Experts and Thought Leaders in Finance

Thomai Serdari

Professor of Marketing and Branding
Most Relevant Research Interests
Finance
Other Research Interests (6)
marketing
luxury marketing
entrepreneurship
fashion
creative industries
And 1 more
About
Thomai Serdari, Ph.D. is a strategist in luxury marketing and branding. She helps clients launch, grow, and successfully manage luxury brands. She is an expert on luxury and actively studies, values, and reports on companies or funds that operate and invest within the luxury goods market. Prof. Serdari has been teaching at New York University since 2004 and at Stern since 2012. She developed the core courses for the Luxury Marketing specialization among others and became Academic Director of the Fashion & Luxury MBA in 2019. Originally trained as an architect at the National Technical University of Athens, Prof. Serdari received her doctorate in Art History & Archaeology from the Institute of Fine Arts, New York University in 2005. She also holds an MBA from the Leonard N. Stern School of Business, New York University, with a specialization in corporate and quantitative finance (2009).
Most Relevant Publications (2+)

22 total publications

The role of cultural innovation in the success of luxury startups

Strategic Change / May 01, 2022

Serdari, T. (2022). The role of cultural innovation in the success of luxury startups. Strategic Change, 31(3), 275–283. Portico. https://doi.org/10.1002/jsc.2497

The role of cultural innovation in the success of luxury startups

Strategic Change / May 01, 2022

Serdari, T. (2022). The role of cultural innovation in the success of luxury startups. Strategic Change, 31(3), 275–283. Portico. https://doi.org/10.1002/jsc.2497

Scott Baker

Professor of Finance - Kellogg School of Management
Most Relevant Research Interests
Finance
General Economics, Econometrics and Finance
Accounting
Other Research Interests (7)
Household Finance
Public Finance
Macroeconomics
Economics and Econometrics
Social Sciences (miscellaneous)
And 2 more
About
Ryan Baker is a professor of economics at Northwestern University. He received his PhD in economics from Stanford University in 2014 and his BA in economics from the University of California, Berkeley in 2007.
Most Relevant Publications (8+)

35 total publications

The Unprecedented Stock Market Reaction to COVID-19

The Review of Asset Pricing Studies / Jul 18, 2020

Baker, S. R., Bloom, N., Davis, S. J., Kost, K., Sammon, M., & Viratyosin, T. (2020). The Unprecedented Stock Market Reaction to COVID-19. The Review of Asset Pricing Studies, 10(4), 742–758. https://doi.org/10.1093/rapstu/raaa008

How Does Household Spending Respond to an Epidemic? Consumption during the 2020 COVID-19 Pandemic

The Review of Asset Pricing Studies / Jul 21, 2020

Baker, S. R., Farrokhnia, R. A., Meyer, S., Pagel, M., & Yannelis, C. (2020). How Does Household Spending Respond to an Epidemic? Consumption during the 2020 COVID-19 Pandemic. The Review of Asset Pricing Studies, 10(4), 834–862. https://doi.org/10.1093/rapstu/raaa009

Economic uncertainty before and during the COVID-19 pandemic

Journal of Public Economics / Nov 01, 2020

Altig, D., Baker, S., Barrero, J. M., Bloom, N., Bunn, P., Chen, S., Davis, S. J., Leather, J., Meyer, B., Mihaylov, E., Mizen, P., Parker, N., Renault, T., Smietanka, P., & Thwaites, G. (2020). Economic uncertainty before and during the COVID-19 pandemic. Journal of Public Economics, 191, 104274. https://doi.org/10.1016/j.jpubeco.2020.104274

Shopping for Lower Sales Tax Rates

American Economic Journal: Macroeconomics / Jul 01, 2021

Baker, S. R., Johnson, S., & Kueng, L. (2021). Shopping for Lower Sales Tax Rates. American Economic Journal: Macroeconomics, 13(3), 209–250. https://doi.org/10.1257/mac.20190026

Consumption Imputation Errors in Administrative Data

The Review of Financial Studies / Aug 17, 2021

Baker, S. R., Kueng, L., Meyer, S., & Pagel, M. (2021). Consumption Imputation Errors in Administrative Data. The Review of Financial Studies, 35(6), 3021–3059. https://doi.org/10.1093/rfs/hhab087

Do Household Finances Constrain Unconventional Fiscal Policy?

Tax Policy and the Economy / Jun 01, 2019

Baker, S. R., Kueng, L., McGranahan, L., & Melzer, B. T. (2019). Do Household Finances Constrain Unconventional Fiscal Policy? Tax Policy and the Economy, 33, 1–32. https://doi.org/10.1086/703225

State-level economic policy uncertainty

Journal of Monetary Economics / Nov 01, 2022

Baker, S. R., Davis, S. J., & Levy, J. A. (2022). State-level economic policy uncertainty. Journal of Monetary Economics, 132, 81–99. https://doi.org/10.1016/j.jmoneco.2022.08.004

Income Fluctuations and Firm Choice

Journal of Financial and Quantitative Analysis / Jul 06, 2020

Baker, S. R., Baugh, B., & Kueng, L. (2020). Income Fluctuations and Firm Choice. Journal of Financial and Quantitative Analysis, 56(6), 2208–2236. https://doi.org/10.1017/s0022109020000526

Adrienne Lucas

Professsor and Department Chair of Economics, University of Delaware | Research Associate, NBER
Most Relevant Research Interests
General Economics, Econometrics and Finance
Economics, Econometrics and Finance (miscellaneous)
Other Research Interests (16)
Development/Education/Health Economist
Public Administration
Sociology and Political Science
General Business, Management and Accounting
Economics and Econometrics
And 11 more
About
Adrienne Lucas is a professor of economics in the Alfred Lerner College of Business and Economics at the University of Delaware, a research associate of the National Bureau of Economic Research (NBER), a faculty affiliate of the Abdul Latif Jameel Poverty Action Lab (J-PAL), non-resident fellow at the Center for Global Development (CGD) and a research network member of Innovations for Poverty Action (IPA). She is a development economist specializing in the economics of education and disease. Her current research focuses on the importance of information in school choice decisions, using existing school system personnel and resources to increase student learning, and external validity across contexts. Lucas has published research on malaria, free primary education, HIV/AIDS, secondary school choice, the return to school quality, teacher incentives and improving early primary school literacy. Prior to joining the University of Delaware, she was an assistant professor of economics at Wellesley College. She received her Ph.D. and A.M. in economics from Brown University and her B.A. in economics from Wesleyan University. Watch Professor Lucas explain her work on the [intergenerational effects of HIV](https://www.youtube.com/watch?v=EBN9zwltOYQ), [improving student learning in existing schooling systems](https://vimeo.com/444330814) and the importance of [school leaders](https://www.youtube.com/watch?v=bSZNzRoS-Ms).
Most Relevant Publications (5+)

25 total publications

Malaria Eradication and Educational Attainment: Evidence from Paraguay and Sri Lanka

American Economic Journal: Applied Economics / Apr 01, 2010

Lucas, A. M. (2010). Malaria Eradication and Educational Attainment: Evidence from Paraguay and Sri Lanka. American Economic Journal: Applied Economics, 2(2), 46–71. https://doi.org/10.1257/app.2.2.46

Access, Sorting, and Achievement: The Short-Run Effects of Free Primary Education in Kenya

American Economic Journal: Applied Economics / Oct 01, 2012

Lucas, A. M., & Mbiti, I. M. (2012). Access, Sorting, and Achievement: The Short-Run Effects of Free Primary Education in Kenya. American Economic Journal: Applied Economics, 4(4), 226–253. https://doi.org/10.1257/app.4.4.226

Effects of School Quality on Student Achievement: Discontinuity Evidence from Kenya

American Economic Journal: Applied Economics / Jul 01, 2014

Lucas, A. M., & Mbiti, I. M. (2014). Effects of School Quality on Student Achievement: Discontinuity Evidence from Kenya. American Economic Journal: Applied Economics, 6(3), 234–263. https://doi.org/10.1257/app.6.3.234

Engaging Teachers with Technology Increased Achievement, Bypassing Teachers Did Not

American Economic Journal: Economic Policy / May 01, 2022

Beg, S., Halim, W., Lucas, A. M., & Saif, U. (2022). Engaging Teachers with Technology Increased Achievement, Bypassing Teachers Did Not. American Economic Journal: Economic Policy, 14(2), 61–90. https://doi.org/10.1257/pol.20200713

Can At-Scale Drug Provision Improve the Health of the Targeted in Sub-Saharan Africa?

American Journal of Health Economics / Aug 01, 2018

Lucas, A. M., & Wilson, N. L. (2018). Can At-Scale Drug Provision Improve the Health of the Targeted in Sub-Saharan Africa? American Journal of Health Economics, 4(3), 358–382. https://doi.org/10.1162/ajhe_a_00105

Denise Breaux Soignet

Fayetteville, Arkansas, United States of America
I am an experienced researcher, teacher, author, management consultant, and center director. My work centers on helping current and future business leaders learn to tackle some of the most pressing interpersonal challenges—and some of the most exciting human opportunities—in today’s workplace.
Most Relevant Research Interests
Finance
Other Research Interests (10)
Management of Technology and Innovation
Strategy and Management
General Business, Management and Accounting
Organizational Behavior and Human Resource Management
Applied Psychology
And 5 more
About
I've spent over a decade researching, writing, consulting, and teaching about interpersonal relationships, human interactions, and people-problems in organizations. My early academic work centered on work stress, organizational politics, and dysfunctional leadership, and through the years I've broadened my focus to explore a wider range of human issues in the workplace. My passion for understanding and repairing interpersonal issues led to my current role as Director of the Tyson Center for Faith-Friendly Workplaces, a center dedicated to increasing religious tolerance, interfaith understanding, and acceptance of religious diversity in the workplace.
Most Relevant Publications (1+)

9 total publications

Politics as a Moderator of the Accountability—Job Satisfaction Relationship: Evidence Across Three Studies

Journal of Management / Feb 05, 2008

Breaux, D. M., Munyon, T. P., Hochwarter, W. A., & Ferris, G. R. (2008). Politics as a Moderator of the Accountability—Job Satisfaction Relationship: Evidence Across Three Studies. Journal of Management, 35(2), 307–326. https://doi.org/10.1177/0149206308318621

Christos Makridis

Nashville, TN
Web3 and Labor Economist in Academia, Entrepreneurship, and Policy
Most Relevant Research Interests
Finance
Accounting
Other Research Interests (19)
Economics and Econometrics
Pharmacology (medical)
Law
Organizational Behavior and Human Resource Management
Strategy and Management
And 14 more
About
Christos A. Makridis holds academic appointments at Columbia Business School, Stanford University, Baylor University, University of Nicosia, and Arizona State University. He is also an adjunct scholar at the Manhattan Institute, senior adviser at Gallup, and senior adviser at the National AI Institute in the Department of Veterans Affairs. Christos is the CEO/co-founder of [Dainamic](https://www.dainamic.ai/), a technology startup working to democratize the use and application of data science and AI techniques for small and mid sized organizations, and CTO/co-founder of [Living Opera](https://www.livingopera.org/), a web3 startup working to bridge classical music and blockchain technologies. Christos previously served on the White House Council of Economic Advisers managing the cybersecurity, technology, and space activities, as a Non-resident Fellow at the Cyber Security Project in the Harvard Kennedy School of Government, as a Digital Fellow at the Initiative at the Digital Economy in the MIT Sloan School of Management, a a Non-resident Research Scientist at Datacamp, and as a Visiting Fellow at the Foundation for Defense of Democracies. Christos’ primary academic research focuses on labor economics, the digital economy, and personal finance and well-being. He has published over 70 peer-reviewed research papers in academic journals and over 170 news articles in the press. Christos earned a Bachelor’s in Economics and Minor in Mathematics at Arizona State University, as well a dual Masters and PhDs in Economics and Management Science & Engineering at Stanford University.
Most Relevant Publications (5+)

25 total publications

Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms

Journal of Behavioral and Experimental Finance / Jul 01, 2022

Makridis, C. A., & Schloetzer, J. D. (2022). Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms. Journal of Behavioral and Experimental Finance, 100710. https://doi.org/10.1016/j.jbef.2022.100710

The Distribution of Nonwage Benefits: Maternity Benefits and Gender Diversity

The Review of Financial Studies / Jun 22, 2022

Liu, T., Makridis, C. A., Ouimet, P., & Simintzi, E. (2022). The Distribution of Nonwage Benefits: Maternity Benefits and Gender Diversity. The Review of Financial Studies. https://doi.org/10.1093/rfs/hhac039

Did the paycheck protection program hit the target?

Journal of Financial Economics / Sep 01, 2022

Granja, J., Makridis, C., Yannelis, C., & Zwick, E. (2022). Did the paycheck protection program hit the target? Journal of Financial Economics, 145(3), 725–761. https://doi.org/10.1016/j.jfineco.2022.05.006

Structural transformation and the rise of information technology

Journal of Monetary Economics / Aug 01, 2018

Gallipoli, G., & Makridis, C. A. (2018). Structural transformation and the rise of information technology. Journal of Monetary Economics, 97, 91–110. https://doi.org/10.1016/j.jmoneco.2018.05.005

Validating RefUSA micro-data with the Longitudinal Employer-Household Dynamics Data

Economics Letters / Mar 01, 2017

Makridis, C. A., & Ohlrogge, M. (2017). Validating RefUSA micro-data with the Longitudinal Employer-Household Dynamics Data. Economics Letters, 152, 83–87. https://doi.org/10.1016/j.econlet.2017.01.001

Denada Ibrushi

ESG Focused Associate Professor at St. Mary's University
Most Relevant Research Interests
Finance
Accounting
Other Research Interests (1)
Economics and Econometrics
About
Denada Ibrushi, Ph.D., is an Associate Professor of Finance at the Greehey School of Business at St. Mary’s University. Ibrushi’s research interests span the fields of empirical asset pricing, financial econometrics, and ESG investing. She has presented her work at multiple international conferences. Ibrushi is a design thinker and has attended the Teaching and Learning Studio Summer 2022 at Stanford University.
Most Relevant Publications (3+)

3 total publications

Time Variation in Cash Flows and Discount Rates

Journal of Financial Econometrics / Jun 07, 2022

Cenesizoglu, T., & Ibrushi, D. (2022). Time Variation in Cash Flows and Discount Rates. Journal of Financial Econometrics. https://doi.org/10.1093/jjfinec/nbac016

Reconsidering systematic factors during the Covid-19 pandemic – The rising importance of ESG

Finance Research Letters / Jan 01, 2021

Díaz, V., Ibrushi, D., & Zhao, J. (2021). Reconsidering systematic factors during the Covid-19 pandemic – The rising importance of ESG. Finance Research Letters, 38, 101870. https://doi.org/10.1016/j.frl.2020.101870

PREDICTING SYSTEMATIC RISK WITH MACROECONOMIC AND FINANCIAL VARIABLES

Journal of Financial Research / Aug 01, 2020

Cenesizoglu, T., & Ibrushi, D. (2020). PREDICTING SYSTEMATIC RISK WITH MACROECONOMIC AND FINANCIAL VARIABLES. Journal of Financial Research, 43(3), 649–673. Portico. https://doi.org/10.1111/jfir.12221

Ayako Yasuda

Professor of Finance, University of California, Davis
Most Relevant Research Interests
Asset Management
Finance
Accounting
General Economics, Econometrics and Finance
Other Research Interests (10)
Private Equity/Venture Capital
Sustainable Finance
Entrepreneurship
Intermediation
Economics and Econometrics
And 5 more
Most Relevant Publications (11+)

20 total publications

The Economics of Private Equity Funds

Review of Financial Studies / Apr 22, 2010

Metrick, A., & Yasuda, A. (2010). The Economics of Private Equity Funds. Review of Financial Studies, 23(6), 2303–2341. https://doi.org/10.1093/rfs/hhq020

Impact investing

Journal of Financial Economics / Jan 01, 2021

Barber, B. M., Morse, A., & Yasuda, A. (2021). Impact investing. Journal of Financial Economics, 139(1), 162–185. https://doi.org/10.1016/j.jfineco.2020.07.008

The role of institutional investors in propagating the crisis of 2007–2008

Journal of Financial Economics / Jun 01, 2012

Manconi, A., Massa, M., & Yasuda, A. (2012). The role of institutional investors in propagating the crisis of 2007–2008. Journal of Financial Economics, 104(3), 491–518. https://doi.org/10.1016/j.jfineco.2011.05.011

Do Bank Relationships Affect the Firm's Underwriter Choice in the Corporate-Bond Underwriting Market?

