Select Publications

“A 3 Factor Model Investigation on the Determinants of Foreign Exchange Rate Exposure” with S. Huffman and S. Makar (2nd Round Revise and Resubmit/Conditional Accept Global Finance Journal 2009)

“Economies of Scope and Scale in the Mutual Fund Industry” with J. Banko and R Dowen, (Managerial Finance, Forthcoming 2009).

“Risk Changes Around Calls of Convertible Debt”, with Luis Garcia Feijoo and Robert Johnson (Forthcoming at Financial Review 2009)

“The Presidential Term: Is the Third Year the Charm? ”, with Gerald Jensen and Robert Johnson (Published in Journal of Portfolio Managment 2008)

“Gridlock's Gone, Now What?”, with Gerald Jensen and Robert Johnson (Published in Financial Analysts Journal 2006)

“Don't Worry About the Election, Just Watch the Fed ”, with Gerald Jensen and Robert Johnson (Published in Journal of Portfolio Managment 2004)

“Turn of the Month Effect Still Exists, International Evidence ”, with Robert Kunkel and William Compton (Published in International Review of Financial Analysis 2003)

Select Working Papers

“Stock and Bond Volatility: Evidence from the G7 countries” (under review Journal of Multinational Financial Management) with G. G. Buetow and R. R. Johnson.
“Jump Premiums and the Extraction of Implied Latent Option-Pricing Variables” with T. W. Miller, Jr. and C. K. Wikle
“Noise, Bubbles, and the Options Markets” with M. Bertus, J. Godbey, and C. Hinkelmann (under 2nd round review, Advances in Investment Analysis and Portfolio Management)

Select Working Ideas

"Asset Allocation and Location" with Steve Huffman and Barry Mulhulland
“Monetary Policy and Implied Volatility” with M. Bertus, G. R. Jensen and J. Mercer