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Recent Research Publications by Current Faculty Members


 Dr. Travis Box

Box, T. & Griffith, T. (in press, 2016). Price Clustering Asymmetries in Limit Order Flows. Financial Management.


 Dr. Ken Cyree

Cyree, K. & Morris, B. C. (2018).  The Effects of Income and Population on Single-County Bank Performance.   Journal of Economics and Finance, 42 (1), 174-190.

Allen, K. D., Cyree, K. B., Whitledge, M. D., & Winters, D. B. (in press, 2018).  An Event Study Analysis of Too-Big-to-Fail after the Dodd-Frank Act: Who is Too Big to Fail?   Journal of Economics and Business.

Cyree, K. B., Griffiths, M. D., & Winters, D. B. (2016).  U.S. Bank Lending Activity in the Post-Crisis World.   Journal of Financial Research, 39 (4), 389-410.  

Cyree, K. (2016).  The Effects of Regulatory Compliance for Small Banks around Crisis-Based Regulation.   Journal of Financial Research, 39 (3), 215-245.  

Cyree, K. B., Griffiths, M. D., & Winters, D. B. (in press, 2016).  Implications of a TAF Program Stigma for Lenders: The Case of Publicly Traded Banks versus Privately Held Banks.   Review of Quantitative Finance and Accounting.  [Quality: B*]

Balasubramnian, B. & Cyree, K. B. (2014).  Has market discipline on banks improved after the Dodd-Frank Act?   Journal of Banking and Finance, 41, 155-166.  


 Dr. Stephen Fier

Fier, S. G., Liebenberg, A. P., & Liebenberg, I. A. (2017).  Insurer Growth Strategies.   Risk Management and Insurance Review

Morris, B. C., Fier, S. G., & Liebenberg, A. P. (2017).  The Effects of Diversification Relatedness on Firm Performance.   Journal of Insurance Issues.  

Fier, S. G. & Pooser, D. M. (2016).  Advertising Effectiveness for Financial Services Firms: Evidence from the Life Insurance Industry.   Journal of Insurance Issues, 39 (2), 137-168.  

Carson, J. M., Cole, C. R., & Fier, S. G. (2016).  Name Changes and Future Growth: Evidence from the Life Insurance Industry.   Journal of Insurance Issues, 39 (1), 1-37.  

Cole, C. R., Fier, S. G., Carson, J. M., & Andrews, D. (2015).  The Impact of Insurer Name Changes on the Demand for Insurance.   Journal of Risk and Insurance, 82 (1), 173-204.  

Fier, S. G. & Carson, J. M. (2015).  Catastrophes and the Demand for Life Insurance.   Journal of Insurance Issues, 38 (2), 125-156.  

Fier, S. G., McCullough, K. A., Gabel, J. T., & Mansfield, N. R. (2015).  Probability Updating and the Market for Directors' and Officers' Insurance.   Risk Management and Insurance Review, 18 (1), 55-75.  

Fier, S. G., Gatzlaff, K. M., & Pooser, D. M. (2014).  The State of the National Flood Insurance Program: Treading Water or Sinking Fast?   Journal of Insurance Regulation, 33, 115-144.

Fier, S. G. & Liebenberg, A. P. (2014).  The Directors' and Officers' Insurance Market.   Risk Management and Insurance Review, 17 (2), 215-239.  


 Dr. Kathleen Fuller

Fuller, K. P., Yildiz, S., & Uymaz, Y. (2018).  Credit Default Swaps and Firms' Financing Policies.   Journal of Corporate Finance, 48.  

Box, T., Davis, R. L., & Fuller, K. P. (in press, 2018).  ETF Competition and Market Quality.   Financial Management.  

Fuller, K. P., Egginton, J., & Morris, B. (in press, 2018).  Return and Liquidity Response to Fraud and SEC Investigations.   Journal of Economics and Finance.