The Journal of Finance / May 03, 2005

YASUDA, A. (2005). Do Bank Relationships Affect the Firm’s Underwriter Choice in the Corporate-Bond Underwriting Market? The Journal of Finance, 60(3), 1259–1292. Portico. https://doi.org/10.1111/j.1540-6261.2005.00761.x

The Effectiveness of Reputation as a Disciplinary Mechanism in Sell-Side Research

Review of Financial Studies / Jan 08, 2009

Fang, L., & Yasuda, A. (2009). The Effectiveness of Reputation as a Disciplinary Mechanism in Sell-Side Research. Review of Financial Studies, 22(9), 3735–3777. https://doi.org/10.1093/rfs/hhn116

Venture Capital and Other Private Equity: a Survey

European Financial Management / May 22, 2011

Metrick, A., & Yasuda, A. (2011). Venture Capital and Other Private Equity: a Survey. European Financial Management, 17(4), 619–654. https://doi.org/10.1111/j.1468-036x.2011.00606.x

Are Stars’ Opinions Worth More? The Relation Between Analyst Reputation and Recommendation Values

Journal of Financial Services Research / Oct 26, 2013

Fang, L. H., & Yasuda, A. (2013). Are Stars’ Opinions Worth More? The Relation Between Analyst Reputation and Recommendation Values. Journal of Financial Services Research, 46(3), 235–269. https://doi.org/10.1007/s10693-013-0178-y

Interim fund performance and fundraising in private equity

Journal of Financial Economics / Apr 01, 2017

Barber, B. M., & Yasuda, A. (2017). Interim fund performance and fundraising in private equity. Journal of Financial Economics, 124(1), 172–194. https://doi.org/10.1016/j.jfineco.2017.01.001

Supply uncertainty of the bond investor base and the leverage of the firm

Journal of Financial Economics / Oct 01, 2013

Massa, M., Yasuda, A., & Zhang, L. (2013). Supply uncertainty of the bond investor base and the leverage of the firm. Journal of Financial Economics, 110(1), 185–214. https://doi.org/10.1016/j.jfineco.2013.04.011

Bank relationships and underwriter competition: Evidence from Japan

Journal of Financial Economics / Nov 01, 2007

Yasuda, A. (2007). Bank relationships and underwriter competition: Evidence from Japan. Journal of Financial Economics, 86(2), 369–404. https://doi.org/10.1016/j.jfineco.2006.08.006

Private Company Valuations by Mutual Funds

Review of Finance / May 31, 2022

Agarwal, V., Barber, B., Cheng, S., Hameed, A., & Yasuda, A. (2022). Private Company Valuations by Mutual Funds. Review of Finance. https://doi.org/10.1093/rof/rfac037

Brian Bushee

Finance Professor at University of Pennsylvania
Most Relevant Research Interests
Finance
Accounting
General Economics, Econometrics and Finance
Other Research Interests (13)
Economics and Econometrics
Pharmacology (medical)
Business and International Management
Statistics, Probability and Uncertainty
Applied Mathematics
And 8 more
About
Brian Bushee is the Americus Brothers Professor of Accounting at the University of Pennsylvania. He is a Visiting Scholar at the University of Michigan and a Research Associate at the National Bureau of Economic Research. His research interests include the role of accounting information in capital markets, the effect of accounting disclosures on managerial incentives and resource allocation, and the economics of professional service firms. He has been published in the Journal of Accounting and Economics, the Journal of Accounting Research, and the Review of Accounting Studies, among other journals. He has been a consultant to the Securities and Exchange Commission and the Financial Accounting Standards Board.
Most Relevant Publications (27+)

46 total publications

Corporate Disclosure Practices, Institutional Investors, and Stock Return Volatility

Journal of Accounting Research / Jan 01, 2000

Bushee, B. J., & Noe, C. F. (2000). Corporate Disclosure Practices, Institutional Investors, and Stock Return Volatility. Journal of Accounting Research, 38, 171. https://doi.org/10.2307/2672914

Do Institutional Investors Prefer Near-Term Earnings over Long-Run Value?

Contemporary Accounting Research / Jun 01, 2001

BUSHEE, B. J. (2001). Do Institutional Investors Prefer Near-Term Earnings over Long-Run Value? Contemporary Accounting Research, 18(2), 207–246. https://doi.org/10.1506/j4gu-bhwh-8hme-le0x

Fundamental Analysis, Future Earnings, and Stock Prices

Journal of Accounting Research / Jan 01, 1997

Abarbanell, J. S., & Bushee, B. J. (1997). Fundamental Analysis, Future Earnings, and Stock Prices. Journal of Accounting Research, 35(1), 1. https://doi.org/10.2307/2491464

The Role of the Business Press as an Information Intermediary

Journal of Accounting Research / Jan 15, 2010

BUSHEE, B. J., CORE, J. E., GUAY, W., & HAMM, S. J. W. (2010). The Role of the Business Press as an Information Intermediary. Journal of Accounting Research, 48(1), 1–19. Portico. https://doi.org/10.1111/j.1475-679x.2009.00357.x

Economic consequences of SEC disclosure regulation: evidence from the OTC bulletin board

Journal of Accounting and Economics / Jun 01, 2005

Bushee, B. J., & Leuz, C. (2005). Economic consequences of SEC disclosure regulation: evidence from the OTC bulletin board. Journal of Accounting and Economics, 39(2), 233–264. https://doi.org/10.1016/j.jacceco.2004.04.002

Investor Relations, Firm Visibility, and Investor Following

The Accounting Review / Jan 01, 2012

Bushee, B. J., & Miller, G. S. (2012). Investor Relations, Firm Visibility, and Investor Following. The Accounting Review, 87(3), 867–897. https://doi.org/10.2308/accr-10211

Accounting Choice, Home Bias, and U.S. Investment in Non-U.S. Firms

Journal of Accounting Research / Dec 01, 2004

BRADSHAW, M. T., BUSHEE, B. J., & MILLER, G. S. (2004). Accounting Choice, Home Bias, and U.S. Investment in Non-U.S. Firms. Journal of Accounting Research, 42(5), 795–841. https://doi.org/10.1111/j.1475-679x.2004.00157.x

Open versus closed conference calls: the determinants and effects of broadening access to disclosure

Journal of Accounting and Economics / Jan 01, 2003

Bushee, B. J., Matsumoto, D. A., & Miller, G. S. (2003). Open versus closed conference calls: the determinants and effects of broadening access to disclosure. Journal of Accounting and Economics, 34(1–3), 149–180. https://doi.org/10.1016/s0165-4101(02)00073-3

Which Institutional Investors Trade Based on Private Information About Earnings and Returns?

Journal of Accounting Research / May 01, 2007

BUSHEE, B. J., & GOODMAN, T. H. (2007). Which Institutional Investors Trade Based on Private Information About Earnings and Returns? Journal of Accounting Research, 45(2), 289–321. https://doi.org/10.1111/j.1475-679x.2007.00234.x

Managerial and Investor Responses to Disclosure Regulation: The Case of Reg FD and Conference Calls

The Accounting Review / Jul 01, 2004

Bushee, B. J., Matsumoto, D. A., & Miller, G. S. (2004). Managerial and Investor Responses to Disclosure Regulation: The Case of Reg FD and Conference Calls. The Accounting Review, 79(3), 617–643. https://doi.org/10.2308/accr.2004.79.3.617

Linguistic Complexity in Firm Disclosures: Obfuscation or Information?

Journal of Accounting Research / Aug 23, 2017

BUSHEE, B. J., GOW, I. D., & TAYLOR, D. J. (2017). Linguistic Complexity in Firm Disclosures: Obfuscation or Information? Journal of Accounting Research, 56(1), 85–121. Portico. https://doi.org/10.1111/1475-679x.12179

Conference Presentations and the Disclosure Milieu

Journal of Accounting Research / Sep 19, 2011

BUSHEE, B. J., JUNG, M. J., & MILLER, G. S. (2011). Conference Presentations and the Disclosure Milieu. Journal of Accounting Research, 49(5), 1163–1192. https://doi.org/10.1111/j.1475-679x.2011.00426.x

Conference Presentations and the Disclosure Milieu

Journal of Accounting Research / Sep 19, 2011

BUSHEE, B. J., JUNG, M. J., & MILLER, G. S. (2011). Conference Presentations and the Disclosure Milieu. Journal of Accounting Research, 49(5), 1163–1192. https://doi.org/10.1111/j.1475-679x.2011.00426.x

Conference Presentations and the Disclosure Milieu

Journal of Accounting Research / Sep 19, 2011

BUSHEE, B. J., JUNG, M. J., & MILLER, G. S. (2011). Conference Presentations and the Disclosure Milieu. Journal of Accounting Research, 49(5), 1163–1192. https://doi.org/10.1111/j.1475-679x.2011.00426.x

Discussion of Disclosure Practices of Foreign Companies Interacting with U.S. Markets

Journal of Accounting Research / May 01, 2004

BUSHEE, B. J. (2004). Discussion of Disclosure Practices of Foreign Companies Interacting with U.S. Markets. Journal of Accounting Research, 42(2), 509–525. https://doi.org/10.1111/j.1475-679x.2004.00147.x

Derivatives: Were 1994 disclosures adequate?

Journal of Corporate Accounting & Finance / Jan 01, 1995

Bushee, B. J., Herz, R. H., & Elmy, F. J. (1995). Derivatives: Were 1994 disclosures adequate? Journal of Corporate Accounting & Finance, 7(2), 21–34. https://doi.org/10.1002/jcaf.3970070204

Did the Siebel Systems Case Limit the SEC's Ability to Enforce Regulation Fair Disclosure?

Journal of Accounting Research / Mar 31, 2022

ALLEE, K. D., BUSHEE, B. J., KLEPPE, T. J., & PIERCE, A. T. (2022). Did the Siebel Systems Case Limit the SEC’s Ability to Enforce Regulation Fair Disclosure? Journal of Accounting Research, 60(4), 1235–1291. Portico. https://doi.org/10.1111/1475-679x.12423

Acknowledgement

Journal of Accounting and Economics / Aug 01, 2002

Acknowledgement. (2002). Journal of Accounting and Economics, 33(3), 427–430. https://doi.org/10.1016/s0165-4101(02)00061-7

Pay Without Performance – The Unfulfilled Promise of Executive Compensation. By Lucian Bebchuk and Jesse Fried. Harvard University Press, 2004. ISBN 0-674-01665-304 pages, Price $24.95.

Journal of Pension Economics and Finance / Oct 06, 2005

GERAKOS, J. (2005). Pay Without Performance – The Unfulfilled Promise of Executive Compensation. By Lucian Bebchuk and Jesse Fried. Harvard University Press, 2004. ISBN 0-674-01665-304 pages, Price $24.95. Journal of Pension Economics and Finance, 4(3), 334–335. https://doi.org/10.1017/s1474747205232171

The Dark Side of Investor Conferences: Evidence of Managerial Opportunism

The Accounting Review / Oct 06, 2022

Bushee, B., Taylor, D. J., & Zhu, C. (2022). The Dark Side of Investor Conferences: Evidence of Managerial Opportunism. The Accounting Review. https://doi.org/10.2308/tar-2020-0624

Does the media help or hurt retail investors during the IPO quiet period?

Journal of Accounting and Economics / Feb 01, 2020

Bushee, B., Cedergren, M., & Michels, J. (2020). Does the media help or hurt retail investors during the IPO quiet period? Journal of Accounting and Economics, 69(1), 101261. https://doi.org/10.1016/j.jacceco.2019.101261

Financial Reporting Quality, Investment Horizon, and Institutional Investor Trading Strategies

The Accounting Review / Jul 01, 2018

Bushee, B. J., Goodman, T. H., & Sunder, S. V. (2018). Financial Reporting Quality, Investment Horizon, and Institutional Investor Trading Strategies. The Accounting Review, 94(3), 87–112. https://doi.org/10.2308/accr-52202

Corporate jets and private meetings with investors

Journal of Accounting and Economics / Apr 01, 2018

Bushee, B. J., Gerakos, J., & Lee, L. F. (2018). Corporate jets and private meetings with investors. Journal of Accounting and Economics, 65(2–3), 358–379. https://doi.org/10.1016/j.jacceco.2018.01.005

Measuring Tax-Sensitive Institutional Investor Ownership

The Accounting Review / Feb 01, 2017

Blouin, J. L., Bushee, B. J., & Sikes, S. A. (2017). Measuring Tax-Sensitive Institutional Investor Ownership. The Accounting Review, 92(6), 49–76. https://doi.org/10.2308/accr-51719

Disclosure Standards and the Sensitivity of Returns to Mood

Review of Financial Studies / Sep 08, 2015

Bushee, B. J., & Friedman, H. L. (2015). Disclosure Standards and the Sensitivity of Returns to Mood. Review of Financial Studies, hhv054. https://doi.org/10.1093/rfs/hhv054

Institutional Investor Preferences for Corporate Governance Mechanisms

Journal of Management Accounting Research / Jul 01, 2013

Bushee, B. J., Carter, M. E., & Gerakos, J. (2013). Institutional Investor Preferences for Corporate Governance Mechanisms. Journal of Management Accounting Research, 26(2), 123–149. https://doi.org/10.2308/jmar-50550

Discussion of “Financial reporting opacity and informed trading by international institutional investors”

Journal of Accounting and Economics / Oct 01, 2012

Bushee, B. J. (2012). Discussion of “Financial reporting opacity and informed trading by international institutional investors.” Journal of Accounting and Economics, 54(2–3), 221–228. https://doi.org/10.1016/j.jacceco.2012.09.001

Tim Leung

Professor of Applied Mathematics, Computational Finance & Risk Management (CFRM) Program
Most Relevant Research Interests
General Economics, Econometrics and Finance
Finance
Accounting
Other Research Interests (27)
Computational Finance
Risk Management
Portfolio Optimization
ETFs
Applied Mathematics
And 22 more
About
Tim Leung is a professor of operations research and financial engineering at the University of Washington. He holds a PhD from Princeton University and a B.S. from Cornell University. He has held previous positions as an assistant professor at Columbia University and Johns Hopkins University.
Most Relevant Publications (32+)

138 total publications

OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT

International Journal of Theoretical and Applied Finance / May 01, 2015

LEUNG, T., & LI, X. (2015). OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT. International Journal of Theoretical and Applied Finance, 18(03), 1550020. https://doi.org/10.1142/s021902491550020x

ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS

Mathematical Finance / Jan 01, 2009

Leung, T., & Sircar, R. (2009). ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS. Mathematical Finance, 19(1), 99–128. https://doi.org/10.1111/j.1467-9965.2008.00359.x

The golden target: analyzing the tracking performance of leveraged gold ETFs

Studies in Economics and Finance / Aug 03, 2015

Leung, T., & Ward, B. (2015). The golden target: analyzing the tracking performance of leveraged gold ETFs. Studies in Economics and Finance, 32(3), 278–297. https://doi.org/10.1108/sef-01-2015-0009

Implied Volatility of Leveraged ETF Options

Applied Mathematical Finance / Nov 20, 2014

Leung, T., & Sircar, R. (2014). Implied Volatility of Leveraged ETF Options. Applied Mathematical Finance, 22(2), 162–188. https://doi.org/10.1080/1350486x.2014.975825

Constructing cointegrated cryptocurrency portfolios for statistical arbitrage

Studies in Economics and Finance / Oct 07, 2019

Leung, T., & Nguyen, H. (2019). Constructing cointegrated cryptocurrency portfolios for statistical arbitrage. Studies in Economics and Finance, 36(4), 581–599. https://doi.org/10.1108/sef-08-2018-0264

AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING

International Journal of Theoretical and Applied Finance / Jul 28, 2015

LEUNG, T., YAMAZAKI, K., & ZHANG, H. (2015). AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING. International Journal of Theoretical and Applied Finance, 18(05), 1550032. https://doi.org/10.1142/s0219024915500326

Optimal starting–stopping and switching of a CIR process with fixed costs

Risk and Decision Analysis / Jan 01, 2014

Leung, T., Li, X., & Wang, Z. (2014). Optimal starting–stopping and switching of a CIR process with fixed costs. Risk and Decision Analysis, 5(2–3), 149–161. https://doi.org/10.3233/rda-140107

Dynamic Index Tracking and Risk Exposure Control Using Derivatives

Applied Mathematical Finance / Mar 04, 2018

Leung, T., & Ward, B. (2018). Dynamic Index Tracking and Risk Exposure Control Using Derivatives. Applied Mathematical Finance, 25(2), 180–212. https://doi.org/10.1080/1350486x.2018.1507750

MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS

International Journal of Theoretical and Applied Finance / Feb 01, 2018

KITAPBAYEV, Y., & LEUNG, T. (2018). MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS. International Journal of Theoretical and Applied Finance, 21(01), 1850004. https://doi.org/10.1142/s0219024918500048

LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH

International Journal of Theoretical and Applied Finance / Sep 01, 2017

LEUNG, T., & PARK, H. (2017). LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH. International Journal of Theoretical and Applied Finance, 20(06), 1750037. https://doi.org/10.1142/s0219024917500376

Asynchronous ADRs: overnight vs intraday returns and trading strategies

Studies in Economics and Finance / Oct 02, 2017

Kang, J., & Leung, T. (2017). Asynchronous ADRs: overnight vs intraday returns and trading strategies. Studies in Economics and Finance, 34(4), 580–596. https://doi.org/10.1108/sef-10-2016-0254

Timing options for a startup with early termination and competition risks

Risk and Decision Analysis / May 31, 2017

Leung, T., & Li, Z. (2017). Timing options for a startup with early termination and competition risks. Risk and Decision Analysis, 6(2), 151–166. https://doi.org/10.3233/rda-170120

OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK

International Journal of Theoretical and Applied Finance / Aug 01, 2021

LEUNG, T., YAN, R., & ZHOU, Y. (2021). OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK. International Journal of Theoretical and Applied Finance, 24(05), 2150028. https://doi.org/10.1142/s021902492150028x

