Shane A. Corwin
Associate Professor
240 Mendoza College of Business
University of Notre Dame
(574) 631-6026
scorwin@nd.edu
Courses Taught:
Equity Valuation (Finance 70610)
Security Analysis (Finance 40610)
Investment Theory (Finance 34600)
Education:
Ph.D., Finance, The Ohio State University, Columbus, Ohio (1996)
M.B.A., Mankato State University, Mankato, Minnesota (1992)
B.S., Finance, Mankato State University, Mankato, Minnesota (1990)
Resume:
Full text vita in pdf format
Publications:
"
Limited Attention and the Allocation of Effort in Securities Trading
," with Jay Coughenour,
Journal of Finance
, 2008, Vol. 63(6), 3031-3067.
"
The Role of IPO Underwriting Syndicates: Pricing, Information Production, and Underwriter Competition,
" with Paul Schultz,
Journal of Finance,
2005, Vol. 60(1), 443-486.
Nominated for the
2005 Smith Breeden Prize
for the best paper in the
Journal of Finance
.
Appendix A - SDC Syndicate Data Corrections
Appendix B - Underwriter Mergers and Acquisitions
Underwriter Rankings based on shares underwritten
(pdf)
- includes a comparison to Carter-Manaster and Megginson-Weiss rankings.
"
The Development of Secondary Market Liquidity for NYSE-Listed IPOs,
" with Jeffrey H. Harris and Marc L. Lipson,
Journal of Finance
, 2004, Vol. 59(5), 2339-2373.
“Specialist Performance and New Listing Allocations on the NYSE: An Empirical Analysis ,”
Journal of Financial Markets
, 2004, Vol. 7(1), 27-51.
“
The Determinants of Underpricing for Seasoned Equity Offers
,”
Journal of Finance
, 2003, Vol. 58(5), 2249-2279.
“
Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs
,” with William G. Christie and Jeffrey H. Harris,
Journal of Finance
, 2002, Vol. 57(3), 1443-1478.
“The Initial Listing Decisions of Firms that Go Public,” with Jeffrey H. Harris,
Financial Management
, 2001, Vol. 30(1), 35-55.
“
Order Flow and Liquidity Around NYSE Trading Halts
,” with Marc L. Lipson,
Journal of Finance,
2000, Vol. 55(4), 1771-1801.
“
Differences in Trading Behavior across NYSE Specialist Firms
,”
Journal of Finance
, 1999, Vol. 54(2), 721-745.
Working Papers and Current Research:
"
A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices
," with Paul Schultz
"
When a Halt is Not a Halt: An Analysis of Off-NYSE Trading During NYSE Market Closures
," with Bidisha Chakrabarty and Marios Payanides
"
Order Characteristics and the Sources of Commonality in Prices and Liquidity
," with Marc L. Lipson
"Commonality in Liquidity and Systematic Risk over Time"
updated December 4, 2008
Useful Links:
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