Qualifications Doctor of Business Administration (Finance) - Kent State University Masters of Arts (Economics) - Ohio University Bachelor of Science (Business Administration) - University of Dayton Dr. Bertin's primary areas of research include investment strategies, mutual (managed) funds, corporate finance, and the academic finance profession. Work in these areas has resulted in many widely cited publications in top-ranking Finance journals including the Journal of Finance, Financial Management, Journal of Financial Research, Journal of Real Estate Research, Financial Review, and Journal of Business Research. In addition, Dr. Bertin has been recognized as the second leading contributing author to the journal of Financial Practice and Education since its inception in 1991.
Articles
The influence of management structure on the performance of fund of funds (with Laurie Prather), Business papers (2008)
A rapidly growing mutual fund category is Fund of Funds (FOFs), which invest in other...
Liquidity issues surrounding neglected firms (with David Michayluk and Laurie Prather), Business papers (2008)
The neglected firm effect is the phenomenon where stocks of less widely-known firms have larger...
Expert recommendations in the ‘dartboard’ column (with Laurie Prather), Academy of Taiwan business management review (2007)
For many years the Wall Street Journal’s "Your Money Matters" column has conducted monthly stock...
Intraday REIT liquidity (with Paul Kofman, David Michayluk, and Laurie Prather), Journal of real estate research (2005)
This study measures and analyzes the liquidity differences between Real Estate Investment Trusts (REITs) and...
Mutual fund characteristics, managerial attributes, and fund performance (with Laurie Prather and Thomas Henker), Review of financial economics (2004)
This study provides a comprehensive examination of recent mutual fund performance by analyzing a large...
Conference Papers
Decomposing the bid-ask spread of stock options: A trade and risk indicator model (with David Michayluk, Laurie Prather, Li-Anne Woo, and Henry Y. K. Yip), 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 David Michayluk and Laurie Prather), 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 David Michayluk and Laurie Prather), 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...
A new look at mutual fund performance (with Laurie Prather and Thomas Henker), Paper presented at the 2003 multinational finance society annual meeting (2003)
This study goes beyond the scope of the typical analysis of mutual fund performance by...