Associate Professor of Finance at the Baruch College, City University of New York, USA

Visiting Faculty at the American Graduate School of Business and Economics, Paris, France

Fields of expertise

• Unbiased Measures of Market Return

• Market Measures of Trading Volume and Volatility (Especially During and Around Systemic Shocks)

Education

• B.A. in Economics, Wheaton College

• M.A. in Economics, University of Pennsylvania

• M.B.A. in Finance, New York University

• Ph.D. in Finance, New York University

Other current posts

• Referee, Financial Review, Journal of Derivatives, National Science Foundation

• Financial Research, International Review of Financial Analysis, Multinational Finance

• Journal, Quarterly Journal of Business and Economics.

Selected publications

• "The Information Content of Stock Split Announcements: Do Options Matter?" (co-authored with Keh-Yiing Chern, Susana Yu, and Kishore Tandon.), Journal of Banking and Finance, June 2008, Vol. 32, no. 6, pp. 930-946.

• "The Performance of Stocks that Are Reverse Split" (co-authored with Terrence Martell), The Review of Quantitative Finance and Accounting. April 2008, Vol. 30, No. 3, pp. 253-279.

• "Evidence and Implications of Increases in Trading Volume Around Exchange Listings" (co-authored with Kishore Tandon), Financial Review, 37: 21-44, 2001.

• "The Impact of Listing Latin American ADRs on the Risks and Returns of the Underlying Shares" (co-authored with T. F. Martell and L. Rodriquez, Jr.) Global Finance Journal, 10 (2): 147-60, 1999.

• "Recent Growth in Nasdaq Trading Volume and Its Relation to Market Volatility" (co-authored with Steven Freund), Journal of Financial Research, 22 (4): 489-501, Winter 1999.

• "Evidence of Managerial Timing: The Case of Exchange Listings." Journal of Financial Research, 22 (3): 247-63, Fall 1999.

• "Options, Short Sales and Market Completeness" (co-authored with S. Figlewski). Journal of Finance, 48 (2): 761-77, June 1993