Research

GOOGLE SCHOLAR PROFILE FOR VIKAS AGARWAL

RESEARCH INTERESTS

Asset Pricing and Investments: Portfolio Management, Institutional Investors, Hedge Funds and Mutual Funds, Household Finance, Private Equity and Venture Capital, Performance Evaluation, and Capital Markets.

PUBLICATIONS IN REFEREED JOURNALS

  1. Political uncertainty and household stock market participation (with Hadiye Aslan, Lixin Huang, and Honglin Ren), Journal of Financial and Quantitative Analysis forthcoming.

       Winner of the Best Paper Award at 2019 Academic Research Colloquium for Financial Planning and Related Disciplines

       Download the article

  2. Are hedge fund managers’ charitable donations strategic? (with Yan Lu and Sugata Ray), Journal of Corporate Finance forthcoming.

        Download the article

        Short video discussing the paper

        GSU coverage of research

  3. Why do mutual funds hold lottery stocks? (with Lei Jiang and Quan Wen), Journal of Financial and Quantitative Analysis forthcoming.

        Winner of the the 2018 Best paper award in WRDS Advanced Research Scholar Program of the Wharton School, University of Pennsylvania

        Download the article accepted for publication

  4. Interfund lending in mutual fund families: Role in liquidity management (with Haibei Zhao), Review of Financial Studies, 2019, Volume 32, Issue 10, 4079−4115.

        Download the article accepted for publication

  5. Liquidity transformation and financial fragility: Evidence from funds of hedge funds (with George O. Aragon and Zhen Shi), Journal of Financial and Quantitative Analysis, 2019, Volume 54, Issue 6, 2355−2381.

        Download the article accepted for publication

        Short JFQA video regarding the paper

     
  6. Mutual fund transparency and corporate myopia (with Rahul Vashishtha and Mohan Venkatachalam), Review of Financial Studies, 2018, Volume 31, Issue 5, 19662003.

          Download the article accepted for publication

          Winner of the best paper award at the ISB 2016 Summer Research Conference

  1. Alpha or beta in the eye of the beholder: What drives hedge fund flows (with Clifton Green and Honglin Ren), Journal of Financial Economics, 2018, Volume 127, Number 3, 417434.

          Download the article accepted for publication

  1. Tail risk in hedge funds: A unique view from portfolio holdings (with Stefan Ruenzi and Florian Weigert), Journal of Financial Economics 2017, Volume 125, Number 3, 610636.

        Download the article accepted for publication

        Download the data on the tail risk factor

  2. Volatility of aggregate volatility and the cross-section of hedge fund returns (with Y. Eser Arisoy and Narayan Y. Naik), Journal of Financial Economics 2017, Volume 125, Number 3, 491−510.

        Download the article accepted for publication

        Download the data on the volatility of volatility factor

  3. The economics and finance of hedge funds: A review of the academic literature  (with Kevin Mullally and Narayan Y. Naik), Foundations and Trends in Finance 2015, Volume 10, Issue 1.

        Download the article accepted for publication

  4. Under one roof: A study of simultaneously managed hedge funds and funds of hedge funds (with Yan Lu and Sugata Ray), Management Science 2016, Volume 62, Issue 3, 722740.

        Download the article accepted for publication

  5. Window dressing in mutual funds (with Gerald D. Gay and Leng Ling), Review of Financial Studies, 2014, Volume 27, Issue 11, 3133−3170.

        Download the article accepted for publication

        Winner of the Best Empirical Paper Award at the Southern Finance Association 2012 Annual Meetings

        Featured on the Harvard Law School Forum on Corporate Governance and Financial Regulation on September 17, 2014:                  

        http://blogs.law.harvard.edu/corpgov/2014/09/17/window-dressing-in-mutual-funds/

        Download the data on the window-dressing measures

  6. Mandatory portfolio disclosure, stock liquidity, and mutual fund performance (with Kevin Mullally, Yuehua Tang, and Baozhong Yang), Journal of Finance 2015, Volume 70, Issue 6, 2733-2776.

