhar Subrahmanyam, co-authors)
"“Hot” Debt Markets and Capital Structure", EUROPEAN FINANCIAL MANAGEMENT , 2011, 17, 46-99 (Michael Guo and Bilei Zhou, co-authors)
"Arbitrage Risk and Stock Mispricing", JOURNAL OF FINANCIAL QUANTITATIVE ANALYSIS , 45, 04, 2010 (C. Kim and C. Pantzalis, co-authors)
"Daily Short Interest, Idiosyncratic Risk, and Stock Returns", JOURNAL OF FINANCIAL MARKETS , 2008 (A. S. Au and Z. Onayev, co-authors)
"Do Analysts Influence Corporate Financing and Investment?", FINANCIAL MANAGEMENT, 37,2, Summer 2008, 303-339 (C. Kim and C. Pantzalis, co-authors)
"Investment Decisions and Internal Capital Markets: Evidence from Acquisitions", JOURNAL OF BANKING AND FINANCE, 32, August 2008, 1484-1498 (O. Kan, co-author)
"Divergence of Opinion and Equity Returns", JOURNAL OF FINANCIAL QUANTITATIVE ANALYSIS, Vol. 41, 3, September 2006, 573-606 (C. Kim and C. Pantzalis, co-authors)
"Does Global Diversification Destroy Firm Value", JOURNAL OF INTERNATIONAL BUSINESS STUDIES,Vol. 37, 352-371, 2006 (O. B. Kan, co-author)
"Divergence of Opinion and Equity Returns under Different States of Earnings Expectations", JOURNAL OF FINANCIAL MARKETS, Vol 9, 310-331,2006 (C. Kim and C. Pantzalis, co-authors)
"Two Faces of Analyst Coverage", FINANCIAL MANAGEMENT, Volume 34, Issue 2, Summer, 2005 (C. Kim and C. Pantzalis, co-authors)
"Divergent Opinions and the Performance of Value Stocks", FINANCIAL ANALYSTS JOURNAL, 60, 6, November/December 2004, 55-64 (C. Kim and C. Pantzalis, co-authors)
Graham & Dodd Award 2004
"Foreign Direct Investment, Diversification and Firm Performance", JOURNAL OF INTERNATIONAL BUSINESS STUDIES, 34, March 2003, 153-172 (L. H. P. Lang, co-author)
"Excess Cash Flows and Diversification Discount", FINANCIAL MANAGEMENT, 23, 2, Summer 2004, 71-88 (O.B.Kan, co-author)
"Investor Sentiment and the Closed-end Fund Puzzle: Out-of-Sample Evidence", EUROPEAN FINANCIAL MANAGEMENT, 10, 2, June 2004, 235-266 (N.Milonas, co-author)
"Exchange Rate Exposure at the Firm and Industry Level", FINANCIAL MARKETS INSTITUTIONS AND INSTRUMENTS, 12, 5, 2003, 291-346 (Patricia Hall and Larry Lang, co-authors)
"A Test of the Errors-in-Expectations Explanation of the Value/Glamour Stock Returns Performance: Evidence from Analysts' Forecasts", JOURNAL OF FINANCE, LVII, No. 5, October 2002, 2143-2165 (C.Kim and C. Pantzalis, co-authors)
"Geographic Diversification and Agency Costs of Debt of Multinational Firms", JOURNAL OF CORPORATE FINANCE, 9, 2003, 59-92 (C.Pantzalis, co-author)
"Diversification, Ownership and Control of Swedish Corporations", EUROPEAN FINANCIAL MANAGEMENT, 8, No. 3, 2002, 281-314 (M. Holmen and N. Travlos, co-authors)
"The Operational Hedging Properties of Intangible Assets: The Case of Non-Voluntary Foreign Asset Selloffs", JOURNAL OF INTERNATIONAL FINANCIAL MANAGEMENT AND ACCOUNTING, 13,3 2002,183-213 (Prasad Padmanabhan, co-author)
"The Dark Side of the Yield Spreads and Europe's Investment Prospects", EUROPEAN INVESTOR DIRECT, April 18, 2000
"Security Analysis, Agency Costs and Company Characteristics", FINANCIAL ANALYSTS JOURNAL, 56, 6, November/December 2000, 54-63 (C. Kim and C.Pantzalis, co-authors)
"Common Stock Returns and International Listing Announcements: Conditional Tests of the Mild Segmentation Hypothesis", JOURNAL OF BANKING & FINANCE,24, 2000,471-502,(L. Switzer, co-author)
"Intangible Assets and the Network Structure of MNC's", JOURNAL OF INTERNATIONAL FINANCIAL MANAGEMENT & ACCOUNTING, 10, 1, Spring 1999,1-23 (C. Pantzalis and S. Kim, co-authors)
"A Multifactor Asset Pricing Analysis of International Value Investment Strategies", JOURNAL OF PORTFOLIO MANAGEMENT, 24, 4, Summer 1998,10-23 (B.Arshanapalli and D. Coggin, co-authors)
"The Pricing of Currency Risk in Japan", JOURNAL OF BANKING AND FINANCE,1999, 23.1, (P. Hall and L. Lang, co-authors)
"Common Volatility in the Industrial Structure of Global Capital Markets", JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 16,2, April 1997,189- 209(B. Arshanapalli and L. Lang, co-authors)
"Overinvestment, Tobin's Q and Gains from Foreign Acquisitions", JOURNAL OF BANKING & FINANCE, 19, October 1995, 1285-1303
"The Effect of Corporate Multinationalism on Shareholders' Wealth: Evidence from International Acquisitions", JOURNAL OF FINANCE, 43, December 1988,1161-1175 (N. Travlos, co-author)