Research

Details of my working papers are available on my SSRN page. My published papers, and links thereto, are listed below.

Forthcoming and published papers

  1. Banerjee S, Humphery-Jenner M, Nanda V, Tham M, Forthcoming, ‘Executive Overconfidence and Securities Class Actions’Journal of Financial and Quantitative Analysishttp://dx.doi.org/10.2139/ssrn.2436264
  2. Humphery-Jenner M, Sautner Z, Suchard J-A, 2017, ‘Cross-Border Mergers and Acquisitions: The Role of Private Equity Firms’, Strategic Management Journal, vol. 38, no. 8, pp. 1688-1700,  http://dx.doi.org/10.1002/smj.2623
  3. Humphery-Jenner M, Lisic L, Nanda V, Silveri S, 2016, ‘Executive Overconfidence and Compensation Structure’, Journal of Financial Economics, vol. 119, no. 3, pp. 533-558, http://dx.doi.org/10.1016/j.jfineco.2016.01.022
  4. Banerjee S, Humphery-Jenner M, Nanda V, 2015, ‘Restraining Overconfident CEOs through Improved Governance: Evidence from the Sarbanes-Oxley Act’, Review of Financial Studies, vol. 38, no. 10, pp. 2812-2858, http://dx.doi.org/10.1093/rfs/hhv034
  5. Humphery-Jenner M, 2014, ‘Takeover defenses, innovation, and value creation: Evidence from acquisition decisions‘, Strategic Management Journal, vol. 35, no. 5, pp. 668-690, http://dx.doi.org/10.1002/smj.2121
  6. Humphery-Jenner M, Powell R, 2014, ‘Firm Size, Sovereign Governance, and Value Creation: Evidence from the acquirer size effect’, Journal of Corporate Finance, vol. 26, no. 1, pp. 57-77, http://dx.doi.org/10.1016/j.jcorpfin.2014.02.009
  7. Humphery-Jenner M, 2013, ‘Strong financial laws without strong enforcement: Is good law always better than no law?‘, Journal of Empirical Legal Studies, vol. 10, no. 2, pp. 288 – 324, http://dx.doi.org/10.1111/jels.12011
  8. Humphery-Jenner M; Suchard JC, 2013, ‘Foreign venture capitalists and the internationalization of entrepreneurial companies: Evidence from China‘, Journal of International Business Studies, vol. 44, no. 6, pp. 607 – 621, http://dx.doi.org/10.1057/jibs.2013.22
  9. Humphery-Jenner M, 2013, ‘Diversification in Private Equity Funds: On Knowledge-Sharing, Risk-Aversion and Limited-Attention‘, Journal of Financial and Quantitative Analysis, vol. 48, no. 5, http://dx.doi.org/10.1017/S0022109013000501
  10. Dutt T; Humphery-Jenner M, 2013, ‘Stock return volatility, operating performance and stock returns: International evidence on drivers of the ‘low volatility’ anomaly‘, Journal of Banking and Finance, vol. 37, no. 3, March 2013, pp. 999 – 1017, http://dx.doi.org/10.1016/j.jbankfin.2012.11.001
  11. Humphery-Jenner M; Suchard JC, 2013, ‘Foreign VCs and venture success: Evidence from China’, Journal of Corporate Finance, vol. 21, no. 1, pp. 16 – 35, http://dx.doi.org/10.1016/j.jcorpfin.2013.01.003
  12. Harford J; Humphery-Jenner M; Powell RG, 2012, ‘The Sources of Value Destruction in Acquisitions by Entrenched Managers‘, Journal of Financial Economics, vol. 106, no. 2, pp. 247 – 261, http://dx.doi.org/10.1016/j.jfineco.2012.05.016
  13. Humphery-Jenner M, 2012, ‘The impact of the EU takeover directive on takeover performance and empire building‘, Journal of Corporate Finance, vol. 18, no. 2, pp. 254 – 272, http://dx.doi.org/10.1016/j.jcorpfin.2011.12.004
  14. Humphery-Jenner M, 2012, ‘Internal and external discipline following securities class actions‘, Journal of Financial Intermediation, vol. 21, no. 1, pp. 151 – 179, http://dx.doi.org/10.1016/j.jfi.2011.09.001
  15. Humphery-Jenner M, 2012, ‘Private Equity Fund Size, Investment Size, and Value Creation‘, Review of Finance, vol. 16, no. 3, pp. 799 – 835, http://dx.doi.org/10.1093/rof/rfr011
  16. Humphery-Jenner M; Powell RG, 2011, ‘Firm size, takeover profitability, and the effectiveness of the market for corporate control: Does the absence of anti-takeover provisions make a difference?‘, Journal of Corporate Finance, vol. 17, no. 3, pp. 418 – 437, http://dx.doi.org/10.1016/j.jcorpfin.2011.01.002
  17. Humphery-Jenner M, 2011, ‘Optimal VWAP trading under noisy conditions‘, Journal of Banking and Finance, vol. 35, no. 9, pp. 2319 – 2329, http://dx.doi.org/10.1016/j.jbankfin.2011.01.028