Conference Presentations/Discussions/Program Committees
Real Estate
Quant Methods/Economics
Real Estate
AREUEA-ASSA: National Meeting Program Committee, June 2018 meetings, Annual Meeting Program Committee, January 2018 meetings.
Session Chair, AREUEA-ASSA Meetings, January 2016, January 2017, January 2018, June 2018.
Discussant, AREUEA National Meeting, Washington, DC, June 2016 – June 2019.
Discussant, AREUEA-ASSA Meeting, January 2015, January 2016, January 2019.
Invited Participant, Summer Real Estate Symposium, June 2015 – June 2019.
Session Chair, Midwest Finance Association Meeting, Atlanta, GA, March 2016.
“What Really Happens During Flight to Safety: Evidence from Public and Private Real Estate
Markets,” (with Wally Boudry and Eva Steiner), presented at NAREIT/AREUEA Research Conference, Washington, DC, October 2019.
“Leverage Cycles in a Mature Asset Class: New Evidence from a Natural Laboratory,” (with Tobias Mühlhofer), presented at AREUEA National Meetings, Washington, DC, June 2019, also scheduled at AREUEA-ASSA Meetings in San Diego, CA, January 2020.
“Cross-Sectional Dynamics of REIT Market Efficiency,” (with Mike Aguilar and Walter I. Boudry), presented at NAREIT/AREUEA Research Conference, New York, NY, June 2015, AREUEA National Meetings, San Francisco, CA, January 2016.
“Subprime Mortgage Default in Minority Neighborhoods,” (with Lynn M. Fisher and Gary Painter), presented at AREUEA National Meetings, Boston, MA, January 2015. (Also presented at IBEFA 2015 Summer Meeting, San Francisco, CA, June 2015.)
“Market Fragmentation and REIT Market Quality,” (with Michael D. Aguilar and Walter I. Boudry),” presented at AREUEA National Meetings, Washington, DC, May 2013.
“Economic vs. Social Factors in Mortgage Delinquency and Default,” (with Lynn Fisher and Timothy Robinson),” presented at AREUEA Midyear Meetings, Washington, DC, May 2012.
“Asymmetries in Real Estate Return Betas and Correlations” (with David Hartzell), presented at Financial Management Association Meetings, Orlando, FL., October 2007.
“Nonlinear Housing Price Processes,” presented at AREUEA Midyear Meetings, Washington, DC, May 2007.
Finance
Quant Methods/Economics
Real Estate
“New Evidence on State-Dependent Dynamics of Risk, Inflation, and Asset Valuation,” presented at University of Louisville, Lowry Watkins, Jr. Distinguished Finance Speaker Series, December 5, 2014.
Program Committee for Financial Management Association Meetings (2007-2014).
Program Committee for European Finance Association (2001, 2003, 2005-present).
“Intermediary Asset Pricing and the Equity Size Premium,” (with Naresh Bansal and Chris Stivers), presented at Midwest Finance Association meetings (March 2017), Chicago, IL.
“Macroeconomic Uncertainty, the Distant Forward-Rate Slope, and Term Risk Premia,” (with David Dubofsky and Chris Stivers), presented at Midwest Finance Association meetings (March 2016), Atlanta, GA.
“Equity Risk, Risk Aversion, and the State-Contingent Hedging Role of Long-term Treasuries,” (with David Dubofsky and Chris Stivers), presented at Financial Management Association meetings (October 2015), Nashville, TN. (Finalist for Best Investments Paper Award.)
“Extreme VIX Movements and Cross-Section of Stocks,” (with Naresh Bansal and Chris Stivers), presented at CRSP Forum (November 2010), Chicago, IL. (Also presented at Financial Management Association meetings (October 2010), New York, NY.)
“Equity Risk and Treasury Bond Pricing,” (with Naresh Bansal and Chris Stivers), presented at Mid-Atlantic Research Conference (March 2010), FSU Spring Beach Conference (April 2009).
“Flight-to-Quality- and Liquidity-Related Variation in the Correlations and Mean Returns across Stocks and T-Bonds” (with Naresh Bansal and Chris Stivers), presented at Financial Management Association Meetings, Orlando, FL., October 2007 (Top Ten Session).
