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