        Download the article (inclusive of Supplementary Appendix) accepted for publication

  7. What happens "before the birth" and "after the death" of a hedge fund? (with Vyacheslav Fos and Wei Jiang) Bankers, Markets, Investors, 2014, Number 129, 1826.

    Download the article accepted for publication

  1. Inferring reporting-related biases in hedge fund databases from hedge fund equity holdings (with Vyacheslav Fos and Wei Jiang), Management Science, 2013, Volume 59, Number 6, 1271−1289.

        Download the article accepted for publication

        Received research grant from the BNP Paribas Hedge Fund Center at Singapore Management University

  2. Uncovering hedge fund skill from the portfolio holdings they hide (with Wei Jiang, Yuehua Tang, and Baozhong Yang), Journal of Finance, 2013, Volume 68, Number 2, 739−783.

        Download the article accepted for publication

        Received research grant from Q-Group

     

  3. Management compensation and market timing under portfolio constraints (with Juan-Pedro Gomez and Richard Priestley), Journal of Economic Dynamics and Control, 2012, Volume 36, Number 10, 1600−1625.

        Download the article accepted for publication

  4. Do hedge funds manage their reported returns? (with Naveen D. Daniel and Narayan Y. Naik), Review of Financial Studies, 2011, Volume 24, Issue 10, 3281−3320.

        Download the final version of the paper accepted for publication

        Received research grant from BSI Gamma Foundation

  5. Risk and return in convertible arbitrage: Evidence from the convertible bond market (with William H. Fung, Yee Cheng Loon, and Narayan Y. Naik), Journal of Empirical Finance, 2011, Volume 18, Issue 2, 175194 (LEAD ARTICLE).

        Download the final version of the paper accepted for publication

        Received research grant from INQUIRE Europe

        Received best paper award in hedge funds at the European Finance Association 2006 meetings

  6. The role of hedge funds as primary lenders (with Costanza Meneghetti), Review of Derivatives Research, 2011, Volume 14, Issue 2, 241−261.

        Download the final version of the paper accepted for publication

        Received research grant from the BNP Paribas Hedge Fund Centre at HEC Paris

  7. Role of managerial incentives and discretion in hedge fund performance (with Naveen D. Daniel and Narayan Y. Naik), Journal of Finance, 2009, Volume 64, Number 5, 2221−2256.

        Download the final version of the paper accepted for publication

        Received research grant from INQUIRE Europe

        Received best paper award in hedge funds at the European Finance Association 2003 meetings

  8. Hedge funds for retail investors? An examination of hedged mutual funds (with Nicole M. Boyson and Narayan Y. Naik), Journal of Financial and Quantitative Analysis, 2009, Volume 44, Number 2, 273−305.

        Download the final version of the paper accepted for publication

  9. On the relative performance of multi-strategy and funds of hedge funds (with Jayant R. Kale), Journal of Investment Management, 2007, Volume 5, Number 3, 41−63.  

         Abstracted in CFA Digest, 38(2), May 2008, 14-15.

          Download the final version of the paper accepted for publication

  1. Hedge funds (with Narayan Y. Naik), Foundations and Trends in Finance, 2005, Volume 1, Number 2, 103−170.

          Download the article

  1. Risks and portfolio decisions involving hedge funds (with Narayan Y. Naik), Review of Financial Studies, 2004, Volume 17, Issue 1, 63−98.

        Download the published article

        Contact me at vagarwal@gsu.edu for the option-based factors used in the paper

        Wharton Research Data Services (WRDS) has a research application for computing the returns of the option-based factors using Optionmetrics data. For details, click

        here.

