Peter Iliev
348 Business Building
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Publications
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"The Effect of SOX Section 404: Costs, Earnings Quality and Stock Prices," Journal of Finance, forthcoming
Compares the outcomes of firms forced to comply with Section 404 of SOX with firms that just escaped Section 404 compliance.
Working Papers
"How Quickly Do Firms Readjust Capital Structure?" (with Ivo Welch), NBER Nov 2009
Tries to reconcile the prominent estimators of the speed of adjustment of firms' leverage ratios."Uninvited U.S. Investors? Economic Consequences of Involuntary Cross-listings." (with Darius Miller and Lukas Roth)
Studies a recent SEC regulation that caused depositary banks to cross-list hundreds of foreign companies on the U.S. OTC markets without the firms' approval or even knowledge.-
"A Model of Operational Slack: The Short-Run, Medium-Run, and Long-Run Consequences of Limited Attention." (with Ivo Welch), AFA Jan 2010
Models managerial attention as a major constraint for profit maximizing organizations.
Teaching
Teaching materials at ANGEL (password protected).
Instructor at Penn State (Smeal):
- Financial Management of the Business Enterprise (Corporate Finance), Fall 2009
- Financial Markets and Institutions, Fall 2008
Teaching Assistant at Brown:
- Corporate Finance (Ivo Welch), Fall 2006, Spring 2005, Fall 2005
- Financial Institutions (Ross Levine), Spring 2007, Spring 2006
- Investments (Allan Feldman), Fall 2004
Miscellaneous
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Free software that works just fine (Windows):
E-Mails & Calendar = Thunderbird + Lightning (or Sunbird)
Latex = ( MikTex + TeXnicCenter + GSview)
Connecting to Unix = (WinSCP + Putty)
Basic computing & graphs = R
Archives = 7-zip
PDF Printer = BullZip -
Web of Science, great literature review tool:
Find the articles that cite a person's work, can start with the "founding" paper of a literature and track all published papers that cite it.
How: Library >> Databases by Title >> Web of Science >> Cited Reference Search >> (find the paper) >> Times Cited. -
The best way to start working with Stata is to go through a tutorial. Make sure you can:
-- learn to use help files: how commands work, syntax, options, examples, saved results (Try: help regress)
-- be familiar with loops and data merging (Try: foreach; forvalues; merge;)
-- conditional and logical statements (Try: if (qualifier and programming command), & | !=)
-- set STATA dates - set them in stata format with the date command
-- use time operators (Try: tsset id time, try L.X, F.X, S.X D.X, and commands like reg y L2.X)
-- make new variables based on group characteristics (Try: bysort id: egen d=max(X))
-- use local variables (Try: reg Y X; local b=_b[X]; display "`b'";)
-- output info into log files and excel spreadsheets (Try: log using mylog.log; estout ; outsheet ; outsum; )
-- put comments into your code (Try: * or \\ or /* */ )
-- write commands over multiple lines (Try: # delimit; or \\\)
-- use STATA as calculator (Try: display 200/3;)
-- various other frequently used commands: clear, set more off, set mem 300m, sort, gsort, keep, drop, save, use, replace, gen, rename, label, collapse, reshape, list, sum (with option detail), reg, ivreg, qreg, xtreg, probit.
| Vita | Research | Teaching | Miscellaneous |