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VSB Finance faculty publish in journals including the Journal of Finance,
Journal of Financial Economics, Journal of Financial and Quantitative Analysis,
Journal of Corporate Finance, Journal of Banking and Finance, Journal of
Futures Markets, Journal of International Money and Finance, Journal of Portfolio
Management, Financial Analysts Journal, as well as other leading journals.
Finance faculty are highly involved in research
events including the VSB Finance
Seminar Series and the Mid-Atlantic Research Conference in Finance.
Recent Research
Diavatopoulos, Dean, James S Doran, and David R Peterson. "The information content in implied idiosyncratic volatility and the cross-section of stock returns: Evidence from the option markets." The Journal of Futures Markets 28, no 11 (November 2008): 1013.
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Kato, Hideaki Kiyoshi, Michael Lemmon, Mi Luo, and James Schallheim. "An empirical examination of the costs and benefits of executive stock options: Evidence from Japan." Journal of Financial Economics 78, no. 2 (November 2005): 435.
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Das, Sanjiv R. and Paul Hanouna. "Hedging credit: Equity liquidity matters." Journal of Financial Intermediation 18, no. 1 (January 2009).
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Das, Sanjiv R., Paul Hanouna, and Atulya Sarin. "Accounting-based versus market-based cross-sectional models of CDS spreads." The Journal of Banking and Finance (Forthcoming).
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Pagano, Michael S. "Credit, cronyism, and control: Evidence from the Americas." Journal of International Money and Finance 27, no. 3 (April 2008): 387.
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Elyasiani, Elyas, Iqbal Mansur, and Michael S Pagano. "Convergence and risk-return linkages across financial service firms." Journal of Banking & Finance 31, no. 4 (April 2007): 1167.
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