Research

Papers under review

  • Industry merger intensity and Cost of Capital (with Dev Mishra)
  • The Hedging and Trading Activities at US Bank Holding Companies (Haiyun Fan, George F. Tannous)
  • Price Discovery During the Financial Crisis: Do CDS’s Help? (Heidi Esau and Craig Wilson)

Working Papers/Research in progress

  • Monetary Policy Surprise and Commercial Banks (M. Kabir Hassan)

Conference presentations

The Impact of Gramm-Leach-Billy Act on the Financial Services Industry

  • 2002 Academy of Economics and Finance Meeting.
  • 2002 Southwestern Finance Association Meeting.
  • 2002 Southwestern Society of Economists

Financial Services Modernization Act of 1999: Market Assessment of Winners and Losers In The Insurance Industry

  • 2002 Annual Meeting of the Financial Management Association International
  • 2004 Academy of Financial Services Meeting

The Wealth and Risk Effect of Gramm-Leach-Bliley (GLB) Financial Modernization Act on the U.S. Banking Industry

  • 2003 Southwestern Finance Association

Gramm-Leach-Bliley Act and Insurance Industries of Developed Countries

  • 2003 Academy of Financial Services Meeting
  • 2004 Annual Meeting of the Financial Management Association International

Is it inflation or inflation variability? A note on the stock return-inflation puzzle

  • 2004 Academy of Financial Services Meeting

Inflation expectation, risk aversion and asset allocation in presence of an indexed bond

  • 2005 New Zealand Finance Colloquium
  • 2005 Asian FA Conference

Sources of indexed bonds diversification benefit: An Empirical Examination (Diversification benefits of Treasury Inflation Protected Security: An empirical puzzle)

  • 2005 Asian FA Conference
  • 2005 Annual Meeting of the Financial Management Association International
  • 2005 Academy of Financial Services Meeting
  • 2007 Eastern Finance Association Meeting 

Season, Size and Value Anomalies

  • 2005 18th Australian Banking and Finance Conference
  • 2006 New Zealand Finance Colloquium
  • 2006 Asian FA Conference
  • 2006 Academy of Financial Services Meeting

The Role of Bank Quality in Mitigating the Market Reaction to Adverse Rating Agency Announcements Concerning Bank Loans

  • 2004 Academy of Financial Services Meeting
  • 2007 Annual Meeting of the Financial Management Association International

The Intra-industry Effect of Bank Loan Ratings

  • 2006 Academy of Financial Services Meeting
  • 2006 Asian FA Conference
  • 2006 Annual Meeting of the Financial Management Association International

Does Business Cycle Affect Merger Activity?

  • 2008 Annual Meeting of the Financial Management Association International

The Hedging and Trading Activities at US Bank Holding Companies

  • 2009 Administrative Sciences Association of Canada (ASAC) Annual Meeting
  • 2010 Southwestern Finance Association Meeting
  • 2010 Eastern Finance Association Meeting

Monetary Policy Surprise and Commercial Banks

  • 2010 Southwestern Finance Association Meeting

Industry Merger Intensity and Cost of Capital

  • 2010 Asian Finance Association Meeting