“Commonality in the Time-Variation of Stock-Bond and Stock-Stock Return Co-Movements,” (with Chris Stivers and Licheng Sun), presented at European Central Bank – Center for Financial Studies Conference on Capital Markets and Financial Integration in Europe, Frankfurt am Main, Germany, May 2004.
“Institutional Ownership and R&D Effectiveness” (with Mark Hirschey), presented at Allied Social Sciences Conference, San Diego, California, January 2004.
“An International Analysis of Stock-to-Bond and Stock-to-Stock Return Comovements with Time-Varying Uncertainty,” (with Chris Stivers and Licheng Sun) presented at Financial Management Association, Denver, Colorado, October 2003.
“Firm-level Conditional Volatility: New Evidence of Explanatory Power from Cross-firm Information,” (with Chris Stivers) presented at Financial Management Association, Toronto, Canada, October 2001.
“Is There More to Long Memory in Fixed-Income Excess Returns and Volatility than Structural Instability?” (with Ken Hightower and Nuray Güner) presented at Society for Computational Economics meetings, New Haven, Connecticut, June 2001.
“On Stock Market Return Co-Movements: Macroeconomic News, Dispersion of Beliefs, and Contagion,” (with F. Albert Wang), presented at Western Finance Association meetings, Tucson, Arizona, June 2001. (Also presented at 7th Mitsui Life Symposium on Global Financial Markets, Ann Arbor, Michigan, November 2000.)
“Evidence on the Economics of Equity Return Volatility Clustering,” (with Chris Stivers), presented at European Finance Meetings, London, England, August 2000. (Also presented at Econometric Society World Congress, Seattle, WA, August 2000.)
“International Equity Market Comovements: Economic Fundamentals or Contagion?,” (with F. Albert Wang), presented at Global Finance Conference, Chicago, IL., April 2000. (Also presented at 1999 WFA meetings in Santa Monica, June 1999, at Fifth International Finance Conference, Atlanta, Georgia, May 1999.)
“Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility” (with Nuray Güner), presented at Econometric Society meetings, Boston, MA., January 2000. (Also presented at the Society for Computational Economics, Boston, MA, June 1999.)
“Conditional Stock Market Return Autocorrelation and Price Formation: International Evidence from Six Major Equity Markets,” (with Chris Stivers), presented at American Finance Association, Boston, MA., January 2000.
“Foreign Market Exposure, International Risk, and Global Economic Crises: A Multi-Country, Firm-Level Study,” (with Arzu Ozoguz and David Ravenscraft), presented at European Finance Association, Helsinki, Finland, August 1999.
“Economic News and Stock Market Linkages: Evidence from the U.S., U.K., and Japan,” (with F. Albert Wang), presented at the Second Joint Central Bank Research conference on Risk Management and Systemic Risk, Tokyo, Japan, October 1998.
“Time-Varying Lead-Lag of Equity Returns in a World of Incomplete Information,” (with Chris Stivers), presented at American Finance Association meetings, New Orleans, LA, January 1997.
“Can Economic News Explain the U.S.-Japan Stock Market Return and Volatility Linkages,” (with F. Albert Wang), presented at First Annual National Taiwan University Conference on International Money and Finance, June 1994. (Also presented at Financial Management Association meetings, St. Louis, MO, October 1994.)
“Asset Pricing Models: Estimation and Diagnostics of Discount-Rate Processes,” (with Jennifer Conrad and Karl Snow), presented at American Finance Association meetings, Boston, MA, January 1994.
Quant Methods/Economics
Quant Methods/Economics
Quant Methods/Economics
“Tournament Qualification, Seeding and Selection Efficiency: An Analysis of the PGA TOUR’s FedExCup,” (with Richard J. Rendleman, Jr.), invited presentation at INFORMS meetings (November 2010), Austin, TX.
“Going for the Green: A Simulation Study of Qualifying Success Probabilities in Professional Golf,” (with Richard J. Rendleman, Jr.), invited presentation at INFORMS meetings (October 2009), San Diego, CA.
“A Simulation-Based Assessment of Cross-Sectional CAPM Testing Methodology” (with Richard J. Rendleman, Jr.), presented at Financial Management Meetings, Grapevine, TX, October 2008 (Top Ten Session).
“Cointegration Modeling of Expected Exchange Rates” (with Paisan Limratanamongkol), presented at the Society for Computational Economics, Boston, MA., June 1999.