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PUBLICATIONS IN
REFEREED JOURNALS:
"The Relative Influence of the East
and the West on Middle Eastern Emerging Stock Markets: An Empirical
Investigation" (with Richard Ajayi and Mark Perry), forthcoming in
Applied Financial Economics.
"An
Analysis of Investors’ Behavior in the Romanian Equity Market", (with Anamaria Ciobanu and Mark Perry), Journal of
Accounting and Information Systems, 2008
"Efficiency Change, Technological
Progress and Productivity Growth of Private, Public and Foreign Banks in India:
Evidence from the Post-Liberalization Era" (With Rasoul Rezvanian and Narendar
Rao), Applied Financial Economics. 2008.
"An Examination
of Investor Reaction to Unexpected Political and Economic Events in an Emerging
Market: The Case of Turkey,"(with Mark Perry and Tevifk Nas),
Global Finance Journal. 2007.
"Cost Efficiency,
Technological Progress and Productivity Growth of Banks in GCC Countries," (with
Rima Turk and Rasoul Rezvanian).
International Journal of Business, 12(4), 2007.
"The Effect of Globalization on Efficiency Change, Technological Progress and
the Productivity Growth of U.S. Small and Large Bank,"
(with Mark Perry and Rasoul Rezvanian". North
American Journal of Finance and Banking Research, 1, (1), 2007.
"A Test of U.S.
Equity Market Surprises in an Era of High Trading Volume,"( with R. Ajayi and M.
Perry), Applied Financial Economics,
2006.
"The
Empirical Relation Between Price Changes and Trading Volumes: Further
Evidence
from European Stock Markets,"(with Richard Ajayi and
Mbodja Mougoue) Alliance Journal of Business Research,
2005
.
"An Analysis
of the Day-of-the-Week Effects in the Egyptian Stock Market", (with Hassan Aly
and M. Perry), Journal of International Business,
2004.
"The Day
-of-the-week effect in Stock Returns: Further Evidence from Eastern European
Emerging Markets," (with Richard Ajayi and M. Perry).
Emerging Markets Finance and Trade. 2004.
"The Day-of-the-Week Effect in
Futures Markets," (with Raj Aggarwal and M. Perry), American Business Review, 2003.
"Production
Economies of Foreign-Owned and Domestic-Owned Banks in Hong Kong," (With Rasoul
Rezvanian and Abdul Rasheed). American Business Review. 2003.
"Efficiency
Change, Technological Progress and Productivity Growth in Thrift Institutions:
The Case of US Cooperative Banks,"(with E. Elyasiani and R. Rezvanian).
Research in Banking and Finance, 2003.
"Executive
Compensation and Efficiency: A Study of Large Bank Holding Companies in the
United States,” (with W. Bosworth and T. Vogel). American Business Review,
XXI, 1, 2003.
"An
Examination of Cost Structure and Production Performance of Commercial Banks in
Singapore," (with Rasoul Rezvanian). Journal of Banking and Finance, 26,
2002.
"Anomalies
in US Equity Markets: Reexamining January Effect"with M. Perry). Applied
Financial Economics. 12, 2002.
"Market
Efficiency and the Reversal of the Monday Effect: New Evidence from U.S. Equity
Markets," (with M. Perry). Journal of Business Finance and Accounting.
Vol. 28 (7) & (8), Sept./Oct. 2001.
"An Analysis of Stock Market Anomalies: Evidence from International
Equity Markets," (with M. Perry). Journal of Research in Finance.
Vol. 2, No.2, Winter 1999.
"On the Relationship Between Stock Returns and Exchange Rates: Tests of
Granger Causality," (with R. Ajayi and J. Friedman). Global Finance
Journal.Vol.9, No.2, 1998. "Production Economies of Small Depository
Institutions in Post FIRREA Era: Evidence from Cooperative Banks", (with R.
Rezvanian). Applied Economics. Vol.30, No.3, 1998. "Asset Prices,
Exchange Rates, and Economic Exposure," (with R. Ajayi). International
Journal of Finance. Vol.9, No.3, 1997.
"A Non-parametric Frontier Model for Foreign and Domestic Owned Banks
Cost Structure," (with E. Elyasiani). International Journal of Finance.
Vol.9, No.1, 1997. "Economies of Scale and Scope in Small Depository
Institutions: Evidence From US Cooperative Banks," (with R. Rezvanian).
