Finance Academic Department
The Department of Finance will educate and train students and/or prospective managers in the theories and practices associated with the ownership and management of financial assets, the financial management of non-financial, and financial firms, and the creation of investment strategies that include all asset classes. Instruction will be at the undergraduate and graduate levels and will include doctoral education.
The department will produce research that contributes to the body of knowledge in finance. Concurrently, the finance department will support the programmatic needs of the college and the university and the educational needs of the community.
Overview
Affiliation
people
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Position
- Alldredge, Dallin, Assistant Professor
- Barber, Joel, Associate Professor
- Butchey, Deanne, Teaching Professor
- Caglayan, Mustafa, Associate Professor
- Carrillo, Flavio, Associate Teaching Professor
- Chang, Chun-Hao, Professor
- Chou, Wen-Hsiu, Associate Professor
- Dandapani, Krishnan, Professor
- Del Pezzo, Mark, Associate Teaching Professor
- Docgne Penlap, Sandrine, Assistant Professor
- Duarte Garcia Pires, Diogo, Assistant Professor
- Dupoyet, Brice, Associate Professor
- Gungoraydinoglu, Ali, Associate Teaching Professor
- Hamid, Shahid, Professor
- Jang, Yeonju, Assistant Professor
- Jiang, Xiaoquan, Professor
- Kang, Qiang, Associate Professor
- Lasaga, Manuel, Professor
- Lawrence, Edward, Professor
- Mishra, Suchismita, Professor
- Moysidis, Anastasios, Associate Teaching Professor
- Oztekin, Ozde, Eminent Scholar
- Parhizgari, Ali, Professor
- Reyes Pena, Robinson, Assistant Teaching Professor
- Rouxelin, Florent, Assistant Professor
- Upadhyay, Arun, Eminent Scholar
- Wang, Minho, Assistant Professor
- Zhang, Alan L., Assistant Professor
organization within
Scholarly & Creative Works
select organization publications
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Article
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2022
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2021Stock market signals and consequences of securities class actions lawsuits: a microstructure perspective. REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING.Full Text via DOI: 10.1007/s11156-021-00957-6 Web of Science: 000617090000001
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2021Insider Ownership, Corporate Diversification, and Firm Value: Evidence from REITs. JOURNAL OF REAL ESTATE RESEARCH.Full Text via DOI: 10.1080/08965803.2021.1885960 Web of Science: 000628663700001
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2020Drivers of diversity on boards: The impact of theSarbanes-Oxleyact. HUMAN RESOURCE MANAGEMENT.Full Text via DOI: 10.1002/hrm.22035 Web of Science: 000573000500001
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2020The Shareholder's response to a firm's first international acquisition. JOURNAL OF BANKING & FINANCE. 118.Full Text via DOI: 10.1016/j.jbankfin.2020.105852 Web of Science: 000564489700009
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2020Heterogeneous beliefs and return volatility around seasoned equity offerings. JOURNAL OF FINANCIAL ECONOMICS. 137:571-589.Full Text via DOI: 10.1016/j.jfineco.2020.03.003 Web of Science: 000542210000012
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2020Cross-Sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity. JOURNAL OF ACCOUNTING AUDITING AND FINANCE. 35:471-500.Full Text via DOI: 10.1177/0148558X17748277 Web of Science: 000540499500001
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2020The relationship between psychopathy and financial risk and time preferences. STUDIES IN ECONOMICS AND FINANCE.Full Text via DOI: 10.1108/SEF-11-2019-0435 Web of Science: 000543489700001
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2020Crowdfunding in real estate: evolutionary and disruptive. MANAGERIAL FINANCE. 46:785-801.Full Text via DOI: 10.1108/MF-10-2018-0492 Web of Science: 000567557200006
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2020Market returns and risk factors for the emerging economies. APPLIED ECONOMICS.Full Text via DOI: 10.1080/00036846.2020.1761534 Web of Science: 000539121900001
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2020Announcement effects in the cryptocurrency market. APPLIED ECONOMICS. 52:4794-4808.Full Text via DOI: 10.1080/00036846.2020.1745747 Web of Science: 000538588800001
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2020Institutional trading, investor sentiment, and lottery-like stock preferences. FINANCIAL REVIEW. 55:603-624.Full Text via DOI: 10.1111/fire.12231 Web of Science: 000525972800001