        Among the fifty most-cited articles in the Review of Financial Studies during July 2006 and February 2016, the list being updated at the beginning of each month (the    

        list was temporarily discontinued between January 2008 and July 2011)

        Among the 300 most cited articles published in the area of finance during the period 2000-2006 according to the article "What’s new in finance?" by Matti Keloharju in    

        European Financial Management, 2008, 14(3), 564-608.

        According to the Web of Science, as of May/June 2014, this highly cited paper received enough citations to place it in the top 1% of the academic field of Economics &

        Business based on a highly cited threshold for the field and publication year.

        Received research grant from BSI Gamma Foundation

  2. Multi-Period Performance Persistence Analysis of Hedge Funds (with Narayan Y. Naik), Journal of Financial and Quantitative Analysis, 2000, Volume 35, Number 3, 327−342.

        Download the final version of the paper accepted for publication

  3. Generalised Style Analysis of Hedge Funds (with Narayan Y. Naik), Journal of Asset Management, July 2000, Volume 1, Number 1,  pp. 93−109.

        Download the final version of the paper before publication

  4. On taking the 'alternative' route: Risks, rewards, and performance persistence of hedge funds (with Narayan Y. Naik), Journal of Alternative Investments, Spring 2000, Volume 2, Number 4, 6−23.

        Download the final version of the paper before publication

        Received research grant from INQUIRE UK

OTHER PUBLICATIONS

  1. Investigating the correlation between ETFs and their underlying securities, Lyxor ETF Research Academy, June 2017.

  2. Wert schaffung oder -vernichtung? (Value creation or loss of jobs? in English), Institutional Money, No. 4, 2014 (article in German).

  3. Breaking bad, Institutional Money, 2014 (article in German).

  4. Multitasking by mutual fund managers benefits companies, not investors, Institutional Investor, July 2011.

  5. Motivating managers: How incentives and discretion play into hedge fund performance, Executive Briefing, Economist Intelligence Unit in partnership with Harvard Business School Publishing, The Economist, 2009.

  6. Hedgefonds: Grundzuege einer alternativen Anlageklasse, in Michael Busack/Dieter Kaiser (eds), Handbuch Alternative Investments, Gabler Verlag, Wiesbaden, 2006 (with Narayan Y. Naik)

  7. Going with the Hedge Flow, Robinson Research Report, Winter 2004, pp. 3−4 (with Naveen D. Daniel and Narayan Y. Naik)

  8. Understanding Risks of Hedge Funds, Echos Money, numero 8, 2002, pp. 35−36

  9. Introduction to hedge funds, Gestion Alternative, Julliet 2002, AFG-ASFFI (with Narayan Y. Naik)

  10. Hedge funds – Charackteristika und Risiken", Absolut report, no. 2, Feb 2002, pp. 8−14, Die erste Publickation fur Alternative Investment in Deutschland, Germany (with Narayan Y. Naik)

  11. Creative funds that have come into their own, Financial Times, Mastering Investment (Part Five) (with Narayan Y. Naik)

    Download the article (format before sent for publication)

WORKING PAPERS

  1. Redemption in kind and mutual fund liquidity management (with Honglin Ren, Ke Shen, and Haibei Zhao)

       Download the article

  2. Private company valuations by mutual funds (with Brad M. Barber, Si Cheng, Allaudeen Hameed, and Ayako Yasuda)

       Download the article

  3. Do ETFs increase the commonality in liquidity of underlying stocks? (with Paul Hanouna, Rabih Moussawi, and Christof Stahel)

         Winner of the best paper award at the India Finance Conference 2016 Annual Meetings

         Download the article

  1. Extreme stress and investor behavior: Evidence from a natural experiment (with Pulak Ghosh and Haibei Zhao)

         Download the article

  1. Unobserved performance of hedge funds (with Stefan Ruenzi and Florian Weigert)

         Download the article

  1. Incentive realignment: Mutual funds’ influence on executive compensation contracts (with Sean Cao, Shawn Huang, and Min Kim)

