Qualifications Bachelor of Arts (Mathematics) - University of Arizona Masters of Business Administration - University of Houston Doctor of Philosophy (Finance) - University of Houston
Articles
An analysis of Australian exchange traded options and warrants (with Will J. Bertin, Paul Fowler, and David Michayluk), Journal of economics and finance (2010)
This study focuses on the price discovery process in Australian option and warrant markets. Characterizing...
Bank risk and return: The impact of bank non-interest income (with Barry Williams), International journal of managerial finance (2010)
Purpose – The purpose of this paper is to consider the impact on bank risk...
Management structure and the performance of funds of mutual funds (with Will J. Bertin), Journal of business research (2009)
A rapidly growing mutual fund category is funds of funds (FOFs) which invest in other...
What do options have to do with it?: Inclusion of options market indicators in bid-ask spread decomposition (with David Michayluk, Li-Anne E. Wood, and Henry Y. K. Yip), Asia-Pacific journal of financial studies (2009)
This paper develops a cross-market model to extend Huang and Stoll (1997) by utilizing information...
The influence of management structure on the performance of fund of funds (with William J. Bertin), Business papers (2008)
A rapidly growing mutual fund category is Fund of Funds (FOFs), which invest in other...
Conference Papers
Re-examining the dividend drop ratios with dividend capture trading (with Vyas Balasubramaniam, William Bertin, and Thomas Henker), 17th annual conference of the Multinational Finance Society (MFS) (2010)
We calculate dividend drop ratios over periods with changing quotation and taxation frameworks to assess...
Dividend drop ratios and tax theory: An intraday analysis under different tax and price quoting regimes (with Vyas Balasubramaniam, William Bertin, and Thomas Henker), Financial Management Assocation (FMA) European conference (2010)
We calculate dividend drop ratios over periods with changing quotation and taxation frameworks to assess...
Decomposing the bid-ask spread of stock options: A trade and risk indicator model (with David Michayluk, Li-Anne Woo, Henry Y. K. Yip, and William J. Bertin), Paper presented at the 16th annual conference of the multinational finance society (2009)
This paper extends Huang and Stoll (1997) to develop a spread decomposition model that includes...
The intraday price behavior of Australian exchange traded options and warrants (with William J. Bertin and David Michayluk), Paper presented at the 15th annual conference on Pacific Basin Finance, Economics, Accounting and Management (PBFEAM) (2007)
This study focuses on the price discovery process in Australian option and warrant markets. Characterizing...
Updating traditional trade direction algorithms with liquidity motivation (with William J. Bertin and David Michayluk), Paper presented at the Alternative perspectives in finance and accounting bi-annual meeting (2004)
Trade-direction algorithms play an important role in traditional studies of market microstructure and in understanding...