A TOP-DOWN APPROACH FOR THE MULTIPLE EXERCISES AND VALUATION OF EMPLOYEE STOCK OPTIONS

International Journal of Theoretical and Applied Finance / Mar 01, 2020

LEUNG, T., & ZHOU, Y. (2020). A TOP-DOWN APPROACH FOR THE MULTIPLE EXERCISES AND VALUATION OF EMPLOYEE STOCK OPTIONS. International Journal of Theoretical and Applied Finance, 23(02), 2050004. https://doi.org/10.1142/s0219024920500041

EFFORT EXPENDITURE FOR CASH FLOW IN A MEAN-FIELD EQUILIBRIUM

International Journal of Theoretical and Applied Finance / Jun 01, 2019

DONNELLY, R., & LEUNG, T. (2019). EFFORT EXPENDITURE FOR CASH FLOW IN A MEAN-FIELD EQUILIBRIUM. International Journal of Theoretical and Applied Finance, 22(04), 1950014. https://doi.org/10.1142/s0219024919500146

Constrained dynamic futures portfolios with stochastic basis

Annals of Finance / Nov 07, 2021

Chen, X., Leung, T., & Zhou, Y. (2021). Constrained dynamic futures portfolios with stochastic basis. Annals of Finance, 18(1), 1–33. https://doi.org/10.1007/s10436-021-00398-0

Optimal trading of a basket of futures contracts

Annals of Finance / Jan 01, 2020

Angoshtari, B., & Leung, T. (2020). Optimal trading of a basket of futures contracts. Annals of Finance, 16(2), 253–280. https://doi.org/10.1007/s10436-019-00357-w

Optimal dynamic basis trading

Annals of Finance / Jun 10, 2019

Angoshtari, B., & Leung, T. (2019). Optimal dynamic basis trading. Annals of Finance, 15(3), 307–335. https://doi.org/10.1007/s10436-019-00348-x

Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics

Annals of Finance / Sep 11, 2018

Leung, T., & Wang, Z. (2018). Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics. Annals of Finance, 15(1), 1–28. https://doi.org/10.1007/s10436-018-0336-1

Optimal Timing to Trade along a Randomized Brownian Bridge

International Journal of Financial Studies / Aug 30, 2018

Leung, T., Li, J., & Li, X. (2018). Optimal Timing to Trade along a Randomized Brownian Bridge. International Journal of Financial Studies, 6(3), 75. https://doi.org/10.3390/ijfs6030075

Optimal mean-reverting spread trading: nonlinear integral equation approach

Annals of Finance / Mar 25, 2017

Kitapbayev, Y., & Leung, T. (2017). Optimal mean-reverting spread trading: nonlinear integral equation approach. Annals of Finance, 13(2), 181–203. https://doi.org/10.1007/s10436-017-0295-y

LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS

Mathematical Finance / May 19, 2016

Leung, T., Lorig, M., & Pascucci, A. (2016). LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS. Mathematical Finance, 27(4), 1035–1068. Portico. https://doi.org/10.1111/mafi.12128

Understanding the non-convergence of agricultural futures via stochastic storage costs and timing options

Journal of Commodity Markets / Jun 01, 2017

Guo, K., & Leung, T. (2017). Understanding the non-convergence of agricultural futures via stochastic storage costs and timing options. Journal of Commodity Markets, 6, 32–49. https://doi.org/10.1016/j.jcomm.2017.04.001

Optimal static quadratic hedging

Quantitative Finance / Apr 22, 2016

Leung, T., & Lorig, M. (2016). Optimal static quadratic hedging. Quantitative Finance, 16(9), 1341–1355. https://doi.org/10.1080/14697688.2016.1161229

Speculative Futures Trading under Mean Reversion

Asia-Pacific Financial Markets / Apr 18, 2016

Leung, T., Li, J., Li, X., & Wang, Z. (2016). Speculative Futures Trading under Mean Reversion. Asia-Pacific Financial Markets, 23(4), 281–304. https://doi.org/10.1007/s10690-016-9215-9

ESO Valuation with Job Termination Risk and Jumps in Stock Price

SIAM Journal on Financial Mathematics / Jan 01, 2015

Leung, T., & Wan, H. (2015). ESO Valuation with Job Termination Risk and Jumps in Stock Price. SIAM Journal on Financial Mathematics, 6(1), 487–516. https://doi.org/10.1137/130937949

American step-up and step-down default swaps under Lévy models

Quantitative Finance / Jan 01, 2013

Leung, T., & Yamazaki, K. (2013). American step-up and step-down default swaps under Lévy models. Quantitative Finance, 13(1), 137–157. https://doi.org/10.1080/14697688.2012.730624

Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing

Finance and Stochastics / Aug 27, 2013

Leung, T., Song, Q., & Yang, J. (2013). Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing. Finance and Stochastics, 17(4), 839–870. https://doi.org/10.1007/s00780-013-0213-8

Accounting for risk aversion in derivatives purchase timing

Mathematics and Financial Economics / Feb 24, 2012

Leung, T., & Ludkovski, M. (2012). Accounting for risk aversion in derivatives purchase timing. Mathematics and Financial Economics, 6(4), 363–386. https://doi.org/10.1007/s11579-012-0063-8

Leveraged exchange-traded funds: admissible leverage and risk horizon

The Journal of Investment Strategies / Dec 01, 2012

Leung, T., & Santoli, M. (2012). Leveraged exchange-traded funds: admissible leverage and risk horizon. The Journal of Investment Strategies, 2(1), 39–61. https://doi.org/10.21314/jois.2012.013

Optimal Timing to Purchase Options

SIAM Journal on Financial Mathematics / Jan 01, 2011

Leung, T., & Ludkovski, M. (2011). Optimal Timing to Purchase Options. SIAM Journal on Financial Mathematics, 2(1), 768–793. https://doi.org/10.1137/100809386

RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES

International Journal of Theoretical and Applied Finance / Dec 01, 2012

LEUNG, T., & LIU, P. (2012). RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES. International Journal of Theoretical and Applied Finance, 15(08), 1250059. https://doi.org/10.1142/s0219024912500598

Jiang Wang

Mizuho Financial Group Professor of Finance at MIT
Most Relevant Research Interests
Finance
Accounting
Other Research Interests (6)
Economics and Econometrics
Strategy and Management
Management Science and Operations Research
Computer Science Applications
Pharmacology (medical)
And 1 more
About
Jiang Wang is the Mizuho Financial Group Professor of Finance at MIT. He received his Ph.D. in Finance from the University of Pennsylvania in 1990 and his BS in Physics from Nanjing University in 1981. Prior to joining MIT, he was a Research Associate at the National Bureau of Economic Research. His research interests include asset pricing, market microstructure, and corporate finance.
Most Relevant Publications (23+)

50 total publications

Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation

The Journal of Finance / Aug 01, 2000

Lo, A. W., Mamaysky, H., & Wang, J. (2000). Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation. The Journal of Finance, 55(4), 1705–1765. Portico. https://doi.org/10.1111/0022-1082.00265

The Illiquidity of Corporate Bonds

The Journal of Finance / May 23, 2011

BAO, J., PAN, J., & WANG, J. (2011). The Illiquidity of Corporate Bonds. The Journal of Finance, 66(3), 911–946. Portico. https://doi.org/10.1111/j.1540-6261.2011.01655.x

Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory

Review of Financial Studies / Apr 01, 2000

Lo, A. W., & Wang, J. (2000). Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory. Review of Financial Studies, 13(2), 257–300. https://doi.org/10.1093/rfs/13.2.257

Dynamic Volume-Return Relation of Individual Stocks

Review of Financial Studies / Jul 01, 2002

Llorente, G., Michaely, R., Saar, G., & Wang, J. (2002). Dynamic Volume-Return Relation of Individual Stocks. Review of Financial Studies, 15(4), 1005–1047. https://doi.org/10.1093/rfs/15.4.1005

Optimal trading strategy and supply/demand dynamics

Journal of Financial Markets / Feb 01, 2013

Obizhaeva, A. A., & Wang, J. (2013). Optimal trading strategy and supply/demand dynamics. Journal of Financial Markets, 16(1), 1–32. https://doi.org/10.1016/j.finmar.2012.09.001

Differential Information and Dynamic Behavior of Stock Trading Volume

Review of Financial Studies / Oct 01, 1995

He, H., & Wang, J. (1995). Differential Information and Dynamic Behavior of Stock Trading Volume. Review of Financial Studies, 8(4), 919–972. https://doi.org/10.1093/rfs/8.4.919

Noise as Information for Illiquidity

The Journal of Finance / Nov 12, 2013

HU, G. X., PAN, J., & WANG, J. (2013). Noise as Information for Illiquidity. The Journal of Finance, 68(6), 2341–2382. Portico. https://doi.org/10.1111/jofi.12083

The Price Impact and Survival of Irrational Traders

The Journal of Finance / Jan 20, 2006

KOGAN, L., ROSS, S. A., WANG, J., & WESTERFIELD, M. M. (2006). The Price Impact and Survival of Irrational Traders. The Journal of Finance, 61(1), 195–229. Portico. https://doi.org/10.1111/j.1540-6261.2006.00834.x

The term structure of interest rates in a pure exchange economy with heterogeneous investors

Journal of Financial Economics / May 01, 1996

Wang, J. (1996). The term structure of interest rates in a pure exchange economy with heterogeneous investors. Journal of Financial Economics, 41(1), 75–110. https://doi.org/10.1016/0304-405x(95)00854-8

Implementing Option Pricing Models When Asset Returns Are Predictable

The Journal of Finance / Mar 01, 1995

LO, A. W., & WANG, J. (1995). Implementing Option Pricing Models When Asset Returns Are Predictable. The Journal of Finance, 50(1), 87–129. Portico. https://doi.org/10.1111/j.1540-6261.1995.tb05168.x

Trading and Returns under Periodic Market Closures

The Journal of Finance / Feb 01, 2000

Hong, H., & Wang, J. (2000). Trading and Returns under Periodic Market Closures. The Journal of Finance, 55(1), 297–354. Portico. https://doi.org/10.1111/0022-1082.00207

Liquidity and Market Crashes

Review of Financial Studies / Oct 04, 2008

Huang, J., & Wang, J. (2008). Liquidity and Market Crashes. Review of Financial Studies, 22(7), 2607–2643. https://doi.org/10.1093/rfs/hhn086

Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model

The Journal of Finance / Dec 01, 2006

LO, A. W., & WANG, J. (2006). Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model. The Journal of Finance, 61(6), 2805–2840. Portico. https://doi.org/10.1111/j.1540-6261.2006.01005.x

Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition

The Review of Financial Studies / Nov 25, 2011

Vayanos, D., & Wang, J. (2011). Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition. The Review of Financial Studies, 25(5), 1339–1365. https://doi.org/10.1093/rfs/hhr128

Asset Pricing and the Credit Market

Review of Financial Studies / Oct 15, 2012

Longstaff, F. A., & Wang, J. (2012). Asset Pricing and the Credit Market. Review of Financial Studies, 25(11), 3169–3215. https://doi.org/10.1093/rfs/hhs086

Fama-French in China: Size and Value Factors in Chinese Stock Returns

International Review of Finance / Jan 23, 2018

Hu, G. X., Chen, C., Shao, Y., & Wang, J. (2018). Fama-French in China: Size and Value Factors in Chinese Stock Returns. International Review of Finance, 19(1), 3–44. Portico. https://doi.org/10.1111/irfi.12177

Market liquidity, asset prices, and welfare

Journal of Financial Economics / Jan 01, 2010

Huang, J., & Wang, J. (2010). Market liquidity, asset prices, and welfare. Journal of Financial Economics, 95(1), 107–127. https://doi.org/10.1016/j.jfineco.2008.08.008

A Model of Trading Volume with Tax-Induced Heterogeneous Valuation and Transaction Costs

Journal of Financial Intermediation / Oct 01, 1996

Michaely, R., Vila, J.-L., & Wang, J. (1996). A Model of Trading Volume with Tax-Induced Heterogeneous Valuation and Transaction Costs. Journal of Financial Intermediation, 5(4), 340–371. https://doi.org/10.1006/jfin.1996.0020

Firms as buyers of last resort

Journal of Financial Economics / Apr 01, 2008

Hong, H., Wang, J., & Yu, J. (2008). Firms as buyers of last resort. Journal of Financial Economics, 88(1), 119–145. https://doi.org/10.1016/j.jfineco.2007.04.004

Early peek advantage? Efficient price discovery with tiered information disclosure

Journal of Financial Economics / Nov 01, 2017

Hu, G. X., Pan, J., & Wang, J. (2017). Early peek advantage? Efficient price discovery with tiered information disclosure. Journal of Financial Economics, 126(2), 399–421. https://doi.org/10.1016/j.jfineco.2017.07.007

Theories of Liquidity

Foundations and Trends® in Finance / Jan 01, 2011

Vayanos, D. (2011). Theories of Liquidity. Foundations and Trends® in Finance, 6(4), 221–317. https://doi.org/10.1561/0500000014

Tri-Party Repo Pricing

Journal of Financial and Quantitative Analysis / Jun 05, 2020

Hu, G. X., Pan, J., & Wang, J. (2020). Tri-Party Repo Pricing. Journal of Financial and Quantitative Analysis, 56(1), 337–371. https://doi.org/10.1017/s0022109019000863

Trading and information in futures markets

Journal of Futures Markets / Dec 03, 2019

Llorente, G., & Wang, J. (2019). Trading and information in futures markets. Journal of Futures Markets, 40(8), 1231–1263. Portico. https://doi.org/10.1002/fut.22079

David Blanchett

Current Director - PGIM (Formerly Prudential Investment Management); Adjunct Professor of Finance
Most Relevant Research Interests
Finance
Accounting
Other Research Interests (16)
Pharmacology (medical)
Life-span and Life-course Studies
Organizational Behavior and Human Resource Management
Geriatrics and Gerontology
Management of Technology and Innovation
And 11 more
About
David Blanchett, PhD, is Adjunct Professor of Wealth Management at The American College of Financial Services. A world-renowned thought leader in the fields of wealth management and retirement, Blanchett is a leading contributor to the Wealth Management Certified Professional® (WMCP®) designation program. In addition to his role with The College, Blanchett is the managing director and head of retirement research at QMA, a division of Prudential Financial, and formerly at Morningstar Investment Management, LLC. In his roles, Blanchett works to enhance consulting and investment services and conducts research primarily in the areas of financial planning, tax planning, annuities, and retirement. 
Most Relevant Publications (33+)

83 total publications

Alpha, Beta, and Now… Gamma

The Journal of Retirement / Oct 31, 2013

Blanchett, D., & Kaplan, P. (2013). Alpha, Beta, and Now… Gamma. The Journal of Retirement, 1(2), 29–45. https://doi.org/10.3905/jor.2013.1.2.029

Low Bond Yields and Efficient Retirement Income Portfolios

The Journal of Retirement / Jan 31, 2014

Blanchett, D. (2014). Low Bond Yields and Efficient Retirement Income Portfolios. The Journal of Retirement, 1(3), 49–62. https://doi.org/10.3905/jor.2014.1.3.049

Exploring the Cost of Investing in Socially Responsible Mutual Funds: An Empirical Study

The Journal of Investing / Aug 31, 2010

Blanchett, D. M. (2010). Exploring the Cost of Investing in Socially Responsible Mutual Funds: An Empirical Study. The Journal of Investing, 19(3), 93–103. https://doi.org/10.3905/joi.2010.19.3.093

Stock market liquidity and firm value☆

Journal of Financial Economics / Oct 01, 2009

Fang, V. W., Noe, T. H., & Tice, S. (2009). Stock market liquidity and firm value☆. Journal of Financial Economics, 94(1), 150–169. https://doi.org/10.1016/j.jfineco.2008.08.007

No Portfolio Is an Island

Financial Analysts Journal / May 01, 2015

Blanchett, D. M., & Straehl, P. U. (2015). No Portfolio Is an Island. Financial Analysts Journal, 71(3), 15–33. https://doi.org/10.2469/faj.v71.n3.5

The Effect of Advanced Age and Equity Values on Risk Preferences

Journal of Behavioral Finance / Mar 01, 2018

Blanchett, D., Finke, M., & Guillemette, M. (2018). The Effect of Advanced Age and Equity Values on Risk Preferences. Journal of Behavioral Finance, 19(4), 434–441. https://doi.org/10.1080/15427560.2018.1431884

Building Efficient Income Portfolios

The Journal of Portfolio Management / Apr 30, 2015

Blanchett, D., & Ratner, H. (2015). Building Efficient Income Portfolios. The Journal of Portfolio Management, 41(3), 117–125. https://doi.org/10.3905/jpm.2015.41.3.117

Allocating to a Deferred Income Annuity in a Defined Contribution Plan

The Journal of Retirement / Apr 30, 2015

Blanchett, D. (2015). Allocating to a Deferred Income Annuity in a Defined Contribution Plan. The Journal of Retirement, 2(4), 54–68. https://doi.org/10.3905/jor.2015.2.4.054

Donation Risk and Optimal Endowment Portfolio Allocations

The Journal of Portfolio Management / Oct 31, 2014

Blanchett, D. (2014). Donation Risk and Optimal Endowment Portfolio Allocations. The Journal of Portfolio Management, 41(1), 109–120. https://doi.org/10.3905/jpm.2014.41.1.109

Information Horizon, Portfolio Turnover, and Optimal Alpha Models

The Journal of Portfolio Management / Oct 31, 2007

Qian, E., Sorensen, E. H., & Hua, R. (2007). Information Horizon, Portfolio Turnover, and Optimal Alpha Models. The Journal of Portfolio Management, 34(1), 27–40. https://doi.org/10.3905/jpm.2007.698030

Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals

SIAM Journal on Financial Mathematics / Jan 01, 2017

Huang, Y. T., Zeng, P., & Kwok, Y. K. (2017). Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals. SIAM Journal on Financial Mathematics, 8(1), 804–840. https://doi.org/10.1137/16m1089575

Addressing Key Retirement Risks

The Journal of Retirement / Oct 31, 2014

Blanchett, D. (2014). Addressing Key Retirement Risks. The Journal of Retirement, 2(2), 67–80. https://doi.org/10.3905/jor.2014.2.2.067

The Valuation Model for a Risky Asset When Its Risky Factors Follow Gamma Distributions

International Review of Finance / Jul 13, 2016

Tsai, M. S., & Chiang, S. L. (2016). The Valuation Model for a Risky Asset When Its Risky Factors Follow Gamma Distributions. International Review of Finance, 16(3), 421–444. Portico. https://doi.org/10.1111/irfi.12088

Exploring the “Good Guys”: An Empirical Study of Vanguard’s Actively Managed Domestic Equity Mutual Funds

The Journal of Investing / May 31, 2010

Blanchett, D. M. (2010). Exploring the “Good Guys”: An Empirical Study of Vanguard’s Actively Managed Domestic Equity Mutual Funds. The Journal of Investing, 19(2), 39–48. https://doi.org/10.3905/joi.2010.19.2.039

Do Investors Consider Nonfinancial Risks When Building Portfolios?