         Download the article

  1. Income taxes and managerial incentives: Evidence from hedge funds  (with Gary Chen, Bin Wang, and Zhen Shi)

  2. Perils of fame and fortune: Are hedge fund stars front-run by institutional investors? (with George O. Aragon, Vikram Nanda, and Kelsey Wei)

  3. Eponymous hedge funds (with Y. Eser Arisoy and Tri Trinh)

OLDER WORKING PAPERS

  1. What are the actual effects of cash holdings? Evidence from the mutual fund industry (with Haibei Zhao)

  2. Managerial multitasking in the mutual fund industry (with Linlin Ma and Kevin Mullally)

          Winner of the Best Paper Award in Investments at the FMA 2011 Annual Meetings

          Download the article

  1. Do higher-moment equity risks explain hedge fund returns? (with Gurdip Bakshi and Joop Huij)

          Download the article

            Received research grant from the BNP Paribas Hedge Fund Center at Singapore Management University

  1. Common factors in analysts' earnings revisions: The role of changing economic conditions (with Dieter Hess)

            Download the article

  1. Institutional investment and intermediation in the hedge fund industry (with Vikram Nanda and Sugata Ray)

          Download the article

  1. Do mutual funds have market timing ability? New evidence from their trades (with Yuehua Tang and Baozhong Yang)

  2. Corporate derivatives use, yield spreads, and leverage (with Gerald D. Gay and Chen-Miao Lin)

  3. Transaction costs and value premium (with Lingling Wang)

All my papers on SSRN are available here

RESEARCH GRANTS

  1. Research Grant from the Hong Kong Research Grants Council (HK$400,000) in 2019 (with Jie Cao and Xintong Zhan)

  2. Research Grant from the NSE-NYU Stern Initiative on the Study of Indian Financial Markets (US $7,500) in 2018 (with Pulak Ghosh and Haibei Zhao)

  3. Research Grant from the ETF Research Academy at the Paris-Dauphine House of Finance (joint collaboration of Lyxor Asset Management and University of Dauphine, Paris) (10,000 Euros) in 2016 (with Paul Hanouna, Rabih Moussawi, and Christof Stahel)

  4. Research Grant from the Dauphine-Amundi Asset Management Chair at the University of Dauphine, Paris (10,000 Euros) in 2014 (with Eser Arisoy and Narayan Y. Naik)

  5. Research Grant from BNP Paribas Hedge Fund Center at Singapore Management University (15,000 Singapore Dollars) in 2010 (with Vyacheslav Fos and Wei Jiang)

  6. Research Grant from NETSPAR (10,000 Euros) in 2010 (with Vallapuzha Sandhya)

  7. Research Grant from Q-Group (US $10,000) in 2009 (with Wei Jiang, Yuehua Tang, and Baozhong Yang)

  8. Research Grant from BNP Paribas Hedge Fund Center at HEC Paris (10,000 Euros) in 2009 (with Costanza Meneghetti)

  9. Research Grant from BNP Paribas Hedge Fund Center at Singapore Management University (15,000 Singapore Dollars) in 2008 (with Gurdip Bakshi and Joop Huij)

  10. INQUIRE Europe Research Grant (10, 000 Euros) in 2006 (with William H. Fung, Yee Cheng Loon and Narayan Y. Naik)

  11. Foundation for Managed Derivatives Research (FMDR) Grant (US $15,000) in 2005 (with Nicole Boyson and Narayan Y. Naik)

  12. BSI Gamma Foundation Research Grant in 2004 (with Naveen D. Daniel and Narayan Y. Naik)

  13. BSI Gamma Foundation Research Grant in 2002 (with Narayan Y. Naik)

  14. INQUIRE Europe Research Grant in 2002 (with Naveen D. Daniel and Narayan Y. Naik)

  15. INQUIRE UK Research Grant in 1998 (with Narayan Y. Naik)

KEYNOTE PRESENTATIONS

  1. International Conference on Economics, Business, and Social Sciences, Malang, Indonesia, 2021 (held virtually due to COVID-19)

