Stacey E. Jacobsen

Southern Methodist University (SMU) - Finance Department

United States

SCHOLARLY PAPERS

12

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8,286

SSRN CITATIONS
Rank 5,742

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Top 5,742

in Total Papers Citations

182

CROSSREF CITATIONS

52

Scholarly Papers (12)

1.

The Share Repurchase Announcement Puzzle: Theory and Evidence

Review of Finance, Forthcoming, Kelley School of Business Research Paper No. 2014-45
Number of pages: 46 Posted: 02 Jan 2001 Last Revised: 30 Apr 2015
Utpal Bhattacharya and Stacey E. Jacobsen
HKUST Business School and Southern Methodist University (SMU) - Finance Department
Downloads 2,239 (7,939)
Citation 16

Abstract:

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Cheap talk, costly signal, share repurchases

2.

The Empirical Analysis of Liquidity

Foundations and Trends in Finance 8, No 4, 263-365, 2015, Kelley School of Business Research Paper No. 2014-09
Number of pages: 102 Posted: 28 Feb 2014 Last Revised: 18 Sep 2017
Craig W. Holden, Stacey E. Jacobsen and Avanidhar Subrahmanyam
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,562 (14,168)
Citation 17

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liquidity, empirical, review, patterns, corporate finance, asset pricing

3.

Capital Commitment and Illiquidity in Corporate Bonds

Journal of Finance, Forthcoming
Number of pages: 68 Posted: 22 Mar 2016 Last Revised: 29 Aug 2017
W.P. Carey School of Business, Southern Methodist University (SMU) - Finance Department, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 1,431 (16,288)
Citation 89

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Capital commitment, corporate bonds, dealer behavior, Dodd-Frank Act, financial crisis, liquidity, microstructure, transparency, TRACE, transaction costs

Penny Wise, Dollar Foolish: Buy-Sell Imbalances On and Around Round Numbers

Management Science 15, 413-431, 2012.
Number of pages: 45 Posted: 15 Mar 2010 Last Revised: 02 Sep 2017
Utpal Bhattacharya, Craig W. Holden and Stacey E. Jacobsen
HKUST Business School, Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Finance Department
Downloads 574 (57,968)
Citation 4

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Left-digit effect, nine-ending prices, round numbers, trading strategies, clustering

Penny Wise, Dollar Foolish: The Left-Digit Effect in Security Trading

Number of pages: 40 Posted: 19 Nov 2008 Last Revised: 12 May 2014
Utpal Bhattacharya, Craig W. Holden and Stacey E. Jacobsen
HKUST Business School, Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Finance Department
Downloads 475 (73,489)

Abstract:

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Price clustering, left-digit effect, nine-ending prices, trading strategies

5.

Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions

Journal of Finance 69, 1747-1785, 2014.
Number of pages: 58 Posted: 29 Sep 2012 Last Revised: 02 Sep 2017
Craig W. Holden and Stacey E. Jacobsen
Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Finance Department
Downloads 526 (65,442)
Citation 60

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Millisecond, high-frequency trading, low-latency trading, NBBO, DTAQ, MTAQ, TAQ

6.

The Death of the Deal: Are Withdrawn Acquisition Deals Informative of CEO Quality?

Journal of Financial Economics (JFE), Vol. 114, 2014
Number of pages: 66 Posted: 19 Mar 2012 Last Revised: 29 Aug 2017
Stacey E. Jacobsen
Southern Methodist University (SMU) - Finance Department
Downloads 476 (74,005)
Citation 1

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Withdrawn mergers and acquisitions, CEO quality, Manager characteristics, CEO skill, Private benefits, Overconfidence, Monitoring, Turnover

Do Acquirer Announcement Returns Reflect Value Creation?

Fisher College of Business Working Paper No. 2020-3-018, Charles A. Dice Center Working Paper No. 2020-18
Number of pages: 87 Posted: 31 Jul 2020 Last Revised: 19 Oct 2020
Itzhak Ben-David, Utpal Bhattacharya and Stacey E. Jacobsen
Ohio State University (OSU) - Department of Finance, HKUST Business School and Southern Methodist University (SMU) - Finance Department
Downloads 256 (146,935)
Citation 1

Abstract:

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Mergers, Acquisitions, Announcement returns, Market effciency

Do Acquirer Announcement Returns Reflect Value Creation?

NBER Working Paper No. w27976
Number of pages: 87 Posted: 27 Oct 2020 Last Revised: 11 Jun 2021
Itzhak Ben-David, Utpal Bhattacharya and Stacey E. Jacobsen
Ohio State University (OSU) - Department of Finance, HKUST Business School and Southern Methodist University (SMU) - Finance Department
Downloads 5 (772,503)
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8.

The Breakdown of Standard Microstructure Techniques: And What to Do About it

Number of pages: 52 Posted: 18 Aug 2011 Last Revised: 13 May 2014
Craig W. Holden and Stacey E. Jacobsen
Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Finance Department
Downloads 240 (157,031)
Citation 7

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Milliseconds, high-frequency trading, NBBO, DTAQ

9.

The 'Real' Value of Conflicted Analyst Coverage

Number of pages: 57 Posted: 18 Mar 2010 Last Revised: 14 May 2014
Stacey E. Jacobsen, Irina Stefanescu and Xiaoyun Yu
Southern Methodist University (SMU) - Finance Department, Board of Governors of the Federal Reserve System and Indiana University Kelley School of Business
Downloads 190 (195,518)

Abstract:

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Conflicts of interest, sell-side research, Global Research Settlement, analyst coverage incentives, loss of analyst coverage, information asymmetry.

10.

Does Trade Reporting Improve Market Quality in an Institutional Market? Evidence from 144a Corporate Bonds

Number of pages: 33 Posted: 12 May 2018
Stacey E. Jacobsen and Kumar Venkataraman
Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 121 (282,605)
Citation 2

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11.

Liquidity Measure Distortions in Fast Markets: Expensive and Cheap Solutions

Number of pages: 48 Posted: 10 Mar 2012
Craig W. Holden and Stacey E. Jacobsen
Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Finance Department
Downloads 104 (313,950)

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millisecond, high-frequency trading, low-latency trading, NBBO, DTAQ, MTAQ, TAQ

12.

Syndicate Structure, Overallocation, and Secondary Market Outcomes in Corporate Bond Offerings

SMU Cox School of Business Research Paper No. 20-04
Number of pages: 52 Posted: 13 Aug 2020 Last Revised: 18 May 2021
W.P. Carey School of Business, Southern Methodist University (SMU) - Finance Department, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 87 (351,894)

Abstract:

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Underwriting Syndicate; Primary Allocation; Overallocation; Price Stabilization; Corporate Bonds; UnderPricing; Liquidity