Research

Some of my papers are posted on the Social Science Research Network (SSRN). I am on Mendeley and ResearchGate as well. Any student in or out of the college of business that wants to work as an unpaid research assistant can receive publication credit if the resulting work is of sufficient quality.

(2019). Identifying and Pricing Adverse Selection Risk with VPIN.

(2018). The Bond Coupon’s Impact on Liquidity. The Journal of Fixed Income, 27(4) 34-39.

DOI

(2012). Tactical asset allocation for US pension investors: How tactical should the plan be?. Journal of Asset Management, 8(2).

PDF DOI

(2009). Can Increased Trade Prevent Conflict with China?. International Business & Economics Research Journal, 8(2).

PDF