Balasubramanian, B., Fuller, K. P., & Steigner, T. (2016).  Changes in Information Environment and Merger Announcements.   American Journal of Business, 31 (3).

Blau, B., Fuller, K., & Wade, C. (2015).  Short Selling and Price Pressure Around Merger Announcements.   Journal of Financial Services Research.  

Hill, M., Kelly, W., Fuller, K., & Washam, J. (2014).  Corporate Cash Holdings and Political Connections.   Review of Quantitative Finance and Accounting.  


 Dr. Sergio Garate

Garate Alvarez, S. & Pennington-Cross, A. (2014).  Measuring the Impact of Agglomeration on Productivity: Evidence from Chilean Retailers.   Urban Studies, 51(8), pp.1653-1671.  


 Dr. Lynn Kugele

Kugele, L. P., Robinson, R. K., Van Ness, R. A., Nichols, R. A., & Markham, F. (2017).  Title VII: Historical Perspective on the First Fifty Years.   Southern Law Journal, XXVII (1), 65-89.


 Dr. Andre Liebenberg

James, H. & Liebenberg, A. P. (2017).  Underwriting Performance of Leading Insurers in Mississippi - 2016.   Mississippi Agent, 34-46.

Che, X. & Liebenberg, A. P. (2016).  Underwriting Performance of Leading Insurers in Mississippi - 2015.   Mississippi Agent, 34-46.

Hoyt, R. E. & Liebenberg, A. P. (2015).  Evidence of the Value of Enterprise Risk Management.   Journal of Applied Corporate Finance, 27 (1), 41-47.

Griffith, T. A. & Liebenberg, A. P. (2014).  Underwriting Performance of Leading Insurers in Mississippi - 2013.   Mississippi Agent, 34 (4), 33-40.

Liebenberg, A. P. (2014).  The importance of an internship program in student development and placement.   Center for Excellence in Teaching and Learning eMantle, 2 (4), 1-2.

Liebenberg, A. P. (2014).  The Ole Miss Risk Management and Insurance Program: How to Become More Involved.   Magnolia Agent.

Che, X. & Liebenberg, A. P. (2017).  Effects of Business Diversification on Asset Risk-Taking: Evidence from the U.S. Property-Liability Insurance Industry.   Journal of Banking and Finance, 77, 122-136.  

Morris, B. C., Fier, S. G., & Liebenberg, A. P. (2017).  Effects of Diversification Strategy on Firm Performance.   Journal of Insurance Issues, 40, 125-158.  

Altuntas, M., Liebenberg, A. P., Watson, E., & Yildiz, S. (2017).  Hedging, Cash Flows, and Firm Value: Evidence of an Indirect Effect.   Journal of Insurance Issues, 40, 1-22.  

Fier, S. G., Liebenberg, A. P., & Liebenberg, I. A. (2017).  Insurer Growth Strategies.   Risk Management and Insurance Review, 20, 309-337.  

Che, X., Liebenberg, A., Liebenberg, I., & Powell, L. S. (2017).  Decomposing the Diversification Effect in the U.S. Property-Liability Insurance Industry.   Insurance Markets and Companies: Analyses and Actuarial Computations, (8), 16-26.

Che, X., Liebenberg, A. P., Liebenberg, I. A., & Morris, B. C. (in press, 2017).  The effect of growth opportunities on the market reaction to dividend cuts: Evidence from the 2008 financial crisis.   Review of Quantitative Finance and Accounting.  

Carson, J. M., Dumm, R. E., Halek, M., & Liebenberg, A. P. (in press, 2017).  What Factors Portend Changes in Household Relative Risk Aversion?   Journal of Insurance Issues.  

Wade, C., Liebenberg, A. P., & Blau, B. M. (2016).  Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes?   Journal of Risk and Insurance, 83 (2), 475-500.  

Fier, S. G. & Liebenberg, A. P. (2014).  The Market for Directors' and Officers' Insurance.   Risk Management and Insurance Review, 17 (2), 215-239.  