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2020Can government industrial policy enhance corporate bidding? The evidence of China. PACIFIC-BASIN FINANCE JOURNAL. 60.Full Text via DOI: 10.1016/j.pacfin.2020.101288 Web of Science: 000527938000002
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2020CFO appointment and debt-equity choice. MANAGERIAL FINANCE. 46:179-196.Full Text via DOI: 10.1108/MF-10-2018-0484 Web of Science: 000524846200002
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2020Tales of tails: Jumps in currency markets. JOURNAL OF FINANCIAL MARKETS. 48.Full Text via DOI: 10.1016/j.finmar.2019.05.002 Web of Science: 000528044500004
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2020Target governance provisions and acquisition types. JOURNAL OF BUSINESS RESEARCH. 110:160-172.Full Text via DOI: 10.1016/j.jbusres.2020.01.018 Web of Science: 000527382500011
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2020CEO compensation and firm performance in the insurance industry. MANAGERIAL FINANCE.Full Text via DOI: 10.1108/MF-04-2019-0154 Web of Science: 000514663200001
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2020Benchmarking machine-learning software and hardware for quantitative economics. JOURNAL OF ECONOMIC DYNAMICS & CONTROL. 111.Full Text via DOI: 10.1016/j.jedc.2019.103796 Web of Science: 000512481400006
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2020Dual-class ownership structure and audit fees. INTERNATIONAL JOURNAL OF AUDITING. 24.Full Text via DOI: 10.1111/ijau.12185 Web of Science: 000508419700001
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2020Do Traditional Real Estate ETFs Increase the Volatility of REITs?. JOURNAL OF REAL ESTATE RESEARCH. 42:439-475.Full Text via DOI: 10.1080/08965803.2020.1844534 Web of Science: 000607873100001
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2020Global investigation on the country-level idiosyncratic volatility and its determinants. JOURNAL OF EMPIRICAL FINANCE. 55:143-160.Full Text via DOI: 10.1016/j.jempfin.2019.11.006 Web of Science: 000510316700008
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2019Endogenous asymmetric money illusion. JOURNAL OF BANKING & FINANCE. 109.Full Text via DOI: 10.1016/j.jbankfin.2019.105681 Web of Science: 000500385900009
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2019The effects of risk aversion and money illusion on the components of dividend growth rate. EUROPEAN JOURNAL OF FINANCE. 26:443-460.Full Text via DOI: 10.1080/1351847X.2019.1687098 Web of Science: 000494008300001
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2019Equilibrium implications of interest rate smoothing. QUANTITATIVE FINANCE. 20:409-423.Full Text via DOI: 10.1080/14697688.2019.1645346 Web of Science: 000492891500001
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2019Intermarket sweep order trade size clustering around corporate announcements. APPLIED ECONOMICS. 51:5258-5267.Full Text via DOI: 10.1080/00036846.2019.1612029 Web of Science: 000482275100004
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2019Earnings informativeness in dual-class firms An empirical investigation of the earnings quality and the information environment. REVIEW OF ACCOUNTING AND FINANCE. 18:399-431.Full Text via DOI: 10.1108/RAF-09-2017-0178 Web of Science: 000480279300003
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2019A dimension-invariant cascade model for VIX futures. JOURNAL OF FUTURES MARKETS. 39:1214-1227.Full Text via DOI: 10.1002/fut.22042 Web of Science: 000477166300001
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2019DO INSIDERS CLUSTER TRADES WITH COLLEAGUES? EVIDENCE FROM DAILY INSIDER TRADING. JOURNAL OF FINANCIAL RESEARCH. 42:331-360.Full Text via DOI: 10.1111/jfir.12172 Web of Science: 000475810300005
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2019The determinants of firms' global diversification decisions. APPLIED ECONOMICS. 51:3274-3292.Full Text via DOI: 10.1080/00036846.2019.1566690 Web of Science: 000463615500004
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2019Institutional Investment Patterns in Gender-Diverse Firms. JOURNAL OF BEHAVIORAL FINANCE. 1-14.Full Text via DOI: 10.1080/15427560.2019.1554574 Web of Science: 000463461200001
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2019Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings?. FINANCIAL MANAGEMENT. 48.Full Text via DOI: 10.1111/fima.12223 Web of Science: 000460172400007
