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Finance and securities

Advanced Analytics for Finance: Theory and Empirics Using Big Data

Advanced Analytics for Finance: Theory and Empirics Using Big Data

Advanced Analytics for Finance: Theory and Empirics Using Big Data

2025 (forthcoming), Cambridge University Press

SSRN: https://ssrn.com/abstract=4483360


a. Foreword by Raghu Sundaram, Senior Vice-Chancellor, Dean Emeritus, and Edward I. Altman Professor of Credit and Debt Markets, Leonard N. Stern School of Business, New York University; and endorsements by 

b. Glenn MacDonald

c. Tom Smith

d. Mahendra Gupta

e. Nagpurnanand Prabhala

f. Daniel Taylor

g. Jeffrey Pontiff

h. Markos Zachariadis

i. Sanjiv Sabherwal

Diligence, Objectivity, Quality, and Accuracy

Advanced Analytics for Finance: Theory and Empirics Using Big Data

Advanced Analytics for Finance: Theory and Empirics Using Big Data

With Mahendra R. Gupta

2023, Journal of Accounting Literature, 47(1), 1-30.

https://doi.org/10.1108/JAL-02-2023-0031

SSRN: https://ssrn.com/abstract=3883602

Seminars at 

  • University of Western Australia 
  • Macquarie University 
  • Australian National University 
  • University of Auckland 
  • University of Maryland at College Park
  • University of Texas at Rio Grande Valley
  • University of Texas at Arlington 
  • University of Texas at Dallas

Impact of Self-Regulation on Quality of Financial Markets

Advanced Analytics for Finance: Theory and Empirics Using Big Data

Impact of Self-Regulation on Quality of Financial Markets

With Mahendra R. Gupta

2025 (forthcoming), Journal of Accounting Literature

SSRN: https://ssrn.com/abstract=4490828  

Leading article in "Academic Articles" section of Stanford Law School Securities Class Action Clearinghouse https://securities.stanford.edu/resources-academic.html

Seminars at 

  • University of Western Australia 
  • Macquarie University 
  • Australian National University 
  • University of Auckland 
  • University of Maryland
  • University of Texas at RGV
  • University of Texas at Arlington 
  • University of Texas at Dallas
  • S.E.C.
  • St. Mary's University
  • University of Warsaw

Impact of COVID-19 on Market Efficiency

It is Imperative to Perform Event Studies Only With Intraday Data for Securities Litigations

Impact of Self-Regulation on Quality of Financial Markets

2024, Journal of Accounting Literature

https://doi.org/10.1108/JAL-02-2024-0029 

SSRN:  https://ssrn.com/abstract=4644770  

Seminars at 

  • Macquarie University 
  • Australian National University 
  • University of Auckland 
  • University of Texas at RGV

It is Imperative to Perform Event Studies Only With Intraday Data for Securities Litigations

It is Imperative to Perform Event Studies Only With Intraday Data for Securities Litigations

It is Imperative to Perform Event Studies Only With Intraday Data for Securities Litigations

With Joseph J. Bial and Alex J. Evans

2023, Journal of International Business & Law, 23(1), 1-28.

SSRN: https://ssrn.com/abstract=4412104 

Listed in "Academic Articles" section of Stanford Law School Securities Class Action Clearinghouse https://securities.stanford.edu/resources-academic.html

Options and Market Efficiency: A Big Data Approach

It is Imperative to Perform Event Studies Only With Intraday Data for Securities Litigations

It is Imperative to Perform Event Studies Only With Intraday Data for Securities Litigations

Lambert Academic Publishing, 2020

Purchase on Amazon

Objective Measures of Market Efficiency; Applications to Securities Class Actions and Valuations

Objective Measures of Market Efficiency; Applications to Securities Class Actions and Valuations

Objective Measures of Market Efficiency; Applications to Securities Class Actions and Valuations

2019, Berkeley Business Law Journal, 16, 249-266

("the top commercial law journal in the country")

SSRN: https://ssrn.com/abstract=3147071  

An Option Theoretic Approach to Market Efficiency

Objective Measures of Market Efficiency; Applications to Securities Class Actions and Valuations

Objective Measures of Market Efficiency; Applications to Securities Class Actions and Valuations

2019, Annals of Financial Economics, 14(4), 1-21 

SSRN: http://ssrn.com/abstract=3178740

Capital Asset Pricing Model (CAPM)

Objective Measures of Market Efficiency; Applications to Securities Class Actions and Valuations

Arbitrage Risk and Market Efficiency – Applications to Securities Class Actions

2018, In David Teece and Mie Augier (Eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 198-202 

(the ultimate curation of scholarly writing)

Arbitrage Risk and Market Efficiency – Applications to Securities Class Actions

Arbitrage Risk and Market Efficiency – Applications to Securities Class Actions

Arbitrage Risk and Market Efficiency – Applications to Securities Class Actions

With Stephen O’Brien

2015, Santa Clara Law Review, 55(3), 643-672

SSRN: https://ssrn.com/abstract=2557174 

Profiled on the website of Stanford University https://securities.stanford.edu/resources-academic.html


Quantitative Methods

Known Unknowns Versus Unknown Unknowns, and Actual Versus Statistical Significance

SSRN: ​https://ssrn.com/abstract=4386336

The Scientific Method Versus Faith

SSRN: http://ssrn.com/abstract=3650610 

Intrinsic Uncertainty – An Explanation of the St. Petersburg Paradox

With Nripesh Podder 

SSRN: https://ssrn.com/abstract=2980237 

A Formal Model of Trust Based on Outcomes

With Timothy Devinney and Madan Pillutla

1998, Academy of Management Review, 23(3), 459-472 

(over 1,475 citations)

Linear Programming

2018, In Mie Augier and David Teece (Eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 907-910 

SSRN: https://ssrn.com/abstract=2981081

Competition and Antitrust

The Economics and Antitrust of Bundling

2020, Journal of Business, Entrepreneurship and the Law, 13(2), 1-22 

SSRN: http://ssrn.com/abstract=3384230

Short-Run Constraints and Price Wars

SSRN: https://ssrn.com/abstract=2980230  

Strong Non-Monotonicity of Equilibrium Price - Static and Dynamic Models

SSRN: https://ssrn.com/abstract=2980215 

Price Discrimination

2018, In Mie Augier and David Teece (Eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 1327-1329 

SSRN: https://ssrn.com/abstract=2981084

Bertrand Competition

With Edward Sherry

2018, In Mie Augier and David Teece (Eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 103-104

SSRN: https://ssrn.com/abstract=298

Multistage Games

With Edward Sherry

2018, In David Teece and Mie Augier (Eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 1088-1089

SSRN: https://ssrn.com/abstract=2981092

Repeated Games

2018, In Mie Augier and David Teece (Eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 1416-1420 

SSRN: https://ssrn.com/abstract=2981086

When Principals Elect Agents

With Ray Ball and Glenn MacDonald

In Peter Bardsley and Vance Martin (eds.)

Econometric Society Australasian Meeting 1997 Proceedings, University of Melbourne, 1997 

Non-Monotonicity of Equilibrium Price – Two Static Models

In Michael McAleer, Paul Miller, Anthony Hall, and William Schworm (eds.)

Econometric Society Australasian Meeting 1996 Proceedings, University of Western Australia,1996

Intellectual Property

Nash Bargaining Solution in I.P. Litigation; VirnetX and Analysis of the Court's Decision

2020, Journal of International Business & Law, XIX(1), 50-60 

SSRN: https://ssrn.com/abstract=2981024


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