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Finance and securities

Event Studies With Intraday Data

Market Efficiency - A Structural Study with Intraday Data

Diligence, Objectivity, Quality, and Accuracy

Under review at 

Review of Asset Pricing Studies

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


Seminars at 

  • Macquarie University https://drive.google.com/file/d/16myAuGufasqlh8x1UTMiTCHPqF5fpyXd/view?usp=sharing
  • Securities and Exchange Commission
  • St. Mary's University
  • University of Warsaw
  • University of Texas https://drive.google.com/file/d/19S6lsLLXxBNQR4Y-Ma8KaithM4d9pbcu/view?usp=sharing

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Diligence, Objectivity, Quality, and Accuracy

Market Efficiency - A Structural Study with Intraday Data

Diligence, Objectivity, Quality, and Accuracy

With Mahendra R. Gupta


Under review at 

Journal of Accounting Literature

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


Seminars at 

  • University of Western Australia 
  • Macquarie University https://drive.google.com/file/d/1goeoMqUGyl0YLDW7s59F_pBEBK8I60Ve/view?usp=sharing
  • Australian National University 
  • University of Auckland https://drive.google.com/file/d/1zFxeM8FMzPrd-VjTmJME-jdMS39nS6-0/view?usp=sharing
  • University of Maryland at College Park
  • University of Texas at Rio Grande Valley
  • University of Texas at Arlington https://drive.google.com/file/d/1hLPZ7dyWgGSDTXfYbwh9BEoCwbDkwd7i/view?usp=sharing
  • University of Texas at Dallas

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Market Efficiency - A Structural Study with Intraday Data

Market Efficiency - A Structural Study with Intraday Data

A Structural Study of Fixed Income Securities with Intraday Data

Under review at 

Journal of Empirical Finance

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


Seminars at 

  • Macquarie University https://drive.google.com/file/d/16myAuGufasqlh8x1UTMiTCHPqF5fpyXd/view?usp=sharing
  • Securities and Exchange Commission
  • St. Mary's University
  • University of Warsaw
  • University of Texas https://drive.google.com/file/d/19S6lsLLXxBNQR4Y-Ma8KaithM4d9pbcu/view?usp=sharing

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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

Under review at 

Journal of Fixed Income

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


Seminars at 

  • Macquarie University https://drive.google.com/file/d/1KYhO8GTJO0Ik0Z9IzR_xBH6EZFOe4DdS/view?usp=sharing
  • University of Auckland


Upcoming seminar at 

  • Bowie State University

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Impact of FINRA 2241

A Structural Study of Fixed Income Securities with Intraday Data

Options and Market Efficiency: A Big Data Approach

With Mahendra R. Gupta


SSRN: https://ssrn.com/abstract=4392750 



 

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Options and Market Efficiency: A Big Data Approach

A Structural Study of Fixed Income Securities with Intraday Data

Options and Market Efficiency: A Big Data Approach

Lambert Academic Publishing, 2020

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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  

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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

Annals of Financial Economics, 2019 

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

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Arbitrage Risk and Market Efficiency – Applications to Securities Class Actions

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

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 

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Capital Asset Pricing Model (CAPM)

Capital Asset Pricing Model (CAPM)

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)

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Quantitative Methods

Statistical Significance and Actual Significance

Under review at 

Journal of the Royal Statistical Society Series B: Statistical Methodology 

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

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The Scientific Method Versus Faith

Under review at 

Philosophy and Theology

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

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Intrinsic Uncertainty – An Explanation of the St. Petersburg Paradox

With Nripesh Podder 

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

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A Formal Model of Trust Based on Outcomes

With Timothy Devinney and Madan Pillutla

Academy of Management Review, 1998 

(over 1,250 citations)

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Linear Programming

In Mie Augier and David Teece (eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 2014 

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

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Competition and Antitrust

The Economics and Antitrust of Bundling

Journal of Business, Entrepreneurship and the Law, 2020 

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

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Short-Run Constraints and Price Wars

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

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

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

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Price Discrimination

In Mie Augier and David Teece (eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 2014 

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

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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

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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

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Repeated Games

In Mie Augier and David Teece (eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 2014 

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

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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 

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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

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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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