 Dr. Ivonne Liebenberg

Che, X., Liebenberg, A., Liebenberg, I., & Morris, B. (in press, 2018).  The effect of growth opportunities on the market reaction to dividend cuts: Evidence from the 2008 financial crisis.   Review of Quantitative Finance and Accounting.  

Che, X., Liebenberg, A., Liebenberg, I., & Powell, L. (2017).  Decomposing the Diversification Effect in the U.S. Property-Liability Insurance Industry.   Insurance Markets and Companies: Analyses and Actuarial Computations, 8, 16-26.

Fier, S. G., Liebenberg, A. P., & Liebenberg, I. A. (2017).  Insurer Growth Strategies.   Risk Management and Insurance Review, 20, 309-337.  


 Dr. Andrew Lynch

Crook, M., Bick, P., Lynch, A., & Walkup, B. (2017).  The Effects of Distance on Rural and Urban Acqusitions.   Managerial Finance, 43 (11), 1292-1308.

Haggard, K. S., Howe, J. S., & Lynch, A. (2017).  The Effects of Big Baths on Bank Opacity.   Journal of Financial Research, 40 (4), 433-454.  

Bick, P., Crook, M. D., Lynch, A., & Walkup, B. R. (2017).  Does Distance Matter in Mergers and Acquisitions?   Journal of Financial Research, 40 (1), 33-54.  

Haggard, K. S., Howe, J. S., & Lynch, A. (2015).  Do Baths Muddy the Waters or Clear the Air?   Journal of Accounting and Economics, 59, 105-117.  

Lynch, A., Puckett, A., & Yan, S. (2014).  Institutions and the Turn-of-the-Year Effect: Evidence from Actual Institutional Trades.   Journal of Banking and Finance, 49, 56-68.  

Lynch, A., Nikolic, B., & Yan, S. (2014).  Aggregate Short Selling, Commonality, and Stock Market Returns.   Journal of Financial Markets, 17, 119-229.  


 Dr. Scott O'Brien

Howe, J. S. & O'Brien, S. (2017).  CEO Compensation Practices Around Spinoffs.   Advances in Financial Economics, 19, 167-208.


 Dr. Bonnie Van Ness

Lin, Z., Van ness, B. F., & Van Ness, R. A. (in press, 2018).  Canceled orders and hidden orders.   Journal of Trading.

Roseman, B., Van Ness, B., & Van Ness, R. (in press, 2018).  Odd-lot trading in U.S. equities.   Quarterly Review of Economics and Finance.

Johnson, H., Van Ness, B. F., & Van Ness, R. A. (2017).  Are all odd-lots the same? Odd-lot transactions by order submission and trader type.   Journal of Banking and Finance, 79, 1-11.  

Yildiz, S., Van Ness, B. F., & Van Ness, R. A. (2017).  The role of HFTs in order flow toxicity and stock price variance, and predicting changes in HFTs' liquidity provision.   Journal of Economics and Finance, 41 (4), 739-762.

Griffith, T., Van Ness, B., & Van Ness, R. A. (2017).  High-frequency trading patterns around short-term volatility spikes.   Journal of Trading, 12 (3), 48-68.

Davis, R., Roseman, B., Van Ness, B. F., & Van Ness, R. A. (2016).  1-share orders and trades.   Journal of Banking and Finance, 75, 109-117.  

Egginton, J., Van Ness, B. F., & Van Ness, R. A. (2016).  Dealers and changing obligations: The case of stub quoting.   Review of Quantitative Finance and Accounting, 47 (4), 919-941.  

Egginton, J., Van Ness, B., & Van Ness, R. (2016).  Quote stuffing.   Financial Management, 45 (3), 583-608.  

Che, X., Van Ness, B. F., & Van Ness, R. A. (2016).  The market for small-cap stocks (NYSE MKT).   Journal of Trading, 11 (1), 81-95.

