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The Department of Finance pursues active research and teaching programs, keeping faculty and students at the cutting edge of finance theory and practice. Here, students receive the training which prepares them for the quantitative and analytical challenges in both the business and academic fields. |
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Robert (Bob) Aalberts, J.D., M.A.
- "Exit Fees and their Impact upon the Effective Interest Costs on Commercial Real Estate Loans" Journal of Real Estate Practice Education, Vol. 11, No. 1, 2008, pp. 57-74
- "Toxic Mold Liability in Residential and Commercial Real Estate An Update in Light of the case of Kilian v. Equity Residential Trust" Appraisal Journal, Vol. 64, No. 2, 2006, pp. 174-182
- "New Requirements for the Appraisal Expert Witness"
- "To Sue or Not to Sue-The Past, Present and Future of Construction Defect Litigation" Nevada Law Journal, (Boyd School of Law), Vo. 5, No. 3, 2005, pp. 684-703
- "Appraisers and Toxic Mold Legal and Valuation Issues" Journal of Real Estate Practice and Education, Vol. 6, No. 2, 2003, selected as the best paper in the real estate valuation category of the 2002 American Real Estate Society meeting
- "Trespass, Nuisance and Spam Eleventh Century Common Law Meets the Internet" Communications of the ACM, Vol. 50, Issues 12, December 2007, pp. 40-45
- "Derivatives and the Modern Prudent Investor Rule: Too Risky or Too Necessary" Ohio State Law Journal, Vol. 67, No. 3, 2006, pp. 525-592
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Leigh Anenson, J.D., LL.M.
- "Public Pension Liability: Why Reform is Necessary to Save the Retirement of State Employees" Notre Dame Journal of Law, Ethics, Public Policy, Vol. 21, No. 1, forthcoming Spring 2007
- "The Crisis in Corporate America: Private Pension Liability and Proposals for Reform" University of Pennsylvania Journal of Labor Employment Law, Vol. 9, No. 3, forthcoming Spring 2007
- "Attorney Liability under the Fair Credit Reporting Act: The Limits of Zealous Representation" Boston University Annual Review of Banking Financial Law, Vol. 23, 2004, 431-483
- "Absolute Immunity from Civil Liability: Lessons for Litigation Lawyers" Pepperdine Law Review, Vol. 31, No. 4, 2004, 915-948, lead article, quoted by the Supreme Court of New Jersey in Loigman v. Township Committee of Tp. of Middletown, 889 A.2d 426 (N.J. 2006)
- "Creating Conflicts of Interest Litigation as Interference with the Attorney-Client Relationship"
- "Defining State Responsibility under NAFTA Chapter Eleven Measures Relating To Foreign Investors" Virginia Journal of International Law, Vol. 45, No. 3, 2005, 675-735
- "Litigation Between Competitors with Mirror Restrictive Covenants A Formula for Prosecution" Stanford Journal of Law, Business, Finance, Vol. 10, No. 2, 2005, 1-17, lead article
- "The Role of Equity in Employment Noncompetition Cases" American Business Law Journal, Vol. 42, No. 1-6, Winter/Spring 2005, 1-62, lead article
- "Teaching Law and Theory through Context Contract Clauses in Legal Studies Education" Journal of Legal Studies Education, Vol. 24, No. 1, 2006, 19-57
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Saeyoung Chang, Ph.D.
- "Equity Ownership and Firm Value: Evidence from Targeted Stock Repurchases" Financial Review, Vol. 39, August 2004, pp. 389-407
- "Managerial Motives and Merger Financing" Financial Review. Vol. 35, November 2000, pp. 139-152
- "Takeovers of Privately Held Targets, Methods of Payment, and Bidder Returns" Journal of Finance. Vol. 53, April 1998, pp. 773-784
- "Stock Prices and the Secondary Dissemination of Information: The Wall Street Journal's Insider Trading Spotlight Column" Financial Review, Vol. 33, August 1998, pp. 115-128
- "Failed Takeovers, Methods of Payment, and Bidder Returns" Financial Review. Vol. 33, May 1998, pp. 19-34
- "The Disparate Nature of Targeted Repurchases: Evidence from Long-Run Performance" Journal of Business Finance and Accounting, Vol. 34, January 2007, pp. 65-77
- "CEO Equity Portfolio Incentives and Layoff Decisions" Journal of Financial Research. Vol. 30, Summer 2007, pp. 259-281
- "CEO Cash and Stock-Based Compensation Changes, Layoff Decision, and Shareholder Value" Financial Review. Vol. 42, February 2007, pp. 99-119
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Robert Chatfield, Ph.D.
