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
An analysis of Australian exchange traded options and warrants (with Paul Fowler, David Michayluk, and Laurie Prather), Journal of economics and finance (2010)
This study focuses on the price discovery process in Australian option and warrant markets. Characterizing...
Management structure and the performance of funds of mutual funds (with Laurie Prather), Journal of business research (2009)
A rapidly growing mutual fund category is funds of funds (FOFs) which invest in other...
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), Investment management and financial innovations (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...
Conference Papers
Re-examining the dividend drop ratios with dividend capture trading (with Vyas Balasubramaniam, Thomas Henker, and Laurie Prather), 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, Thomas Henker, and Laurie Prather), 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, 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...