Financial Analysts Journal / Sep 23, 2019

Blanchett, D. M., & Guillemette, M. (2019). Do Investors Consider Nonfinancial Risks When Building Portfolios? Financial Analysts Journal, 75(4), 124–142. https://doi.org/10.1080/0015198x.2019.1651160

Beyond the Glide Path: The Drivers of Target-Date Fund Returns

The Journal of Retirement / Apr 30, 2018

Blanchett, D., & Kaplan, P. D. (2018). Beyond the Glide Path: The Drivers of Target-Date Fund Returns. The Journal of Retirement, 5(4), 25–39. https://doi.org/10.3905/jor.2018.5.4.025

Dynamic Choice and Optimal Annuitization

The Journal of Retirement / Jun 30, 2015

Blanchett, D. (2015). Dynamic Choice and Optimal Annuitization. The Journal of Retirement, 3(1), 38–49. https://doi.org/10.3905/jor.2015.3.1.038

Fund Flows, Momentum, and Mutual Fund Performance

The Journal of Investing / May 31, 2012

Blanchett, D. M. (2012). Fund Flows, Momentum, and Mutual Fund Performance. The Journal of Investing, 21(2), 83–91. https://doi.org/10.3905/joi.2012.21.2.083

Do Passive or Active Investors Make Better Asset Allocation Decisions?

The Journal of Index Investing / Aug 31, 2010

Blanchett, D. M. (2010). Do Passive or Active Investors Make Better Asset Allocation Decisions? The Journal of Index Investing, 1(2), 74–80. https://doi.org/10.3905/jii.2010.1.2.074

LDI for Individual Portfolios

The Journal of Investing / Jan 31, 2019

Idzorek, T. M., & Blanchett, D. M. (2019). LDI for Individual Portfolios. The Journal of Investing, 28(1), 31–54. https://doi.org/10.3905/joi.2019.28.1.031

Save More Today: Improving Retirement Savings Rates with Carrots, Advice, and Nudges

The Journal of Retirement / Jul 31, 2017

Blanchett, D. (2017). Save More Today: Improving Retirement Savings Rates with Carrots, Advice, and Nudges. The Journal of Retirement, 5(1), 69–95. https://doi.org/10.3905/jor.2017.5.1.069

The Value of a Gamma-Efficient Portfolio

The Journal of Retirement / Jan 22, 2018

Blanchett, D., & Kaplan, P. D. (2018). The Value of a Gamma-Efficient Portfolio. The Journal of Retirement, 5(3), 32–56. https://doi.org/10.3905/jor.2018.5.3.032

Defaulting Participants in Defined Contribution Plans into Annuities: Are the Potential Benefits Worth the Costs?

The Journal of Retirement / Jun 30, 2016

Blanchett, D. (2016). Defaulting Participants in Defined Contribution Plans into Annuities: Are the Potential Benefits Worth the Costs? The Journal of Retirement, 4(1), 54–76. https://doi.org/10.3905/jor.2016.4.1.054

Minding the Gap in Subjective Mortality Estimates

The Journal of Retirement / Sep 17, 2021

Blanchett, D. (2021). Minding the Gap in Subjective Mortality Estimates. The Journal of Retirement, 9(2), 8–20. https://doi.org/10.3905/jor.2021.1.093

Change Is a Good Thing

Financial Analysts Journal / Dec 04, 2019

Blanchett, CFA, D. M., Finke, M. S., & Licato, J. A. (2019). Change Is a Good Thing. Financial Analysts Journal, 76(1), 20–37. https://doi.org/10.1080/0015198x.2019.1682426

Gaming the System: The Impact of Morningstar Category Changes on Peer Rankings

The Journal of Investing / Feb 28, 2011

Blanchett, D. M. (2011). Gaming the System: The Impact of Morningstar Category Changes on Peer Rankings. The Journal of Investing, 20(1), 33–42. https://doi.org/10.3905/joi.2011.20.1.033

Redefining the Optimal Retirement Income Strategy

Financial Analysts Journal / Dec 15, 2022

Blanchett, D. (2022). Redefining the Optimal Retirement Income Strategy. Financial Analysts Journal, 79(1), 5–16. https://doi.org/10.1080/0015198x.2022.2129947

The Shape of the Expected Equity Risk Premium

The Journal of Investing / Aug 03, 2022

Blanchett, D. (2022). The Shape of the Expected Equity Risk Premium. The Journal of Investing, 31(6), 81–91. https://doi.org/10.3905/joi.2022.1.238

Gender Diversity among Defined Contribution Plan Administrators and the Potential Impact on Retirement Outcomes

The Journal of Retirement / Mar 04, 2022

Blanchett, D., Varga, J., & Weirath, C. (2022). Gender Diversity among Defined Contribution Plan Administrators and the Potential Impact on Retirement Outcomes. The Journal of Retirement, 9(4), 61–72. https://doi.org/10.3905/jor.2022.1.107

Do Advisors Improve 401(k) Plans?

The Journal of Retirement / Mar 24, 2021

Blanchett, D. (2021). Do Advisors Improve 401(k) Plans? The Journal of Retirement, 8(4), 26–42. https://doi.org/10.3905/jor.2021.1.083

Foreign Revenue: A New World of Risk Exposures

The Journal of Portfolio Management / Mar 31, 2021

Blanchett, D. (2021). Foreign Revenue: A New World of Risk Exposures. The Journal of Portfolio Management, 47(6), 175–193. https://doi.org/10.3905/jpm.2021.1.237

The Value of Allocating to Annuities

The Journal of Retirement / Jun 24, 2020

Blanchett, D. (2020). The Value of Allocating to Annuities. The Journal of Retirement, 8(1), 40–52. https://doi.org/10.3905/jor.2020.1.068

How competitive are income annuity providers over time?

Risk Management and Insurance Review / Jun 01, 2021

Blanchett, D., Finke, M., & Nikolic, B. (2021). How competitive are income annuity providers over time? Risk Management and Insurance Review, 24(2), 207–214. Portico. https://doi.org/10.1111/rmir.12182

Anna Young-Ferris

ESG Investment Researcher - University of Sydney Business School
Most Relevant Research Interests
Responsible investment
Accounting
Economics, Econometrics and Finance (miscellaneous)
Finance
Other Research Interests (10)
ESG integration
Carbon risk
Sustainability accounting
Responsible management education
General Business, Management and Accounting
And 5 more
About
Dr. Anna Young-Ferris is a sustainability and climate change accounting specialist bringing two decades of academic (research and lecturing) and corporate experience. She worked as a climate change and sustainability professional at Ernst & Young and joined academia in 2010 to pursue her research in the field and was awarded her PhD in Responsible Investment in 2014. Her award-winning PhD study examined the integration of environmental, social and corporate governance (ESG) accounting information in mainstream investment decisions, and she continues to focus and publish her research in the fields of responsible investment, corporate sustainability, and responsible management education. Anna has presented her research at numerous international settings including Harvard University, the London School of Economics and HEC Paris.
Most Relevant Publications (3+)

9 total publications

Carbon Accounting: Challenges for Research in Management Control and Performance Measurement

Abacus / Dec 01, 2013

Hartmann, F., Perego, P., & Young, A. (2013). Carbon Accounting: Challenges for Research in Management Control and Performance Measurement. Abacus, 49(4), 539–563. https://doi.org/10.1111/abac.12018

Sustainability Accounting and Reporting: Fad or Trend?

Social and Environmental Accountability Journal / Aug 30, 2011

Young, A. (2011). Sustainability Accounting and Reporting: Fad or Trend? Social and Environmental Accountability Journal, 31(2), 168–169. https://doi.org/10.1080/0969160x.2011.593829

‘Looking for Something that Isn’t There’: A Case Study of an Early Attempt at ESG Integration in Investment Decision Making

European Accounting Review / Dec 01, 2021

Young-Ferris, A., & Roberts, J. (2021). ‘Looking for Something that Isn’t There’: A Case Study of an Early Attempt at ESG Integration in Investment Decision Making. European Accounting Review, 1–28. https://doi.org/10.1080/09638180.2021.2000458

Jacquelyn Humphrey

ESG Researcher | University of Queensland Business School
Most Relevant Research Interests
Responsible Investment
Finance
Economics, Econometrics and Finance (miscellaneous)
Accounting
Other Research Interests (11)
ESG
Sustainability
Law
Economics and Econometrics
Arts and Humanities (miscellaneous)
And 6 more
About
Jacquelyn's main research interest is in how environmental, social and governance factors impact on investment decision-making for investors and corporations. She also has an active interdisciplinary research agenda in sustainability more broadly. She also has a research interest in funds management. Jacquelyn has published in well-regarded international finance journals including *Journal of Corporate Finance*, *Journal of Banking and Finance* and *Journal of Business Ethics*, as well as in journals outside of finance including *Nature Climate Change*, *Global Environmental Change* and *Journal of Cleaner Production*.She has been the recipient of AFAANZ research grants and numerous internal grants. She was a Vice President of the Financial Research Network, where she oversaw a program of career development for academic women in finance. Jacquelyn has received a BEL Faculty Citation for Outstanding Contribution to Student Learning or Experience - Commendation award and a UQ Business School Dean's award for Impactful Leadership.
Most Relevant Publications (9+)

18 total publications

Socially responsible investment funds: Investor reaction to current and past returns

Journal of Banking & Finance / Sep 01, 2008

Benson, K. L., & Humphrey, J. E. (2008). Socially responsible investment funds: Investor reaction to current and past returns. Journal of Banking & Finance, 32(9), 1850–1859. https://doi.org/10.1016/j.jbankfin.2007.12.013

Does it cost to be sustainable?

Journal of Corporate Finance / Jun 01, 2012

Humphrey, J. E., Lee, D. D., & Shen, Y. (2012). Does it cost to be sustainable? Journal of Corporate Finance, 18(3), 626–639. https://doi.org/10.1016/j.jcorpfin.2012.03.002

Socially responsible investment fund performance: the impact of screening intensity

Accounting & Finance / Feb 03, 2010

Lee, D. D., Humphrey, J. E., Benson, K. L., & Ahn, J. Y. K. (2010). Socially responsible investment fund performance: the impact of screening intensity. Accounting & Finance, 50(2), 351–370. https://doi.org/10.1111/j.1467-629x.2009.00336.x

Persistence and the four-factor model in the Australian funds market: a note

Accounting & Finance / Mar 01, 2010

Humphrey, J. E., & O’Brien, M. A. (2010). Persistence and the four-factor model in the Australian funds market: a note. Accounting & Finance, 50(1), 103–119. https://doi.org/10.1111/j.1467-629x.2009.00317.x

A general approach to smooth and convex portfolio optimization using lower partial moments

Journal of Banking & Finance / Aug 01, 2021

Yao, H., Huang, J., Li, Y., & Humphrey, J. E. (2021). A general approach to smooth and convex portfolio optimization using lower partial moments. Journal of Banking & Finance, 129, 106167. https://doi.org/10.1016/j.jbankfin.2021.106167

Who goes green: Reducing mutual fund emissions and its consequences

Journal of Banking & Finance / May 01, 2021

Humphrey, J. E., & Li, Y. (2021). Who goes green: Reducing mutual fund emissions and its consequences. Journal of Banking & Finance, 126, 106098. https://doi.org/10.1016/j.jbankfin.2021.106098

Managerial rents vs. shareholder value in closed-end funds: Evidence from China

Pacific-Basin Finance Journal / Dec 01, 2020

Humphrey, J. E., Hunter, D., Hoang, K., & Wei, W. C. (2020). Managerial rents vs. shareholder value in closed-end funds: Evidence from China. Pacific-Basin Finance Journal, 64, 101453. https://doi.org/10.1016/j.pacfin.2020.101453

Is diversification always optimal?

Pacific-Basin Finance Journal / Nov 01, 2015

Humphrey, J. E., Benson, K. L., Low, R. K. Y., & Lee, W.-L. (2015). Is diversification always optimal? Pacific-Basin Finance Journal, 35, 521–532. https://doi.org/10.1016/j.pacfin.2015.09.003

Do Fund Flow-Return Relations Depend on the Type of Investor? A Research Note

Abacus / Nov 21, 2012

Humphrey, J. E., Benson, K. L., & Brailsford, T. J. (2012). Do Fund Flow-Return Relations Depend on the Type of Investor? A Research Note. Abacus, 49(1), 34–45. https://doi.org/10.1111/j.1467-6281.2012.00374.x

Christophe Schinckus

Professor & Dean of Faculty of Business and Computing - University of the Fraser Valley, Canada
Most Relevant Research Interests
Finance
General Economics, Econometrics and Finance
Economics, Econometrics and Finance (miscellaneous)
Accounting
Other Research Interests (69)
Blockchain
Econophysics
General Business, Management and Accounting
Marketing
Condensed Matter Physics
And 64 more
Most Relevant Publications (37+)

113 total publications

Determinants of foreign direct investment inflows: The role of economic policy uncertainty

International Economics / May 01, 2020

Canh, N. P., Binh, N. T., Thanh, S. D., & Schinckus, C. (2020). Determinants of foreign direct investment inflows: The role of economic policy uncertainty. International Economics, 161, 159–172. https://doi.org/10.1016/j.inteco.2019.11.012

Do economic openness and institutional quality influence patents? Evidence from GMM systems estimates

International Economics / May 01, 2019

Phuc Canh, N., Schinckus, C., & Thanh, S. D. (2019). Do economic openness and institutional quality influence patents? Evidence from GMM systems estimates. International Economics, 157, 134–169. https://doi.org/10.1016/j.inteco.2018.10.002

THE INSTITUTIONALIZATION OF ECONOPHYSICS IN THE SHADOW OF PHYSICS

Journal of the History of Economic Thought / Mar 01, 2012

GINGRAS, Y., & SCHINCKUS, C. (2012). THE INSTITUTIONALIZATION OF ECONOPHYSICS IN THE SHADOW OF PHYSICS. Journal of the History of Economic Thought, 34(1), 109–130. https://doi.org/10.1017/s1053837212000041

Institutions, inward foreign direct investment, trade openness and credit level in emerging market economies

Review of Development Finance / Dec 01, 2018

Nguyen, C. P., Schinckus, C., Su, T. D., & Chong, F. (2018). Institutions, inward foreign direct investment, trade openness and credit level in emerging market economies. Review of Development Finance, 8(2), 75–88. https://doi.org/10.1016/j.rdf.2018.11.005

Financial innovation as a potential force for a positive social change: The challenging future of social impact bonds

Research in International Business and Finance / Jan 01, 2017

Schinckus, C. (2017). Financial innovation as a potential force for a positive social change: The challenging future of social impact bonds. Research in International Business and Finance, 39, 727–736. https://doi.org/10.1016/j.ribaf.2015.11.004

The drivers of economic complexity: International evidence from financial development and patents

International Economics / Dec 01, 2020

Nguyen, C. P., Schinckus, C., & Su, T. D. (2020). The drivers of economic complexity: International evidence from financial development and patents. International Economics, 164, 140–150. https://doi.org/10.1016/j.inteco.2020.09.004

ECONOPHYSICS: A NEW CHALLENGE FOR FINANCIAL ECONOMICS?