- "An Analysis of the Disposition of Assets in a Joint Venture" Journal of Banking and Finance, forthcoming
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Seungmook (Sam) Choi, Ph.D.
- "Have Absolute Price Levels Converged for Developed Economies The Evidence Since 1870" Review of Economics Statistics, forthcoming
- "Lookback Option Valuation A Simplified Approach" Journal of Derivatives 11 (Winter 2003), pp. 53-64
- "Marking to Market and Treasury Bill Futures Prices Some Empirical Evidence" Financial Review 41 (Feb. 2000), pp, 15-28
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Michael Clauretie, Ph.D.
- Paul Thistle and Mike Clauretie "The Effect of Time-on-Market and Location on Search Costs and Anchoring: The Case of Single Family Properties" Journal of Real Estate Finance and Economics, 35, August 2007, pp. 181-196
- "Market Versus Appraised Values: The Case of Residential Properties Taken Under Eminent Domain" Jounral of Real Estate Research, 2004
- "Gender Differences in the Valuation of Employer-Provided Health Insurance" Economic Inquiry, forthcoming
- "Principal-Agent Conflict and Broker Effort Near Listing Contract Expiration: The Case of Residential Properties" Journal of Real Estate and Economics, forthcoming
- "Economies of Scale and Cost Efficiencies A Panel-Data Stochastic-Frontier Analysis of Real Estate Investment Trusts" The Manchester School, July 2006
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Richard (Dick) Hoyt, Ph.D.
- "Exit Fees and their Impact upon the Effective Interest Costs on Commercial Real Estate Loans" Journal of Real Estate Practice Education, Vol. 11, No. 1, 2008, pp. 57-74
- "Toxic Mold Liability in Residential and Commercial Real Estate An Update in Light of the case of Kilian v. Equity Residential Trust" Appraisal Journal, Vol. 64, No. 2, 2006, pp. 174-182
- "A Self-Directed Real Estate Field Trip" Journal of Real Estate Practice and Education, Vol. 5, No. 1, 2002, selected as the best paper in the real estate education category of the 2001 American Real Estate Society meeting
- "New Requirements for the Appraisal Expert Witness"
- "Appraisers and the Fair Housing Law Accessibility Requirements for the Disabled" Journal of Real Estate Research, Vol. 12, No. 3, 1996, selected as the best paper in the real estate apartments category of the 1996 American Real Estate Society meeting
- "Appraisers and Toxic Mold Legal and Valuation Issues" Journal of Real Estate Practice and Education, Vol. 6, No. 2, 2003, selected as the best paper in the real estate valuation category of the 2002 American Real Estate Society meeting
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Melvin (Mel) Jameson, Ph.D.
- "Lookback Option Valuation A Simplified Approach" Journal of Derivatives 11 (Winter 2003), pp. 53-64
- "Ownership Structure and Performance of Japanese Firms Horizontal Keiretsu, Vertical Keiretsu, and Independents" Review of Pacific Basin Financial Markets and Policies 3 (December 2000), pp. 535-556
- "Marking to Market and Treasury Bill Futures Prices Some Empirical Evidence" Financial Review 41 (Feb. 2000), pp, 15-28
- "Market Making in the Options Markets and the Costs of Discrete Hedge Rebalancing" Journal of Finance, 43 (June 1992), pp. 765-779
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Tomas Mantecon, Ph.D.
