Shane Underwood
Assistant Professor
Jesse H. Jones Graduate School of Management
Rice University
MS 531
P.O. Box 2932
Houston, TX 77252-2932
(713) 348-6341 (Phone)
(713) 348-6296 (Fax)
shaneu@rice.edu
Curriculum Vitae
Official Jones School Webpage
Teaching
MGMT 843: Corporate Financial Management, Spring 2008 - Please see Owlspace for course materials
Research
Publications
Information, Sell-Side Research, and Market Making
(with
Leonardo Madureira
)
forthcoming,
Journal of Financial Economics
The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis
(with Chris Downing and
Yuhang Xing
)
forthcoming,
Journal of Financial and Quantitative Analysis
The Cross-Market Information Content of Stock and Bond Order Flow
forthcoming,
Journal of Financial Markets
Price Discovery in the Treasury Futures Market
(with
Michael Brandt
and
Ken Kavajecz
)
Journal of Futures Markets
27 (2007), 1021-1051
Working Papers
Has the Propensity to Pay Out Declined?
(with
Gustavo Grullon
,
Brad Paye
, and
James Weston
)
Is Liquidity Risk Priced in the Corporate Bond Market? (with Chris Downing and
Yuhang Xing
)
Geography Proximity and Price Discovery: Evidence from Nasdaq
(with
Amber Anand
,
Vladimir Gatchev
,
Leonardo Madureira
, and
Christo Pirinsky
)
Links
2007-2008 Rice Finance Seminar Series
2007 Lone Star Finance Symposium - September 28, 2007