Journal of the History of Economic Thought / Jul 30, 2013

JOVANOVIC, F., & SCHINCKUS, C. (2013). ECONOPHYSICS: A NEW CHALLENGE FOR FINANCIAL ECONOMICS? Journal of the History of Economic Thought, 35(3), 319–352. https://doi.org/10.1017/s1053837213000205

Towards a transdisciplinary econophysics

Journal of Economic Methodology / Jun 01, 2013

Schinckus, C., & Jovanovic, F. (2013). Towards a transdisciplinary econophysics. Journal of Economic Methodology, 20(2), 164–183. https://doi.org/10.1080/1350178x.2013.801561

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Review of Behavioral Finance / Nov 01, 2011

(2011). Review of Behavioral Finance, 3(2). https://doi.org/10.1002/rbf.v3.2

CRYPTO-CURRENCIES TRADING AND ENERGY CONSUMPTION

International Journal of Energy Economics and Policy / Mar 15, 2020

Schinckus, C., Nguyen, C. P., & Ling, F. C. H. (2020). CRYPTO-CURRENCIES TRADING AND ENERGY CONSUMPTION. International Journal of Energy Economics and Policy, 10(3), 355–364. https://doi.org/10.32479/ijeep.9258

VaR and market value of Fintech companies: an analysis and evidence from global data

Managerial Finance / Dec 23, 2020

Najaf, K., Schinckus, C., & Chee Yoong, L. (2020). VaR and market value of Fintech companies: an analysis and evidence from global data. Managerial Finance, 47(7), 915–936. https://doi.org/10.1108/mf-04-2020-0169

A quantitative turn in the historiography of economics?

Journal of Economic Methodology / Oct 02, 2018

Edwards, J., Giraud, Y., & Schinckus, C. (2018). A quantitative turn in the historiography of economics? Journal of Economic Methodology, 25(4), 283–290. https://doi.org/10.1080/1350178x.2018.1529133

Are Bitcoin and Ether Affected by Strictly Anonymous Crypto-Currencies? An Exploratory Study

Economics, Management, and Financial Markets / Jan 01, 2021

Are Bitcoin and Ether Affected by Strictly Anonymous Crypto-Currencies? An Exploratory Study. (2021). Economics, Management, and Financial Markets, 16(4), 9. https://doi.org/10.22381/emfm16420211

Institutional quality and risk in the banking system

Journal of Economics, Finance and Administrative Science / Jun 15, 2021

Canh, N. P., Schinckus, C., Su, T. D., & Chong, F. H. L. (2021). Institutional quality and risk in the banking system. Journal of Economics, Finance and Administrative Science, 26(51), 22–40. https://doi.org/10.1108/jefas-01-2020-0012

The spillover effects of economic policy uncertainty on financial markets: a time-varying analysis

Studies in Economics and Finance / Jun 12, 2020

Nguyen, C. P., Su, T. D., Wongchoti, U., & Schinckus, C. (2020). The spillover effects of economic policy uncertainty on financial markets: a time-varying analysis. Studies in Economics and Finance, 37(3), 513–543. https://doi.org/10.1108/sef-07-2019-0262

ECONOMIC FLUCTUATIONS AND THE SHADOW ECONOMY: A GLOBAL STUDY

Global Economy Journal / Sep 01, 2020

NGUYEN, C. P., SCHINCKUS, C., & THANH, D. S. (2020). ECONOMIC FLUCTUATIONS AND THE SHADOW ECONOMY: A GLOBAL STUDY. Global Economy Journal, 20(03). https://doi.org/10.1142/s2194565920500153

ECONOMIC FLUCTUATIONS AND THE SHADOW ECONOMY: A GLOBAL STUDY

Global Economy Journal / Sep 01, 2020

NGUYEN, C. P., SCHINCKUS, C., & THANH, D. S. (2020). ECONOMIC FLUCTUATIONS AND THE SHADOW ECONOMY: A GLOBAL STUDY. Global Economy Journal, 20(03). https://doi.org/10.1142/s2194565920500153

Cryptocurrencies’ hashrate and electricity consumption: evidence from mining activities

Studies in Economics and Finance / Feb 28, 2022

Schinckus, C., Nguyen, C. P., & Chong, F. H. L. (2022). Cryptocurrencies’ hashrate and electricity consumption: evidence from mining activities. Studies in Economics and Finance, 39(3), 524–546. https://doi.org/10.1108/sef-08-2021-0342

The role of strategic interactions in risk-taking behavior: A study from asset growth perspective

International Review of Financial Analysis / Jul 01, 2022

Le, H. N. Q., Nguyen, T. V. H., & Schinckus, C. (2022). The role of strategic interactions in risk-taking behavior: A study from asset growth perspective. International Review of Financial Analysis, 82, 102127. https://doi.org/10.1016/j.irfa.2022.102127

Bank efficiency, market structure and strategic interaction: Evidence from Vietnam

Research in International Business and Finance / Apr 01, 2021

Le, H. N. Q., Nguyen, T. V. H., & Schinckus, C. (2021). Bank efficiency, market structure and strategic interaction: Evidence from Vietnam. Research in International Business and Finance, 56, 101371. https://doi.org/10.1016/j.ribaf.2020.101371

Mobile and internet usage, institutions and the trade balance: Evidence from African countries

International Journal of Finance & Economics / Jan 19, 2023

Nguyen, C. P., Doytch, N., Schinckus, C., & Su, T. D. (2023). Mobile and internet usage, institutions and the trade balance: Evidence from African countries. International Journal of Finance & Economics. Portico. https://doi.org/10.1002/ijfe.2782

Between financial and algorithmic dynamics of cryptocurrencies: An exploratory study

International Journal of Finance & Economics / Jan 25, 2022

Schinckus, C., Nguyen, C. P., & Chong, F. H. L. (2022). Between financial and algorithmic dynamics of cryptocurrencies: An exploratory study. International Journal of Finance & Economics. Portico. https://doi.org/10.1002/ijfe.2583

GLOBAL EMISSIONS: A NEW CONTRIBUTION FROM THE SHADOW ECONOMY

International Journal of Energy Economics and Policy / May 01, 2019

Canh, N. P., Thanh, S. D., Schinckus, C., Bensemann, J., & Thanh, L. T. (2019). GLOBAL EMISSIONS: A NEW CONTRIBUTION FROM THE SHADOW ECONOMY. International Journal of Energy Economics and Policy, 9(3), 320–337. https://doi.org/10.32479/ijeep.7244

Institutions, economic openness and stock return co-movements: An empirical investigation in emerging markets

Finance Research Letters / Mar 01, 2019

Nguyen, C. P., Nguyen, T. V. H., & Schinckus, C. (2019). Institutions, economic openness and stock return co-movements: An empirical investigation in emerging markets. Finance Research Letters, 28, 137–147. https://doi.org/10.1016/j.frl.2018.04.010

When financial economics influences physics: The role of Econophysics

International Review of Financial Analysis / Oct 01, 2019

Jovanovic, F., Mantegna, R. N., & Schinckus, C. (2019). When financial economics influences physics: The role of Econophysics. International Review of Financial Analysis, 65, 101378. https://doi.org/10.1016/j.irfa.2019.101378

Pataphysics of finance: An essay of visual epistemology

Critical Perspectives on Accounting / May 01, 2018

Schinckus, C. (2018). Pataphysics of finance: An essay of visual epistemology. Critical Perspectives on Accounting, 52, 57–68. https://doi.org/10.1016/j.cpa.2016.08.003

The valuation of social impact bonds: An introductory perspective with the Peterborough SIB

Research in International Business and Finance / Oct 01, 2018

Schinckus, C. (2018). The valuation of social impact bonds: An introductory perspective with the Peterborough SIB. Research in International Business and Finance, 45, 1–6. https://doi.org/10.1016/j.ribaf.2017.07.126

A post-Marxist approach in development finance: PMF or production mutualisation fund model applied to agriculture

Research in International Business and Finance / Apr 01, 2017

Son, V. N., Schinckus, C., & Chong, F. (2017). A post-Marxist approach in development finance: PMF or production mutualisation fund model applied to agriculture. Research in International Business and Finance, 40, 94–104. https://doi.org/10.1016/j.ribaf.2016.12.008

A nuanced perspective on episteme and techne in finance

International Review of Financial Analysis / Jul 01, 2016

Millo, Y., & Schinckus, C. (2016). A nuanced perspective on episteme and techne in finance. International Review of Financial Analysis, 46, 124–130. https://doi.org/10.1016/j.irfa.2016.04.001

Breaking down the barriers between econophysics and financial economics

International Review of Financial Analysis / Oct 01, 2016

Jovanovic, F., & Schinckus, C. (2016). Breaking down the barriers between econophysics and financial economics. International Review of Financial Analysis, 47, 256–266. https://doi.org/10.1016/j.irfa.2016.03.001

Editorial: The 20th anniversary of econophysics: Where we are and where we are going

International Review of Financial Analysis / Oct 01, 2016

McCauley, J., Roehner, B., Stanley, E., & Schinckus, C. (2016). Editorial: The 20th anniversary of econophysics: Where we are and where we are going. International Review of Financial Analysis, 47, 267–269. https://doi.org/10.1016/j.irfa.2016.09.001

Efficient market hypothesis and fraud on the market theory a new perspective for class actions

Research in International Business and Finance / Sep 01, 2016

Jovanovic, F., Andreadakis, S., & Schinckus, C. (2016). Efficient market hypothesis and fraud on the market theory a new perspective for class actions. Research in International Business and Finance, 38, 177–190. https://doi.org/10.1016/j.ribaf.2016.04.003

On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis

International Review of Financial Analysis / Oct 01, 2016

Ausloos, M., Jovanovic, F., & Schinckus, C. (2016). On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis. International Review of Financial Analysis, 47, 7–14. https://doi.org/10.1016/j.irfa.2016.05.009

Positivism in finance and its implication for the diversification finance research

International Review of Financial Analysis / Jul 01, 2015

Schinckus, C. (2015). Positivism in finance and its implication for the diversification finance research. International Review of Financial Analysis, 40, 103–106. https://doi.org/10.1016/j.irfa.2015.04.002

REMOVED: The valuation of social impact bonds: An introductory perspective with the Peterborough SIB

Research in International Business and Finance / Sep 01, 2015

Schinckus, C. (2015). REMOVED: The valuation of social impact bonds: An introductory perspective with the Peterborough SIB. Research in International Business and Finance, 35, 104–110. https://doi.org/10.1016/j.ribaf.2015.04.001

Methodological comment on Econophysics review I and II: statistical econophysics and agent-based econophysics

Quantitative Finance / Aug 01, 2012

Schinckus, C. (2012). Methodological comment on Econophysics review I and II: statistical econophysics and agent-based econophysics. Quantitative Finance, 12(8), 1189–1192. https://doi.org/10.1080/14697688.2012.704692

What can econophysics contribute to financial economics?

International Review of Economics / Feb 06, 2011

Schinckus, C. (2011). What can econophysics contribute to financial economics? International Review of Economics, 58(2), 147–163. https://doi.org/10.1007/s12232-011-0115-z

Wesley R. Hartmann

The John G. McCoy-Banc One Corporation Professor of Marketing
Most Relevant Research Interests
Economics, Econometrics and Finance (miscellaneous)
Other Research Interests (12)
Marketing
Economics and Econometrics
Business and International Management
Management Science and Operations Research
Strategy and Management
And 7 more
About
Wesley R. Hartmann is a Professor at the Graduate School of Business at Stanford University. He received his PhD in Economics from the University of California, Los Angeles in 2003, and his MA in Economics from the University of California, Los Angeles in 2001. He also holds a BA in Economics and Political Science from the University of California, Irvine.
Most Relevant Publications (4+)

26 total publications

Do frequency reward programs create switching costs? A dynamic structural analysis of demand in a reward program

Quantitative Marketing and Economics / Dec 05, 2007

Hartmann, W. R., & Viard, V. B. (2007). Do frequency reward programs create switching costs? A dynamic structural analysis of demand in a reward program. Quantitative Marketing and Economics, 6(2), 109–137. https://doi.org/10.1007/s11129-007-9035-3

Intertemporal effects of consumption and their implications for demand elasticity estimates

Quantitative Marketing and Economics / Oct 27, 2006

Hartmann, W. R. (2006). Intertemporal effects of consumption and their implications for demand elasticity estimates. Quantitative Marketing and Economics, 4(4), 325–349. https://doi.org/10.1007/s11129-006-9012-2

Advertising competition in presidential elections

Quantitative Marketing and Economics / Mar 01, 2016

Gordon, B. R., & Hartmann, W. R. (2016). Advertising competition in presidential elections. Quantitative Marketing and Economics, 14(1), 1–40. https://doi.org/10.1007/s11129-016-9165-6

Quality vs. variety: Trading larger screens for more shows in the era of digital cinema

Quantitative Marketing and Economics / Jun 01, 2015

Rao, A., & Hartmann, W. R. (2015). Quality vs. variety: Trading larger screens for more shows in the era of digital cinema. Quantitative Marketing and Economics, 13(2), 117–134. https://doi.org/10.1007/s11129-015-9156-z

Sridhar Narayanan

Professor of Marketing, Stanford University Graduate School of Business
Most Relevant Research Interests
Economics, Econometrics and Finance (miscellaneous)
Other Research Interests (13)
Online advertising
Emerging Markets
Small Business Development
Social Networks
Learning
And 8 more
About
Sridhar Narayanan’s research focuses on empirical analysis of marketing problems, through the estimation of econometric models on behavioral data and through field experiments. His current streams of streams focus on various problems in digital advertising and other aspects of digital marketing, and on the adoption and usage of modern marketing practices and technologies by small businesses in emerging markets. He has focused on causal estimation using experimental, quasi-experimental and econometric approaches. Topics he has focused on in the past include learning and decision-making under uncertainty, peer effects, pharmaceutical marketing, the role of marketing over the product life cycle among others. A particular area of interest of his is the application of Bayesian methods to problems in marketing and empirical industrial organization.
Most Relevant Publications (3+)

32 total publications

The role of self selection, usage uncertainty and learning in the demand for local telephone service

Quantitative Marketing and Economics / Feb 13, 2007

Narayanan, S., Chintagunta, P. K., & Miravete, E. J. (2007). The role of self selection, usage uncertainty and learning in the demand for local telephone service. Quantitative Marketing and Economics, 5(1), 1–34. https://doi.org/10.1007/s11129-006-9015-z

An empirical analysis of individual level casino gambling behavior

Quantitative Marketing and Economics / Aug 17, 2011

Narayanan, S., & Manchanda, P. (2011). An empirical analysis of individual level casino gambling behavior. Quantitative Marketing and Economics, 10(1), 27–62. https://doi.org/10.1007/s11129-011-9110-7

Bayesian estimation of discrete games of complete information

Quantitative Marketing and Economics / Oct 10, 2012

Narayanan, S. (2012). Bayesian estimation of discrete games of complete information. Quantitative Marketing and Economics, 11(1), 39–81. https://doi.org/10.1007/s11129-012-9127-6

Ariel Kalil

Chicago, Illinois, United States of America
University of Chicago Professor and Expert on Childhood Development
Most Relevant Research Interests
General Economics, Econometrics and Finance
Other Research Interests (31)
Sociology and Political Science
Developmental and Educational Psychology
Education
Pediatrics, Perinatology and Child Health
Life-span and Life-course Studies
And 26 more
About
Ariel D. Kalil is the Daniel Levin Professor of Public Policy Studies at the University of Chicago. She is a faculty research fellow at the National Bureau of Economic Research and a research associate at the Population Studies Center at the University of Michigan. She is also a faculty member in the Harris School of Public Policy Studies and in the College at the University of Chicago. Kalil's research lies at the intersection of child development and public policy. She is particularly interested in the effect of early childhood interventions on health and economic outcomes in adulthood. Her work has been published in leading social science journals, including the American Economic Review, the Quarterly Journal of Economics, and the Journal of Political Economy. Kalil earned her PhD in Developmental Psychology from the University of Michigan–Ann Arbor in 1996, her MA in Social Psychology from the University of Colorado System in 1993, and her BA in Psychology and French Literature from the University of Wisconsin–Madison in 1991.
Most Relevant Publications (3+)

92 total publications

Work, Income, and Material Hardship after Welfare Reform

Journal of Consumer Affairs / Jun 01, 2000

DANZIGER, S., CORCORAN, M., DANZIGER, S., & HEFLIN, C. M. (2000). Work, Income, and Material Hardship after Welfare Reform. Journal of Consumer Affairs, 34(1), 6–30. https://doi.org/10.1111/j.1745-6606.2000.tb00081.x

Does consumption buy happiness? Evidence from the United States

International Review of Economics / Mar 19, 2010

DeLeire, T., & Kalil, A. (2010). Does consumption buy happiness? Evidence from the United States. International Review of Economics, 57(2), 163–176. https://doi.org/10.1007/s12232-010-0093-6

The Allocation of Food Expenditure in Married- and Single-Parent Families

Journal of Consumer Affairs / Aug 30, 2006

ZIOL-GUEST, K. M., DeLEIRE, T., & KALIL, A. (2006). The Allocation of Food Expenditure in Married- and Single-Parent Families. Journal of Consumer Affairs, 40(2), 347–371. https://doi.org/10.1111/j.1745-6606.2006.00061.x

