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LUBS5952M
Module Reading List

Database and Data Management, 2021/22, Semester 1, 2
Peng Li
p.li@leeds.ac.uk
Tutor information is taken from the Module Catalogue

Reading list for the module are journal articles:

Please read the data sources, sample selection, variable construction, summary statistics table (usually Table 1) and appendix if available.

1. http://finance.wharton.upenn.edu/~stambaug/Mispricing_Measure_Documentation.pdf


2. Datta, Iskandar-Datta and Raman, 2005, Managerial Stock Ownership and the Maturity Structure of Corporate Debt, Journal of Finance 60.

3. Griffin, Kelly and Nardari, 2010, Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets, Review of Financial Studies 23.

4. Himmelberg, Hubbard and Palia, 1999, Understanding the determinants of managerial ownership and the link between ownership and performance, Journal of Financial Economics 53.

5. Hong, Lim and Stein, 2000, Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies, Journal of Finance 55.

6. Hou, Xue and Zhang, 2015, Digesting Anomalies: An Investment Approach, Review of Financial Studies 28.

7. Jacobs, 2016, Market Maturity and Mispricing, Journal of Financial Economics 122.

8. Lafond and Roychowdhury, 2008, Managerial Ownership and Accounting Conservatism, Journal of Accounting Research 46.

9. Lam and Wei, 2011, Limits-to-arbitrage, Investment Frictions, and the Asset Growth Anomaly, Journal of Financial Economics 102.

10. Rajgopal and Venkatachalam, 2011, Financial Reporting Quality and Idiosyncratic Return Volatility, Journal of Accounting and Economics 51.

11. Titman, Wei and Xie, 2013, Market Development and the Asset Growth Effect: International Evidence, Journal of Financial Quantitative Analysis 48.

This list was last updated on 07/07/2021