  2. BPI-NOVA Asset Management Conference, Nova School of Business & Economics, Lisbon, 2019

  3. India Finance Conference (IFC) 2017, Indian Institute of Management Bangalore, 2017

  4. The role of Hedge Funds and other Collective Investment Funds in the modern world, University of Manchester, 2017

  5. Colin Firer Memorial Lecture at the South African Finance Association (SAFA) Conference, 2015

  6. Inaugural Financial Market Symposium of the University at Albany, 2014

  7. International Conference on Hedge Funds by Ecole des sciences de la gestion and the Institut de Finance Mathématique de Montréal, 2004

  8. Schroder Charity Investment Forum, 2001

INVITED PRESENTATION TO THE INDUSTRY

  1. Southeastern Hedge Fund Association – What do we know about hedge funds, June 2010

  2. Riskinvest 2004 – Optimal risk management techniques and investment strategies for pension funds, hedge funds, and investment managers, November 2004

  3. International Conference on Hedge Funds by Ecole des sciences de la gestion and the Institut de Finance Mathématique de Montéal, October 2004 (keynote address)

  4. Quantitative Trading and Investment Strategies for Global Derivatives, Quant 2003 Congress, Risk Waters Group, New York, November 2003

  5. Schroders Charity Investment Forum, November 2001

OTHER PRESENTATIONS

London School of Economics (LSE) Alternative Investments Conference – Hedge fund clones, April 2007

MEDIA CITATIONS

  1. Hedge, “Money can’t buy love” by Safi Thind

  2. Saporta Report, August 27, 2018, “Are Hedge Fund Managers’ Charitable Donations Strategic?”

  3. ETF.com, May 21, 2018, "Lotto Stocks A Losing Game" by Larry Swedroe

  4. Global Association of Risk Professionals (GARP), April 13, 2018, “ETFs and Liquidity Shocks” by Nupur Pavan Bang

  5. Bloomberg, December 19, 2017, “Why struggling hedge fund managers give to charity?” by Ben Steverman

  6. Inside Philanthropy, December 13, 2017, “An extra edge: A provocative look at giving by hedge fund managers” by Philip Rojc

  7. The Wall Street Journal, December 3, 2017, “Give to get: What motivates some hedge funds’ charity” by Simon Constable

  8. Barron’s, November 13, 2017, “The risks when funds lend to one another” by Lewis Braham

  9. Financial Review, May 29 2016, “Hedge funds in the firing line” by John Kehoe

  10. Global Association of Risk Professionals (GARP), April 14, 2016, Mutual Fund Liquidity, Interfund Lending and the Role of Governance, by Nupur Pavan Bang

  11. Absolut Research, Hedgefondsinvestoren honorieren Nutzung exotischer Risikoprämien (Hedge fund investors to reward use of exotic risk premiums, in English), January 2016

  12. Medill Reports, October 9, 2014, “Hedge funds hope for better days” by Penny Yi Wang

  13. Market Watch, September 17, 2014, “Opinion: Individual investors 1, hedge funds 0” by Mark Hulbert

  14. Market Watch, May 23, 2014, “Investing in a hedge fund isn’t really worth a bother” by Mark Hulbert

  15. The Wall Street Journal, May 23, 2014, “What to expect from a hedge fund? Most of them aren’t designed to beat S&P 500” by Mark Hulbert

  16. Business Insider, September 26, 2012, “The truth about ‘window dressing’ – how some portfolio managers try to dupe their clients at the end of every quarter” by Sam Ro

  17. The Wall Street Journal, December 24, 2011, “Now That's Performance Art” by Jason Zweig

  18. The Wall Street Journal, December 8, 2011, “Mum's the Word for Some Investors - SEC Allows Money Managers Who Say Confidentiality is Key to Conceal Certain Stock Holdings” by Scott Thurm and Jean Eaglesham

  19. All About Alpha (online publication of the Chartered Alternative Investment Analyst Association), April 17, 2011, “Congratulations! You got a raise!

