Hany A. Shawky
Position: Associate Dean for Academic Programs, Professor
Office: (518) 956-8337
Email: hshawky (at) albany.edu
Ph.D., Ohio State University, 1978
Corporate Finance, Portfolio Theory, International Finance
Research & Publications
Stock Valuation Models, Stock Returns, Volatility, Behavioral Finance, International Capital Markets
Is the SEC Registration Status of Hedge Fund Advisors Associated with Superior performance David Ornstil, Hany A. Shawky and David M. Smith, Journal of Alternative Investments, Volume 8, No. 4, Spring 2006, Pages 55-62.
Electricity Price Volatility and the Marginal Cost of Congestion: An Empirical Study of Peak Hours on the NYISO Market, 2001-2004, Lester Hadsell and Hany A. Shawky, The Energy Journal, Volume 27, No. 2, 2006, Pages 157-180.“
Optimal Asset Size for US Small-cap Equity Mutual Funds,” Hany A. Shawky and Liuling Li, Journal of Investing, Volume 15, No. 1, Spring 2006, Pages 79-86.
A Valuation Formula for Firms in the Early Stages of their Lifecycle, Christophe Faugere and Hany A. Shawky,Advances in Financial Planning and Forecasting, Volume 1, 2005, Pages 101-130.
The Optimal Number of Stock Holdings in Mutual Fund Portfolios Based on Market Performance, Hany A. Shawky and David Smith,The Financial Review, Volume 40, No 4, November 2005, Pages 481-495.
Estimating the Volatility of Wholesale Electricity Spot Prices in the US, Lester Hadsell, Achla Marathe and Hany A. Shawky,The Energy Journal, Volume 25, No. 4. 2004, Pages 23-40.
Sell Discipline and Institutional Money Management, Christophe Faugere, Hany A. Shawky and David Smith Journal of Portfolio Management, Volume 30, No. 3, Spring 2004, Pages 95-105.
Volatility and Institutional Investors Holdings During a Declining Market: A Case Study of NASDAQ during the year 2000, Christophe Faugere and Hany A. Shawky, Journal of Applied Finance, Volume 13, No. 2, Fall/Winter 2003, Pages 32-42.
Liquidity and Stock Returns in Emerging Equity Markets,Sang-Gyung Jun, Achla Marathe and Hany A. Shawky, Emerging Markets Review, Volume 4 (1), March 2003, Pages 1-24.
A First Look at the Empirical Relation between Spot and Futures Electricity Prices in the US, Hany A. Shawky, Achla Marathe and Christopher Barrett, Journal of Futures Market, Volume 23 (10) October 2003, pp. 931-955.
The Structural Relation Between Mortgage and Market Interest Rates,” Achla Marathe and Hany A. ShawkyJournal of Business Finance and Accounting, Volume 30, No. 9 & 10, November/December 2003.
“Endogenous Growth and Stock Returns Volatility in the Long Run,” Christophe Faugere and Hany A. Shawky,Advances in Investment Analysis and Portfolio Management, Volume 9, Summer 2002.
Corporate Financial Management, Investment Performance Analysis
IN 525 : Financial Management
Investment Analysis and Portfolio Management