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2019The impact of jumps on carry trade returns. JOURNAL OF FINANCIAL ECONOMICS. 131.Full Text via DOI: 10.1016/j.jfineco.2018.08.006 Web of Science: 000458345700009
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2019Upside potential of hedge funds as a predictor of future performance. JOURNAL OF BANKING & FINANCE. 98.Full Text via DOI: 10.1016/j.jbankfin.2018.11.003 Web of Science: 000454465300014
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2018Determinants of Transactional Internet Banking. JOURNAL OF FINANCIAL SERVICES RESEARCH. 54.Full Text via DOI: 10.1007/s10693-016-0268-8 Web of Science: 000443367700004
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2018Information, Investment Adjustment, and the Cost of Capital. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS. 53.Full Text via DOI: 10.1017/S0022109018000194 Web of Science: 000440810800009
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2018Oil prices implied volatility or direction: Which matters more to financial markets?. FINANCIAL MARKETS AND PORTFOLIO MANAGEMENT. 32.Full Text via DOI: 10.1007/s11408-018-0314-7 Web of Science: 000446511300002
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2018Global leverage adjustments, uncertainty, and country institutional strength. JOURNAL OF FINANCIAL INTERMEDIATION. 35.Full Text via DOI: 10.1016/j.jfi.2018.01.010 Web of Science: 000445302700003
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2018Hedge fund vs. non-hedge fund institutional demand and the book-to-market effect. JOURNAL OF BANKING & FINANCE. 92.Full Text via DOI: 10.1016/j.jbankfin.2018.04.021 Web of Science: 000438478500004
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2018A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries. QUARTERLY REVIEW OF ECONOMICS AND FINANCE. 68.Full Text via DOI: 10.1016/j.qref.2018.03.003 Web of Science: 000432447000002
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2018The Effect of Prior Investment Outcomes on Future Investment Decisions: Is There a Gender Difference?. REVIEW OF FINANCE. 22.Full Text via DOI: 10.1093/rof/rfw060 Web of Science: 000432295400010
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2018Contemporaneous ADR pricing: intraday dynamics during overlapping trading hours. EUROPEAN JOURNAL OF FINANCE. 24:183-207.Full Text via DOI: 10.1080/1351847X.2017.1292935 Web of Science: 000423188600001
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2018Estimating extreme losses for the Florida Public Hurricane Model-part II. THEORETICAL AND APPLIED CLIMATOLOGY. 131:1191-1202.Full Text via DOI: 10.1007/s00704-016-2029-x Web of Science: 000423574800023
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2018Exchange traded funds: leverage and liquidity. APPLIED ECONOMICS. 50.Full Text via DOI: 10.1080/00036846.2018.1441510 Web of Science: 000435001900006
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2018Sell-Side Financial Analysts and the CFA (R) Program. FINANCIAL ANALYSTS JOURNAL. 74.Web of Science: 000432231700010
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2018The economics of corporate lobbying. JOURNAL OF CORPORATE FINANCE. 49:54-80.Web of Science: 000429397400004
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2018Understanding spread in the electronic futures markets: financial crisis perspective. APPLIED ECONOMICS. 50:2243-2250.Full Text via DOI: 10.1080/00036846.2017.1394972 Web of Science: 000423810000004
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2017Major Currency ETFs and Their Associated Spot and Futures Rates. REVIEW OF PACIFIC BASIN FINANCIAL MARKETS AND POLICIES. 20.Full Text via DOI: 10.1142/S0219091517500266 Web of Science: 000414445000005
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2017Probable Maximum Loss for the Florida Public Hurricane Loss Model: Comparison. ASCE-ASME JOURNAL OF RISK AND UNCERTAINTY IN ENGINEERING SYSTEMS PART A-CIVIL ENGINEERING. 3.Full Text via DOI: 10.1061/AJRUA6.0000913 Web of Science: 000423145500004
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2017Cash holdings and the bargaining power of R&D-intensive targets. REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING. 49.Full Text via DOI: 10.1007/s11156-016-0611-z Web of Science: 000412919300001
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2017Currency volatility and bid-ask spreads of ADRs and local shares. GLOBAL FINANCE JOURNAL. 34.Full Text via DOI: 10.1016/j.gfj.2016.07.002 Web of Science: 000416271700005
