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Research and Scholarship

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. PDF Abstract

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. PDF Abstract

Das, Sanjiv R. and Paul Hanouna. "Hedging credit: Equity liquidity matters." Journal of Financial Intermediation 18, no. 1 (January 2009). PDF Abstract

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). PDF Abstract

Pagano, Michael S. "Credit, cronyism, and control: Evidence from the Americas." Journal of International Money and Finance 27, no. 3 (April 2008): 387. PDF Abstract

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. PDF Abstract

VSB Applied Finance Lab Data Resources

For more information about Finance at VSB, contact:

David R. Shaffer, Chair
2017 Bartley Hall
Villanova School of Business
800 Lancaster Avenue
Villanova, Pennsylvania 19085

Email: david.shaffer@villanova.edu
Tel: 610.519.5637