“Economic-State Variation in T-Bond Risk-Return Relations with Equity and T-Bond Implied Volatility,” (with David Dubofsky and Chris Stivers), June 2017.
Stock Market Uncertainty and the Stock-Bond Return Relation,” (with Chris Stivers and Licheng Sun), Journal of Financial and Quantitative Analysis, 40 (March 2005), 161 – 194.
“An Examination of the Robustness of the Weekend Effect,” Journal of Financial and Quantitative Analysis, 24 (June 1989), 133 – 171. (lead article)
April 2000 - Best Investments paper at Global Finance Conference, Chicago, Illinois.
October 1995 - Kenan Institute Fellow, University of North Carolina – Chapel Hill.
2017-2018 Real Estate Research Institute ($15,000, “Flight to Safety in Real Estate,” with Wally Boudry and Eva Steiner).
2003-2005 Wachovia Center for Corporate Finance ($2,000, “Marginal Impact of the Corporate Governance on Company Performance in a Changing Market Environment”).
2002-2003 Sloan Foundation grant ($45,000) for “Profiting from Globalization: Winning (and Losing) Strategies in US Production of Textiles and Apparel,” joint with Pat Conway and Al Field, UNC-CH Department of Economics).
1996-1997 Hoechst-Celanese Corporation ($5,000, Computing Support).
1995-1996 Hoechst-Celanese Corporation, joint with Curt McLaughlin ($3,000 Real Options for R&D).
1995-1996 Cato Center for Applied Research, Kenan-Flagler Business School, UNC-CH ($2,000, Exchange Rate Expectation Formation and Revision).
1993 – 1994 UNC-CH University Research Council Small Grant Program ($1,000, Bayesian VAR Modeling of Bond and Foreign Exchange Trading Returns).
1988 – 1989 Irvine Faculty Research Fellowship ($8,000, Calendar Effects in U.S. Asset Returns).
1987 – 1988 American Express Foundation Grant ($5,000, Mortgage Banking Course Development).
1986 – 1988 Academic Senate Committee on Research, University of California, Irvine.
1981 – 1983 Center for Applied Research Fellow, University of North Carolina at Greensboro.
2016 U.S. Department of Navy Superior Service Award.
(Video story about this here: https://youtu.be/HE2Rnfp_s6M )
2009 Roy Holsten Award for Exceptional Service, Kenan-Flagler Business School, University of North Carolina – Chapel Hill
2008 Chancellor’s Award for Public Service, University of North Carolina – Chapel Hill
1990 Faculty Service Award, Graduate School of Management, University of California, Irvine.
Gerald Barrett Faculty Award for Teaching and Service, awarded at Graduation by MBA Class of 2007, Kenan-Flagler Business School, University of North Carolina – Chapel Hill (May 2007).
MBA Class of 2007 Teaching Award for Outstanding Dedication, Kenan-Flagler Business School, University of North Carolina – Chapel Hill (April 2006).
MBA Class of 2006 Teaching Award for Outstanding Dedication, Kenan-Flagler Business School, University of North Carolina – Chapel Hill (April 2005).
MBA Master Teacher Designation, Kenan-Flagler Business School, University of North Carolina – Chapel Hill (September 2003).
Executive MBA Teaching Award, Kenan-Flagler Business School, University of North Carolina – Chapel Hill (September 1997).
MBA Teaching Award, Kenan-Flagler Business School, University of North Carolina – Chapel Hill (April 1992).
Teaching Excellence Award, Executive MBA Program, University of California, Irvine (June 1990).
Teaching Excellence Award, Executive MBA Program, University of California, Irvine (June 1989).
Department of Economics Outstanding Teaching Citation for Undergraduate Instruction, University of Maryland (Fall 1978).
Gold Award for Introduction to Macroeconomics: Mastering the Global Economy in Worldfest International Film Festival, Interactive-Educational-Adult Category (December 1999).
Silver Award for Introduction to Macroeconomics: Mastering the Global Economy in Worldfest International Film Festival, Educational-Instructional-Adult Category (December 1999).
United States Distance Learning Association First Prize Award in Higher Education Category for Introduction to Macroeconomics: Mastering the Global Economy (November 1999).
Bronze Awards for Introduction to Introduction to Microeconomics: Analytical Building Blocks for Business, presented at the 40th Annual International Cinema in Industry Competition (CINDY Award, March 1999).
United States Distance Learning Association Second Prize Award in Higher Education Category for Introduction to Microeconomics: Analytical Building Blocks for Business (October 1998).
United States Distance Learning Association Third Prize Award in Continuing Education Category for Introduction to Microeconomics: Analytical Building Blocks for Business (October 1998).
Most Popular Professors – Kenan-Flagler Business School (1998 ed. of Business Week Guide to MBA Programs).
Faculty Other Best Bets – Kenan-Flagler Business School (1994 ed. of Business Week Guide to MBA Programs).
Outstanding Faculty – Kenan-Flagler Business School (1992 ed. of Business Week Guide to MBA Programs).
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