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2017Distribution Fits for Various Parameters in the Florida Public Hurricane Loss Model. JOURNAL OF MODERN APPLIED STATISTICAL METHODS. 16.Full Text via DOI: 10.22237/jmasm/1493598480 Web of Science: 000411571000028
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2017The evolution and future of the BRICS: Unbundling politics from economics. GLOBAL FINANCE JOURNAL. 32.Full Text via DOI: 10.1016/j.gfj.2017.03.002 Web of Science: 000404685700001
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2017
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2017Expanding the Explanations for the Return-Volatility Relation. JOURNAL OF FUTURES MARKETS. 37:689-716.Full Text via DOI: 10.1002/fut.21827 Web of Science: 000403011600003
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2017Firm network structure and innovation. JOURNAL OF CORPORATE FINANCE. 44:193-214.Full Text via DOI: 10.1016/j.jcorpfin.2017.03.009 Web of Science: 000404697500010
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2017Inflation Illusion, Expertise and Commercial Real Estate. JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS. 55:345-369.Full Text via DOI: 10.1007/s11146-016-9587-7 Web of Science: 000409979000004
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2017Inside directors, risk aversion, and firm performance. REVIEW OF FINANCIAL ECONOMICS. 32.Full Text via DOI: 10.1016/j.rfe.2016.12.001 Web of Science: 000396417700006
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2017Political environment, financial intermediation costs, and financing patterns. JOURNAL OF CORPORATE FINANCE. 44:167-192.Full Text via DOI: 10.1016/j.jcorpfin.2017.03.007 Web of Science: 000404697500009
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2017The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover*. REVIEW OF FINANCE. 21:153-200.Full Text via DOI: 10.1093/rof/rfw008 Web of Science: 000397090100006
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2017The effect of TARP on the propagation of real estate shocks: Evidence from geographically diversified banks. JOURNAL OF BANKING & FINANCE. 83:173-192.Full Text via DOI: 10.1016/j.jbankfin.2016.12.009 Web of Science: 000411305200011
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2017The effect of holding company affiliation on bank risk and the 2008 financial crisis. STUDIES IN ECONOMICS AND FINANCE. 34.Full Text via DOI: 10.1108/SEF-05-2016-0104 Web of Science: 000396552800006
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2016Non-Science Major Undergraduate Students' High School Science Experiences: An Exploratory Case Study. QUALITATIVE REPORT. 21.Web of Science: 000391379600002
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2016Gender Diversity in Compensation Committees. JOURNAL OF ACCOUNTING AUDITING AND FINANCE. 31.Full Text via DOI: 10.1177/0148558X16655704 Web of Science: 000384332300001
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2016The Tax Exemption to Subchapter S Banks: Who Gets the Benefit?. FINANCIAL REVIEW. 51.Full Text via DOI: 10.1111/fire.12107 Web of Science: 000388372700002
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2016Do banks actively manage their liquidity?. JOURNAL OF BANKING & FINANCE. 66:143-161.Full Text via DOI: 10.1016/j.jbankfin.2015.11.013 Web of Science: 000375499900010
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2016Hurricane vulnerability model for mid/high-rise residential buildings. WIND AND STRUCTURES. 23:449-464.Full Text via DOI: 10.12989/was.2016.23.5.449 Web of Science: 000391263500004
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2016The Determinants and Performance Impact of Outside Board Leadership. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS. 51:1325-1358.Full Text via DOI: 10.1017/S0022109016000570 Web of Science: 000388336800009
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2016The Implied Convexity of VIX Futures. JOURNAL OF DERIVATIVES. 23:73-90.Full Text via DOI: 10.3905/jod.2016.23.3.073 Web of Science: 000371197300006
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2015Bank capital management: International evidence. JOURNAL OF FINANCIAL INTERMEDIATION. 24:154-177.Full Text via DOI: 10.1016/j.jfi.2014.11.005 Web of Science: 000353850300002
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2015Capital Structure Decisions around the World: Which Factors Are Reliably Important?. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS. 50:301-323.Full Text via DOI: 10.1017/S0022109014000660 Web of Science: 000359788000002
