Michael F. Ferguson
Michael F. Ferguson
Associate Professor of Finance, University of Cincinnati
Verified email at
Cited by
Cited by
Equilibrium “anomalies”
MF Ferguson, RL Shockley
The Journal of Finance 58 (6), 2549-2580, 2003
What constitutes evidence of discrimination in lending?
MF Ferguson, SR Peters
The Journal of Finance 50 (2), 739-748, 1995
On the relation between EGARCH idiosyncratic volatility and expected stock returns
H Guo, H Kassa, MF Ferguson
Journal of Financial and Quantitative Analysis 49 (1), 271-296, 2014
Execution costs and their intraday variation in futures markets
MF Ferguson, SC Mann
The Journal of Business 74 (1), 125-160, 2001
Idiosyncratic risk, investor base, and returns
DC Chichernea, MF Ferguson, H Kassa
Financial Management 44 (2), 267-293, 2015
Cultural Affinity and Lending Discrimination: The Impact of Underwriting Errors and Credit Risk Distribution on Applicant Denial Rates
MF Ferguson, SR Peters
Journal of Financial Services Research 11, 153-168, 1997
Concentrated trading in the foreign exchange futures markets: Discretionary liquidity trading or market closure?
MF Ferguson, SC Mann, LJ Schneck
The Journal of Futures Markets (1986-1998) 18 (3), 343, 1998
Ownership structure, potential competition, and the free-rider problem in tender offers
MF Ferguson
The Journal of Law, Economics, & Organization 10 (1), 35-62, 1994
Is lending discrimination always costly?
MF Ferguson, SR Peters
The Journal of Real Estate Finance and Economics 21, 23-44, 2000
Congress and the stock market
MF Ferguson, HD Witte
Available at SSRN 687211, 2006
Hazard stocks and expected returns
RJ DeLisle, MF Ferguson, H Kassa, GR Zaynutdinova
Journal of Banking & Finance 125, 106094, 2021
Depositor discipline and the bank's incentive to monitor
MF Ferguson, BA Stevenson
Journal of Financial Economic Policy 6 (2), 98-111, 2014
A symmetric-information model of credit rationing
MF Ferguson, SR Peters
Available at SSRN 8256, 1997
But I know it when I see it: An economic analysis of vague rules
MF Ferguson, SR Peters
Available at SSRN 218968, 2000
Depth and tightness
MF Ferguson, SC Mann, L Schneck
Available at SSRN 7635, 1995
Deal risk, liquidity risk, and the profitability of risk arbitrage
JD Wei, MF Ferguson, D Chichernea
Michael F. and Chichernea, Doina, Deal Risk, Liquidity Risk, and the …, 2011
The impact of off-exchange customer trades on prices: Evidence from the futures markets
M Ferguson, SC Mann, NM Foster
Working paper, 1999
Don't Ask, Don't Tell and Other Contracting Considerations
CM Bronfman, MF Ferguson
J. Corp. L. 21, 155, 1995
Does Equity-Based Compensation Really Have a'Dark Side'? The Influence of Regulatory Discretion
MF Ferguson, B Qiu, W Song
Fifth Singapore International Conference on Finance, 2011
Discriminating between investor types on the exchange floor
MF Ferguson, SC Mann, AC Waisburd
mimeo, 2004
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