  20. Fierce Finance, December 7, 2010, “More on the marriage of hedge funds and mutual funds” by Jim Kim

  21. The Wall Street Journal, December 6, 2010, “Hedge-fund firms woo the little guy” by Jaime Levy Pessin

  22. Fund Strategy, August 9, 2010, “Quest for enlightenment or self-interest” by Vanessa Drucker

  23. All About Alpha (online publication of the Chartered Alternative Investment Analyst Association), June 23, 2010, “Shadow Banking Success: Study finds hedge funds make pretty good lenders

  24. Forbes, March 29, 2010, “Follow that billionaire” by William Baldwin

  25.  All About Alpha (online publication of the Chartered Alternative Investment Analyst Association), February 16, 2010, “Research from the other side: What happens before the birth and after the death of a hedge fund?

  26.  Market Watch, February 1, 2010, “Obama’s big bank size limit proposal could help small rivals” by Ronald D. Orol

  27.  SmartMoney, January 22, 2010, “How plan to curb banks could help consumers” by AnnaMaria Andriotis

  28. Fund Strategy (Cover story), December 7, 2009, “Shipwrecked” by Vanessa Drucker

  29. All About Alpha, November 9, 2009, “Equity long/short mutual funds “could easily grow twenty-fold over the next five years” Report

  30. Fund Strategy (Cover story), August 3, 2009, “Overprotected from risk?” by Vanessa Drucker

  31. Market Watch, April 7, 2009, “White House ponders: Are some hedge funds too big to fail?” by Ron Orol

  32. The Associated Press, December 19, 2007, “Armed with trade windfalls, sovereign funds swoop in, lend cash to US top-shelf names” by Tim Paradis (Story also covered in Canadian Business, International Herald Tribune, and The Houston Chronicle)

  33. Forbes, October 26, 2007, “Naughty or Nice?” by Neil Weinberg

  34. Financial Times, October 03, 2007, "MFS bets on hedge funds' long-term appeal" by Rebecca Knight

  35. Barron's, August 27, 2007, “Dancing with Stars” by J.R. Brandstrader

  36. The Wall Street Journal, August 10, 2007, “Bets on Calm Now Come Back To Cost Investors” by Justin Lahart

  37. The Deal, August 7, 2007, “Lawmakers query SEC” by Ron Orol

  38. Institutional Investor, May 9, 2007, “Why Multi-Strategy Funds Outperform Fund of Hedge Funds

  39. Financial Times, May 7, 2007, “Research rates multi-strategy hedge funds” by Steve Johnson

  40. The Wall Street Journal, February 14, 2007, “Hedge funds beckon small investors” by Eleanor Laise

  41. Money Management Executive, February 5, 2007, “Hedged mutual funds make the grade” by Lori Pizzani

  42. The Deal, October 2, 2006, “A gathering storm?” by Ron Orol

  43. The New York Times, April 21, 2006, “Are These Hedge Fund Results Real?” by Floyd Norris, Section C, Col. 1, Page 1

  44. Financial Times, April 17, 2006, “Hedge fund entrepreneurs could change retail landscape

  45. The Daily Telegraph, December 29, 2005, “Funds under fire for ‘Santa effect’”

  46. Evening Standard, December 29, 2005, “Hedge Funds ‘Manipulating Figures’ to Bring Big Paydays”

  47. RiskCenter, December 29, 2005, “Market Risk – Christmas Bonus, Hedge Fund Returns in December Triple Monthly Average”, by Ellen J. Silverman

  48. Institutional Investor, December 28, 2005, “Santa kind to HFs’ A Lot of Ho-Ho-Hokum”

  49. International Herald Tribune, March 31, 2003, “Around the Markets: A futurist tack for weathering market storms”, by Donna Rosato

