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Mutual Funds |
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| 1. |
H. Kent Baker, John A. Haslem, and David M. Smith, “Performance and Characteristics of Actively Managed Institutional Equity Mutual Funds,” Journal of Investing, (Spring 2009), Vol. 18 No. 1 1-19. |
| 2. |
“An Empirical Analysis of the Dynamic Relationship between Mutual Fund Flow and Market Return Volatility,” Charles Cao, Eric C. Chang, and Ying Wang, Journal of Banking and Finance 2008, 32, 2111-2123 |
| 3. |
H. Kent Baker, John A. Haslem, and David M. Smith, “Performance and Characteristics of Actively Managed Retail Equity Mutual Funds with Diverse Expense Ratios,” Financial Services Review, (Summer 2008), Vol. 17 No. 2 49-68. |
| 4. |
H. Kent Baker, John A. Haslem, and David M. Smith, “Institutional S&P 500 Index Funds as Financial Commodities: Fact and Fiction,” Journal of Investing (Summer 2008), Vol. 17 No. 2, 1-11. |
| 5. |
Ross M. Miller, “Measuring the True Cost of Active Management by Mutual Funds,” Journal of Investment Management, First Quarter 2007. |
| 6. |
H. Kent Baker, John A. Haslem, and David M. Smith, Identification and Performance of Equity Mutual Funds with Excessive Management Fees and Expense Ratios, Journal of Investing, 2007, Vol. 16 No. 2 (Summer), 1-20. |
| 7. |
Hany A. Shawky and Liuling Li, “Optimal Asset Size for US Small-cap Equity Mutual Funds,” Journal of Investing, Spring 2006, Volume 15, No. 1, Pages 79-86. |
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Hedge Funds |
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| 1. |
Douglas Cumming and Na Dai, “A Law and Finance Analysis of Hedge Funds,” Financial Management, Forthcoming 2010. |
| 2. |
Hany A. Shawky and Achla Marathe, “Stylistic Differences Across Hedge Funds as Revealed by Historical Monthly Returns,” Journal of Technology and Investment, 2, 2010, Pages 26-34. |
| 3. |
Douglas Cumming and Na Dai, “Capital Flows and Hedge Fund Regulation,” Journal of Empirical Legal Studies, 2009, 6, 848-873. |
| 4. |
Bill Ding, Hany A. Shawky and Jianbo Tian, “Liquidity Shocks, Size and the Relative Performance of Hedge Fund Strategies,” Journal of Banking and Finance 33, 2009, Pages 883-891. |
| 5. |
Bill Ding and Hany A. Shawky, “The Performance of Hedge Fund Strategies and the Asymmetry of Return Distributions,” European Financial Management, March 2007, Volume 13, Issue 2, Pages 309-331. |
| 6. |
David Ornstil, Hany A. Shawky and David M. Smith, “Is the SEC Registration Status of Hedge Fund Advisors Associated with Superior performance,” Journal of Alternative Investments, Spring 2006, Volume 8, No. 4, Pages 55-62. |
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Venture Capital and Private Equity |
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| 1. |
H.C. Chen, Na Dai, and J.D. Schatzberg. “The Choice of Equity Selling Mechanisms: PIPEs versus SEOs,” Journal of Corporate Finance 2010, 16, 104-119. |
| 2. |
Douglas Cumming and Na Dai.“Local Bias in Venture Capital Investments,” Journal of Empirical Finance, 2010,17, 362-380. |
| 3. |
Na Dai, H. Jo and J.D. Schatzberg,“The Quality and Price of Investment Banks’ Service: Evidence from the PIPE Market,” Financial Management, 2010, 39, 585-616. |
| 4. |
Na Dai. “Does Investor Identity Matter? An Empirical Examination of Investments by Venture Capital Funds and Hedge Funds in PIPEs,” Journal of Corporate Finance, 2007,13, 538-563. |
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Valuation |
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| 1. |
Christophe Faugère and Julian Van Erlach, “A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination,” Financial Markets, Institutions and Instruments, 2009, 18 (1), 27-88. |
| 2. |
Christophe Faugère and Julian Van Erlach, “The Equity Premium: Consistent with GDP Growth and Portfolio Insurance,” The Financial Review 2006, 41(4), 547-564. |
| 3. |
Christophe Faugère and Julian Van Erlach, “The Price of Gold: A Global Required Yield Theory,” Journal of Investing, Spring 2005, 14 (1), 99-111. |
| 4. |