Emily Owens

Professor, Department of Criminology, Law and Society
Most Relevant Research Interests
Finance
General Economics, Econometrics and Finance
Economics, Econometrics and Finance (miscellaneous)
Other Research Interests (39)
Economics and Econometrics
Law
Urban Studies
Public Administration
Sociology and Political Science
And 34 more
About
Emily Owens is an economist and professor at the University of California, Irvine. She earned her PhD in Economics from the University of Maryland, College Park in 2007, and her MA in Economics from the university in 2005. She holds a BS in Applied Math and Economics from Brown University, which she obtained in 2002. At UC Irvine, Emily is a professor in the Department of Criminology, Law, and Society as well as the Department of Economics. She is an expert in the fields of public policy, urban economics, and law and economics. She has also conducted research on topics such as the effects of increased policing on crime and the impact of school vouchers on educational outcomes. She has published articles in academic journals such as the Journal of Urban Economics and the Journal of Policy Analysis and Management.
Most Relevant Publications (6+)

69 total publications

COPS and crime

Journal of Public Economics / Feb 01, 2007

Evans, W. N., & Owens, E. G. (2007). COPS and crime. Journal of Public Economics, 91(1–2), 181–201. https://doi.org/10.1016/j.jpubeco.2006.05.014

Immigration, Employment Opportunities, and Criminal Behavior

American Economic Journal: Economic Policy / May 01, 2018

Freedman, M., Owens, E., & Bohn, S. (2018). Immigration, Employment Opportunities, and Criminal Behavior. American Economic Journal: Economic Policy, 10(2), 117–151. https://doi.org/10.1257/pol.20150165

One for the road: Public transportation, alcohol consumption, and intoxicated driving

Journal of Public Economics / Feb 01, 2011

Jackson, C. K., & Owens, E. G. (2011). One for the road: Public transportation, alcohol consumption, and intoxicated driving. Journal of Public Economics, 95(1–2), 106–121. https://doi.org/10.1016/j.jpubeco.2010.09.010

Are Underground Markets Really More Violent? Evidence from Early 20th Century America

American Law and Economics Review / Mar 01, 2011

Owens, E. G. (2011). Are Underground Markets Really More Violent? Evidence from Early 20th Century America. American Law and Economics Review, 13(1), 1–44. https://doi.org/10.1093/aler/ahq017

The American Temperance Movement and Market-Based Violence

American Law and Economics Review / May 19, 2014

Owens, E. G. (2014). The American Temperance Movement and Market-Based Violence. American Law and Economics Review, 16(2), 433–472. https://doi.org/10.1093/aler/ahu009

The effectiveness and effects of alcohol regulation: evidence from India

IZA Journal of Development and Migration / Jan 31, 2019

Luca, D. L., Owens, E., & Sharma, G. (2019). The effectiveness and effects of alcohol regulation: evidence from India. IZA Journal of Development and Migration, 9(1). https://doi.org/10.1186/s40176-018-0139-1

Dan Baack

Denver, Colorado, United States of America
Professor at the University of Denver
Most Relevant Research Interests
Finance
Other Research Interests (24)
Information processing
culture
and international marketing
Marketing
Communication
And 19 more
About
Dan Baack is an expert in advertising, brand management and international marketing. His academic research focuses on how differences in how consumers process information affect promotional activities. This includes investigations of creativity and advertising effectiveness, of advertising’s impact on brand image and of culture’s influence on marketing activity.
Most Relevant Publications (4+)

40 total publications

The effect of supply chain integration, modular production, and cultural distance on new product development: A dynamic capabilities approach

Journal of International Management / Dec 01, 2011

Parente, R. C., Baack, D. W., & Hahn, E. D. (2011). The effect of supply chain integration, modular production, and cultural distance on new product development: A dynamic capabilities approach. Journal of International Management, 17(4), 278–290. https://doi.org/10.1016/j.intman.2011.08.001

Meta-analysis of cultural differences: Another slice at the apple

International Business Review / Oct 01, 2008

Magnusson, P., Baack, D. W., Zdravkovic, S., Staub, K. M., & Amine, L. S. (2008). Meta-analysis of cultural differences: Another slice at the apple. International Business Review, 17(5), 520–532. https://doi.org/10.1016/j.ibusrev.2008.04.003

Diverse effects of diversity: Disaggregating effects of diversity in global virtual teams

Journal of International Management / Dec 01, 2019

Taras, V., Baack, D., Caprar, D., Dow, D., Froese, F., Jimenez, A., & Magnusson, P. (2019). Diverse effects of diversity: Disaggregating effects of diversity in global virtual teams. Journal of International Management, 25(4), 100689. https://doi.org/10.1016/j.intman.2019.100689

Coordinating decentralized research and development laboratories: A survey analysis

Journal of International Management / Jun 01, 2011

Manolopoulos, D., Söderquist, K. E., & Pearce, R. (2011). Coordinating decentralized research and development laboratories: A survey analysis. Journal of International Management, 17(2), 114–129. https://doi.org/10.1016/j.intman.2010.09.012

Orgul Ozturk

Professor, University of South Carolina
Most Relevant Research Interests
General Economics, Econometrics and Finance
Economics, Econometrics and Finance (miscellaneous)
Other Research Interests (49)
Applied Microeconomics
Economics and Econometrics
Education
Management of Technology and Innovation
Organizational Behavior and Human Resource Management
And 44 more
Most Relevant Publications (3+)

75 total publications

The Role of Gender in Promotion and Pay over a Career

Journal of Human Capital / Sep 01, 2014

Addison, J. T., Ozturk, O. D., & Wang, S. (2014). The Role of Gender in Promotion and Pay over a Career. Journal of Human Capital, 8(3), 280–317. https://doi.org/10.1086/677942

Eat (and Drink) Better Tonight: Food Stamp Benefit Timing and Drunk Driving Fatalities

American Journal of Health Economics / Nov 01, 2016

Cotti, C., Gordanier, J., & Ozturk, O. (2016). Eat (and Drink) Better Tonight: Food Stamp Benefit Timing and Drunk Driving Fatalities. American Journal of Health Economics, 2(4), 511–534. https://doi.org/10.1162/ajhe_a_00059

Postschooling Training Investment and Employer Learning

Journal of Human Capital / Sep 01, 2014

Kaymak, B. (2014). Postschooling Training Investment and Employer Learning. Journal of Human Capital, 8(3), 318–349. https://doi.org/10.1086/678261

Lea-Rachel Kosnik

Professor of Economics, University of Missouri-St. Louis, a leading expert on hydropower regulation in the U.S., and other energy and environmental issues
Most Relevant Research Interests
General Economics, Econometrics and Finance
Economics, Econometrics and Finance (miscellaneous)
Finance
Other Research Interests (31)
Environmental Economics
Energy Economics
Environmental Justice
Text/Content Analysis
Public & Regulatory Economics
And 26 more
About
Lea-Rachel Kosnik is a Professor of Economics at the University of Missouri-St. Louis. She received her BA and MA from the University of Michigan, Ann Arbor, and her PhD from the University of California, Los Angeles. Her research focuses on renewable energy and climate change, and she is considered a leading expert on the topic of hydroelectric energy generation in the U.S., and hydropower regulation by the Federal Energy Regulatory Commission. In recent years her research has expanded to include analyses of the academic economics profession itself, including with a focus on gender issues and DEI initiatives. Methodologically, her skill set includes textual analysis and natural language processing, along with traditional econometric techniques. In 2016 she received an honorable mention for article of the year from *Contemporary Economic Policy*, and in 2022 she gave the keynote address to the Illinois Economics Association. Dr. Kosnik is perhaps best known (in a service capacity) as the Association of Environmental and Resource Economist’s (AERE’s) Midwest representative, annually organizing the full track of AERE-sponsored environmental sessions at the Midwest Economic Association meetings. Dr. Kosnik has also served as President, Past-President, and Board Member of the Transportation and Public Utilities Group (TPUG), and as a Department Chair.
Most Relevant Publications (6+)

40 total publications

What Have Economists Been Doing for the Last 50 Years? A Text Analysis of Published Academic Research from 1960–2010

Economics / May 04, 2015

Kosnik, L.-R. (2015). What Have Economists Been Doing for the Last 50 Years? A Text Analysis of Published Academic Research from 1960–2010. Economics, 9(1). https://doi.org/10.5018/economics-ejournal.ja.2015-13

Refusing to budge: a confirmatory bias in decision making?

Mind & Society / Nov 06, 2007

Kosnik, L.-R. D. (2007). Refusing to budge: a confirmatory bias in decision making? Mind & Society, 7(2), 193–214. https://doi.org/10.1007/s11299-007-0043-5

Determinants of contract completeness: An environmental regulatory application

International Review of Law and Economics / Mar 01, 2014

Kosnik, L.-R. (2014). Determinants of contract completeness: An environmental regulatory application. International Review of Law and Economics, 37, 198–208. https://doi.org/10.1016/j.irle.2013.11.001

Early Macro Divergence from Micro: Keynes vs Hayek, Fisher and Friedman

Journal of Reviews on Global Economics / Dec 16, 2015

Gillman, M. (2015). Early Macro Divergence from Micro: Keynes vs Hayek, Fisher and Friedman. Journal of Reviews on Global Economics, 4, 268–280. https://doi.org/10.6000/1929-7092.2015.04.26

Letter: Regarding Voting for Charity's Sake

The Economists' Voice / Jan 18, 2009

Kosnik, L. (2009). Letter: Regarding Voting for Charity’s Sake. The Economists’ Voice, 6(3). https://doi.org/10.2202/1553-3832.1473

Letter: Regarding Voting for Charity's Sake

The Economists' Voice / Jan 18, 2009

Kosnik, L. (2009). Letter: Regarding Voting for Charity’s Sake. The Economists’ Voice, 6(3). https://doi.org/10.2202/1553-3832.1473

Mohamad Shaaf, PhD

Professor of Economics Emeritus, University of Central Oklahoma
Most Relevant Research Interests
Economics, Econometrics and Finance (miscellaneous)
General Economics, Econometrics and Finance
Finance
Other Research Interests (17)
Macroeconomics
Econometrics
AI Models
Comparative Economic Systems
Political Economy
And 12 more
Most Relevant Publications (9+)

39 total publications

Predicting Australian Growth and Recession Via the Yield Curve

Economic Analysis and Policy / Jun 01, 2002

Karunaratne, N. D. (2002). Predicting Australian Growth and Recession Via the Yield Curve. Economic Analysis and Policy, 32(2), 233–250. https://doi.org/10.1016/s0313-5926(02)50031-x

Air pollution and the housing market: A neural network approach

International Advances in Economic Research / Nov 01, 1996

Shaaf, M., & Rod Erfani, G. (1996). Air pollution and the housing market: A neural network approach. International Advances in Economic Research, 2(4), 484–495. https://doi.org/10.1007/bf02295473

An artificial intelligence approach to the role of exports in the economic development of Malaysia

Atlantic Economic Journal / Dec 01, 1999

Shaaf, M., & Ahmadi, S. A. (1999). An artificial intelligence approach to the role of exports in the economic development of Malaysia. Atlantic Economic Journal, 27(4), 363–375. https://doi.org/10.1007/bf02298333

A NEURAL NETWORK AND ECONOMETRIC COMPARISON OF THE RELATIVE IMPORTANCE OF FISCAL AND MONETARY ACTIONS

Studies in Economics and Finance / Feb 01, 1996

Shaaf, M. (1996). A NEURAL NETWORK AND ECONOMETRIC COMPARISON OF THE RELATIVE IMPORTANCE OF FISCAL AND MONETARY ACTIONS. Studies in Economics and Finance, 17(1), 69–87. https://doi.org/10.1108/eb028727

Income distribution and the economy: Evidence from the vector autoregression model

International Advances in Economic Research / Feb 01, 1998

Shaaf, M. (1998). Income distribution and the economy: Evidence from the vector autoregression model. International Advances in Economic Research, 4(1), 34–47. https://doi.org/10.1007/bf02295234

Adaptive learning and bounded rationality

European Economic Review / Apr 01, 1993

Honkapohja, S. (1993). Adaptive learning and bounded rationality. European Economic Review, 37(2–3), 587–594. https://doi.org/10.1016/0014-2921(93)90048-f

Public business information in decline?

Business Information Review / Apr 01, 1991

Smith, G. (1991). Public business information in decline? Business Information Review, 7(4), 2–2. https://doi.org/10.1177/026638219100700401

Bank failures as Poisson variates

Economics Letters / Jan 01, 1989

Davutyan, N. (1989). Bank failures as Poisson variates. Economics Letters, 29(4), 333–338. https://doi.org/10.1016/0165-1765(89)90212-7

An investment portfolio for OPEC: The Lagrangian approach

Atlantic Economic Journal / Jul 01, 1986

Shaaf, M. (1986). An investment portfolio for OPEC: The Lagrangian approach. Atlantic Economic Journal, 14(2), 65–70. https://doi.org/10.1007/bf02316795

Luke Connelly

Professor of Health Economics, The University of Queensland, CBEH
Most Relevant Research Interests
Finance
Accounting
Economics, Econometrics and Finance (miscellaneous)
General Economics, Econometrics and Finance
Other Research Interests (48)
Health economics
insurance
Public Health, Environmental and Occupational Health
Safety, Risk, Reliability and Quality
Human Factors and Ergonomics
And 43 more
About
Luke Connelly is Professor of Health Economics at the Centre for the Business and Economics of Health. He also holds a Professorial appointment (part-time) at The University of Bologna, to which he was appointed in 2017 via the Italian “Direct Call” ([link](https://www.unibo.it/sitoweb/luke.connelly/en)) process. In 2019 he was appointed as Honorary Professor at The University of Sydney. His main interests are in health economics and insurance economics and the effects of institutions (including legal constructs) on incentives and behaviour. He has also worked in other fields of applied microeconomics, including education economics and transport economics. His publications include papers in *Review of Income and Wealth*, *Health Economics*, *Journal of Health Economics*, *Journal of Risk and Insurance*, *Geneva Papers on Risk and Insurance*, *Accident Analysis and Prevention*, *Journal of Law and Medicine*, *Journal of Clinical Epidemiology*, *European Journal of Health Economics*, *International Journal of Health Economics and Finance*, *Social Science and Medicine*, *Economic Papers*, *Economic Analysis and Policy*, *Journal of Transport Economics and Policy*, *Labour Economics*, *Economics and Human Biology* as well as in a range of clinical journals, including *Lancet*. Luke has served on a number of public committees including the Medical Services Advisory Committee (MSAC), which advises the Australian Minister for Health on the safety, efficacy, effectiveness, and cost-effectiveness of new and extant listings on Australia's Medicare Benefits Schedule. He has extensive service on other public committees and taskforces as well as extensive teaching and consulting engagements with industry. Over his career he has been a chief investigator on research grants and contracts totalling more than $67m. He is a member of the Editorial Boards of European Journal of Health Economics and the International Journal on Environmental Research and Public Health. He is a member of the International Health Economics Association's Arrow Awards Committee, which awards an annual prize in honour of Nobel Laureate Kenneth Arrow for the best paper in the field. He is currently Guest Editor (with Christophe Courbage) on a Special Issue of the Geneva Papers on Risk and Insurance on Insurance and Emerging Health Risks. His current research interests include health service innovations to improve the health of people with chronic kidney disease(CKD). Ongoing interests include the economics of disability and insurance, compensable injury compensation schemes, and the determinants of health. Luke enjoys and has considerable experience teaching economics and health economics at both the graduate and undergraduate levels. In 2014 he was awarded the School of Economics Distinguished Teaching Award for his teaching on UQ's Master of Health Economics Program. In July 2016 and July 2019 he also taught summer schools in Health Economics and the Economics of Insurance at The University of Lucerne, Switzerland. Over the past 10 years he has been a chief investigator on grants totalling more than $70m.
Most Relevant Publications (13+)

105 total publications

A History of the Term “Moral Hazard”

Journal of Risk and Insurance / Feb 08, 2012

Rowell, D., & Connelly, L. B. (2012). A History of the Term “Moral Hazard.” Journal of Risk and Insurance, 79(4), 1051–1075. https://doi.org/10.1111/j.1539-6975.2011.01448.x

The Efficiency of Australian Schools: A Nationwide Analysis Using Gains in Test Scores of Students as Outputs

Economic Papers: A journal of applied economics and policy / Aug 01, 2016

Nghiem, S., Nguyen, H. T., & Connelly, L. B. (2016). The Efficiency of Australian Schools: A Nationwide Analysis Using Gains in Test Scores of Students as Outputs. Economic Papers: A Journal of Applied Economics and Policy, 35(3), 256–268. Portico. https://doi.org/10.1111/1759-3441.12143

Structural factors and integrated care interventions: is there a role for economists in the policy debate?

