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Corporate finance,
international finance, event study methods, insurance
industry interactions with financial markets, accounting, acquired in-process
research and development.
Research Resources
Three-letter stock exchange codes with exchange names and home countries, as
used for example by Datastream. Some of these exchanges ceased operation years ago.
The country column is intended to be the current name of the last known country
of principal operations. Corrections are welcome but
I can't answer questions about the exchanges themselves. If you use these codes
for an
academic research paper, please mention that you obtained them from Arnie
Cowan's web site.
Campbell, Cynthia J., Arnold R.
Cowan and Valentina Salotti, 2009 working paper, Multi-Country Event Study
Methods, http://papers.ssrn.com/abstract=1359798.
Journal Articles on Corporate Finance
Cowan, Arnold R., Nandkumar Nayar and Ajai K. Singh, 2000, Underwriting and Calls of
Convertible Bonds. Decision Sciences 31(1), Winter, 57-77.
Click here to view, print or
download (requires Acrobat Reader 4.05 or higher)
Cowan, Arnold R., 1999, Tax Options, Clienteles and Adverse Selection: The Case of
Convertible Exchangeable Preferred Stock. Financial Management 28, Number 2, .
Click here to view, print or download the paper
or
here for the executive summary
(requires Acrobat Reader 3.01 or higher.)
Sant, Rajiv, and Arnold R. Cowan, 1994, Do Dividends Signal Earnings?
The Case of Omitted Dividends. Journal of Banking and Finance 18, December,
1113–1133.
Click here to view, print or download the paper (requires Acrobat Reader 3.01 or
higher.)
Cowan, Arnold R., Nandkumar Nayar and Ajai K. Singh, 1993, Calls of Out
of the Money Convertible Bonds. Financial Management 22, Number 4, 106–116.
Cowan, Arnold R., Richard B. Carter, Frederick H. Dark and Ajai K.
Singh, 1992, Explaining the NYSE Listing Choices of NASDAQ Firms. Financial Management
21, Winter, pp. 73–86.
Cowan, Arnold R., Nandkumar Nayar and Ajai K. Singh, 1992, Underwriting
Calls of Convertible Securities: A Note. Journal of Financial Economics 31, April,
pp. 269-278.
Cowan, Arnold R., 1991, Inside Information and Debt Rating Changes. Journal
of the Midwest Finance Association 20, pp. 47-58.
Click here
to view, print or download (requires Acrobat Reader 3.0 or higher.)
Singh, Ajai K., Arnold R. Cowan and Nandkumar
Nayar, 1991, Underwritten
Calls of Convertible Bonds. Journal of Financial Economics 29, March, pp. 173-196.
Cowan, Arnold R., Nandkumar Nayar and Ajai K. Singh, 1990, Stock Returns
Before and After Calls of Convertible Bonds. Journal of Financial and Quantitative
Analysis 25, December, pp. 549-554.
Journal Articles on Event Study Methods
Cowan, Arnold R.
and Anne M.A. Sergeant, 2001, Interacting
Biases, Non-Normal Return Distributions and the Performance of Tests for
Long-Horizon Event Studies. Journal of Banking & Finance 25(4),
pp. 741–765.
Click here
to view, print or download (requires Acrobat Reader)
Cowan, Arnold R. and Anne M.A. Sergeant, 1996, Trading Frequency and Event Study Test
Specification: Empirical Evidence. Journal of Banking and Finance 20,
December, pp. 1731-1757.
Click here to
view, print or download (requires Acrobat Reader.)
Cowan, Arnold R., 1993, Tests for Cumulative Abnormal Returns over Long
Periods: Simulation Evidence. International Review of Financial Analysis 2,
pp. 51–68.
Cowan, Arnold R., 1992, Nonparametric Event Study Tests. Review of Quantitative
Finance and Accounting 2, December, pp. 343-358.
Click here to view, print or download (requires Acrobat Reader 3.0 or higher.)
Other Journal Articles
Biktimirov,
Ernest N., Arnold R. Cowan and Bradford D. Jordan, 2004, Do Demand
Curves for Small Stocks Slope Down? Journal of Financial
Research 27(2), 161-178 (lead article)
http://www3.interscience.wiley.com/journal/118775067/abstract.
Clem, Anne, Arnold R. Cowan and
Cynthia Jeffrey, 2004,
Market
Reaction to Proposed Changes in Accounting for Purchased Research and
Development in R&D-Intensive Industries. Journal of Accounting, Auditing
& Finance 19(4), pp. 405-428. Click article title to access full PDF.
Cowan, Arnold R., Jann C. Howell and
Mark L. Power, 2002, Wealth Effects Of Banks' Rights To Market And
Originate Annuities. Quarterly Review of Economics and Finance
42(3), pp. 487-503.
Click here
to view, print or download.
Cowan, Arnold R.
and Mark L. Power, 2001, Interfirm Stock Price Effects of Asset-Quality
Problems at First Executive Corporation. Journal of Risk and Insurance, March,
Click here
to view, print or download.
Haddad, Mahmoud M., Saul Z. Barr, Arnold L. Redman and Arnold R. Cowan, 1995, Adoption
of FASB 106 and Stock Prices, International Advances in Economic Research 1, May,
pp. 156-163.
Click here to view, print
or download (requires Acrobat Reader 3.0 or higher.)
Software
Eventus ®
9.0, © 1989-2009, Cowan Research, L.C.
EventStream,
© 2000-2009 Cowan Research, L.C.
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