STEPHEN PHILLIP HUFFMAN'S VITA
Outcomes from funded research
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"Foreign Exchange Derivatives,
Exchange
Rate Changes and the Value of the Firm: Empirical Evidence of Foreign
Currency
Exposure," supported by Faculty Development Research Board (FDR) for
summer
1997, co-authored with Stephen D. Makar (FDR489 completed February
1998).
"Foreign Exchange Derivatives, Exchange Rate Changes
and
the Value of theFirm, Co-authored with Stephen D. Makar. Presented at
the
ASC International Conference.
"How are FXDs Used?" Supported
by FDR
for Summer 1996. (FDR484, completion date October 1996).
"Foreign Currency Risk Management Practices in U.S.
Multinationals,"
co-authored with Stephen D. Makar. Journal of Applied Business
Research
Vol.
13 (Spring 1997) pp. 73-86.
"How are Foreign Exchange Derivatives Used?
Understanding
the Foreign Currency Risk Management Practices of U.S. Multinationals,"
co-authored with Stephen D. Makar. Presented at the 1997 Midwest
American
Accounting Association meeting.
"The Use of Derivatives in Foreign Exchange Rate
Hedging,"
co-authored with Stephen D. Makar. Presented at the 1996 Ohio Regional
Meeting of the American Accounting Association.
"The Use of Derivatives in Foreign Exchange Rate
Hedging,"
co-authored with Stephen D. Makar. Central Business Review
Vol 15,
No. 2 (Summer 1996).
"A Test of Market Efficiency: Is
The Trend
Your Friend?" Supported by FDR for summer 1994 (FDR291, completed April
1995).
"A Test of Market Efficiency for BusinessWeek Data,"
co-authored
with Gary L. Griepentrog and Mike H. Schellenger. Central Business
Review
Vol 15, No. 1 (Winter 1996).
"BusinessWeek Stock Trends," co-authored with Gary
L.
Griepentrog and Michael H. Schellenger. Presented at the 1996 Eastern
Finance
Association Meeting.
"The Economic Value of
Going-Private Prediction
Models," supported by FDR for summer 1993 (FDR158 completed June 1994).
"The Influence of Going-Private Prediction Models on
Abnormal
Returns," co-authored with Bruce Niendorf. Journal of Business and
Economic
Perspectives, Vol. 23 (Spring/Summer 1997).
"The Influence of Going-Private Prediction Models on
Abnormal
Returns," co-authored with Bruce Niendorf. Presented at the 1996
Eastern
Finance Association Meeting.
"The Impact of the Issuance of
Junk Bonds
on Common Stock Prices," co-authored with David J. Ward Supported by
FDR
for summer of 1992. (FDR141 completed January 1993)
"Stock Price Effect of High Yield Debt Issues,"
Co-authored
with David J. Ward. Journal of Economics and Finance Vol 20
(Spring
1996).
"Stock Price Reaction to High Debt Issuers,"
co-authored
with David J. Ward. Presented at the 1993 Eastern Finance Association
Meeting.
"The Ability of Prediction Models
to Explain
Price Reactions of Acquired Firms," Supported by FDR for summer 1992
(FDR112
completed December 1992)
"The Ability of Prediction Models to Explain Abnormal
Returns
of Acquired Firms," co-authored with Bruce Niendorf. Journal of the
Midwest Finance Association, Vol. 20 (1992).
"The Ability of Prediction Models to Explain
Abnormal
Returns of Acquired Firms," co-authored with Bruce Niendorf. Presented
at the 1992 Midwest Finance Association Meeting.
"Prediction of Going-Private
Transactions,"
supported by FDR during summer of 1991 (FDR050 completed February 1992).
"Can Free Cash Flow Predict Going-Private
Transactions?"
Journal
of Business and Economic Perspectives, Vol. 21 No. 2 (Fall, 1995).
"Prediction of Going-Private Transactions,"
Presented
at the 1991 Southern Finance Association Meeting.
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