Quarterly Review of Economics and Finance. Vol.36,No.1, 1996, pp. 39-54.
"Stock Return Differentials as Predictors of Exchange Rates: A Notes,"
(with R. Ajayi and Y. Shachmurove). Journal of Business and Economics
Studies. Vol.3, No.1, 1996, pp. 45-53. "The Comparative Efficiency
Performance of Small and Large Commercial Banks in the Pre and Post
Deregulation Eras," (with E. Elyasiani). Applied Economics. Vol. 27,
1995, pp.1069-1079. "Global Reaction of Security Prices to the Major
US-Induced Surprises: An Empirical Investigation," (with R. Ajayi). Applied
Financial Economics. Vol.5, 1995, pp. 203-218. "The U.S., Japan and the
Emerging Stock Markets of the Pacific Basin: A Test of Regional and
Intertemporal Stability and "Bloc" Effect," (with R. Ajayi and J. Choi).
Advances in Pacific Basin Business, Economics, and Finance, Vol. 1 1995,
pp. 321-335. "Tests of Investors' Reaction to Major Surprises: The Case of
Emerging Markets," (with R. Ajayi). Journal of International Financial
Markets, Institutions and Money, Vol. 4(1/2), 1995 pp. 115-128.
"Rational Investors' Reaction to Uncertainty: Evidence from the World's Major
Markets," (with R. Ajayi). Journal of Business Finance and Accounting,
Vol. 21(4), 1994, pp. 533-545 . "The Adverse Impacts of Local Historic
Designation on the Value of Investment Properties: The Case of Small Apartment
in Philadelphia," (with P. Asabere and F. Huffman). Journal of Real Estate
Finance and Economics, Vol.8, 1994, pp.225 - 234. "An Empirical Test of
Association Between Production and Financial Performance: The Case of the
Commercial Banking Industry," (with E. Elyasiani and R. Rezvanian), Applied
Financial Economics, Vol.4, 1993, pp.55-59. "Measuring Technical and
Scale Inefficiencies in the Beer Industry: Non-parametric Parametric
Evidence," (with E. Elyasiani). Quarterly Review of Economics and Finance,
Vol.33(4), 1993, pp.383-408.
"Mispricing and Optimal Time on the Market," (with P. Asabere and F.
Huffman). Journal of Real Estate Research, Vol. 8(1), 1993, pp.
149-156. "The Comparative Efficiency Performance of Minority and Non-
minority Owned Banks: A Linear Programming Approach," (with E. Elyasiani),
Journal of Banking and Finance, Vol.16, 1992, pp. 933-948. "The Price
Effects of Cash Versus Mortgage Transactions," (with P. Asabere and F.
Huffman), AREUEA's journal, Real Estate Economics, Vol.20, 1992, pp. 141-150.
"A Non-parametric Approach to the Measurement of Efficiency and
Technological Change: The Case of Large U.S. Commercial Banks," (with E.
Elyasiani). Journal of Financial Services Research, Vol.4, 1990,
pp.157-168. "Efficiency in the Commercial Banking Industry: A Production
Frontier Approach," (with E. Elyasiani). Applied Economics, Vol. 22,
1990, pp. 539-551. "Efficiency of the Railroad Industry: A Frontier
Approach," (with R. Grabowski). Quarterly Journal of Business and Economics,
Vol. 29(2), 1990, pp.26-42. "A Comparison of the Rate of Technological
Change Between FHA and Non-FHA Farmers ," (with R. Grabowski). Journal of
Productivity Analysis, Vol.1, 1989, pp. 155-163. "A Reply to a Comment,"
(with R. Grabowski, S. Kraft, and C. Pasurka). Journal of Agricultural
Economics, Vol.3, 1989, pp. 249-253. "Toward an Appraisal of FHA Credit
Program: A Case Study of the Efficiency of Borrowers in Southern Illinois,"
(with W. Herr, P. Eberle, and R. Grabowski). Southern Journal of
Agricultural Economics, December, 1988, pp. 93-99. "Technological Change
in Illinois Agriculture," (with R. Grabowski, S. Kraft, and C. Pasurka).
Journal of Agricultural Economics, Vol.2, 1988, pp.303-318. "Elasticity
Estimation and Product Pricing Decisions: An Analysis of U.S. Alcoholic
Beverage Demand," (with J. Beaulieu). Journal of the Southwestern Society
of Economists, Vol. 14(1), 1987, pp. 263-270.