The European Journal of Health Economics / Jan 02, 2021

Connelly, L. B., & Fiorentini, G. (2021). Structural factors and integrated care interventions: is there a role for economists in the policy debate? The European Journal of Health Economics, 22(8), 1141–1150. https://doi.org/10.1007/s10198-020-01253-1

Supply-side solutions targeting demand-side characteristics: causal effects of a chronic disease management program on adherence and health outcomes

The European Journal of Health Economics / Jan 29, 2022

Connelly, L., Fiorentini, G., & Iommi, M. (2022). Supply-side solutions targeting demand-side characteristics: causal effects of a chronic disease management program on adherence and health outcomes. The European Journal of Health Economics, 23(7), 1203–1220. https://doi.org/10.1007/s10198-021-01421-x

Testing for asymmetric information in insurance markets: A test for ex ante moral hazard revisited

Economics Letters / Jan 01, 2017

Rowell, D., Nghiem, S. H., & Connelly, L. B. (2017). Testing for asymmetric information in insurance markets: A test for ex ante moral hazard revisited. Economics Letters, 150, 4–5. https://doi.org/10.1016/j.econlet.2016.10.044

The effects of parental leave on child health and postnatal care: Evidence from Australia

Economic Analysis and Policy / Mar 01, 2016

Khanam, R., Nghiem, S., & Connelly, L. (2016). The effects of parental leave on child health and postnatal care: Evidence from Australia. Economic Analysis and Policy, 49, 17–29. https://doi.org/10.1016/j.eap.2015.09.005

Two Tests forEx AnteMoral Hazard in a Market for Automobile Insurance

Journal of Risk and Insurance / Jun 09, 2016

Rowell, D., Nghiem, S., & Connelly, L. B. (2016). Two Tests forEx AnteMoral Hazard in a Market for Automobile Insurance. Journal of Risk and Insurance, 84(4), 1103–1126. Portico. https://doi.org/10.1111/jori.12161

Erratum: Insurance Rebates, Incentives and Primary Care in Australia

The Geneva Papers on Risk and Insurance - Issues and Practice / Dec 20, 2012

Connelly, L. B., & Butler, J. R. G. (2012). Erratum: Insurance Rebates, Incentives and Primary Care in Australia. The Geneva Papers on Risk and Insurance - Issues and Practice, 38(1), 181–181. https://doi.org/10.1057/gpp.2012.50

Insurance Rebates, Incentives and Primary Care in Australia

The Geneva Papers on Risk and Insurance - Issues and Practice / Oct 01, 2012

Connelly, L. B., & Butler, J. R. G. (2012). Insurance Rebates, Incentives and Primary Care in Australia. The Geneva Papers on Risk and Insurance - Issues and Practice, 37(4), 745–762. https://doi.org/10.1057/gpp.2012.40

Labour market outcomes for people with a spinal cord injury

Economics & Human Biology / Jul 01, 2010

Rowell, D., & Connelly, L. (2010). Labour market outcomes for people with a spinal cord injury. Economics & Human Biology, 8(2), 223–232. https://doi.org/10.1016/j.ehb.2010.05.003

Lifetime Subsidies in Australian Private Health Insurance Markets with Community Rating

The Geneva Papers on Risk and Insurance - Issues and Practice / Oct 01, 2006

Connelly, L. B., & Shelton Brown, H. (2006). Lifetime Subsidies in Australian Private Health Insurance Markets with Community Rating. The Geneva Papers on Risk and Insurance - Issues and Practice, 31(4), 705–719. https://doi.org/10.1057/palgrave.gpp.2510099

Lifetime Cover in Private Insurance Markets

International Journal of Health Care Finance and Economics / Mar 01, 2005

Brown, H. S., & Connelly, L. B. (2005). Lifetime Cover in Private Insurance Markets. International Journal of Health Care Finance and Economics, 5(1), 75–88. https://doi.org/10.1007/s10754-005-6602-6

Economics and health promotion

The European Journal of Health Economics, formerly: HEPAC / Sep 01, 2004

Connelly, L. B. (2004). Economics and health promotion. The European Journal of Health Economics, Formerly: HEPAC, 5(3), 236–242. https://doi.org/10.1007/s10198-004-0229-2

Marian Rizov

Professor of Business Economics
Most Relevant Research Interests
Finance
Accounting
Economics, Econometrics and Finance (miscellaneous)
General Economics, Econometrics and Finance
Other Research Interests (39)
Microeconomics
Labour
IO
Agriculture
Development
And 34 more
Most Relevant Publications (13+)

84 total publications

Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies

World Economy / Feb 01, 2010

Chit, M. M., Rizov, M., & Willenbockel, D. (2010). Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies. World Economy, 33(2), 239–263. https://doi.org/10.1111/j.1467-9701.2009.01230.x

Investment and financial constraints in transition economies: micro evidence from Poland, the Czech Republic, Bulgaria and Romania

Economics Letters / Feb 01, 2003

Konings, J., Rizov, M., & Vandenbussche, H. (2003). Investment and financial constraints in transition economies: micro evidence from Poland, the Czech Republic, Bulgaria and Romania. Economics Letters, 78(2), 253–258. https://doi.org/10.1016/s0165-1765(02)00210-0

Determinants of obesity in transition economies: The case of Russia

Economics & Human Biology / Dec 01, 2007

Huffman, S. K., & Rizov, M. (2007). Determinants of obesity in transition economies: The case of Russia. Economics & Human Biology, 5(3), 379–391. https://doi.org/10.1016/j.ehb.2007.07.001

The dynamics of food, alcohol and cigarette consumption in Russia during transition

Economics & Human Biology / Mar 01, 2014

Herzfeld, T., Huffman, S., & Rizov, M. (2014). The dynamics of food, alcohol and cigarette consumption in Russia during transition. Economics & Human Biology, 13, 128–143. https://doi.org/10.1016/j.ehb.2013.02.002

Credit Constraints and Profitability : Evidence from a Transition Economy

Emerging Markets Finance and Trade / Jul 01, 2004

RIZOV, M. (2004). Credit Constraints and Profitability : Evidence from a Transition Economy. Emerging Markets Finance and Trade, 40(4), 63–83. https://doi.org/10.1080/1540496x.2004.11052580

Openness and isolation: The trade performance of the former Soviet Central Asian countries

International Business Review / Dec 01, 2015

Mazhikeyev, A., Edwards, T. H., & Rizov, M. (2015). Openness and isolation: The trade performance of the former Soviet Central Asian countries. International Business Review, 24(6), 935–947. https://doi.org/10.1016/j.ibusrev.2015.03.001

Economic analysis of the link between diet quality and health: Evidence from Kosovo

Economics & Human Biology / Nov 01, 2017

Braha, K., Cupák, A., Pokrivčák, J., Qineti, A., & Rizov, M. (2017). Economic analysis of the link between diet quality and health: Evidence from Kosovo. Economics & Human Biology, 27, 261–274. https://doi.org/10.1016/j.ehb.2017.08.003

Residential Electricity Pricing in China

The Chinese Economy / Mar 01, 2014

Lin, Q., Rizov, M., & Wong, M. (2014). Residential Electricity Pricing in China. The Chinese Economy, 47(2), 41–74. https://doi.org/10.2753/ces1097-1475470203

Transition and enterprise restructuring: the role of budget constraints and bankruptcy costs

Economics Letters / Jan 01, 2005

Rizov, M. (2005). Transition and enterprise restructuring: the role of budget constraints and bankruptcy costs. Economics Letters, 86(1), 129–134. https://doi.org/10.1016/j.econlet.2004.05.004

Financial constraints and the export decision of Pakistani firms

International Journal of Finance & Economics / Jul 13, 2020

Qasim, S., Rizov, M., & Zhang, X. (2020). Financial constraints and the export decision of Pakistani firms. International Journal of Finance & Economics, 26(3), 4557–4573. Portico. https://doi.org/10.1002/ijfe.2030

The price of EU accession

Property Management / Feb 01, 2004

Rizov, M. (2004). The price of EU accession. Property Management, 22(1), 72–83. https://doi.org/10.1108/02637470410525509

A vision of the farming sector’s future: What is in there for farmers in the time of the Second Machine Age?

Local Economy: The Journal of the Local Economy Policy Unit / Dec 01, 2020

Rizov, M. (2020). A vision of the farming sector’s future: What is in there for farmers in the time of the Second Machine Age? Local Economy: The Journal of the Local Economy Policy Unit, 35(8), 717–722. https://doi.org/10.1177/02690942211010151

SMEs' diversification of financing sources: Strategy or desperation?

International Journal of Finance & Economics / May 01, 2023

Chit, M. M., & Rizov, M. (2023). <scp>SMEs</scp>’ diversification of financing sources: Strategy or desperation? International Journal of Finance &amp; Economics. Portico. https://doi.org/10.1002/ijfe.2822

Marc St-Pierre

Associate Professor of Economics at The University of the South
Most Relevant Research Interests
Accounting
General Economics, Econometrics and Finance
Finance
Other Research Interests (18)
Decision Making
General Equilibrium
Inequality
General Engineering
Business and International Management
And 13 more
Most Relevant Publications (4+)

8 total publications

Industry–University Collaboration by Canadian Manufacturing Firms*

The Journal of Technology Transfer / Jul 01, 2006

Hanel, P., & St-Pierre, M. (2006). Industry–University Collaboration by Canadian Manufacturing Firms*. The Journal of Technology Transfer, 31(4), 485–499. https://doi.org/10.1007/s10961-006-0009-5

Risk-induced discounting

Theory and Decision / Jun 16, 2016

St-Pierre, M. (2016). Risk-induced discounting. Theory and Decision, 82(1), 13–30. https://doi.org/10.1007/s11238-016-9555-y

On market power and inflation

Economics Letters / May 01, 2023

St-Pierre, M. (2023). On market power and inflation. Economics Letters, 226, 111074. https://doi.org/10.1016/j.econlet.2023.111074

The perverse effect of environmental regulation on emissions: The role of product‐mix changes

Journal of Public Economic Theory / Aug 27, 2021

St‐Pierre, M., & Elrod, A. A. (2021). The perverse effect of environmental regulation on emissions: The role of product‐mix changes. Journal of Public Economic Theory, 24(1), 197–235. Portico. https://doi.org/10.1111/jpet.12541

Miguel Ramirez

Ward S. Curran Distinguished Professor of Economics, Trinity College
Most Relevant Research Interests
Finance
General Economics, Econometrics and Finance
Economics, Econometrics and Finance (miscellaneous)
Accounting
Other Research Interests (53)
Foreign Direct Investment
Latin American Economics
Public investment
Marxian economics.
Development
And 48 more
About
Professor Ramirez is a native of Chile and a naturalized U.S. citizen since 1990. He received his Ph.D. in economics from the University of Illinois at Urbana-Champaign in 1984 and has been at Trinity College since 1985. He has held visiting positions at the University of Illinois at Champaign-Urbana (Summer 1991 and 1992), Haverford College (Spring 1992), Vanderbilt University (Spring 1999), and Yale University (Spring 2006). His teaching interests are primarily in the areas of Latin American economic development and international finance and open economy macroeconomics. At the College he usually offers Latin American economic development and Structural Reform in Latin America during the fall term, while international finance and open economy macroeconomics is taught during the spring term. He also teaches a course in Time-Series Analysis every other spring term, with particular emphasis on unit root and cointegration analysis, error correction modeling, and forecasting. Insofar as his research is concerned, it is primarily dedicated to analyzing the challenges and opportunities that Latin American nations face as they attempt to stabilize and reform their economies in an increasingly globalized world. In particular, his work has reviewed and analyzed the impact of IMF-sponsored adjustment and stabilization measures in Argentina, Chile, and Mexico, as well as the mixed success of structural reform programs such as privatization of state-owned firms, deregulation of economic activity, and liberalization of trade and finance. His research has also focused on the economic and institutional determinants of foreign direct investment in Argentina, Chile, and Mexico, as well as the impact of these flows on private capital formation and labor productivity growth in Latin America. Another important focus of his work in recent years has been the growing role of remittance flows in financing private investment spending and boosting economic growth in countries such as Ecuador, the Dominican Republic, El Salvador, Jamaica, and Mexico. Finally, he has published work in the history of economic thought relating to Marx's important analysis of wages and cyclical crises, his theory of absolute and differential ground rent, his analysis of the falling rate of profit, Marx's controversial writings on the so-called Asiatic mode of production, and his conception of capital as a social process.
Most Relevant Publications (18+)

90 total publications

Remittances and economic growth in Africa, Asia, and Latin American-Caribbean countries: a panel unit root and panel cointegration analysis

Journal of Economics and Finance / Jun 17, 2011

Nsiah, C., & Fayissa, B. (2011). Remittances and economic growth in Africa, Asia, and Latin American-Caribbean countries: a panel unit root and panel cointegration analysis. Journal of Economics and Finance, 37(3), 424–441. https://doi.org/10.1007/s12197-011-9195-6

The impact of public investment on private investment spending in Latin America: 1980–95

Atlantic Economic Journal / Jun 01, 2000

Ramirez, M. D. (2000). The impact of public investment on private investment spending in Latin America: 1980–95. Atlantic Economic Journal, 28(2), 210–225. https://doi.org/10.1007/bf02298362

A Panel Unit Root and Panel Cointegration Test of the Complementarity Hypothesis in the Mexican Case: 1960–2001

Atlantic Economic Journal / Jul 11, 2007

Ramirez, M. D. (2007). A Panel Unit Root and Panel Cointegration Test of the Complementarity Hypothesis in the Mexican Case: 1960–2001. Atlantic Economic Journal, 35(3), 343–356. https://doi.org/10.1007/s11293-007-9078-6

Mexico under NAFTA: a critical assessment

The Quarterly Review of Economics and Finance / Dec 01, 2003

Ramirez, M. D. (2003). Mexico under NAFTA: a critical assessment. The Quarterly Review of Economics and Finance, 43(5), 863–892. https://doi.org/10.1016/s1062-9769(03)00052-8

Do Financial and Institutional Variables Enhance the Impact of Remittances on Economic Growth in Latin America and the Caribbean? A Panel Cointegration Analysis

International Advances in Economic Research / May 25, 2013

Ramirez, M. D. (2013). Do Financial and Institutional Variables Enhance the Impact of Remittances on Economic Growth in Latin America and the Caribbean? A Panel Cointegration Analysis. International Advances in Economic Research, 19(3), 273–288. https://doi.org/10.1007/s11294-013-9407-2

Foreign Direct Investment and Income Inequality in Southeast Asia: a Panel Unit Root and Panel Cointegration Analysis, 1990–2013

Atlantic Economic Journal / Dec 01, 2016

Cho, H. C., & Ramirez, M. D. (2016). Foreign Direct Investment and Income Inequality in Southeast Asia: a Panel Unit Root and Panel Cointegration Analysis, 1990–2013. Atlantic Economic Journal, 44(4), 411–424. https://doi.org/10.1007/s11293-016-9521-7

A cointegration analysis of purchasing power parity: 1973–96

International Advances in Economic Research / Aug 01, 1999

Ramirez, M. D., & Khan, S. (1999). A cointegration analysis of purchasing power parity: 1973–96. International Advances in Economic Research, 5(3), 369–385. https://doi.org/10.1007/bf02296418

Public and private Investment in Mexico and Chile: An empirical test of the complementarity hypothesis

Atlantic Economic Journal / Dec 01, 1996

Ramirez, M. D. (1996). Public and private Investment in Mexico and Chile: An empirical test of the complementarity hypothesis. Atlantic Economic Journal, 24(4), 301–320. https://doi.org/10.1007/bf02298433

Public capital formation and labor productivity growth in Mexico

Atlantic Economic Journal / Dec 01, 2002

Ramirez, M. D. (2002). Public capital formation and labor productivity growth in Mexico. Atlantic Economic Journal, 30(4), 366–379. https://doi.org/10.1007/bf02298779

Does public investment enhance labor productivity growth in Chile? A cointegration analysis

The North American Journal of Economics and Finance / Jan 01, 1998

Ramírez, M. D. (1998). Does public investment enhance labor productivity growth in Chile? A cointegration analysis. The North American Journal of Economics and Finance, 9(1), 45–65. https://doi.org/10.1016/s1062-9408(99)80080-1

Is Foreign Direct Investment Productive in the Latin America Case? A Panel Co-integration Analysis, 1980–2002

The International Trade Journal / Dec 27, 2010

Ramirez, M. D. (2010). Is Foreign Direct Investment Productive in the Latin America Case? A Panel Co-integration Analysis, 1980–2002. The International Trade Journal, 25(1), 35–73. https://doi.org/10.1080/08853908.2011.532041

Privatization and regulatory reform in Mexico and Chile: A critical overview

The Quarterly Review of Economics and Finance / Sep 01, 1998

Ramirez, M. D. (1998). Privatization and regulatory reform in Mexico and Chile: A critical overview. The Quarterly Review of Economics and Finance, 38(3), 421–439. https://doi.org/10.1016/s1062-9769(99)80126-4

The Mexican regulatory experience in the airline, banking and telecommunications sectors

The Quarterly Review of Economics and Finance / Jan 01, 2001

Ramirez, M. D. (2001). The Mexican regulatory experience in the airline, banking and telecommunications sectors. The Quarterly Review of Economics and Finance, 41(5), 657–681. https://doi.org/10.1016/s1062-9769(01)00097-7

Economic Infrastructure, Private Capital Formation, and FDI Inflows to Hungary: A Unit Root and Cointegration Analysis with Structural Breaks

Atlantic Economic Journal / Oct 21, 2014

Ramirez, M. D., & Kőműves, Z. (2014). Economic Infrastructure, Private Capital Formation, and FDI Inflows to Hungary: A Unit Root and Cointegration Analysis with Structural Breaks. Atlantic Economic Journal, 42(4), 367–382. https://doi.org/10.1007/s11293-014-9436-0

Purchasing Power Parity: A Time Series Analysis of the U.S. and Mexico, 1995–2007

International Advances in Economic Research / Sep 09, 2016

Yee, S., & Ramirez, M. D. (2016). Purchasing Power Parity: A Time Series Analysis of the U.S. and Mexico, 1995–2007. International Advances in Economic Research, 22(4), 409–419. https://doi.org/10.1007/s11294-016-9598-4

Marx and Ricardo on machinery: a critical note

The European Journal of the History of Economic Thought / Nov 02, 2018

Ramirez, M. D. (2018). Marx and Ricardo on machinery: a critical note. The European Journal of the History of Economic Thought, 26(1), 81–100. https://doi.org/10.1080/09672567.2018.1523208

Estimating the Domestic Determinants of Foreign Direct Investment Flows in Malaysia: Evidence from Cointegration and Error-Correction Model

Jurnal Pengurusan / Jan 01, 2009

Estimating the Domestic Determinants of Foreign Direct Investment Flows in Malaysia: Evidence from Cointegration and Error-Correction Model. (2009). Jurnal Pengurusan, 28, 3–22. https://doi.org/10.17576/pengurusan-2009-28-01

Is Capitalist Globalization Inevitable in the Marxian Paradigm?

