Yu, S., & Webb, G. P. (2020). Empirical Evidence on the Profitability of Momentum Trading Strategies Using ETFs. Managerial Finance, forthcoming.
Yu, S., & Webb, G. P. (2017). The Information Content of Dividend Initiation Announcements: The Case of Information Technology Firms. Managerial Finance, 43(7), 794-811.
Yu, S., & Webb, G. P. (2017). Market Adaptation to Regulation Fair Disclosure: The Use of Industry Information to Enhance the Informational Environment. To appear in Journal of Economics and Business, 89, 1-12. http://www.sciencedirect.com/science/article/pii/S0148619516300625 2
Yu, S., & Webb, G. P. (2016). Can Fundamental Factors Enhance the Performance of Traditional Momentum Strategies? Journal of Investment Management, 14(4), 16. https://www.joim.com/can-fundamental-factors-enhance-the-performance-of-traditionalmomentum-strategies/
Yu, S., Webb, G. P., & Tandon, K. (2015). What Happens When a Stock Is Added to the Nasdaq-100 Index? What Doesn’t Happen? Managerial Finance, 41(5).
Fisher, L., Weaver, D. G., & Webb, G. P. (2012). Removing Biases in Computed Returns: An Analysis of Bias in Equally-Weighted Return Indexes of REITs. International Real Estate Review, 15(1), 43-71.
Yu, S., Tandon, K., & Webb, G. P. (2010). The Effects of Options Introduction on Analyst Coverage and Earnings’ Estimates. The American Economist, LV(2), 46-66.
Fisher, L., Weaver, D. G., & Webb, G. P. (2010). Removing Biases in Computed Returns. The Review of Quantitative Finance and Accounting, 35(2), 137-161.
Yu, S., Lord, R., & Webb, G. P. (2010). The Hot-Growth Companies: How Well Do Analysts Predict Their Performance? Journal of Economics and Business, 62(3), 195-219.
Tandon, K., Yu, S., & Webb, G. P. (2010). Options Introduction and Secondary Equity Offerings. Journal of Applied Finance, 20(1), 93-109.
Yu, S., & Webb, G. P. (2009). The Effects of ETF Splits on Returns, Liquidity, and Individual Investors. Managerial Finance, 35(9), 754-771.
Martell, T. F., & Webb, G. P. (2008). The Performance of Stocks That Are Reverse Split. Review of Quantitative Finance and Accounting, 30(3), 253-279.
Chern, K., Tandon, K., Yu, S., & Webb, G. P. (2008). The Information Content of Stock Split Announcements: Do Options Matter? Journal of Banking and Finance, 32(6), 930-946.
Tandon, K., & Webb, G. P. (2001). Evidence and Implications of Increases in Trading Volume around Exchange Listings. Financial Review, 36(2), 21-44.
Freund, S., & Webb, G. P. (1999). Recent Growth in Nasdaq Trading Volume and Its Relation to Market Volatility. The Journal of Financial Research, 22(4), 489-501.
Martell, T. F., Rodriquez, Jr., L., & Webb, G. P. (1999). The Impact of Listing Latin American ADRs on the Risks and Returns of the Underlying Shares. Global Finance Journal, 10(2), 147-160.
Webb, G. P. (1999). Evidence of Managerial Timing: The Case of Exchange Listings. The Journal of Financial Research, 22(3), 247-263.
Freund, S., McCann, P., & Webb, G. P. (1994). A Regression Analysis of the Effects of Option Introduction on Stock Variances. The Journal of Derivatives, 1(3), 25-38.
Figlewski, S., & Webb, G. P. (1993). Options, Short Sales and Market Completeness. The Journal of Finance, 48(2), 761-777.