SELECTED ABSTRACTS: "Efficiency of
the Railroad Industry: A Frontier Approach," (with R. Grabowski). Journal
of Economics Literature, 1989, pp. 1045. PRESENTATIONS:
"A
Cross-Industry Analysis of Investors' Reaction to Unexpected Market Surprises:
Evidence from NASDAQ Sector-Indices"( (with Peter Bush and Marl Perry),
International Conference on Globalization and Higher Education in Economics and
Business Administration, Iasi, Romania, 2009.
"Cost
Efficiency, Technological Progress and Productivity Growth of Public, Private,
and Foreign Banks in People's Republic of China: Evidence from Pre and Post WTO Accession"(with Rima Turk and Rasoul Rezvanian), Financial Management
Association, Dallas, Texas , 2008
"An
Analysis of Investors' Behavior in the Romanian Equity Market", (with Anamaria Ciobanu and Mark Perry), the
3rd
International
Conference on Accounting and Management Information Systems( AMIS), 2008,
Bucharest, Romania.
"Cost Efficiency, Technological
Progress and Productivity Growth of Public, Private, and Foreign Banks in
People's Republic of China: Evidence from Pre and Post WTO Accession" (with Rima
Turk and Rasoul Rezvanian), Midwest Finance Association, 2008.
"A Time Series Analysis of Operational Efficiency and
Financial Performance: Evidence From the U.S. Airline Industry",
(with Richard Ajayi)
Second International Conference on Business, Management and Economics, June
2006, Cesme, Izmir, Turkey.
“Efficiency
Change, Technological Progress and Productivity Growth of Private, Public and
Foreign Banks in India: Evidence from the Post-Liberalization Era," with Rasoul
Rezvanian and Narendar Rao), the 18th Annual Australasian Finance and
Banking Conference , December 2005, Sydney, Australia.
"An Examination of Investor Reaction
to Unexpected Political and Economic Events in an Emerging Market: The Case of Turkey",(with Mark Perry and Tevifk Nas),
the First International
Conference on Business, Management and Economics, June 2005,
Cesme, Izmir,
Turkey.
"A Test of
U.S. Equity Market Surprises in an Era High Volatility,"( with R. Ajayi and Mark
Perry). The Inaugural International Conference on Business, Banking and Finance,
April 27-29, 2004, Port of Spain, Trinidad.
"An Analysis
of Day-of-the-Week Effects in the Egyptian Stock Market", (with Hassan Aly and
Mark Perry). Financial
Developments in Arab Countries, March 31- April 2, 2003, Abu-Dhabi, UAE.
"The Individual Investor Sentiment
and the Monday Seasonal in NASDAQ Stocks" (with V. Gondhalekar). Midwest
Finance Association, March, 2002.
"Production Economies of Foreign-Owned and Domestic-Owned Banks in Hong Kong,"
(With Rasoul Rezvanian and Abdul Rasheed). Midwest Finance Association, March,
2001. "Executive Compensation and Efficiency: A Study of Large Bank Holding
Companies in the United States," ( W. Bosworth and T. Vogel). Financial
Management Association Meetings, October 2000. "Efficiency Change,
Technological Progress and Productivity Growth in Thrift Institutions: The
Case of US Cooperative Banks," (with E. Elyasiani and R. Rezvanian). Financial
Management Association Meetings, October 2000. "An Examination of Cost
Structure and Production Performance of Commercial Banks in Singapore," (with Rasoul Rezvanian). Midwest Finance Association, March 2000. "An Examination
of Cost Structure and Production Performance of Commercial Banks in
Singapore," (with Rasoul Rezvanian). Taipei International Conference on
Efficiency and Productivity Growth, 1999. "An Analysis of Stock Market
Anomalies: Evidence from International Equity Markets," (with M.Perry).
Eastern Finance Association, 1999. "Market Efficiency and the Reversal of
the Monday Effect: New Evidence from U.S. Equity Markets ”Equity Market,"
(with M. Perry). Midwest Finance Association, 1999.
"Production Economies of Small Depository Institutions in Post FIRREA
Era: Evidence from Cooperative Banks", (with R. Rezvanian). Financial
Management Association, 1997.