  50. The New York Times, March 30, 2003, “To Offset Stocks, a Look to Futures”, by Donna Rosato

  51. Chartered Financial Analyst, August 2000, "Hedge Funds: Raiders of the lost arc", by Atul Priyadarshi, pp. 17-20

  52. Managed Accounts Report (MAR)/Hedge, August 2000, "Deconstructing returns and 'herd' effects", by Neil Wilson, Cover Story, pp. 1,14-15

  53. Financial Times, July 12, 2000, "Hedge funds come out of the cold" by Barry Riley

  54. Euromoney, June 2000, "Betting on survival", by David Shirreff, pp. 128-140

  55. Financial Times, June 28, 1999, "Hedge funds set to bloom" by Philip Coggan

  56. International Herald Tribune, December 24, 1999, "An Appraisal of Hedge Funds"

INTERVIEWS

  1. BNN (Business News Network) Toronto, June 29, 2015, “Performance disparity is key to spotting fund manager deception” interviewed by Paul Bagnell and Mike Newton

  2. EDHEC Newsletter PhD in Finance, December 2012 / May 2013

PROFESSIONAL AFFILIATIONS

  1. Research Fellow, Centre for Financial Research (CFR), University of Cologne, Germany

  2. Research Associate and Affiliate Faculty for PhD Program in Finance, EDHEC Risk and Asset Management Research Center

  3. Member, American Finance Association

  4. Member, European Finance Association

  5. Member, Financial Management Association

  6. Member, Western Finance Association

EDITORIAL ACTIVITIES

Guest Editor, Review of Derivatives Research

REFEREE ACTIVITIES

  1. Contemporary Accounting Research

  2. European Financial Management

  3. Financial Analysts Journal

  4. Financial Management

  5. Global Finance Journal

  6. International Review of Finance

  7. Journal of Banking & Finance

  8. Journal of Business & Economic Statistics

  9. Journal of Empirical Finance

  10. Journal of Finance

  11. Journal of Financial and Quantitative Analysis

  12. Journal of Financial Econometrics

  13. Journal of Financial Economics

  14. Journal of Financial Education

  15. Journal of Financial Markets

  16. Journal of Financial Research

  17. Journal of Financial Services Research

  18. Journal of Financial Stability

  19. Journal of Money, Credit and Banking

  20. Journal of Portfolio Management

  21. Journal of Risk and Insurance

  22. Management Science

  23. North American Journal of Economics & Finance

  24. Review of Asset Pricing Studies

  25. Review of Finance

  26. Review of Financial Economics

  27. Review of Financial Studies

  28. Strategic Management Journal

RESEARCH GRANT REVIEWS

  1. Czech Science Foundation

  2. Deutsche Forschungsgemeinschaft (German Research Foundation)

  3. Economic and Social Research Council (ESRC) of United Kingdom

  4. Israel Science Foundation (ISF)

  5. Netherlands Organisation for Scientific Research (NOSR)

  6. Research Grants Council (RGC) of Hong Kong

  7. Social Sciences and Humanities Research Council (SSHRC) of Canada

  8. Swiss National Science Foundation (SNSF) of Switzerland

OTHER PROFESSIONAL ACTIVITIES

  1. Board member, Southeastern Hedge Fund Association (SEHFA), since February 2011

  2. Academic Advisory Board, Decatur Capital Management, since October 2007

PhD SUPERVISION

Chair of Dissertation Committee

  1. Mehdi Haghbaali (2019)

  2. Honglin Ren (2019) - First placement at Cornerstone Research; currently at the Renmin University of China, School of Business

  3. Zhe Wang (2019)- First placement at the University of North Carolina (Post-Doctoral Research Associate, Kenan Institute of Private Enterprise)

  4. Kevin Mullally (2016) - First placement at the University of Alabama; currently at the University of Central Florida

  5. Haibei Zhao (2016) - First placement at Lehigh University

  6. Yuehua Tang (2013) - First placement at Singapore Management University; currently at the University of Florida

  7. Linlin Ma (2013) - First placement at Northeastern University; currently at the Peking University HSBC Business School