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2015Innovation efficiency, global diversification, and firm value. JOURNAL OF CORPORATE FINANCE. 30:278-298.Full Text via DOI: 10.1016/j.jcorpfin.2014.12.009 Web of Science: 000350076500016
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2015Interest Rates and Credit Spread Dynamics. JOURNAL OF DERIVATIVES. 23:25-39.Full Text via DOI: 10.3905/jod.2015.23.1.025 Web of Science: 000361111200003
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2015Long-Term Evidence on the Effect of Aggregate Earnings on Prices. FINANCIAL MANAGEMENT. 44:323-351.Full Text via DOI: 10.1111/fima.12063 Web of Science: 000355656800004
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2015The Shocks in the Interbank Market: An Analysis of China and the US. ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES. 44:877-898.Full Text via DOI: 10.1111/ajfs.12116 Web of Science: 000368861900003
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2014Capital structure, equity mispricing, and stock repurchases. JOURNAL OF CORPORATE FINANCE. 26:182-200.Full Text via DOI: 10.1016/j.jcorpfin.2014.03.007 Web of Science: 000336702800010
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2014Cost-and-Benefit Evaluation of Windstorm Damage Mitigation Techniques in Florida. NATURAL HAZARDS REVIEW. 15:150-157.Full Text via DOI: 10.1061/(ASCE)NH.1527-6996.0000122 Web of Science: 000334348800007
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2014Intraday Trading and Bid-Ask Spread Characteristics for SPX and SPY Options. JOURNAL OF DERIVATIVES. 21:70-84.Full Text via DOI: 10.3905/jod.2014.21.3.070 Web of Science: 000339782000005
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2014Performance Chasing, Fund Flows and Fund Size in Real Estate Mutual Funds. JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS. 49:379-412.Full Text via DOI: 10.1007/s11146-013-9444-x Web of Science: 000341750400004
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2014The intertemporal risk-return relation: A bivariate model approach. JOURNAL OF FINANCIAL MARKETS. 18:158-181.Full Text via DOI: 10.1016/j.finmar.2013.02.002 Web of Science: 000333376600007
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2013Dividends, Values and Agency Costs in REITs. JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS. 46:91-114.Full Text via DOI: 10.1007/s11146-011-9314-3 Web of Science: 000313063000004
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2013Equity issues and aggregate market returns under information asymmetry. QUANTITATIVE FINANCE. 13:281-300.Full Text via DOI: 10.1080/14697688.2012.717178 Web of Science: 000314162100013
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2013Hurricane vulnerability modeling: Development and future trends. JOURNAL OF WIND ENGINEERING AND INDUSTRIAL AERODYNAMICS. 114:96-105.Full Text via DOI: 10.1016/j.jweia.2012.12.004 Web of Science: 000315836600010
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2013Market reactions to appointment of audit committee directors post-SOX: A note. JOURNAL OF ACCOUNTING AND PUBLIC POLICY. 32:84-89.Full Text via DOI: 10.1016/j.jaccpubpol.2012.10.004 Web of Science: 000314322000005
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2012Arbitrage-free self-organizing markets with GARCH properties: Generating them in the lab with a lattice model. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. 391:4350-4363.Full Text via DOI: 10.1016/j.physa.2012.04.017 Web of Science: 000306254700009
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2012Assessment of hurricane-induced internal damage to low-rise buildings in the Florida Public Hurricane Loss Model. JOURNAL OF WIND ENGINEERING AND INDUSTRIAL AERODYNAMICS. 104:76-87.Full Text via DOI: 10.1016/j.jweia.2012.03.023 Web of Science: 000307609200009
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2012Can Diversification be Learned?. JOURNAL OF BEHAVIORAL FINANCE. 13:38-50.Full Text via DOI: 10.1080/15427560.2012.654547 Web of Science: 000304853600005
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2012Cross-listing and subsequent delisting in foreign markets. JOURNAL OF EMPIRICAL FINANCE. 19:200-216.Full Text via DOI: 10.1016/j.jempfin.2011.11.005 Web of Science: 000302038200002
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2012Do Finance Professors Invest Like Everyone Else?. FINANCIAL ANALYSTS JOURNAL. 68:95-105.Full Text via DOI: 10.2469/faj.v68.n5.1 Web of Science: 000309575200011
