Hany Guirguis, PHD
Hany Guirguis, PHD
Department : Economics - Finance
Email : email@example.com
Phone : 718-862-3855
Office : DLS 409
PHD, University of Oregon
MA, American Univ Cairo
MBA, CUNY Baruch College
MS, University of Oregon
Econometrics, Financial Modeling, Corporate Finance, Macroeconomics, and Real Estate Finance
Publications & Professional Activities
- “Leveraged, Inverse and Traditional ETFs: The Impact on Real Estate Stock Price Volatility”, with Richard J. Curcio, Randy I. Anderson, and Vaneesha Boney, Applied Financial Economics, 2012, 22: 709-722.
- “Timing the value style index in a Markov regime-switching model”, with Ted Theodore and Michael Suen, Journal of Investment Management, 2012, 10: 52-64.
- “Monetary Shocks, Volatility Regimes, and Inflation: An Empirical Analysis of REIT Behavior”, with Randy Anderson and Vaneesha Boney, Journal of Real Estate Research, 2012, 34.
- “Modeling the Blind Principal Bid Basket Trading Cost”, with Christos I. Giannikos and Tin Shan Suen, European Financial Management, 2012, 18: 271-302
- “Price and Volatility Spillovers between Large and Small Cities: A Study of the Spanish Market”, with Christos Giannikos, and Laura Gracia , Journal of Real Estate Portfolio Management, 2007, 13: 311-316.
- “Asset Pricing in Spanish Housing Market,” with Christos Giannikos, and Laura Gracia, Journal of Housing Research, 2007, 16: 83-95.
- “A Note on the Effect of the Expected Changes in Monetary Policy on Long-Term Interest Rates,” with Christos Giannikos, Journal of Applied Economics, 2007, 10: 99-114.
- “Extreme Observations and Nonnormality in ARCH and GARCH,” with Rakesh Bali, International Review of Economics and Finance, 2007, 16: 332-346.
- “Asymmetry in Regional Real House Prices,” with Richard Vogal, Journal of Real Estate Portfolio Management, 2006, 12: 293-298.
- “Market Fundamentals and the Forecastability of the Regional Housing Prices: An Empirical Investigation,” with Christos I. Giannikos and Randy I. Anderson, Forecasting Letters, 2006, 1 :14-26.
- “Accounting for Extreme Values in GARCH Forecasts of Day-Ahead Electricity Prices,” with Frank Felder, KIEE International Transactions on Power Engineering, 2005, 5: 300-302.
- “Output Variability and the Money-Output Relationship,” with Martin Schmidt, International Journal of Business and Economics, 2005, 4: 51-64.
- “The US Housing Market: Asset Pricing Forecasts: Using Time Varying Coefficients,” with Christos I. Giannikos and Randy I. Anderson, Journal of Real Estate Finance and Economics, 2005, 30: 33-53.
- “Strategies and Impacts of New Drug Introduction: The Case of Hemophilia Treatment,” with Edward Rogoff, Journal of Health Care Finance, 2004; 31: 1-12.
- “An Analysis of the Return Dependence Between Large and Small Capitalization Stock,” with R. Bali, Journal of Business and Economics Research, 2004, 2: 67-70.
- “Further Advances in Forecasting Day-Ahead Electricity Prices Using Time Series Models,” with Frank Felder, IEEE Transaction on Power Systems, 2004, 4: 159-166.
- “On the Consequences of State Dependent Preferences for the Pricing of Financial Assets,” with Jean P. Danthine, John B. Donaldson, and Christos I. Giannikos, Finance Research Letters, 2004, 1: 143-153.
- “An Analysis of the Equity Risk Premium,” with Rakesh Bali, The Journal of Asset Management, 2004, 4: 348-360.
- “The Living Wage and the Effects of Real Minimum Wages on Part-Time and Teen
- Employment,” with Faraj Abdulahad, Employee Responsibilities and Rights Journal, 2003, 15: 1-9.
- “Is Volatility of Equity Markets a Volume Story? A Non-Parametric Analysis,” with Christos I. Giannikos and Deniz Ozenbas, International Journal of Business and Economics, 2003, 2: 49-55.
- “The Upward Spiral of Drug Costs: A Longitudinal Study of Drugs Used in the Treatment of Hemophilia,” with Edward Rogoff, and Myung-Soo, Journal of Thrombosis and Haemostatis, 2002, 88: 545-553. Clinical Laboratory, Under Journal Club Highlights, 2003, 49: 71.
- “The Post-Offering Performance of IPOs in the Health Care Industry,” with Joseph Onochie and Harry Rosen, Journal of Economics and Finance, 2001, 25: 194-205.
- “Properly Estimating the Liquidity Effect: Why Accounting for Stationarity and Outliers is Important,” Journal of Economics and Business, 1999, 51: 303-314.
- “On the Impact of Fixed Supply: The Case of the New York City Taxicab Industry,” with Edward Rogoff, Journal of Transportation, Logistics, and Policy, 1998, 65: 370-386.
- “Longitudinal Study of the New Firms In the Health Care Industry,” Academy of Economics and Finance, 2002: 30-35 Refereed Proceeding, The proceedings are published by the Academy of Economics and Finance.
- “Legalized Price-Fixing: How a Government Program to Lower Drug Does the Opposite,” with Edward Rogoff, Forbes, December 9, 2002, 48
Editorial Board: The Journal of Real Estate Portfolio Mangement
- National Association of Real Estate Investment Trusts, Research Grant, 2010.
- NAIOP, Commercial Real Estate Development Association, Research Grant, 2010.
- Manhattan College, Summer Research Grant, 2006.
- Center for Energy, Economics and Environment Policy, 2004.
- Manhattan College, Summer Research Grant, 2003.
- SUNY Farmingdale, Summer Research Grant, 2001.
- Hemophilia Association of New York, Grant, 2000.
- Ford Foundation Grant for Graduate Study in Economics, 1998.
CIS 227 Business Statistics
ECON 433 Econometrics
ECON 441 Economics Seminar
ECON 444 Special Topic: in Economics
ECON 470 Economics Tutorial/Independent Study
FIN 301 Principles of Business Finance I
FIN 420 Corporate Structure and Financing
FIN 441 Finance Seminar
FIN 442 Financial Modeling
MBAC 614 Managerial Economics
MBAC 616 Stock Market & Corp Valuation
MBAE 602 Research