Department : Economics - Finance
Email : email@example.com
Phone : 718-862-7886
Office : DLS 442
PHD, CUNY: The Graduate Center
MPHIL, CUNY: The Graduate Center
BS, Middle East Technical Turkey
- AEA - American Economic Association
- ASA - American Statistical Association
- FMA - Financial Management Association
Publications & Professional Activities
"Decomposition of Book-to-Market and the Cross-Section of Returns for Chinese Stocks" (with N. Cakici and S. Chatterjee), Pacific-Basin Finance Journal. Forthcoming.
“Cross-Sectional Stock Return Predictability in China” (with N. Cakici and Kalok Chen), European Journal of Finance, Forthcoming.
“Risk and Return in Asian Emerging Markets” [Book] (with N. Cakici) Palgrave/Macmillan, August 2014.
“Cross Sectional Return Predictability in Taiwan Stock Exchange: An Empirical Investigation” (with N.Cakici and C.J.Wang) Review of Pacific Basin Financial Markets and Policies, June 2014, Volume 17, Number 2.
“The Return Predictability of Turkish Stocks: An Empirical Investigation, (with N.Cakici) Emerging Markets Finance and Trade, September-October 2013, Volume 49, Number 5, pages 99-119.
“The Effect of Alcoholic Beverage Excise Tax on Alcohol-Attributable Injury Mortalities” (with C.H.Son) European Journal of Health Economics, April 2011, Volume 12, Number 2, pages 103-113.
Review of Stephan Zilliak and Deirdre McCloskey’s The Cult of Statistical Significance: How the Standard Error Costs Us Jobs, Justice, and Lives University of Michigan Press, 2008. Journal of Socio-Economics, March 2009, Volume 38, Issue 2, pages 400-401.
“Understanding Dependence Structures of Random Variables in Financial Modeling by Using Copulas” (with N.Boliari) Global Business & Economics Anthology, December 2007, pages 410-6.
“Accelerated Mortgage Process: An Analytical Evaluation" (with N.Boliari) International Business & Economics Research Journal, (IBER) August 2006, Volume 5, Number 8, pages 15-6.
“Corporate Governance: A Critical Survey of Key Concepts, Issues and Recent Reforms in the US.” (with A.Murphy) Employee Responsibilities and Rights Journal, AEPP, Volume 17, Number 2, June 2005.
“Corporate Governance and Control: Yesterday, Today, and Tomorrow – A Critical Survey” Refereed Proceedings of the 11th Annual International Conference 2003 of the Association on Employment Practices and Principles, October 9-11, 2003, San Diego, CA. Edited by Margaret H. Vickers, University of Western Sydney, pp 145-150.
“Equity Accelerator or Else? An Analytical Evaluation of an Unfair Practice” Abstract published in the Proceedings of the 2002 Annual International Conference – October 10-12, New York City, New York, Edited by Margaret H. Vickers, University of Western Sydney, p194.
“The GARCH Option Pricing Model: A Lattice Approach.” with N.Cakici; Journal of Computational Finance, Summer 2000, Vol.3, No.4.
“Volatility Smile Under GARCH” AEPP Proceedings of the Annual International Conference, October 2000; New Orleans, Louisiana. Edited by John P. Keenan St.Bonaventure University.
"GARCH versus Constant Volatility: A Comparative Efficiency Analysis." AEPP Proceedings of the Annual International Conference, October 1999; Niagara Falls, New York. (ISBN 1-878583-64-6)
“An Empirical Note on Demand for Speculation and Futures Risk Premium: A Kalman Filter Application.” with A.E. Kocagil; Review of Financial Economics, Fall 1997, Vol.6, N0.1, pp. 77- 93.
"Illicit Drug Use and Health: Analysis and Projections of NYC Birth Outcomes Using a Kalman Filter Model." with N.H.Mocan; Southern Economic Journal, July 95, Vol.62, No.1, pp.164-82.
"International Sanctions and Anti-Apartheid Politics in South Africa: An Empirical Investigation." with W.H.Kaempfer, A.D.Lowenberg, N.H.Mocan; Journal of Studies in Economics and Econometrics, 1995, Vol.19, No.1, pp. 1-27.
"Illicit Drug Use and Health: Analysis and Projections of NYC Birth Outcomes Using a Kalman Filter Model." with N.Mocan; NBER Working Paper, No.4559, National Bureau of Economic Research, 1994.
"Real Wages over the Business Cycle: Evidence from a Structural Time Series Model." with N.Mocan; Oxford Bulletin of Economics and Statistics, Nov. 93, Vol. 55, No.4.
"International Sanctions and Anti-Apartheid Politics in South Africa: An Empirical Investigation.", with W.H.Kaempfer, A.D.Lowenberg, N.H.Mocan; Appeared as one of the five papers included in The Use of Economic Sanctions in Trade and Environmental Policy, 1993, Research Memorandum, OCFEB RM 9307, Erasmus University Press, Rotterdam.
Honors & Awards
Hong Kong Asian Capital Markets Research Prize, 2011 awarded by The Hong Kong Society of Financial Analysts (HKSFA) and CFA Institute. (with Kalok Chan of HKUST, and N.Cakici of Fordham University)
- FIN 301 Principles of Business Finance I
- FIN 308 Investments
- FIN 340 Corporate Structure and Financing
- FIN 470 Finance Independent Study