
Assistant Professor of Finance
Finance, CBA 237P.O. Box 880490
University of Nebraska-Lincoln
Lincoln, NE 68588-0490, USA
Phone: (402) 472-2330
Fax: (402) 472-5140
E-mail:
Joined the college in Summer 2005.
Expertise:
- Actuarial Science
- Financial Institutions
- Financial Markets & Investing
- Insurance
Education:
Ph.D. University of Iowa (2003) B.S. University of Nebraska-Lincoln (1995)Research Interests:
Investments, behavioral finance, empirical asset pricing, mutual fund performance evaluation, insurance and risk management, cognitive psychologyTeaching Interests:
Investments (363), Security Analysis (463), Advanced Financial Theory (961)Published in the following:
Journal of Financial Markets, Journal of Corporate Finance, Journal of Banking and Finance, Journal of Risk and Insurance, North American Actuarial JournalWorking Papers "Investor Timing and Fund Distribution Channels" with Mercer Bullard and Travis Sapp "Price Trends and Patterns in Technical Analysis: A Theoretical and Empirical Examination" with Paul Weller and Lee Dunham. “A New Method for Estimating Mutual Fund Returns” “A New Look at Investor Behavior in the IPO Aftermarket”, 2006, with Chris Swift (UNL PhD student). Under review. “A Note on the Dangers of Analyzing Price-Normalized Earnings Forecasts”, 2005. Under review. “Analyst Earnings Forecasts, Cognitive Biases and Momentum”, 2005, with Paul Weller.
Research
Selected Articles:
- Quantifying Cognitive Biases in Analyst Earnings Forecasts
- On the Lack of Participating Policy Usage by Stock Insurance Companies
- Mutual Fund Flows and Investor Returns: An Empirical Examination of Mutual Fund Investor Timing Ability
- An Empirical Examination of Jump Risk in U.S Equity and Bond Markets
- How do firms adjust director compensation?
- How do firms adjust director compensation?
- Price Trends and Patterns in Technical Analysis: A Theoretical and Empirical Examination