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2012Equity Mispricing and Leverage Adjustment Costs. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS. 47:589-616.Full Text via DOI: 10.1017/S0022109012000051 Web of Science: 000308256500005
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2012Leverage Expectations and Bond Credit Spreads. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS. 47:689-714.Full Text via DOI: 10.1017/S0022109012000300 Web of Science: 000310179000001
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2012REIT Stock Prices with Inflation Hedging and Illusion. JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS. 45:262-287.Full Text via DOI: 10.1007/s11146-010-9259-y Web of Science: 000305403000013
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2012The Role of Financial Education in the Management of Retirement Savings. JOURNAL OF BEHAVIORAL FINANCE. 13:299-307.Full Text via DOI: 10.1080/15427560.2012.735727 Web of Science: 000311941700005
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2011A SIMPLIFIED PRICING MODEL FOR VOLATILITY FUTURES. JOURNAL OF FUTURES MARKETS. 31:307-339.Full Text via DOI: 10.1002/fut.20471 Web of Science: 000287223600001
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2011Are better governed funds better monitors?. JOURNAL OF CORPORATE FINANCE. 17:1254-1271.Full Text via DOI: 10.1016/j.jcorpfin.2011.06.008 Web of Science: 000297887700003
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2011Catastrophe Model-Based Assessment of Hurricane Risk and Estimates of Potential Insured Losses for the State of Florida. NATURAL HAZARDS REVIEW. 12:171-176.Full Text via DOI: 10.1061/(ASCE)NH.1527-6996.0000050 Web of Science: 000298249400004
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2011Damage Characterization: Application to Florida Public Hurricane Loss Model. NATURAL HAZARDS REVIEW. 12:190-195.Full Text via DOI: 10.1061/(ASCE)NH.1527-6996.0000051 Web of Science: 000298249400007
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2011Replicating financial market dynamics with a simple self-organized critical lattice model. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. 390:3120-3135.Full Text via DOI: 10.1016/j.physa.2011.04.017 Web of Science: 000292471200007
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2010Aggregate insider trading: Contrarian beliefs or superior information?. JOURNAL OF BANKING & FINANCE. 34:1225-1236.Full Text via DOI: 10.1016/j.jbankfin.2009.11.016 Web of Science: 000277673100010
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2010Gauge invariant lattice quantum field theory: Implications for statistical properties of high frequency financial markets. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. 389:107-116.Full Text via DOI: 10.1016/j.physa.2009.09.002 Web of Science: 000271685900013
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2009An Empirical Investigation of the Campbell-Cochrane Habit Utility Model. JOURNAL OF BUSINESS FINANCE & ACCOUNTING. 36:774-791.Full Text via DOI: 10.1111/j.1468-5957.2009.02134.x Web of Science: 000268100300010
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2009Asset pricing with incomplete information and fat tails. JOURNAL OF ECONOMIC DYNAMICS & CONTROL. 33:1314-1331.Full Text via DOI: 10.1016/j.jedc.2009.01.002 Web of Science: 000266211500009
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2009Florida public hurricane loss model: Research in multi-disciplinary system integration assisting government policy making. GOVERNMENT INFORMATION QUARTERLY. 26:285-294.Full Text via DOI: 10.1016/j.giq.2008.12.004 Web of Science: 000265228500007
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2009Spread behavior around board meetings for firms with concentrated insider ownership. JOURNAL OF FINANCIAL MARKETS. 12:592-610.Full Text via DOI: 10.1016/j.finmar.2009.04.001 Web of Science: 000271070400003
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2008A behavioral explanation for the negative asymmetric return-volatility relation. JOURNAL OF BANKING & FINANCE. 32:2254-2266.Full Text via DOI: 10.1016/j.jbankfin.2007.12.046 Web of Science: 000259909400022
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2008Auditor Tenure and Shareholder Ratification of the Auditor. ACCOUNTING HORIZONS. 22:297-314.Full Text via DOI: 10.2308/acch.2008.22.3.297 Web of Science: 000260019900003
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2008Validation of a probabilistic model for hurricane insurance loss projections in Florida. RELIABILITY ENGINEERING & SYSTEM SAFETY. 93:1896-1905.Full Text via DOI: 10.1016/j.ress.2008.03.017 Web of Science: 000260203100015