- "An Analysis of the Disposition of Assets in a Joint Venture" Journal of Banking and Finance, forthcoming
- "Analyzing Joint Ventures as a Corporate Control Activity" Journal of Banking and Finance, forthcoming
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Percy Poon, Ph.D.
- "Exit Fees and their Impact upon the Effective Interest Costs on Commercial Real Estate Loans" Journal of Real Estate Practice Education, Vol. 11, No. 1, 2008, pp. 57-74
- "Trespass, Nuisance and Spam Eleventh Century Common Law Meets the Internet" Communications of the ACM, Vol. 50, Issues 12, December 2007, pp. 40-45
- Robert Aalberts and Percy Poon "Derivatives and the Modern Prudent Investor Rule: Too Risky or Too Necessary" Ohio State Law Journal, Vol. 67, No. 3, 2006, pp. 525-592
- "Market Reactions to Corporate Restructurings" Review of Quantitative Finance and Accounting, Vol. 16, No. 3, May 2001, pp. 269-290
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John Puthenpurackal, Ph.D.
- John Puthenpurackal, Charles Cuny and Gerald Martin "Stock Options and Total Payout" Journal of Financial and Quantitative Analysis, (forthcoming)
- "The Costs, Wealth Effects and Determinants of Public Yankee Bond Offerings" Journal of Financial Intermediation, Volume XI, No. 4, 2002
- "Security fungibility and the cost of capital Evidence from Global Bonds" Journal of Financial and Quantitative Analysis, Volume 40(4), December 2005
- "Explaining Premiums in Restricted DR Markets and Their Implications The Case of Infosys" Financial Management, Vol. 35(2), Summer 2006, pp. 93-116
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Michael (Mike) Sullivan, Ph.D.
- "The Effect of Foreign Entry and Ownership Structure on the Phillippine Domestic Banking Market" Journal of Banking and Finance 27 (2003), pp. 2323-2345
- "The Influence of Group Affiliation and the Underwriting Process on Emerging Market IPOs: The Case of the Phillippines" Pacific-Basin Finance Journal 9 (2001), pp. 487-512
- "The Disparate Nature of Targeted Repurchases: Evidence from Long-Run Performance" Journal of Business Finance and Accounting, Vol. 34, January 2007, pp. 65-77
- "Ownership Structure and Performance of Japanese Firms Horizontal Keiretsu, Vertical Keiretsu, and Independents" Review of Pacific Basin Financial Markets and Policies 3 (December 2000), pp. 535-556
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Paul Thistle, Ph.D.
- Paul Thistle and J. Ligon "The Organizational Structure of Insurance Companies The Role of Heterogeneous Risks and Guaranty Funds" Journal of Risk and Insurance, 74, December 2007, pp. 851-861
- "Generalized Probabilistic Egalitarianism" Research on Economic Inequality, Volume 15, Equity, P. Lambert (ed.), (JAI Press/Elsevier) 2007, pp. 7-32
- "A Behavioral Model of Insurance Pricing" Journal of Insurance Issues, 30, Spring 2007, pp. 46-61 (Donald Hardigree Memorial Outstanding Paper Award)
- "Moral Hazard and Background Risk in Competitive Insurance Markets" Economica, forthcoming
- "The Effect of Time-on-Market and Location on Search Costs and Anchoring: The Case of Single Family Properties" Journal of Real Estate Finance and Economics, 35, August 2007, pp. 181-196
- "Rates and Race An Analysis of Racial Disparity in Mortgage Rates" Housing Policy Debate, 17, 2006, pp. 109-149
- "The Formation of Mutual Insurers in Markets with Adverse Selection" Journal of Business, 78, April, 2005, pp. 529-555
- "The Property-Liability Underwriting Cycle A Comparison of Alternative Models" Southern Economic Journal, 68, January 2002, pp. 530-548
- "Capacity Constraints and the Dynamics of Underwriting Profits" Economic Inquiry, 28, July 2000, pp. 442-457
- "Trespass, Nuisance and Spam Eleventh Century Common Law Meets the Internet" Communications of the ACM, Vol. 50, Issues 12, December 2007, pp. 40-45
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