Finance

For Fall 2014, the Whitman PhD program will NOT accept applications for Finance.

Program Highlights


Recent finance doctoral student presentations:
  1. Pan, L. "Basel Accord and Its Impact on Taiwan." Academy of International Business, 2006.
  2. Mai, E. "Identifying Lapsers in a Non-Contractual Setting." Joint Statistical Meeting, 2006.
  3. Mai, E. "Virtual Products: A Study of Online Gaming Industry." Decision Science Institute, 2006.
  4. Zhang, L. "On the Commonality in the Stock Return and Volumes." Joint Statistical Meeting, 2006.

Recent papers by finance doctoral students coauthored with finance faculty:

  1. Dudewicz, Edward J., Yan Ma, Enping (Shirley) Mai, Su, Haiyan. "Exact Solutions to the Behrens-Fisher Problem: Asymptotically Optimal and Finite Sample Efficient Choice Among." Journal of Statistical Planning and Inference, 137(5), 1584-1605, 2007.
  2. Liu, S., Howard Qi, Wu, C. "Personal Taxes, Endogenous Default, and Corporate Bond Yield Spreads." Management Science, 52(6): 939-955, 2006.

Recent completed dissertations by finance doctoral students:

  1. Two Essays on Prediction vs. Realization of the Future Exchange Rate, by Chul ho Park (2007)
  2. Two Essays on Credit Risk, by Hueng-ming Huang (2007)
  3. Essays on Option-Implied Volatility, by Guan jun Wang (2007)

Recent grants awarded to finance doctoral students:

  • Ryan Ferguson: Whitman 2007 Summer Research Award; "Off-Balance Sheet Financing and Capital Structure Theories."
  • Jeffrey Oxman: Whitman 2007 Summer Research Award; "Leveraged Buyout Exit Strategies: Theory and Evidence."
  • Hong-Ming Huang: Whitman 2007 Summer Research Awards; "Leverage, Options, Liabilities, and Corporate Bond Pricing."
  • Lee-Hsien Pan: Whitman 2007 Summer Research Awards; "An Empirical Study on Basel Accord and its Impact on Financial Institutions in Under-Developed, Developing, and Developed Countries."
  • Enping (Shirley) Mai: Robert H. Brethen Operations Management Institute 2007 Summer Research Award; "On Models for Identifying Likely Lapsers."
  • Jeffrey Oxman received the 2007 Whitman Outstanding Doctoral Student Teacher Award