"The Relative Influence of U.S. and Japan on the Asian Emerging Stock
Markets: Tests of Information Transmission and Bloc Effects," (with R. Ajayi
and J. Choi), Financial Management Association, 1995. "Information Arrival
and Stock Return Volatility: Evidence on Influence of the U.S. and Japan on
the Pacific Basin Emerging Markets," (with R. Ajayi and J. Choi), ASSA/NAEFA
Meeting, 1995. "Global Reaction of Security Prices to U.S.-induced
Surprises: An Empirical Investigation," (with R. Ajayi). Financial Management
Association Meeting, 1994.
"Stock Returns, Exchange Rates, and Economic Exposure," (with R. Ajayi)
Annual Conference on Multinational Financial Issues, 1994. "On the Relationship Between Stock Returns and Exchange Rates: Tests of
Granger Causality," (with R. Ajayi). Midwest Finance Association Meeting,
1994.
"Is There a Yen or Dollar Bloc Effect in the Asian-Pacific Capital
Markets?" (with R. Ajayi and J.Choi). ASSA/NAEFA Meeting, 1994. "The
United States, Japan, and the Emerging Stock Markets of the Pacific Basin: A
Test of Regional and Intertemporal Stability," (with R. Ajayi and J. Choi)
Conference on Pacific Basin Business, Economics, and Finance, 1993.
"Test of Investors' Reaction to Major Surprises: The Case of Emerging
Markets," (with R. Ajayi). Academy of International Business Meeting,
Brussels, 1992. "A Non-parametric Frontier Model for Foreign and Domestic
Owned Banks Cost Structure," (with E. Elyasiani). Financial Management
Association Meeting, 1992. "Rational Investors' Reaction to Uncertainty:
Evidence from the World's Major Markets," (with R. Ajayi). Financial
Management Association Meeting, 1992. "Stock Return Differentials as
Predictors of Exchange Rates: Evidence for Advanced and Emerging Markets,"
(with R. Ajayi). Eastern Finance Association Meeting, 1992.
"An Empirical Test of Association Between Production and Financial
Performance: The Case of the Commercial Banking Industry," (with E.
Elyasiani and R. Razvanian). Midwest Finance Association Meeting, 1992.
"The Comparative Efficiency Performance of Small and Large Commercial Banks in
the Pre and Post Deregulation Eras," (with E. Elyasiani). Midwest Finance
Association Meeting, 1992.
"The U.S., Japan, and the Emerging Markets of the Pacific Basin: An
Intertemporal Stock Market Analysis," (with R. Ajayi and J. Choi).
International Trade and Finance Conference, Larado, Texas, 1992. "The
Price Effects of Cash versus Mortgage Transactions," (with P. Asabere and F.
Huffman). Allied Social Science Association Meeting, 1992. "A Non-parametric
Frontier Model for Foreign and Domestic Owned Banks Cost Structure," (with E.
Elyasiani). Financial Management Association Meeting, 1992.
"The Comparative Efficiency Performance of Minority and Non-minority
Owned Banks: A Linear Programming Approach," (with E.Elyasiani). Midwest
Finance Association Meeting, 1991.
"A Non-parametric Approach to the Measurement of Efficiency and
Technological Change: The Case of Large U.S. Commercial Banks," (with E.
Elyasiani). Midwest Finance Association Meeting, 1990.
"Efficiency in the Commercial Banking Industry: A Production Frontier
Approach," (with E. Elyasiani). Midwest Finance Association Meeting, 1989.
"An Examination of the Relationship Between Financial Ratios and
Efficiency of the Firm Proceedings", American Accounting Association,
Mid-Atlantic Regional Meetings, 1988. "An Examination of the Relationship
Between Financial Ratios and Efficiency of the Firm," American Accounting
Association, Mid-Atlantic Regional Meeting, 1988. "Elasticity Estimation and
Product Pricing Decisions: An Analysis of U.S. Alcoholic Beverage Demand,"
(with J. Beaulieu). SWFAD Meeting, 1987.
AWARDS AND GRANTS:
- J. William Fulbright Scholarship Award, the Academy of Economic
Studies, Bucharest, Romania, 2008.
- J. William
Fulbright Scholarship Award, the Academy of Economic Studies, Bucharest,
Romania,2007.
- University of Michigan-Flint Faculty Scholarly and
Creative Achievement Award,2001.
- Member of Beta Gamma Sigma, inducted: 2000
- Grants from Temple University (1993) and the Ohio
State University (1993,1994 and 1995).
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