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Wayne may refer to: Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: WayneA 5-minute orientation
- Skim a recent paper: The complete 2025 Wayne State University compound descriptor database for use with the solvation parameter modelInfluential work since 2022
- Pick up a classic book: GretzkyThe most-reprinted book on the subject
- Read the landmark paper: Earnings management and the underperformance of seasoned equity offerings11We thank Brad Barber (the referee), Randy Beatty, Vic Bernard, K.C. Chan, Kent Daniel, M. DeFond, Laura Field, David Heike, Chuan Yang Hwang, Jonathan Karpoff, S.P. Kothari, Charles Lee, Wayne Mikkelson (the editor), Tim Opler, Krishna Palepu, K. Ramesh, Jay Ritter, Terry Shevlin, Doug Skinner, Sheridan Titman, Ross Watts, Jerry Zimmerman, and seminar participants at the University of California Finance and Accounting Conference (Davis, March 1995), the NBER Corporate Finance Conference (Boston, August 1995), the Center for Research in Security Prices Seminar (Chicago, October 1995), the American Finance Association Conference (San Francisco, 1996), the American Accounting Association Conference (Chicago, August 1996), the University of Michigan, and the University of Rochester for helpful comments and discussions.Cited 936 times
- Go sideways: List of memorials to Anthony WayneA closely related topic
- Go sideways: MonroeA closely related topic
📖 Definitions
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🗂️ The subject at a glance
🏆 Landmark papers (most cited)
Earnings management and the underperformance of seasoned equity offerings11We thank Brad Barber (the referee), Randy Beatty, Vic Bernard, K.C. Chan, Kent Daniel, M. DeFond, Laura Field, David Heike, Chuan Yang Hwang, Jonathan Karpoff, S.P. Kothari, Charles Lee, Wayne Mikkelson (the editor), Tim Opler, Krishna Palepu, K. Ramesh, Jay Ritter, Terry Shevlin, Doug Skinner, Sheridan Titman, Ross Watts, Jerry Zimmerman, and seminar participants at the University of California Finance and Accounting Conference (Davis, March 1995), the NBER Corporate Finance Conference (Boston, August 1995), the Center for Research in Security Prices Seminar (Chicago, October 1995), the American Finance Association Conference (San Francisco, 1996), the American Accounting Association Conference (Chicago, August 1996), the University of Michigan, and the University of Rochester for helpful comments and discussions.
Alternative factor specifications, security characteristics, and the cross-section of expected stock returns1We are especially grateful to Eugene Fama (a referee), an anonymous referee and Bill Schwert (the editor) for insightful and constructive suggestions. We also thank Wayne Ferson, Ken French, Will Goetzmann, Craig Holden, Ravi Jagannathan, Bob Jennings, Bruce Lehmann, Josef Lakonishok, Richard Roll, participants at the 1997 Meetings of the Western Finance Association, the 1997 UCLA/USC/UC Irvine conference, the November 1997 Asset Pricing Meeting of the National Bureau of Economic Research, the Atlanta Forum, and seminars at Columbia, Indiana, Florida, New York, Tulane, and Yale Universities; Eugene Fama and Ken French for providing part of the data used in this study; and Christoph Schenzler for excellent programming assistance. The second author acknowledges support from the Dean's Fund for Research and the Financial Markets Research Center at Vanderbilt University. We are responsible for remaining errors. This paper was formerly titled `A Re-Examination of Security Return Anomalies'.1
Earnings management and the performance of seasoned equity offerings1I gratefully acknowledge the comments and suggestions of Philip Berger, Patricia Dechow, Kenneth Gaver (the referee), Robert Holthausen, Wayne Mikkelson (the editor), and Richard Sloan. I also thank Andrew Alford, Brad Barber, Randolph Beatty, Ilia Dichev, Paul Fisher, Gary Gorton, Paul Griffin, David Larcker, Mark Low, Patricia O'Brien, Madhav Rajan, Jay Ritter, Mark Vargus, Robert Verrecchia, Franco Wong, and workshop participants at the 1996 American Accounting Association meetings, Columbia University, Emory University, INSEAD, London Business School, MIT, New York University, Northwestern University, Purdue University, University of California at Davis, University of Chicago, University of Michigan, University of Minnesota, University of Pennsylvania, and Yale University for useful comments. I am indebted to Mark Vargus for access to his FORTRAN sub-routines. Errors and omissions are my responsibility.1
Global functional profiling of gene expression☆☆This work was funded in part by a Sun Microsystems grant awarded to S.D., NIH Grant HD36512 to S.A.K., a Wayne State University SOM Dean’s Post-Doctoral Fellowship, and an NICHD Contraception and Infertility Loan to G.C.O. Support from the WSU MCBI mode is gratefully appreciated.