Journal of the History of Economic Thought / Mar 01, 2014

Ramírez, M. D. (2014). Is Capitalist Globalization Inevitable in the Marxian Paradigm? Journal of the History of Economic Thought, 36(1), 83–95. https://doi.org/10.1017/s1053837214000042

Roger Sparks

Professor of Economics, Mills College at Northeastern University
Most Relevant Research Interests
finance
Accounting
Other Research Interests (14)
applied microeconomics
strategy
environment
Pharmacology (medical)
Management, Monitoring, Policy and Law
And 9 more
About
Roger Sparks is a Professor of Economics at Mills College, Oakland, CA. He earned his PhD in Economics from the University of California, Davis and has been at Mills College since 1989. Professor Sparks is currently director of the Master of Applied Economics program at Mills and chair of the Economics Department. He has more than 20 research papers published in economics journals, has refereed many paper submissions to professional journals, and currently serves on the Board of Directors of the Kemper Human Rights Education Foundation. Professor Sparks’ research applies game theory and the economics of information to a variety of topics, including the theory of unemployment, efficiency wages, employee stock offerings, cyclical changes in labor productivity, the determination of mortgage rates, mortgage securitization, environmental policy, utility regulation, psychiatric decision-making, the energy paradox, and the price impacts of low-carbon fuel standards. This research agenda has allowed him to incorporate into his teaching first-hand knowledge about a variety of topics and techniques of analysis, which in turn has enhanced his students’ curiosity and learning.
Most Relevant Publications (2+)

20 total publications

Putting the squeeze on a market for lemons: Government-sponsored mortgage securitization

The Journal of Real Estate Finance and Economics / Jun 01, 1996

Passmore, W., & Sparks, R. (1996). Putting the squeeze on a market for lemons: Government-sponsored mortgage securitization. The Journal of Real Estate Finance and Economics, 13(1). https://doi.org/10.1007/bf00174549

Automated Underwriting and the Profitability of Mortgage Securitization

Real Estate Economics / Jun 01, 2000

Passmore, W., & Sparks, R. W. (2000). Automated Underwriting and the Profitability of Mortgage Securitization. Real Estate Economics, 28(2), 285–305. https://doi.org/10.1111/1540-6229.00802

Ralf Hepp

Associate Professor of Economics, Fordham University
Most Relevant Research Interests
Finance
Other Research Interests (6)
International Finance
Open-Economy Macroeconomics
Economics and Econometrics
Pharmacology (medical)
Public Administration
And 1 more
Most Relevant Publications (4+)

10 total publications

Securitization and the balance sheet channel of monetary transmission

Journal of Banking &amp; Finance / Aug 01, 2011

Aysun, U., & Hepp, R. (2011). Securitization and the balance sheet channel of monetary transmission. Journal of Banking &amp; Finance, 35(8), 2111–2122. https://doi.org/10.1016/j.jbankfin.2011.01.011

Identifying the balance sheet and the lending channels of monetary transmission: A loan-level analysis

Journal of Banking &amp; Finance / Aug 01, 2013

Aysun, U., & Hepp, R. (2013). Identifying the balance sheet and the lending channels of monetary transmission: A loan-level analysis. Journal of Banking &amp; Finance, 37(8), 2812–2822. https://doi.org/10.1016/j.jbankfin.2013.04.006

What drives local lending by global banks?

Journal of International Money and Finance / Feb 01, 2019

Avdjiev, S., Aysun, U., & Hepp, R. (2019). What drives local lending by global banks? Journal of International Money and Finance, 90, 54–75. https://doi.org/10.1016/j.jimonfin.2018.09.005

The determinants of global bank lending: Evidence from bilateral cross-country data

Journal of Banking &amp; Finance / May 01, 2016

Aysun, U., & Hepp, R. (2016). The determinants of global bank lending: Evidence from bilateral cross-country data. Journal of Banking &amp; Finance, 66, 35–52. https://doi.org/10.1016/j.jbankfin.2015.11.020

Robert Gitter, Ph.D.

Nam Vu

Cincinnati, Ohio, United States of America
Associate Professor of Economics at Miami University, Macroeconomist
Most Relevant Research Interests
Finance
Other Research Interests (8)
Macroeconomics
International Finance
Economics and Econometrics
Development
Geography, Planning and Development
And 3 more
Most Relevant Publications (2+)

14 total publications

Stock market volatility and international business cycle dynamics: Evidence from OECD economies

Journal of International Money and Finance / Feb 01, 2015

Vu, N. T. (2015). Stock market volatility and international business cycle dynamics: Evidence from OECD economies. Journal of International Money and Finance, 50, 1–15. https://doi.org/10.1016/j.jimonfin.2014.08.003

International spillovers of U.S. financial volatility

Journal of International Money and Finance / Oct 01, 2019

Berg, K. A., & Vu, N. T. (2019). International spillovers of U.S. financial volatility. Journal of International Money and Finance, 97, 19–34. https://doi.org/10.1016/j.jimonfin.2019.05.010

Dr. Andrew Ojede, Ph.D.

Texas State University
Most Relevant Research Interests
Finance
General Economics, Econometrics and Finance
Accounting
Other Research Interests (15)
Macroeconomics
International Economics
Regional Economic Growth
International Development
Economics and Econometrics
And 10 more
Most Relevant Publications (5+)

15 total publications

Tax policy and state economic growth: The long-run and short-run of it

Economics Letters / Aug 01, 2012

Ojede, A., & Yamarik, S. (2012). Tax policy and state economic growth: The long-run and short-run of it. Economics Letters, 116(2), 161–165. https://doi.org/10.1016/j.econlet.2012.02.023

The impact of changes in monetary aggregates on exchange rate volatility in a developing country: Do structural breaks matter?

Economics Letters / Jun 01, 2017

Ojede, A., & Lam, E. (2017). The impact of changes in monetary aggregates on exchange rate volatility in a developing country: Do structural breaks matter? Economics Letters, 155, 111–115. https://doi.org/10.1016/j.econlet.2017.03.024

Is inflation in developing countries driven by low productivity or monetary growth?

Economics Letters / Aug 01, 2015

Ojede, A. (2015). Is inflation in developing countries driven by low productivity or monetary growth? Economics Letters, 133, 96–99. https://doi.org/10.1016/j.econlet.2015.05.028

Exchange Rate Shocks and U.S. Services and Agricultural Exports: Which Export Sector is More Affected?

The International Trade Journal / Apr 14, 2015

Ojede, A. (2015). Exchange Rate Shocks and U.S. Services and Agricultural Exports: Which Export Sector is More Affected? The International Trade Journal, 29(3), 228–250. https://doi.org/10.1080/08853908.2015.1024900

Be good to thy neighbours: A spatial analysis of foreign direct investment and economic growth in sub‐Saharan Africa

The World Economy / Aug 03, 2021

Chih, Y., Kishan, R. P., & Ojede, A. (2021). Be good to thy neighbours: A spatial analysis of foreign direct investment and economic growth in sub‐Saharan Africa. The World Economy, 45(3), 657–701. Portico. https://doi.org/10.1111/twec.13167

Hendrik Wolff

Professor, London School of Economics
Most Relevant Research Interests
Economics, Econometrics and Finance (miscellaneous)
Other Research Interests (22)
Economics and Econometrics
Agricultural and Biological Sciences (miscellaneous)
Management, Monitoring, Policy and Law
Nature and Landscape Conservation
General Environmental Science
And 17 more
About
Hendrik Wolff is Professor of Environmental Economics at The London School of Economics and Political Science (LSE). * Hendrik's main research is in environmental economics, working at the intersection of transportation, air pollution, energy and health. This includes the economic causes and consequences of air pollution; the ”value of time;” the impact of energy conservation policies on electricity consumption; cost benefit analysis of the clean air act and its effects on health; the interactions between climate, local prices, wages and “quality of life; and the economics of Daylight Saving Time. He also developed new econometric estimators for large supply and demand systems that are used in agriculture and energy. He has conducted research projects in Ecuador, Germany, Mexico, Australia, Bangladesh, Ghana, England, Chile and the United States. Hendrik is a Faculty Affiliate of the UW Center for Studies in Demography and Ecology, an IZA Research Fellow, and a CESIfo Research Network Affiliate. He was a visiting professor at Resources for the Future, as well as at LMU Munich, University of Cologne and at IZA, Bonn. * Hendrik’s work has impact on both academia and policy. He won the 2009 Ralph C d’Arge and Allen V. Kneese Award for Outstanding Publication, which is awarded annually for the Best Paper in Environmental and Resource Economics. His research has led to important policy changes by the United Nations and the World Bank on the measurement of indices (the Human Development Index (HDI) and the Ease of Doing Business Index). His work is discussed on television (e.g., ABC News) and international media (e.g., The Economist, The Wall Street Journal). He has successfully obtained external funding from organizations such as the NSF, as well as CSSS and the Royalty Research Fund. In addition, he has been the chair for PhD students and Honors students, many of whom have won multiple awards. The job placements of Hendrik’s students are detailed in his CV. He has also consulted for the U.S. Department of Energy and for the President of the World Bank on important policy issues related to his research. * Hendrik is the director of [SelfDrivingCities.com](https://www.selfdrivingcities.com/) a research lab that connects academic researchers, government, and industry in the urban mobility space
Most Relevant Publications (1+)

37 total publications

Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach

Computational Economics / May 14, 2010

Wolff, H., Heckelei, T., & Mittelhammer, R. C. (2010). Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach. Computational Economics, 36(4), 309–339. https://doi.org/10.1007/s10614-010-9215-1

Sutirtha Bagchi

Villanova, Pennsylvania, United States of America
Associate Professor of Economics with a rich set of experiences spanning the commercial and educational sectors. Proficient with the use of legal databases like CaseText, WestLaw, and LexisPlus.
Most Relevant Research Interests
Finance
Accounting
Economics, Econometrics and Finance (miscellaneous)
Other Research Interests (11)
Political Economy
State and Local Public Finance
Regulation
Economics and Econometrics
Social Sciences (miscellaneous)
And 6 more
About
Sutirtha Bagchi is an Associate Professor of Economics at Villanova University where he teaches courses in microeconomics and public economics. Dr. Bagchi has a Ph.D. in Business Economics and an M.A. in Economics from the University of Michigan–Ann Arbor. He also received an MBA from Purdue University West Lafayette, in addition to a B. Tech. (With Honors) in Chemical Engineering from the Indian Institute of Technology Kharagpur.
Most Relevant Publications (8+)

24 total publications

The effects of political competition on the funding of public‐sector pension plans

Financial Management / Nov 06, 2020

Bagchi, S. (2020). The effects of political competition on the funding of public‐sector pension plans. Financial Management, 50(3), 691–725. Portico. https://doi.org/10.1111/fima.12335

Monetary growth and wealth inequality

Economics Letters / Sep 01, 2019

Bagchi, S., Curran, M., & Fagerstrom, M. J. (2019). Monetary growth and wealth inequality. Economics Letters, 182, 23–25. https://doi.org/10.1016/j.econlet.2019.05.036

The effects of introducing withholding and third-party reporting on tax collections: Evidence from the U.S. state personal income tax

Journal of Public Economics / Dec 01, 2021

Bagchi, S., & Dušek, L. (2021). The effects of introducing withholding and third-party reporting on tax collections: Evidence from the U.S. state personal income tax. Journal of Public Economics, 204, 104537. https://doi.org/10.1016/j.jpubeco.2021.104537

Barriers to Entry and Competitive Behavior: Evidence from Reforms of Cable Franchising Regulations

The Journal of Industrial Economics / Sep 01, 2017

Bagchi, S., & Sivadasan, J. (2017). Barriers to Entry and Competitive Behavior: Evidence from Reforms of Cable Franchising Regulations. The Journal of Industrial Economics, 65(3), 510–558. Portico. https://doi.org/10.1111/joie.12152

Withholding matters: The impact of Act 32 on compliance with the earned income tax

Economics Letters / Oct 01, 2022

Bagchi, S. (2022). Withholding matters: The impact of Act 32 on compliance with the earned income tax. Economics Letters, 219, 110796. https://doi.org/10.1016/j.econlet.2022.110796

Public-sector pension plans and the discount rate assumption: The role of political incentives

Economics Letters / Jul 01, 2021

Bagchi, S., & Naughton, J. P. (2021). Public-sector pension plans and the discount rate assumption: The role of political incentives. Economics Letters, 204, 109914. https://doi.org/10.1016/j.econlet.2021.109914

Does the Strength of Incentives Matter for Elected Officials? A Look at Tax Collectors

The B.E. Journal of Economic Analysis &amp; Policy / Jun 09, 2021

Bagchi, S. (2021). Does the Strength of Incentives Matter for Elected Officials? A Look at Tax Collectors. The B.E. Journal of Economic Analysis &amp; Policy, 21(3), 967–1012. https://doi.org/10.1515/bejeap-2020-0008

Contribution volatility and public pension reform

Journal of Pension Economics and Finance / Apr 06, 2017

ST. CLAIR, T., & MARTINEZ GUZMAN, J. P. (2017). Contribution volatility and public pension reform. Journal of Pension Economics and Finance, 17(4), 513–533. https://doi.org/10.1017/s1474747217000129

Emmanouil Mentzakis

London
Health Economist, Professor at City University of London
Most Relevant Research Interests
Finance
Accounting
Economics, Econometrics and Finance (miscellaneous)
Other Research Interests (27)
General Medicine
Pulmonary and Respiratory Medicine
Pediatrics, Perinatology and Child Health
Economics and Econometrics
Management, Monitoring, Policy and Law
And 22 more
About
Senior academic and policy advisor. Public and private sector consultant with remit ranging from health ministries and public organizations to insurance and pharmaceutical companies. Cross-institutional leader in research and admin roles focusing on excellence, efficiency, innovation, and community. Strategic and proactive thinker with clear vision and plan, approaching challenges with creativity and adaptability. Highly motivational manager with strong communication skills and impeccable project management track-record.   Expert scholar and educator in health economics, discrete choice experiments, research study design and observational epidemiology. Long experience setting-up and coordinating multi-disciplinary teams into delivering high quality research.
Most Relevant Publications (5+)

46 total publications

Designing feasible and effective health plan payments in countries with data availability constraints

Journal of Risk and Insurance / Jan 20, 2022

Henriquez, J., Iommi, M., McGuire, T., Mentzakis, E., & Paolucci, F. (2022). Designing feasible and effective health plan payments in countries with data availability constraints. Journal of Risk and Insurance, 90(1), 33–57. Portico. https://doi.org/10.1111/jori.12372

Experimental evidence on the effect of incentives and domain in risk aversion and discounting tasks

Journal of Risk and Uncertainty / Jun 01, 2021

Mentzakis, E., & Sadeh, J. (2021). Experimental evidence on the effect of incentives and domain in risk aversion and discounting tasks. Journal of Risk and Uncertainty, 62(3), 203–224. https://doi.org/10.1007/s11166-021-09354-9

Comparative analysis of decision maker preferences for equity/efficiency attributes in reimbursement decisions in three European countries

The European Journal of Health Economics / Aug 22, 2015

Baji, P., García-Goñi, M., Gulácsi, L., Mentzakis, E., & Paolucci, F. (2015). Comparative analysis of decision maker preferences for equity/efficiency attributes in reimbursement decisions in three European countries. The European Journal of Health Economics, 17(7), 791–799. https://doi.org/10.1007/s10198-015-0721-x

Hypothetical bias in value orientations ring games

Economics Letters / Sep 01, 2013

Mentzakis, E., & Mestelman, S. (2013). Hypothetical bias in value orientations ring games. Economics Letters, 120(3), 562–565. https://doi.org/10.1016/j.econlet.2013.06.019

Priority setting in the German healthcare system: results from a discrete choice experiment

International Journal of Health Economics and Management / May 15, 2023

Meusel, V., Mentzakis, E., Baji, P., Fiorentini, G., & Paolucci, F. (2023). Priority setting in the German healthcare system: results from a discrete choice experiment. International Journal of Health Economics and Management, 23(3), 411–431. https://doi.org/10.1007/s10754-023-09347-y