Christophe Faugère and Hany A. Shawky, “A Valuation Formula for High Technology Firms that are in the Early Stage of their Lifecycle,” Advances in Financial Planning and Forecasting, New series 2005, 1, 101-130. |
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Trading |
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| 1. |
Ross M. Miller, “Don’t Let Your Robots Grow Up to Be Traders: Artificial Intelligence, Human Intelligence, and Asset-Market Bubbles,” Journal of Economic Behavior and Organization, October 2008. |
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Portfolio Management |
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| 1. |
Russell Gregory-Allen, Hany A. Shawky and Jeffrey Stangl, “Quantitative vs. Fundamental Analysis in Institutional Money Management: Where’s the beef?” Journal of Investing, 2009, Volume 18, No. 4, Pages 42-52. |
| 2. |
Sanjay Goel, Christopher Brown and Hany A. Shawky, “Complexity and the Performance of Investment Portfolios,” Advances in Investment Analysis and Portfolio Management, Volume 3, 2007, Pages 83-102. |
| 3. |
David M. Smith and William H. Desormeau, Jr., “Optimal Rebalancing Frequency for Stock-Bond Portfolios,” Journal of Financial Planning (November 2006), Vol. 19 No. 11 52-63. |
| 4. |
Hany A. Shawky and David M. Smith, “The Optimal Number of Stock Holdings in Mutual Fund Portfolios Based on Market Performance,” The Financial Review, November 2005, Volume 40, No 4, Pages 481-495. |
| 5. |
Christophe Faugère, Hany A. Shawky and David M. Smith, “Sell Discipline and Institutional Money Management,” The Journal of Portfolio Management, Spring 2004, 30 (3), 95-105. |
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Futures |
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| 1. |
Eric Girard, Amit Sinha and Rita Biswas, “The Efficacy of Conditional Cost of Carry Models in Pricing Oil Futures,” Review of Futures Markets, February, 2010, Volume 18, No.3. |
| 2. |
Eric Girard, Amit Sinha and Rita Biswas, “The Relationship between Information Flow and Energy Futures Volatility,” Review of Futures Markets, February, 2008, Volume 16, No.3. |
| 3. |
Lester Hadsell and Hany A. Shawky, “One-Day Forward Premiums and the Impact of Virtual Bidding on the New York Wholesale Electricity Market Using Hourly Data,” Journal of Futures Markets, 2007, Volume 27, Issue 11, Pages 1107-1125. |
| 4. |
Lester Hadsell and Hany A. Shawky, “Electricity Price Volatility and the Marginal Cost of Congestion: An Empirical Study of Peak Hours on the NYISO Market, 2001-2004,” The Energy Journal, 2006, Volume 27, No. 2, Pages 157-180. |
| 5. |
Lester Hadsell, Achla Marathe and Hany A. Shawky, “Estimating the Volatility of Wholesale Electricity Spot Prices in the US,” The Energy Journal, 2004, Volume 25, No. 4. 23-40. |
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Other Topics |
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| 1. |
Biswas, Rita, David Buzen and Hany A. Shawky, “On the Use of Covered Bonds as an Alternative Mortgage Funding Model for U.S. Banks,” Journal of Risk Management in Financial Institutions, March 2010, Vol. 3, No.2. |
| 2. |
Janet Marler and Christophe Faugère, “Shareholder Activism and Middle Management Equity Incentives,” Corporate Governance: An International Review 2010, forthcoming. |
| 3. |
Sanjay Goel and Hany A. Shawky, “Estimating the Impact of Security Breach Announcements on Firm Values”, Journal of Information and Management, 2010, forthcoming. |
| 4. |
Lester Hadsell and Hany A. Shawky, “Profit and Efficiency in the NYISO Transmission Congestion Contract Market, Electricity Journal, 2010, forthcoming. |
| 5. |
Eric Girard and Rita Biswas, “Volume versus GARCH Effects: Comparative Evidence on Developed and Emerging Stock Markets,” The Financial Review, August 2007, Volume 42, No.3. |
| 6. |
Christophe Faugère and Giri Tayi, “Designing Free Software Samples: A Game-Theoretic Approach,” ITEM, 2007, 8 (4), 263-278. |
| 7. |
Ross M. Miller, “The Leap from Free Markets to Autonomous Markets,” Journal of Economic Behavior and Organization, June 2007. |
| 8. |
H. Kent Baker and David M. Smith, “In Search of a Residual Dividend Policy,” Review of Financial Economics (Spring 2006), Vol. 15 No. 1, 1-18. |
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