Information and volatility linkages in the stock, bond, and money markets11This paper was previously under the title, `Volatility and common information in the stock, bond, and money markets’. We thank Paul Seguin (the referee) for numerous suggestions that substantially imporved the paper. We also received the helpful comments from Bill Schwert (the editor), David Ellis, Wayne Ferson, John Graham, Bruce Grundy, Kathleen Weiss Hanley, Larry Harris, George Kanatas, Tom Smith, Raul Susmel, and Bob Whaley, and seminar participants at the 1996 Texas Finance Symposium, the 1997 American Finance Association meetings in New Orleans, The Australian Graduate School of Management, the University of Houston, Rice University, the University of Texas at Austin, the University of Utah, and the University of Washington. Part of this research was completed while the second author was visiting Rice University.
How big is the premium for currency risk?1We thank Geert Bekaert, Tim Bollerslev, Peter Bossaerts, Mark Carhart, John Cochrane, Magnus Dahlquist, Wayne Ferson, Linda Goldberg, Campbell Harvey, Pierre Hillion, Robert Hodrick (the referee), Olivier Ledoit, John Matsusaka, Hans Mikkelsen, Angel Serrat and Ivo Welch, as well as workshop participants at INSEAD, University of California at Los Angeles, University of Southern California, University of Rochester, Southern Methodist University, University of California – Irvine, Koc University and participants at the 1996 UBC Global Investment Conference (Whistler, BC), 1996 Western Finance Association meetings (Sunriver, OR), 1996 European Finance Association meetings (Oslo, Norway), 1996 NBER Asset Pricing meeting (Evanston, IL), and the 1997 Econometric Society winter meetings (New Orleans, LA) for their comments. The paper was written while the second author was visiting the Anderson School at UCLA. Both authors acknowledge the financial support of a CIBEAR grant.1
A Pilot Study of Comprehensive Ultrasound Education at the Wayne State University School of Medicine
Slavery is a Metaphor: A Critical Commentary on Eve Tuck and K. Wayne Yang’s “Decolonization is Not a Metaphor”
🆕 Influential since 2022
The complete 2025 Wayne State University compound descriptor database for use with the solvation parameter model
How Intersectional Threat Shapes Views of Gun Policy: The John Wayne Solution
Wayne State University’s Dan Zowada Memorial Observatory: Characterization and Pipeline of a 0.5 m Robotic Telescope
Jesus and John Wayne Wannabes: How Christian Nationalism and Femininity Shape Extreme Politics Among Men in the US
A comparison of the Abraham and Wayne state university compound descriptor databases for use with the solvation parameter model
📚 Books worth reading
GretzkyWayne Gretzky · 1985
The Films of John WayneSteve Zmijewsky, Boris Zmijewsky · 1970
A Ride into MorningAnn Rinaldi · 1991
John WaynePilar Wayne, Alex Thorleifson · 1988
John Wayne, my fatherAissa Wayne · 1991
History of EloiseStanislas M. Keenan · 1913
Killer ClownTerry Sullivan, Peter Maiken · 2000
The Quotable John WayneCarol Lea Mueller · 2007
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
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