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Finance and securities

Uncertainty and Risk, Theory and Empirics: With Applications to Big Data in Finance

Uncertainty and Risk, Theory and Empirics: With Applications to Big Data in Finance

Uncertainty and Risk, Theory and Empirics: With Applications to Big Data in Finance

World Scientific, London, 2023 (forthcoming)

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


Foreword written by Raghu Sundaram, Dean and Edward I. Altman Professor of Credit and Debt Markets, Leonard N. Stern School of Business, New York University.


Endorsements from leading scholars such as Glenn MacDonald, John M. Olin Distinguished Professor of Economics and Strategy, Olin Business School, Washington University in St. Louis; Tom Smith, Professor, Department of Applied Finance, Macquarie University; and Mahendra Gupta, Former Dean and Geraldine J. and Robert L. Virgil Professor of Accounting and Management, Olin Business School, Washington University in St. Louis.

Event Studies With Intraday Data

Uncertainty and Risk, Theory and Empirics: With Applications to Big Data in Finance

Uncertainty and Risk, Theory and Empirics: With Applications to Big Data in Finance

SSRN: https://ssrn.com/abstract=4341907


Seminars at 

  • Macquarie University 
  • Securities and Exchange Commission
  • St. Mary's University
  • University of Warsaw
  • University of Texas 

Diligence, Objectivity, Quality, and Accuracy

Uncertainty and Risk, Theory and Empirics: With Applications to Big Data in Finance

Market Efficiency - A Structural Study with Intraday Data

With Mahendra R. Gupta

Journal of Accounting Literature, 2023 (forthcoming)


SSRN: http://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

Market Efficiency - A Structural Study with Intraday Data

A Structural Study of Fixed Income Securities with Intraday Data

Market Efficiency - A Structural Study with Intraday Data

SSRN: http://ssrn.com/abstract=4030185


Seminars at 

  • Macquarie University 
  • Securities and Exchange Commission
  • St. Mary's University
  • University of Warsaw
  • University of Texas 

A Structural Study of Fixed Income Securities with Intraday Data

A Structural Study of Fixed Income Securities with Intraday Data

A Structural Study of Fixed Income Securities with Intraday Data

SSRN: http://ssrn.com/abstract=4230300 


Seminars at 

  • Macquarie University 
  • University of Auckland

Impact of FINRA 2241

A Structural Study of Fixed Income Securities with Intraday Data

A Structural Study of Fixed Income Securities with Intraday Data

With Mahendra R. Gupta


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


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
  • Securities and Exchange Commission
  • St. Mary's University
  • University of Warsaw



 

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

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

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

With Joseph J. Bial and Alex J. Evans


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


Leading article in the "Academic Articles" section of the Stanford Law School Securities Class Action Clearinghouse (repository of academic articles that Stanford Law School deems the most important for securities class actions): https://securities.stanford.edu/resources-academic.html


 

Options and Market Efficiency: A Big Data Approach

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

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

Berkeley Business Law Journal, 2019

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

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

An Option Theoretic Approach to Market Efficiency

Arbitrage Risk and Market Efficiency – Applications to Securities Class Actions

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

Annals of Financial Economics, 2019 

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

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

Santa Clara Law Review, 2015

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

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

Capital Asset Pricing Model (CAPM)

Arbitrage Risk and Market Efficiency – Applications to Securities Class Actions

Arbitrage Risk and Market Efficiency – Applications to Securities Class Actions

In David Teece and Mie Augier (Eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 2014 

(the ultimate curation of scholarly writing)

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

Academy of Management Review, 1998 

(over 1,250 citations)

Linear Programming

In Mie Augier and David Teece (Eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 2014 

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

Competition and Antitrust

The Economics and Antitrust of Bundling

Journal of Business, Entrepreneurship and the Law, 2020 

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

In Mie Augier and David Teece (Eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 2014 

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

Bertrand Competition

With Edward Sherry

In Mie Augier and David Teece (Eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 2014 

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

Multistage Games

With Edward Sherry

In David Teece and Mie Augier (Eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 2014 

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

Repeated Games

In Mie Augier and David Teece (Eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 2014 

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

Journal of International Business & Law, 2020 

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


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