Nivine Richie
Nivine Richie
Verified email at uncw.edu
Title
Cited by
Cited by
Year
Overreaction of exchange-traded funds during the bubble of 1998-2002
J Madura, N Richie
The Journal of Behavioral Finance 5 (2), 91-104, 2004
672004
The limits to stock index arbitrage: Examining S&P 500 futures and SPDRS
N Richie, RT Daigler, KC Gleason
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008
652008
The reversal of large stock price declines: The case of large firms
G Benou, N Richie
Journal of Economics and Finance 27 (1), 19-38, 2003
622003
Impact of the QQQ on liquidity and risk of the underlying stocks
N Richie, J Madura
The Quarterly Review of Economics and Finance 47 (3), 411-421, 2007
562007
Income smoothing and the cost of debt
S Li, N Richie
China Journal of Accounting Research 9 (3), 175-190, 2016
482016
The impact of culture on market timing in capital structure choices
CMV Arosa, N Richie, PW Schuhmann
Research in International Business and Finance 31, 178-192, 2014
402014
Income smoothing and the cost of debt
S Li, N Richie
Wilfrid Laurier University Working Papers, 2009
332009
The effects of SFAS 133 on foreign currency exposure of US-based multinational corporations
N Richie, C Glegg, KC Gleason
Journal of multinational financial management 16 (4), 424-439, 2006
252006
Are commercial bank lending propensities useful in understanding small firm finance?
JE McNulty, M Murdock, N Richie
Journal of Economics and Finance 37 (4), 511-527, 2013
232013
Trading halts and price discovery
J Madura, N Richie, AL Tucker
Journal of Financial Services Research 30 (3), 311-328, 2006
172006
The impact of culture on market timing in capital structure choices
CMV Arosa, N Richie, PW Schuhmann
Research in International Business and Finance 35, 180-196, 2015
122015
High-frequency trading: implications for markets, regulators, and efficiency
J Muthuswamy, J Palmer, N Richie, R Webb
The Journal of Trading 6 (1), 87-97, 2010
102010
Index Arbitrage between Futures and ETFs: Evidence on the limits to arbitrage from S&P 500 Futures and SPDRs
N Richie, R Daigler, KC Gleason
Florida Atlantic University, 2007
102007
The United States oil fund as a hedging instrument
M Murdock, N Richie
Journal of Asset Management 9 (5), 333-346, 2008
92008
Bond market response to the collapse of prominent investment banks
S Li, J Madura, N Richie
Financial Review 48 (4), 645-670, 2013
82013
Evidence of Overreaction among International Exchange-Traded Funds.
N Richie, J Madura
Journal of Financial Service Professionals 60 (5), 2006
82006
Duration and convexity for assessing interest rate risk: duration analysis improves interest rate risk analysis by considering the balance-sheet impact of changes in interest rates
NF Richie, RD Mautz Jr, WH Sackley
Bank Accounting & Finance 23 (2), 25-31, 2010
52010
Global valuation of equity: one market correcting another
J Madura, N Richie
International Journal of Managerial Finance, 2007
52007
The impact of Mad Money recommendations during bull and bear markets
AJ Roszkowski, N Richie
International Journal of Managerial Finance, 2016
42016
Empirical study of Proxies used to measure growth in the Gordon Model
EEM Cancino, J Farinella, N Richie, P Schuhmann
University of North Carolina Wilmington, 2011
42011
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