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2008Voluntary disclosure and its impact on share prices: Evidence from the UK biotechnology sector. JOURNAL OF ACCOUNTING AND PUBLIC POLICY. 27:195-216.Full Text via DOI: 10.1016/j.jaccpubpol.2008.02.001 Web of Science: 000261771500001
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2007Intrinsic bubbles and fat tails in stock prices: A note. MACROECONOMIC DYNAMICS. 11:405-422.Full Text via DOI: 10.1017/S1365100507060178 Web of Science: 000246372400006
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2007Skewness preference and the measurement of abnormal returns. APPLIED ECONOMICS. 39.Full Text via DOI: 10.1080/00036840500439077 Web of Science: 000246579100030
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2007The impact of fat tails on equilibrium rates of return and term premia. JOURNAL OF ECONOMIC DYNAMICS & CONTROL. 31:887-905.Full Text via DOI: 10.1016/j.jedc.2006.03.001 Web of Science: 000244552400007
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2007Types of nonaudit fees and financial reporting quality. AUDITING-A JOURNAL OF PRACTICE & THEORY. 26:133-145.Full Text via DOI: 10.2308/aud.2007.26.1.133 Web of Science: 000248817000007
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2006Information content of cross-sectional option prices: A comparison of alternative currency option pricing models on the Japanese Yen. JOURNAL OF FUTURES MARKETS. 26:33-59.Full Text via DOI: 10.1002/fut.20177 Web of Science: 000233677400002
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2006Persistence of volatility in futures markets. JOURNAL OF FUTURES MARKETS. 26:571-594.Full Text via DOI: 10.1002/fut.20210 Web of Science: 000237212900003
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2005Do investors' perceptions vary with types of nonaudit fees? Evidence from auditor ratification voting. AUDITING-A JOURNAL OF PRACTICE & THEORY. 24:9-25.Full Text via DOI: 10.2308/aud.2005.24.2.9 Web of Science: 000234632400001
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2005State of Florida hurricane loss projection model: Atmospheric science component. JOURNAL OF WIND ENGINEERING AND INDUSTRIAL AERODYNAMICS. 93:651-674.Full Text via DOI: 10.1016/j.jweia.2005.05.008 Web of Science: 000232861800004
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2004Hurricane damage prediction model for residential structures. JOURNAL OF STRUCTURAL ENGINEERING. 130.Full Text via DOI: 10.1061/(ASCE)0733-9445(2004)130:11(1685) Web of Science: 000225007100006
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2004Measures of organizational effectiveness: private and public sector performance. OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE. 32.Full Text via DOI: 10.1016/j.omega.2003.11.002 Web of Science: 000221140600004
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2004A Web-based distributed system for hurricane occurrence projection. SOFTWARE-PRACTICE & EXPERIENCE. 34.Full Text via DOI: 10.1002/spe.580 Web of Science: 000221206600002
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2004Success and failure - in Web-based financial services. COMMUNICATIONS OF THE ACM. 47.Full Text via DOI: 10.1145/986213.986233 Web of Science: 000221068100012
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1997Predicting spot exchange rates in a nonlinear estimation framework using futures prices. JOURNAL OF FUTURES MARKETS. 17.Full Text via DOI: 10.1002/(SICI)1096-9934(199712)17:8<935::AID-FUT5>3.0.CO;2-M Web of Science: A1997YH39600005
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1996Marginal risk aversion and preferences in a betting market. APPLIED ECONOMICS. 28.Full Text via DOI: 10.1080/000368496328740 Web of Science: A1996UB21900011
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1996Immunization using principal component analysis - An immunization strategy based upon historical term structure shifts.. JOURNAL OF PORTFOLIO MANAGEMENT. 23.Full Text via DOI: 10.3905/jpm.1996.409574 Web of Science: 000169017500011
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2020Guest editorial. MANAGERIAL FINANCE. 709-713.Full Text via DOI: 10.1108/MF-06-2020-641 Web of Science: 000567557200001
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2017Spicing Up a Portfolio with Commodity Futures: Still a Good Recipe?. JOURNAL OF ALTERNATIVE INVESTMENTS.Full Text via DOI: 10.3905/jai.2017.19.4.008 Web of Science: 000412644500002
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2013Do Finance Professors Invest Like Everyone Else?: Author Response. FINANCIAL ANALYSTS JOURNAL. 16-17.Web of Science: 000317375500005
