The characteristics of firms that hire chief risk officers D Pagach, R Warr Journal of risk and insurance 78 (1), 185-211, 2011 | 633 | 2011 |
Information conveyed in hiring announcements of senior executives overseeing enterprise-wide risk management processes M Beasley, D Pagach, R Warr Journal of Accounting, Auditing & Finance 23 (3), 311-332, 2008 | 606 | 2008 |
The decline of inflation and the bull market of 1982–1999 JR Ritter, RS Warr Journal of financial and quantitative analysis 37 (1), 29-61, 2002 | 436 | 2002 |
The effects of enterprise risk management on firm performance D Pagach, R Warr The Routledge Companion to Strategic Risk Management, 381-393, 2015 | 427 | 2015 |
How well do adverse selection components measure adverse selection? BF Van Ness, RA Van Ness, RS Warr Financial Management, 77-98, 2001 | 384 | 2001 |
Market timing and the debt–equity choice WB Elliott, J Koëter-Kant, RS Warr Journal of Financial Intermediation 17 (2), 175-197, 2008 | 213 | 2008 |
Equity mispricing and leverage adjustment costs RS Warr, WB Elliott, J Koëter-Kant, Ö Öztekin Journal of financial and quantitative analysis 47 (3), 589-616, 2012 | 188 | 2012 |
What drives the S&P 500 inclusion effect? An analytical survey WB Elliott, BF Van Ness, MD Walker, RS Warr Financial Management 35 (4), 31-48, 2006 | 163 | 2006 |
Capital structure, equity mispricing, and stock repurchases AA Bonaimé, Ö Öztekin, RS Warr Journal of Corporate Finance 26, 182-200, 2014 | 146 | 2014 |
An empirical investigation of the characteristics of firms adopting enterprise risk management D Pagach, R Warr North Carolina State University working paper, 2007 | 136 | 2007 |
Price pressure on the NYSE and Nasdaq: Evidence from S&P 500 index changes WB Elliott, RS Warr Financial Management, 85-99, 2003 | 126 | 2003 |
A valuation-based test of market timing WB Elliott, J Koëter-Kant, RS Warr Journal of Corporate Finance 13 (1), 112-128, 2007 | 109 | 2007 |
Do pro‐diversity policies improve corporate innovation? RC Mayer, RS Warr, J Zhao Financial Management 47 (3), 617-650, 2018 | 97* | 2018 |
Reassessing the impact of option introductions on market quality: A less restrictive test for event-date effects BR Danielsen, BF Van Ness, RS Warr Journal of Financial and Quantitative Analysis 42 (4), 1041-1062, 2007 | 67 | 2007 |
Auditor fees, market microstructure, and firm transparency BR Danielsen, RA Van Ness, RS Warr Journal of Business Finance & Accounting 34 (1‐2), 202-221, 2007 | 56 | 2007 |
CEO opportunism?: Option grants and stock trades around stock splits E Devos, WB Elliott, RS Warr Journal of Accounting and Economics 60 (1), 18-35, 2015 | 51 | 2015 |
Liquidity, Accounting Transparency, and the Cost of Capital: Evidence from Real Estate Invetment Trusts B Danielsen, D Harrison, R Van Ness, R Warr Journal of Real Estate Research 36 (2), 221-251, 2014 | 42 | 2014 |
An empirical study of inflation distortions to EVA RS Warr Journal of Economics and business 57 (2), 119-137, 2005 | 33 | 2005 |
Single stock futures as a substitute for short sales: Evidence from microstructure data BR Danielsen, RA Van Ness, RS Warr Journal of Business Finance & Accounting 36 (9‐10), 1273-1293, 2009 | 32 | 2009 |
REIT auditor fees and financial market transparency BR Danielsen, DM Harrison, RA Van Ness, RS Warr Real Estate Economics 37 (3), 515-557, 2009 | 32 | 2009 |