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James P. Weston 
Professor of Finance 
Jones Graduate School of Management -- MS 531 
Rice University 
6100 Main Street 
Houston, TX 77005 

Phone: (713) 348-4480
Fax: (713) 348-5251 
email: westonj@rice.edu

 

 

 

 

 

C.V. (Updated January 2013)

 

 

Working Papers

         Religion, Ethics, and Corporate Behavior, with George Kanatas and Gustavo Grullon.

         Comovement and Investment Banking Networks with Shane Underwood and Gustavo Grullon.

         The Real Effects of Short Sales, with Gustavo Grullon and Sebastien Michenaud.

         The Effect of Institutional Ownership on Payout Policy: A Regression Discontinuity Design Approach, with Alan Crane and Sebastien Michenaud.

 

Publications

1.   Corporate financing decisions and market timing. With Gustavo Grullon, Alex Butler and Jess Cornaggia. Journal of Financial Economics 101 (September 2011), 666-683.

2.   Has the propensity to pay out declined? With Gustavo Grullon, Brad Paye, and Shane Underwood. Journal of Financial and Quantitative Analysis 46 (February 2011), 1-24. (Lead Article)

3.   What Drove the Increase in Idiosyncratic Volatility During the Internet Boom? with Gustavo Grullon, Jason and Kristin Fink. Journal of Financial and Quantitative Analysis 45 (August 2010) 1253-1278.

4.   Do Investors Value Smooth Performance, with Brian Rountree and George Allayannis, Journal of Financial Economics 90 (December 2008), 237-251.

5.   Can Managers successfully time the maturity structure of their debt? with Gustavo Grullon and Alex Butler, Journal of Finance 61 (August 2006), 1731-1758. (Finalist for the Brattle Prize)

6.   Competition on the Nasdaq and the Growth of Electronic Communication Networks, with Jason Fink and Kristin Fink, Journal of Banking and Finance (September 2006) 2537-2559.

7.   Stock Market Liquidity and the Cost of Issuing Equity, with Alex Butler and Gustavo Grullon, Journal of Financial and Quantitative Analysis 40 (June 2005) 331-348.

8.   Can Managers Forecast Aggregate Market Returns? with Alex Butler and Gustavo Grullon, Journal of Finance (April 2005), 963-986. (Nominated for the Smith-Breeden Prize)

9.   Advertising, Breadth of Ownership, and Liquidity, with Gustavo Grullon and George Kanatas.  Review of Financial Studies 17 (Spring 2004) 439-46.

10.  Exchange-Rate Exposure: Financial vs. Operating Strategies, with George Allayannis and Jane Ihrig. American Economic Review (P&P) 91 (2001), 391-398.

11.  The Use of Foreign Currency Derivatives and Firm Market Value, with George Allayannis.  Review of Financial Studies 14 (Spring 2001)

12.  Competition on the Nasdaq and the Impact of Recent Market Reforms, Journal of Finance 55 (December 2000) 2565-98.

13.  Small Business Lending and the Changing Structure of the Banking Industry, with Phillip E. Strahan, Journal of Banking and Finance, 22 (1998) 821-845.