School of Business

Bio

Published Intellectual Contributions

REFEREED PUBLICATIONS

“Trader Networks and Option Risk Management,” Coauthored with Li Sun and Peter Locke, The Journal of Futures Markets, 40 (7), 1031-1048 (2020). (Lead Article and Semi-finalist for the Market Microstructure Best Paper Award at Financial Management Association 2016 Meetings)

“Modelling and Prediction of Financial Trading Networks: A Case Study in the NYMEX Natural Gas Futures Market,” Coauthored with Brenda Betancourt and Abel Rodriguez, Journal of the Royal Statistical Society: Series C, 69 (1), 195-218 (2019).

“Value Added: West Virginia University’s Approach to Experiential Learning,” Coauthored with Gulnara Zaynutdinova, Michael Burdette, and Nathan Burks, Managerial Finance, 46 (5), 599-609 (2019).

“An Update on Speculation and Financialization in Commodity Markets,” Coauthored with Jeffrey Harris and Bingxin Li, Journal of Commodity Markets, 10, 91-104 (2018).

“Investigating Competition in Financial Markets: A Sparse Autologistic Model for Dynamic Network Data,” Coauthored with Brenda Betancourt and Abel Rodriguez. Journal of Applied Statistics, 45 (7), 1157-1172 (2018).

“Bayesian Infused Lasso Regression for Dynamic Binary Networks,” Coauthored with Brenda Betancourt and Abel Rodriguez. The Journal of Computational and Graphical Statistics, Vol.1, No. 1 1-11 (Lead Article) (2017).

“The Prevalence, Sources, and Effects of Herding,” Coauthored with Bahattin Buyuksahin, Michael Haigh, and Jeffrey Harris. Journal of Futures Markets, Vol. 36 (7), 671-694 (2016).

“Market Making and Risk Management in Options Markets,” Review of Derivatives Research, Vol. 8, No. 1, 1-27 (2015) (Lead Article).

“The Changing Landscape of Retirement Rules of Thumb,” Coauthored with David Cervone, Adolph Neidermeyer and Presha Neidermeyer. Journal of Financial Regulation and Compliance, Vol. 23 (2), 106 – 114 (2015).
*Highly Commended Paper in the 2016 Emerald Literati Network Awards for Excellence

“Price Discovery in Futures Options Markets: A Transactions Based Approach,” Coauthored with Peter Locke, Journal of Futures Markets, Vol. 34, No. 9 853-867 (2014).

“Accounting Irregularities and Failure to Deliver: An Examination of the Relationship between Naked Short Sales and Restatements,” Coauthored with Ann Marie Hibbert and Ivelina Pavlova, Managerial Finance, Vol. 40, No. 8 (2014),
*Highly Commended Paper in the 2015 Emerald Literati Network Awards for Excellence

“PMI: Mortgage Backstop from the Alger Report to Dodd-Frank,” Coauthored with Adolph Neidermeyer and Presha Neidermeyer, Journal of Financial Regulation and Compliance, Vol. 22, No. 1, 43-48 (2014).

“Trader Survival in Financial Markets: Evidence from the Move from Pit to Electronic Futures Trading,” Coauthored with Alex Kurov, Journal of Futures Markets, 32, 809-836 (2012). (Lead Article).

“The Role of Speculators During Periods of Financial Distress,” Coauthored with Jeffrey Harris and Arek Novak, Journal of Alternative Investments, Vol. 14, No. 1, (2011). (Lead Article, Invited).

“Gains from Active Bond Portfolio Management Strategies,” Coauthored with Jeffrey Mercer, Journal of Fixed Income, Vol. 19, No. 4 (2010). Abstracted in The CFA Digest 40 (August 2010).

BOOK CONTRIBUTIONS

Financial Planning Competency Handbook. John Wiley & Sons, Inc. (2013).