Finance
Program Highlights
Recent finance doctoral student presentations:
- Pan, L. "Basel Accord and Its Impact on Taiwan." Academy of International Business, 2006.
- Mai, E. "Identifying Lapsers in a Non-Contractual Setting." Joint Statistical Meeting, 2006.
- Mai, E. "Virtual Products: A Study of Online Gaming Industry." Decision Science Institute, 2006.
- 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:
- 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.
- 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:
- Two Essays on Prediction vs. Realization of the Future Exchange Rate, by Chul ho Park (2007)
- Two Essays on Credit Risk, by Hueng-ming Huang (2007)
- 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