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2016A Scalable and Automatic Validation Process for Florida Public Hurricane Loss Model. PROCEEDINGS OF 2016 IEEE 17TH INTERNATIONAL CONFERENCE ON INFORMATION REUSE AND INTEGRATION (IEEE IRI). 324-331.Full Text via DOI: 10.1109/IRI.2016.50 Web of Science: 000391397100041
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2016Domain Knowledge Assisted Data Processing for Florida Public Hurricane Loss Model. PROCEEDINGS OF 2016 IEEE 17TH INTERNATIONAL CONFERENCE ON INFORMATION REUSE AND INTEGRATION (IEEE IRI). 441-447.Full Text via DOI: 10.1109/IRI.2016.65 Web of Science: 000391397100056
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2015Integrated Execution Framework for Catastrophe Modeling. 2010 IEEE FOURTH INTERNATIONAL CONFERENCE ON SEMANTIC COMPUTING (ICSC 2010). 201-207.Web of Science: 000380479200037
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2014A Web-Based Task-Tracking Collaboration System for the Florida Public Hurricane Loss Model. 2014 INTERNATIONAL CONFERENCE ON COLLABORATIVE COMPUTING: NETWORKING, APPLICATIONS AND WORKSHARING (COLLABORATECOM). 304-311.Full Text via DOI: 10.4108/icst.collaboratecom.2014.257662 Web of Science: 000380476700033
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2012Management of hurricane risk in Florida. ADVANCES IN SAFETY, RELIABILITY AND RISK MANAGEMENT. 2961-2968.Web of Science: 000392426504060
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2011Assessment of hurricane risk and estimates of insured losses using catastrophe modeling. APPLICATIONS OF STATISTICS AND PROBABILITY IN CIVIL ENGINEERING. 1645-1648.Web of Science: 000392245603017
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2011Challenges in developing the Florida public hurricane loss model for personal residential and commercial residential structures. APPLICATIONS OF STATISTICS AND PROBABILITY IN CIVIL ENGINEERING.Web of Science: 000392245603015
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2010BERTOS MANUFACTURING CORPORATION: EVALUATING MARKETS TO INVEST ABROAD. 3RD ANNUAL EUROMED CONFERENCE OF THE EUROMED ACADEMY OF BUSINESS: BUSINESS DEVELOPMENTS ACROSS COUNTRIES AND CULTURES.Web of Science: 000299120600060
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2006Modeling Methodology for component reuse and system integration for hurricane loss projection application. IRI 2006: PROCEEDINGS OF THE 2006 IEEE INTERNATIONAL CONFERENCE ON INFORMATION REUSE AND INTEGRATION. 57-+.Web of Science: 000242108800011
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2006Validation of a probabilistic model for hurricane insurance loss projections in Florida. SAFETY AND RELIABILITY FOR MANAGING RISK, VOLS 1-3. 1377-+.Web of Science: 000241891401070
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2005Second generation wavelet transforms of yield curve shifts. Proceedings of the 8th Joint Conference on Information Sciences, Vols 1-3.Web of Science: 000233670801083
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2004A reliable web-based system for hurricane analysis and simulation. 2004 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN & CYBERNETICS, VOLS 1-7.Web of Science: 000226863300878
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2003A three-tier system architecture design and development for hurricane occurrence simulation. ITRE2003: INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY: RESEARCH AND EDUCATION.Full Text via DOI: 10.1109/ITRE.2003.1270584 Web of Science: 000189045900024
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2003Information reuse and system integration in the development of a hurricane simulation system. PROCEEDINGS OF THE 2003 IEEE INTERNATIONAL CONFERENCE ON INFORMATION REUSE AND INTEGRATION.Full Text via DOI: 10.1109/IRI.2003.1251462 Web of Science: 000189158700074
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2020Cryptocurrency, a successful application of blockchain technology. MANAGERIAL FINANCE. 715-733.Full Text via DOI: 10.1108/MF-09-2018-0451 Web of Science: 000567557200002
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2020ICOs, the next generation of IPOs. MANAGERIAL FINANCE. 761-783.Full Text via DOI: 10.1108/MF-10-2018-0472 Web of Science: 000567557200005
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2017Electronic finance - recent developments. MANAGERIAL FINANCE.Full Text via DOI: 10.1108/MF-02-2017-0028 Web of Science: 000402937700006
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