Van Ness, B. F., Van Ness, R. A., & Watson, E. (2015).  Cancelling liquidity.   Journal of Financial Research, 38 (1), 3-33.  

Cole, B., Daigle, J., & Van Ness, B. (2015).  Do tweets matter for shareholders: An empirical analysis.   Journal of Accounting and Finance, 15 (3), 39-52.

Davis, R. L., Van Ness, B. F., & Van Ness, R. A. (2014).  Clustering of high frequency and non-high frequency trades.   The Financial Review, 49 (2), 421-433.  


 Dr. Robert Van Ness

Lin, Z., Van Ness, B. F., & Van Ness, R. A. (in press, 2018).  Canceled Orders and Hidden Orders.   Journal of Trading.

Roseman, B., Van Ness, B. F., & Van Ness, R. A. (in press, 2018).  Odd-Lot Trading in U. S. Equities.   Quarterly Review of Economics and Finance.

Johnson, H., Van Ness, B. F., & Van Ness, R. A. (2017).  Are all Odd-Lots the Same? Odd-Lot Transactions by Order Submission and Trader Typ.   Journal of Banking and Finance, 79, 1-11.  

David, R., Roseman, B., Van Ness, B. F., & Van Ness, R. A. (2017).  Canary in a Cole Mine? One Share Orders and Trades.   Journal of Banking and Finance, 75, 109-117.  

Yildiz, S., Van Ness, B. F., & Van Ness, R. A. (2017).  The Role of HFTs in Order Flow Toxicity and Stock Price Variance, and Predicting Changes in HFTs' Liquidity Provision.   Journal of Economics and Finance, 41 (4), 739-762.

Upson, J. & Van Ness, R. A. (2017).  Algorithmic Trading, and Market Liquidity.   Journal of Financial Markets, 32, 28-48.  

Griffith, T., Van Ness, B. F., & Van Ness, R. A. (2017).  High-Frequency Trading Patterns around Short-Term Volatility Spikes.   Journal of Trading, 12 (3), 48-68.

Battalio, R., Shkilko, A., & Van Ness, R. A. (2016).  To Pay or be Paid? The Impact of Taker Fees and Order Flow Inducements on Trading Costs in U.S. Options Markets.   Journal of Financial and Quantitative Analysis, 51, 1637-1662.  

Egginton, J. F., Van Ness, B. F., & Van Ness, R. A. (2016).  Dealers and Changing Obligations: The Case of Stub Quoting.   Review of Quantitative Finance and Accounting, 47 (4), 919-941.  

Egginton, J. F., Van Ness, B. F., & Van Ness, R. A. (2016).  Quote Stuffing.   Financial Management, 45 (3), 583-608.  

Van Ness, B. F., Van Ness, R. A., & Watson, E. (2015).  Cancelling Liquidity.   Journal of Financial Research, 38 (1), 3-33.  

Che, X., Van Ness, B. F., & Van Ness, R. A. (2015).  The Market for Small-Cap Stocks (NYSE MKT).   Journal of Trading, 11 (1), 81-95.

Davis, R. L., Van Ness, B. F., & Van Ness, R. A. (2014).  Clustering of High Frequency and Non-High Frequency Trades.   The Financial Review, 49 (2), 421-433.  

Danielson, B., Harrison, D., Van Ness, R. A., & Warr, R. S. (2014).  Liquidity, Accounting Transparency, and the Cost of Capital: Evidence from Real Estate Investment Trusts.   Journal of Real Estate Research, 36 (2), 221-251.  


 Dr. Mark Walker

Jurich, S. N. & Walker, M. M. (2018).  Bargaining Power in the Presence of Financial Market Constraints.   Journal of Accounting and Finance, 18 (1), 10-22.

Jurich, S. N. & Walker, M. M. (in press, 2018).  What Drives Merger Outcomes?   North American Journal of Economics and Finance.

Walker, M. M. (2014).  The Process Does Work.   Business Appraisal Practice, 3.