Publications

Market microstructure and asset pricing: On the compensation for illiquidity in stock returns

Is Social Capital Declining in the United States? A Multiple Indicator Assessment

Despite a great deal of interest in a possible decline of social capital in the United States, scholars have not reached a consensus on the trend. This article improves upon pre...

Micrometer-Scale Ballistic Transport in Encapsulated Graphene at Room Temperature

Devices made from graphene encapsulated in hexagonal boron-nitride exhibit\npronounced negative bend resistance and an anomalous Hall effect, which are a\ndirect consequence of ...

The Acquisition, Transfer, and Depreciation of Knowledge in Service Organizations: Productivity in Franchises

The paper examines the acquisition, depreciation and transfer of knowledge acquired through learning by doing in service organizations. The analysis is based on weekly data coll...

Alternative factor specifications, security characteristics, and the cross-section of expected stock returns1We are especially grateful to Eugene Fama (a referee), an anonymous referee and Bill Schwert (the editor) for insightful and constructive suggestions. We also thank Wayne Ferson, Ken French, Will Goetzmann, Craig Holden, Ravi Jagannathan, Bob Jennings, Bruce Lehmann, Josef Lakonishok, Richard Roll, participants at the 1997 Meetings of the Western Finance Association, the 1997 UCLA/USC/UC Irvine conference, the November 1997 Asset Pricing Meeting of the National Bureau of Economic Research, the Atlanta Forum, and seminars at Columbia, Indiana, Florida, New York, Tulane, and Yale Universities; Eugene Fama and Ken French for providing part of the data used in this study; and Christoph Schenzler for excellent programming assistance. The second author acknowledges support from the Dean's Fund for Research and the Financial Markets Research Center at Vanderbilt University. We are responsible for remaining errors. This paper was formerly titled `A Re-Examination of Security Return Anomalies'.1

Hybrid passivated colloidal quantum dot solids

Capital Market Equilibrium with Transaction Costs

A two-asset, intertemporal portfolio selection model is formulated incorporating proportional transaction costs. The demand for assets is shown to be sensitive to these costs. H...

Establishing rigour in qualitative research: the decision trail

The aim of this paper is to show the way in which the decision trail of a qualitative research process can be maintained. It is argued that the trustworthiness (rigour) of a stu...

Rape Trauma Syndrome

The authors interviewed and followed 146 patients admitted during a one-year period to the emergency ward of a city hospital with a presenting complaint of having been raped. Ba...

Investment banking and the capital acquisition process

Knowledge Management Processes and International Joint Ventures

The management and processing of organizational knowledge are increasingly being viewed as critical to organizational success. By exploring how firms access and exploit alliance...

The Surviving Sepsis Campaign: Results of an international guideline-based performance improvement program targeting severe sepsis*

The Campaign was associated with sustained, continuous quality improvement in sepsis care. Although not necessarily cause and effect, a reduction in reported hospital mortality ...