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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