CATHERINE SCHRAND

 

1316 Steinberg Hall-Dietrich Hall

Philadelphia, PA   19104-6365

(215) 898-6798

schrand@wharton.upenn.edu

 

 

 

 

EDUCATION

 

The University of Chicago Graduate School of Business

         Ph.D., October 1994

         M.B.A., August 1993

 

The University of Michigan

         B.B.A., December 1985

 

Certified Public Accountant, Illinois, 1986

 

EMPLOYMENT

 

The Wharton School of the University of Pennsylvania

         Associate Professor of Accounting (2001 to present)

         Assistant Professor of Accounting (July 1994 – 2001)

 

KPMG Peat Marwick, Staff Auditor and Audit Manager

         January 1986 - September 1990

 

ACADEMIC PUBLICATIONS

 

The Association Between Stock-Price Interest Rate Sensitivity and Disclosures

about Derivative Instruments

         The Accounting Review (January 1997): 87-109.

 

Why Firms Use Currency Derivatives (with Christopher Géczy and Bernadette Minton)

         Journal of Finance (September 1997): 1323-1354.

        

Hedging and Coordinated Risk Management: Evidence from Thrift Conversions (with

Haluk Unal)

         Journal of Finance (June 1998): 979-1013.

 

Risk and Financial Reporting: A Summary of the Discussion at the 1997 AAA/FASB

Conference, Invited Commentary (with John Elliott)

         Accounting Horizons (September 1998): 271-282.

 

The Effect of Accounting-based Debt Covenants on Equity Valuation (with John Core)

         Journal of Accounting and Economics (February 1999): 1-34.

 

The Impact of Cash Flow Volatility on Discretionary Investment and the Costs of Debt

and Equity Financing (with Bernadette Minton)

         Journal of Financial Economics (December 1999): 423-460.

 

Strategic Benchmarks in Earnings Announcements: The Selective Disclosure of Prior-Period

Earnings Components (with Beverly Walther)

         The Accounting Review (April 2000): 151-176.

 

The Role of Volatility in Forecasting (with Bernadette A. Minton and Beverly Walther)

               Review of Accounting Studies (June/September 2002)

 

Earnings Management Using the Valuation Allowance for Deferred Tax Assets under SFAS 109

         (with M.H. Franco Wong)

               Contemporary Accounting Research (Fall 2003 ): 579-611

 

The Use of Multiple Risk Management Strategies: Evidence from the Natural Gas Industry

         (with Christopher C. Géczy and Bernadette A. Minton)

         Forthcoming, Journal of Risk 2006

 

An Evaluation of the Effects of Accounting Rules on Interest Rate Risk Management

in the Savings and Loan Industry

         Proceedings: A Conference on Bank Structure and Competition, by the Federal

         Reserve Bank of Chicago, 1994, 186-207.

 

Discussion of Who Uses Interest Rate Swaps?  A Cross Sectional Analysis

         Journal of Accounting, Auditing and Finance 13 (Summer 1998): 201-205.

 

OTHER PUBLICATIONS

 

Earnings Quality (with Patricia Dechow)

         AIMR Monograph, 2004

 

Setting Accounting Standards with Fair Value (with Charles Smithson)

         Risk (October 1999): 50-51.

 

Fair-value Accounting: Right and Relevant (with Charles Smithson)

         Risk (November 1999): 58-59.

 

Firms’ Use of Currency Derivatives (with Christopher Géczy and Bernadette Minton)

         In Corporate Risk: Strategies and Management, edited by Gregory W. Brown and

         Donald H. Chew.  London: Risk Books, 1999, 309-327.

 

Hedging and Coordinated Risk Management: Evidence from Thrift Conversions (with

Haluk Unal)

In Empirical Corporate Finance, edited by Michael J. Brennan. 

Glos, United Kingdom:Edward Elgar Publishing Ltd., 2000.

 

MBA Companion to accompany

Financial Accounting by Libby, Libby, Short (with Peggy Bishop Lane)

Textbook chapters on Income Tax and Lease Accounting

The McGraw-Hill Companies, 2004.

 

WORKING PAPERS

 

Does Strategic Disclosure Explain the 'Leverage Effect'?

         with Jonathan Rogers and Robert Verrecchia

 

Taking a View: Corporate Speculation, Governance and Compensation

         with Christopher C. Géczy and Bernadette A. Minton

 

Information Disclosure and Adverse Selection Explanations for IPO Underpricing

         with Robert E. Verrecchia

 

TEACHING

 

Financial Accounting 101 (Core undergraduate)

1994 - 1996

 

 

Financial Accounting 620 (Core graduate)

1997 - 1999

      M.B.A. Core Curriculum Award (1998)

 

 

 

Financial Accounting 603 (Pre-term graduate)

1997 - 1999

      Managed content and teaching assistant

 

 

 

Intermediate Financial Accounting 201 (Undergraduate elective)

2000 - present

 

 

 

Ph.D. Capital Markets Seminar

2004, 2005

 

 

PROFESSIONAL SERVICE

 

Associate editor:

Journal of Accounting and Economics

 

Journal of Accounting Research

 

Journal of Financial Services Research

 

 

Ad-hoc reviewer:

Accounting Horizons

 

The Accounting Review

 

Contemporary Accounting Research

 

Journal of Accounting, Auditing and Finance

 

Journal of Business

 

Journal of Finance

 

Journal of Financial Economics

 

Review of Accounting Studies

 

Review of Financial Studies

 

 

American Accounting

2005 Doctoral Consortium Distinguished Visiting Faculty

Association activities:

2003 New Faculty Consortium Planning Committee

 

Financial Accounting Standards Committee (1999-2002)

 

2001 AAA/FASB Conference Planning Committee Chair

 

1999 Doctoral Consortium Planning Committee

 

1997 AAA/FASB Conference Planning Committee

 

Faculty Development Advisory Committee (1997-1999)

 

 

Wharton activities:

PhD Program Coordinator (2004-present)

 

Beta Alpha Psi faculty advisor (1999-2002)

 

Core Implementation Committee (1998-1999)

 

MBA Executive Committee (1997-1998)

 

Undergraduate Curriculum Committee (1994-1997)

 

Financial Institutions Center, Senior Fellow, 1995-2001

 

 

Dissertation committees:

Franco Wong, Dan Bens, Rebecca Tsui, Rick Johnston,

Susan Kerr-Christopherson, Rodrigo Verdi, Jonathan Rogers, Ted Goodman

 

 

 

 

 

AWARDS

 

University of Pennsylvania Research Foundation award, 1995

Arthur Andersen & Co. Foundation Doctoral Dissertation Fellowship, 1993

KPMG Peat Marwick Doctoral Scholarship, 1992

AICPA Doctoral Fellow, 1990-1992

AAA Doctoral Consortium Fellow, 1992

University of Chicago Big Ten Doctoral Consortium representative, 1993