  8. Vallapuzha Sandhya (2011) - First placement at Financial Engines

  9. Yee Cheng Loon (2007) - First placement at SUNY Binghampton; currently at the Securities and Exchange Commission

Member of Dissertation Committee

  1. Ashutosh Tyagi (2019) - First placement at Cornerstone Research

  2. Marco Pagani (2006) - First placement at San Jose State University

  3. Anna Agapova (2006) - First placement at Florida Atlantic University

More information about the PhD program at Georgia State University can be found here.

External Member of Dissertation Committee

  1. Luqi (Emma) Xu (ongoing) at the University of Alabama – First placement at the College of Charleston

  2. Anqi Jiao (2020) at the University of Alabama – First placement at the Southwestern University of Finance and Economics

  3. Stig Xenomorph (2020) at Hong Kong Polytechnic University – First placement at the University of Vaasa

  4. Fengrong Wei (2020) at Georgia Institute of Technology

  5. Nataliya Gerasimova (2017) at Université de Lausanne HEC – First placement at NHH Bergen

  6. Boris Fays (2015) at HEC Belgium

  7. Pekka Tolonen (2014) at the University of Oulu, Finland – First placement at the University of Oulu

  8. Xue Qi (2013), Risk Management and Insurance department - Currently a Consultant, Credit Specialist at Deloitte Advisory

  9. Arze Karam (2010) from University of Paris - First placement at Queen's University Belfast; currently at Durham University

Executive Doctorate in Business (EDB) Dissertation Committees

  1. Kevin Chalk (2021); Senior Relationship Manager at Schwab Advisor Services

  2. Raj Gangavarapu (2020); Head, Data Science at Diwo

  3. Peter McGaffigan (ongoing); Managing Director and Senior Investment Strategist at Wells Fargo Private Bank

  4. Julie Salsbery (ongoing); Lecturer at Georgia State University

  5. Arnab Banerjee (2017); Product Manager, Equity Risk Models Research, at Axioma

  6. Mikhail Stukalo (2017); Principal Data Scientist at Fidelity Investments

  7. Whit Yates (2017); Managing Director at Morgan Stanley

  8. Bob Heller (2013); Lecturer at the University of Georgia

MY CO-AUTHORS

  1. George Aragon

  2. Y. Eser Arisoy

  3. Hadiye Aslan

  4. Gurdip Bakshi

  5. Brad M. Barber

  6. Nicole Boyson

  7. Sean Cao

  8. Gary Chen

  9. Si Cheng

  10. Naveen D. Daniel

  11. Vyacheslav Fos

  12. William Fung

  13. Gerald D. Gay

  14. Pulak Ghosh

  15. Juan-Pedro Gomez

  16. Clifton Green

  17. Allaudeen Hameed

  18. Paul Hanouna

  19. Dieter Hess

  20. Lixin Huang

  21. Shawn Huang

  22. Joop Huij

  23. Lei Jiang

  24. Wei Jiang

  25. Jayant R. Kale

  26. Min Kim

  27. Leng Ling

  28. Yee Cheng Loon

  29. Yan Lu

  30. Linlin Ma

  31. Costanza Meneghetti

  32. Rabih Moussawi

  33. Kevin Mullally

  34. Narayan Y. Naik

  35. Vikram Nanda

  36. Richard Priestley

  37. Sugata Ray

  38. Honglin Ren

  39. Stefan Ruenzi

  40. Ke Shen

  41. Zhen Shi

  42. Christof Stahel

  43. Yuehua Tang

  44. Tri Trinh

  45. Rahul Vashishtha

  46. Mohan Venkatachalam

  47. Bin Wang

  48. Kelsey Wei

  49. Florian Weigert

  50. Quan Wen

  51. Baozhong Yang

  52. Ayako Yasuda

  53. Haibei Zhao

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